CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV                                                  Code-0063A2
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 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  :    32,572:     7,079      6,932        700     24,790     24,940     32,569     32,572:         3          0
Old  :    32,572:     7,079      6,932        700     24,790     24,940     32,569     32,572:         3          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :      -350:       600          0       -275       -675        -75       -350       -350:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.7       21.3        2.1       76.1       76.6      100.0      100.0:       0.0        0.0
Old  :     100.0:      21.7       21.3        2.1       76.1       76.6      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  :        41:        13          2          1         19         12         32         15:
Old  :        41:        13          2          1         19         12         32         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  :                 48.3       72.1       68.5       91.9       43.9       71.0       64.1       88.7
Old  :                 48.3       72.1       68.5       91.9       43.9       71.0       64.1       88.7
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, December 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  :   117,042:    46,820     26,282     14,391     55,395     75,932    116,605    116,605:       437        437
Old  :   117,042:    46,820     26,282     14,391     55,395     75,932    116,605    116,605:       437        437
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :       906:    -1,606      1,302        255      2,035       -868        684        689:       222        217
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.0       22.5       12.3       47.3       64.9       99.6       99.6:       0.4        0.4
Old  :     100.0:      40.0       22.5       12.3       47.3       64.9       99.6       99.6:       0.4        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  :        64:        24         10         17         28         22         56         45:
Old  :        64:        24         10         17         28         22         56         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  :                 34.1       30.8       51.1       50.8       28.7       25.5       41.8       40.1
Old  :                 34.1       30.8       51.1       50.8       28.7       25.5       41.8       40.1
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, December 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  :    65,277:    27,292     12,980      7,788     29,956     44,367     65,036     65,135:       240        141
Old  :    65,277:    27,292     12,980      7,788     29,956     44,367     65,036     65,135:       240        141
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :     2,223:     1,875        448          3        356      1,804      2,233      2,254:        -9        -31
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.8       19.9       11.9       45.9       68.0       99.6       99.8:       0.4        0.2
Old  :     100.0:      41.8       19.9       11.9       45.9       68.0       99.6       99.8:       0.4        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  :        52:        20          8         15         19         19         43         38:
Old  :        52:        20          8         15         19         19         43         38:
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  :                 27.0       43.0       47.0       62.8       24.8       35.8       39.5       50.8
Old  :                 27.0       43.0       47.0       62.8       24.8       35.8       39.5       50.8
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, December 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  :   154,133:    41,634     24,301      4,185    108,314    125,647    154,133    154,133:         0          0
Old  :   154,133:    41,634     24,301      4,185    108,314    125,647    154,133    154,133:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :       525:     1,106     -1,434       -558        -23      2,517        525        525:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.0       15.8        2.7       70.3       81.5      100.0      100.0:       0.0        0.0
Old  :     100.0:      27.0       15.8        2.7       70.3       81.5      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  :        30:         4          7          4         16         15         22         24:
Old  :        30:         4          7          4         16         15         22         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  :                 63.9       77.3       85.6       87.6       63.5       75.0       79.8       80.3
Old  :                 63.9       77.3       85.6       87.6       63.5       75.0       79.8       80.3
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, December 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  :   119,714:    18,596     53,198      3,187     97,931     63,329    119,714    119,714:         0          0
Old  :   119,714:    18,596     53,198      3,187     97,931     63,329    119,714    119,714:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :       874:       485      1,700       -150        539       -676        874        874:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.5       44.4        2.7       81.8       52.9      100.0      100.0:       0.0        0.0
Old  :     100.0:      15.5       44.4        2.7       81.8       52.9      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:         7          3          3         18         11         26         16:
Old  :        29:         7          3          3         18         11         26         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  :                 59.7       81.1       77.8       94.9       59.4       77.2       77.1       89.1
Old  :                 59.7       81.1       77.8       94.9       59.4       77.2       77.1       89.1
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, December 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  :    32,557:    10,306      5,823      3,991     18,260     22,743     32,557     32,557:         0          0
Old  :    32,557:    10,306      5,823      3,991     18,260     22,743     32,557     32,557:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :       175:       501          0       -313        -13        488        175        175:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.7       17.9       12.3       56.1       69.9      100.0      100.0:       0.0        0.0
Old  :     100.0:      31.7       17.9       12.3       56.1       69.9      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  :        30:         9          3          4         10         12         23         17:
Old  :        30:         9          3          4         10         12         23         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  :                 41.5       53.3       66.7       78.1       37.0       37.4       52.8       55.1
Old  :                 41.5       53.3       66.7       78.1       37.0       37.4       52.8       55.1
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, December 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  :    57,346:     6,430      2,985      1,715     49,201     52,646     57,346     57,346:         0          0
Old  :    57,346:     6,430      2,985      1,715     49,201     52,646     57,346     57,346:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :    -3,666:        75          0        -75     -3,666     -3,591     -3,666     -3,666:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.2        5.2        3.0       85.8       91.8      100.0      100.0:       0.0        0.0
Old  :     100.0:      11.2        5.2        3.0       85.8       91.8      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  :        31:         8          2          3         19         17         27         22:
Old  :        31:         8          2          3         19         17         27         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  :                 49.5       65.7       79.0       82.8       34.7       35.7       45.8       48.4
Old  :                 49.5       65.7       79.0       82.8       34.7       35.7       45.8       48.4
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, December 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  :    16,402:     7,644      1,826        808      7,950     13,768     16,402     16,402:         0          0
Old  :    16,402:     7,644      1,826        808      7,950     13,768     16,402     16,402:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :     2,650:     1,150         25       -250      1,750      2,875      2,650      2,650:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.6       11.1        4.9       48.5       83.9      100.0      100.0:       0.0        0.0
Old  :     100.0:      46.6       11.1        4.9       48.5       83.9      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  :        27:        10          3          2          7         11         18         15:
Old  :        27:        10          3          2          7         11         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  :                 59.9       67.1       78.5       91.6       56.8       63.5       74.5       83.9
Old  :                 59.9       67.1       78.5       91.6       56.8       63.5       74.5       83.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CT RECs CLASS 1 - ICE FUTURES ENERGY DIV                                                                Code-0063DK
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 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  :    12,045:     1,031      2,750        164     10,850      9,131     12,045     12,045:         0          0
Old  :    12,045:     1,031      2,750        164     10,850      9,131     12,045     12,045:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :        98:      -115        200         49        164       -151         98         98:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.6       22.8        1.4       90.1       75.8      100.0      100.0:       0.0        0.0
Old  :     100.0:       8.6       22.8        1.4       90.1       75.8      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  :        21:         3          3          2         11          8         14         13:
Old  :        21:         3          3          2         11          8         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  :                 74.1       83.9       93.5       97.8       74.1       83.0       88.8       91.7
Old  :                 74.1       83.9       93.5       97.8       74.1       83.0       88.8       91.7
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, December 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  :    19,763:     2,298      6,325        850     16,590     12,588     19,738     19,763:        25          0
Old  :    19,763:     2,298      6,325        850     16,590     12,588     19,738     19,763:        25          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :       310:      -100        325          0        410        -15        310        310:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.6       32.0        4.3       83.9       63.7       99.9      100.0:       0.1        0.0
Old  :     100.0:      11.6       32.0        4.3       83.9       63.7       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  :        25:         4          7          4         12          9         18         18:
Old  :        25:         4          7          4         12          9         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  :                 58.9       81.5       85.2       92.3       58.4       80.5       83.7       89.7
Old  :                 58.9       81.5       85.2       92.3       58.4       80.5       83.7       89.7
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, December 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  :    45,231:    22,481     10,200      2,487     20,263     32,544     45,231     45,231:         0          0
Old  :    45,231:    22,481     10,200      2,487     20,263     32,544     45,231     45,231:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :        37:        37          0          0          0         37         37         37:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      49.7       22.6        5.5       44.8       72.0      100.0      100.0:       0.0        0.0
Old  :     100.0:      49.7       22.6        5.5       44.8       72.0      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:         7          3          4         15         10         23         16:
Old  :        25:         7          3          4         15         10         23         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  :                 66.6       66.8       87.6       88.9       59.5       64.3       74.1       78.9
Old  :                 66.6       66.8       87.6       88.9       59.5       64.3       74.1       78.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MASS SREC CARVE OUT 1 - ICE FUTURES ENERGY DIV                                                          Code-0063DP
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 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  :    14,435:       550      7,400      1,450     12,435      5,585     14,435     14,435:         0          0
Old  :    14,435:       550      7,400      1,450     12,435      5,585     14,435     14,435:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :         0:         0        -50          0          0         50          0          0:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.8       51.3       10.0       86.1       38.7      100.0      100.0:       0.0        0.0
Old  :     100.0:       3.8       51.3       10.0       86.1       38.7      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  :        20:         2          3          2         11          7         14         11:
Old  :        20:         2          3          2         11          7         14         11:
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  :                 70.0       78.3       89.8       96.9       63.2       72.7       77.8       82.0
Old  :                 70.0       78.3       89.8       96.9       63.2       72.7       77.8       82.0
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, December 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  :    33,374:     4,144        528      3,389     25,679     29,444     33,212     33,361:       162         13
Old  :    33,374:     4,144        528      3,389     25,679     29,444     33,212     33,361:       162         13
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :     2,195:       682         10        124      1,378      2,070      2,184      2,204:        11         -9
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.4        1.6       10.2       76.9       88.2       99.5      100.0:       0.5        0.0
Old  :     100.0:      12.4        1.6       10.2       76.9       88.2       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  :        37:         5          2          4         24         24         31         28:
Old  :        37:         5          2          4         24         24         31         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  :                 52.8       59.6       77.7       78.7       23.8       18.2       28.3       25.7
Old  :                 52.8       59.6       77.7       78.7       23.8       18.2       28.3       25.7
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, December 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  :    35,427:     2,002      2,568      4,195     28,266     28,612     34,463     35,375:       964         52
Old  :    35,427:     2,002      2,568      4,195     28,266     28,612     34,463     35,375:       964         52
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :     1,685:       208      1,121         55      1,422        509      1,685      1,685:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.7        7.2       11.8       79.8       80.8       97.3       99.9:       2.7        0.1
Old  :     100.0:       5.7        7.2       11.8       79.8       80.8       97.3       99.9:       2.7        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  :        38:         3          5          3         23         22         28         28:
Old  :        38:         3          5          3         23         22         28         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  :                 46.5       48.6       64.5       74.6       36.4       34.8       49.4       50.1
Old  :                 46.5       48.6       64.5       74.6       36.4       34.8       49.4       50.1
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, December 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  : 5,013,162:   284,052    178,574    349,515  4,344,948  4,452,965  4,978,515  4,981,054:    34,647     32,108
Old  : 5,013,162:   284,052    178,574    349,515  4,344,948  4,452,965  4,978,515  4,981,054:    34,647     32,108
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :    69,760:    -7,375     31,850     29,390     43,421        754     65,436     61,994:     4,324      7,766
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.7        3.6        7.0       86.7       88.8       99.3       99.4:       0.7        0.6
Old  :     100.0:       5.7        3.6        7.0       86.7       88.8       99.3       99.4:       0.7        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  :       227:        40         26         49        147        116        206        172:
Old  :       227:        40         26         49        147        116        206        172:
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  :                 27.8       42.0       44.1       57.9       26.5       40.8       39.5       56.1
Old  :                 27.8       42.0       44.1       57.9       26.5       40.8       39.5       56.1
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, December 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  : 1,213,756:    41,677     62,900    391,181    779,215    757,928  1,212,073  1,212,009:     1,683      1,747
Old  : 1,213,756:    41,677     62,900    391,181    779,215    757,928  1,212,073  1,212,009:     1,683      1,747
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :    11,595:    15,621     21,215     -2,287     -1,867     -7,323     11,466     11,604:       129         -9
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.4        5.2       32.2       64.2       62.4       99.9       99.9:       0.1        0.1
Old  :     100.0:       3.4        5.2       32.2       64.2       62.4       99.9       99.9:       0.1        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  :        76:        15         13         25         45         46         72         72:
Old  :        76:        15         13         25         45         46         72         72:
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  :                 53.6       51.4       69.3       70.6        9.6       11.5       12.0       13.9
Old  :                 53.6       51.4       69.3       70.6        9.6       11.5       12.0       13.9
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, December 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  :   257,072:     2,195      5,346        364    228,698    246,681    231,257    252,391:    25,815      4,681
Old  :   257,072:     2,195      5,346        364    228,698    246,681    231,257    252,391:    25,815      4,681
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :   -10,169:     1,380       -430        120    -12,309     -6,916    -10,809     -7,226:       640     -2,943
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.9        2.1        0.1       89.0       96.0       90.0       98.2:      10.0        1.8
Old  :     100.0:       0.9        2.1        0.1       89.0       96.0       90.0       98.2:      10.0        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  :        33:         1          2          2         26         22         28         25:
Old  :        33:         1          2          2         26         22         28         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  :                 61.5       77.5       76.2       87.8       54.9       73.0       69.3       80.1
Old  :                 61.5       77.5       76.2       87.8       54.9       73.0       69.3       80.1
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, December 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  :   143,271:     1,096      2,690      1,270    133,996    125,692    136,362    129,652:     6,909     13,619
Old  :   143,271:     1,096      2,690      1,270    133,996    125,692    136,362    129,652:     6,909     13,619
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :    -5,614:    -2,308     -2,504       -234     -5,907       -760     -8,449     -3,498:     2,835     -2,116
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.8        1.9        0.9       93.5       87.7       95.2       90.5:       4.8        9.5
Old  :     100.0:       0.8        1.9        0.9       93.5       87.7       95.2       90.5:       4.8        9.5
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  :        30:         2          2          3         17         19         20         23:
Old  :        30:         2          2          3         17         19         20         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  :                 70.2       46.6       84.2       69.6       69.5       44.2       81.4       67.1
Old  :                 70.2       46.6       84.2       69.6       69.5       44.2       81.4       67.1
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, December 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  :   328,685:     3,715      6,200      6,569    303,917    311,162    314,201    323,931:    14,484      4,754
Old  :   328,685:     3,715      6,200      6,569    303,917    311,162    314,201    323,931:    14,484      4,754
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :     8,606:       -76      2,288         49      7,478      7,765      7,451     10,102:     1,155     -1,496
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.1        1.9        2.0       92.5       94.7       95.6       98.6:       4.4        1.4
Old  :     100.0:       1.1        1.9        2.0       92.5       94.7       95.6       98.6:       4.4        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  :        43:         3          2          4         28         30         33         34:
Old  :        43:         3          2          4         28         30         33         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       46.7       74.6       70.0       55.4       42.0       64.9       62.3
Old  :                 59.9       46.7       74.6       70.0       55.4       42.0       64.9       62.3
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, December 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  :   846,384:     6,869     10,622      3,124    828,059    831,682    838,052    845,428:     8,332        956
Old  :   846,384:     6,869     10,622      3,124    828,059    831,682    838,052    845,428:     8,332        956
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :     4,159:     3,551       -644       -173      2,225      5,101      5,603      4,284:    -1,444       -125
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.8        1.3        0.4       97.8       98.3       99.0       99.9:       1.0        0.1
Old  :     100.0:       0.8        1.3        0.4       97.8       98.3       99.0       99.9:       1.0        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:         6          1          5         39         28         45         34:
Old  :        50:         6          1          5         39         28         45         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  :                 35.5       63.9       60.5       88.7       35.2       62.4       58.5       86.2
Old  :                 35.5       63.9       60.5       88.7       35.2       62.4       58.5       86.2
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, December 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  :   378,778:     2,960      5,077      1,368    367,339    364,221    371,667    370,666:     7,111      8,112
Old  :   378,778:     2,960      5,077      1,368    367,339    364,221    371,667    370,666:     7,111      8,112
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :   -14,833:    -1,117       -319        -89     -5,977    -12,877     -7,183    -13,285:    -7,650     -1,548
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.8        1.3        0.4       97.0       96.2       98.1       97.9:       1.9        2.1
Old  :     100.0:       0.8        1.3        0.4       97.0       96.2       98.1       97.9:       1.9        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  :        60:         2          4          3         41         39         44         45:
Old  :        60:         2          4          3         41         39         44         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  :                 43.1       42.9       62.7       62.7       41.5       36.1       59.0       50.8
Old  :                 43.1       42.9       62.7       62.7       41.5       36.1       59.0       50.8
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, December 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  :   501,028:     1,150        968        120    490,583    492,793    491,853    493,881:     9,175      7,147
Old  :   501,028:     1,150        968        120    490,583    492,793    491,853    493,881:     9,175      7,147
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :   -35,941:      -651         62        -62    -29,709    -37,701    -30,422    -37,701:    -5,519      1,760
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.2        0.2        0.0       97.9       98.4       98.2       98.6:       1.8        1.4
Old  :     100.0:       0.2        0.2        0.0       97.9       98.4       98.2       98.6:       1.8        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  :        54:         1          2          1         42         35         44         37:
Old  :        54:         1          2          1         42         35         44         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  :                 59.4       45.7       75.8       73.0       59.4       44.5       73.9       67.8
Old  :                 59.4       45.7       75.8       73.0       59.4       44.5       73.9       67.8
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, December 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  :   373,322:         0      5,176        915    364,396    359,579    365,311    365,670:     8,011      7,652
Old  :   373,322:         0      5,176        915    364,396    359,579    365,311    365,670:     8,011      7,652
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :   -23,962:         0        765     -1,007    -17,754    -23,470    -18,761    -23,712:    -5,201       -250
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        1.4        0.2       97.6       96.3       97.9       98.0:       2.1        2.0
Old  :     100.0:       0.0        1.4        0.2       97.6       96.3       97.9       98.0:       2.1        2.0
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  :        45:         0          3          1         38         27         39         30:
Old  :        45:         0          3          1         38         27         39         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  :                 46.2       66.0       65.1       83.8       45.7       61.8       63.4       76.5
Old  :                 46.2       66.0       65.1       83.8       45.7       61.8       63.4       76.5
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, December 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  :   108,296:         0      4,533        465    103,306     99,838    103,771    104,836:     4,525      3,460
Old  :   108,296:         0      4,533        465    103,306     99,838    103,771    104,836:     4,525      3,460
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :    -6,810:         0        387         31     -5,460     -6,156     -5,429     -5,738:    -1,381     -1,072
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        4.2        0.4       95.4       92.2       95.8       96.8:       4.2        3.2
Old  :     100.0:       0.0        4.2        0.4       95.4       92.2       95.8       96.8:       4.2        3.2
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:         0          4          2         16         20         18         24:
Old  :        28:         0          4          2         16         20         18         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  :                 74.8       50.1       90.2       72.1       74.4       48.1       83.2       66.9
Old  :                 74.8       50.1       90.2       72.1       74.4       48.1       83.2       66.9
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, December 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  :    27,736:         0      1,110          0     26,326     25,795     26,326     26,905:     1,410        831
Old  :    27,736:         0      1,110          0     26,326     25,795     26,326     26,905:     1,410        831
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :    -6,349:      -300       -356       -300     -4,281     -5,338     -4,881     -5,994:    -1,468       -355
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        4.0        0.0       94.9       93.0       94.9       97.0:       5.1        3.0
Old  :     100.0:       0.0        4.0        0.0       94.9       93.0       94.9       97.0:       5.1        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  :        27:         0          2          0         14         12         14         14:
Old  :        27:         0          2          0         14         12         14         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  :                 66.2       66.4       84.9       87.2       66.2       66.4       84.8       87.2
Old  :                 66.2       66.4       84.9       87.2       66.2       66.4       84.8       87.2
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, December 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  :   244,556:         0      1,566        428    240,130    233,993    240,558    235,987:     3,998      8,569
Old  :   244,556:         0      1,566        428    240,130    233,993    240,558    235,987:     3,998      8,569
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :   -11,911:         0       -652        182     -6,654    -10,492     -6,472    -10,962:    -5,439       -949
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.6        0.2       98.2       95.7       98.4       96.5:       1.6        3.5
Old  :     100.0:       0.0        0.6        0.2       98.2       95.7       98.4       96.5:       1.6        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  :        37:         0          1          1         26         23         27         24:
Old  :        37:         0          1          1         26         23         27         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  :                 63.8       45.7       78.6       73.7       63.8       45.3       77.3       71.9
Old  :                 63.8       45.7       78.6       73.7       63.8       45.3       77.3       71.9
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, December 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  :   179,464:         0          0          0    170,628    175,940    170,628    175,940:     8,836      3,524
Old  :   179,464:         0          0          0    170,628    175,940    170,628    175,940:     8,836      3,524
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :    -9,076:         0          0          0     -9,657     -9,591     -9,657     -9,591:       581        515
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0       95.1       98.0       95.1       98.0:       4.9        2.0
Old  :     100.0:       0.0        0.0        0.0       95.1       98.0       95.1       98.0:       4.9        2.0
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  :        30:         0          0          0         24         20         24         20:
Old  :        30:         0          0          0         24         20         24         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  :                 55.4       54.6       71.5       82.6       55.4       50.7       69.1       76.2
Old  :                 55.4       54.6       71.5       82.6       55.4       50.7       69.1       76.2
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, December 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  :   274,344:         0      2,736          0    267,279    268,857    267,279    271,593:     7,065      2,751
Old  :   274,344:         0      2,736          0    267,279    268,857    267,279    271,593:     7,065      2,751
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :   -12,227:         0          0          0     -7,804    -12,649     -7,804    -12,649:    -4,423        422
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        1.0        0.0       97.4       98.0       97.4       99.0:       2.6        1.0
Old  :     100.0:       0.0        1.0        0.0       97.4       98.0       97.4       99.0:       2.6        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  :        34:         0          1          0         22         22         22         23:
Old  :        34:         0          1          0         22         22         22         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  :                 54.7       62.9       82.6       78.3       52.7       60.3       75.2       74.2
Old  :                 54.7       62.9       82.6       78.3       52.7       60.3       75.2       74.2
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, December 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  :    31,417:     2,821          0          0     26,046     29,726     28,867     29,726:     2,550      1,691
Old  :    31,417:     2,821          0          0     26,046     29,726     28,867     29,726:     2,550      1,691
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :   -11,977:    -6,962          0          0     -5,244    -11,556    -12,206    -11,556:       229       -421
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.0        0.0        0.0       82.9       94.6       91.9       94.6:       8.1        5.4
Old  :     100.0:       9.0        0.0        0.0       82.9       94.6       91.9       94.6:       8.1        5.4
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  :        23:         4          0          0          9         14         13         14:
Old  :        23:         4          0          0          9         14         13         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  :                 77.9       75.7       87.4       88.0       77.9       75.5       87.4       86.5
Old  :                 77.9       75.7       87.4       88.0       77.9       75.5       87.4       86.5
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, December 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  :   575,304:    28,193      2,574      6,742    527,287    556,108    562,222    565,424:    13,082      9,880
Old  :   575,304:    28,193      2,574      6,742    527,287    556,108    562,222    565,424:    13,082      9,880
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :   -36,789:     6,959     -2,640        314    -46,248    -32,105    -38,975    -34,431:     2,186     -2,358
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.9        0.4        1.2       91.7       96.7       97.7       98.3:       2.3        1.7
Old  :     100.0:       4.9        0.4        1.2       91.7       96.7       97.7       98.3:       2.3        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  :        60:         5          2          6         43         34         51         40:
Old  :        60:         5          2          6         43         34         51         40:
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  :                 27.3       57.7       45.1       78.0       25.7       57.4       42.5       73.3
Old  :                 27.3       57.7       45.1       78.0       25.7       57.4       42.5       73.3
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, December 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  :   199,317:         0        985      4,780    190,056    185,588    194,836    191,353:     4,481      7,964
Old  :   199,317:         0        985      4,780    190,056    185,588    194,836    191,353:     4,481      7,964
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :   -13,631:      -962     -1,773      1,357    -14,240    -13,122    -13,845    -13,538:       214        -93
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.5        2.4       95.4       93.1       97.8       96.0:       2.2        4.0
Old  :     100.0:       0.0        0.5        2.4       95.4       93.1       97.8       96.0:       2.2        4.0
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:         0          2          2         22         17         24         19:
Old  :        24:         0          2          2         22         17         24         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  :                 65.2       62.0       79.2       80.4       44.9       46.7       53.2       53.4
Old  :                 65.2       62.0       79.2       80.4       44.9       46.7       53.2       53.4
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, December 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  :    39,009:       900        279        660     36,529     35,710     38,089     36,649:       920      2,360
Old  :    39,009:       900        279        660     36,529     35,710     38,089     36,649:       920      2,360
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :    -8,284:       403         30       -371     -8,114     -8,287     -8,082     -8,628:      -202        344
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.3        0.7        1.7       93.6       91.5       97.6       94.0:       2.4        6.0
Old  :     100.0:       2.3        0.7        1.7       93.6       91.5       97.6       94.0:       2.4        6.0
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          1          1         15          7         16          9:
Old  :        20:         1          1          1         15          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  :                 65.3       80.8       84.2       93.2       64.1       73.5       77.9       82.5
Old  :                 65.3       80.8       84.2       93.2       64.1       73.5       77.9       82.5
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, December 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  :    81,702:         0          0          0     77,863     73,161     77,863     73,161:     3,839      8,541
Old  :    81,702:         0          0          0     77,863     73,161     77,863     73,161:     3,839      8,541
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :     2,958:         0          0          0      3,035      1,940      3,035      1,940:       -77      1,018
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0       95.3       89.5       95.3       89.5:       4.7       10.5
Old  :     100.0:       0.0        0.0        0.0       95.3       89.5       95.3       89.5:       4.7       10.5
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  :        20:         0          0          0         16         13         16         13:
Old  :        20:         0          0          0         16         13         16         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  :                 51.2       74.0       78.2       86.3       43.0       72.1       67.1       73.1
Old  :                 51.2       74.0       78.2       86.3       43.0       72.1       67.1       73.1
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, December 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  :   267,282:     2,002        744          0    260,041    265,860    262,043    266,604:     5,239        678
Old  :   267,282:     2,002        744          0    260,041    265,860    262,043    266,604:     5,239        678
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :   -12,579:   -16,957     -5,239          0      7,947     -1,198     -9,010     -6,437:    -3,569     -6,142
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.7        0.3        0.0       97.3       99.5       98.0       99.7:       2.0        0.3
Old  :     100.0:       0.7        0.3        0.0       97.3       99.5       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  :        31:         1          1          0         24         17         25         18:
Old  :        31:         1          1          0         24         17         25         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  :                 57.2       82.7       76.9       93.9       51.5       81.0       69.1       85.9
Old  :                 57.2       82.7       76.9       93.9       51.5       81.0       69.1       85.9
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, December 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  :   253,046:    20,478      9,331          0    229,269    242,173    249,747    251,504:     3,299      1,542
Old  :   253,046:    20,478      9,331          0    229,269    242,173    249,747    251,504:     3,299      1,542
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :   -21,526:   -15,552       -714     -6,708      1,906     -9,834    -20,354    -17,256:    -1,172     -4,270
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.1        3.7        0.0       90.6       95.7       98.7       99.4:       1.3        0.6
Old  :     100.0:       8.1        3.7        0.0       90.6       95.7       98.7       99.4:       1.3        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  :        69:         9          4          0         36         34         45         38:
Old  :        69:         9          4          0         36         34         45         38:
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  :                 53.8       74.8       72.4       85.1       50.7       73.1       69.1       82.1
Old  :                 53.8       74.8       72.4       85.1       50.7       73.1       69.1       82.1
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, December 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  :   120,419:       620        248          0    117,530    118,908    118,150    119,156:     2,269      1,263
Old  :   120,419:       620        248          0    117,530    118,908    118,150    119,156:     2,269      1,263
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :   -26,769:    -1,635          0          0    -25,091    -24,643    -26,726    -24,643:       -43     -2,126
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.5        0.2        0.0       97.6       98.7       98.1       99.0:       1.9        1.0
Old  :     100.0:       0.5        0.2        0.0       97.6       98.7       98.1       99.0:       1.9        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  :        30:         1          1          0         20         17         21         18:
Old  :        30:         1          1          0         20         17         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  :                 70.2       69.8       87.7       92.5       69.9       61.0       80.4       82.9
Old  :                 70.2       69.8       87.7       92.5       69.9       61.0       80.4       82.9
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, December 10, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : MMBTU                                                                      :
     :          :                                                                            :
All  :    26,418:       755          0          0     24,688     25,711     25,443     25,711:       975        707
Old  :    26,418:       755          0          0     24,688     25,711     25,443     25,711:       975        707
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :      -701:       515     -3,449        -31       -545      3,171        -61       -309:      -640       -392
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.9        0.0        0.0       93.5       97.3       96.3       97.3:       3.7        2.7
Old  :     100.0:       2.9        0.0        0.0       93.5       97.3       96.3       97.3:       3.7        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  :        25:         2          0          0         17         11         19         11:
Old  :        25:         2          0          0         17         11         19         11:
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  :                 49.7       76.7       73.9       93.2       48.9       73.8       71.2       87.9
Old  :                 49.7       76.7       73.9       93.2       48.9       73.8       71.2       87.9
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, December 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  :   260,633:     2,323        477      2,605    251,540    245,350    256,468    248,432:     4,165     12,201
Old  :   260,633:     2,323        477      2,605    251,540    245,350    256,468    248,432:     4,165     12,201
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :   -10,850:       597     -1,055       -910     -9,651     -6,105     -9,964     -8,070:      -886     -2,780
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.9        0.2        1.0       96.5       94.1       98.4       95.3:       1.6        4.7
Old  :     100.0:       0.9        0.2        1.0       96.5       94.1       98.4       95.3:       1.6        4.7
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  :        48:         3          1          4         36         33         40         37:
Old  :        48:         3          1          4         36         33         40         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  :                 52.5       40.5       70.3       59.9       50.9       36.5       62.2       49.9
Old  :                 52.5       40.5       70.3       59.9       50.9       36.5       62.2       49.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV                                                     Code-0233AT
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 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  :   101,887:         0          0          0    101,205    100,934    101,205    100,934:       682        953
Old  :   101,887:         0          0          0    101,205    100,934    101,205    100,934:       682        953
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :    -1,406:      -178          0        -62      3,051        184      2,811        122:    -4,217     -1,528
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0       99.3       99.1       99.3       99.1:       0.7        0.9
Old  :     100.0:       0.0        0.0        0.0       99.3       99.1       99.3       99.1:       0.7        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  :        20:         0          0          0         10         14         10         14:
Old  :        20:         0          0          0         10         14         10         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  :                 95.8       86.9       98.8       96.3       91.5       81.6       92.0       89.2
Old  :                 95.8       86.9       98.8       96.3       91.5       81.6       92.0       89.2
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, December 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  :   100,095:         0          0          0     88,565     86,679     88,565     86,679:    11,530     13,416
Old  :   100,095:         0          0          0     88,565     86,679     88,565     86,679:    11,530     13,416
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :    -8,429:         0       -682        -62    -10,024     -7,023    -10,086     -7,767:     1,657       -662
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0       88.5       86.6       88.5       86.6:      11.5       13.4
Old  :     100.0:       0.0        0.0        0.0       88.5       86.6       88.5       86.6:      11.5       13.4
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  :        23:         0          0          0         15         16         15         16:
Old  :        23:         0          0          0         15         16         15         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  :                 63.3       58.8       77.3       76.2       56.6       52.7       67.6       66.4
Old  :                 63.3       58.8       77.3       76.2       56.6       52.7       67.6       66.4
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, December 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  :   218,096:       910      1,394          0    213,684    211,266    214,594    212,660:     3,502      5,436
Old  :   218,096:       910      1,394          0    213,684    211,266    214,594    212,660:     3,502      5,436
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :   -13,864:      -310       -466       -444    -12,283    -12,599    -13,037    -13,509:      -827       -355
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.4        0.6        0.0       98.0       96.9       98.4       97.5:       1.6        2.5
Old  :     100.0:       0.4        0.6        0.0       98.0       96.9       98.4       97.5:       1.6        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  :        41:         1          1          0         26         30         27         31:
Old  :        41:         1          1          0         26         30         27         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  :                 63.9       41.2       83.6       59.9       61.3       40.1       74.7       55.4
Old  :                 63.9       41.2       83.6       59.9       61.3       40.1       74.7       55.4
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, December 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  :   184,401:         0          0          0    180,631    179,905    180,631    179,905:     3,770      4,496
Old  :   184,401:         0          0          0    180,631    179,905    180,631    179,905:     3,770      4,496
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :    -7,737:         0          0          0     -7,220     -5,431     -7,220     -5,431:      -517     -2,306
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0       98.0       97.6       98.0       97.6:       2.0        2.4
Old  :     100.0:       0.0        0.0        0.0       98.0       97.6       98.0       97.6:       2.0        2.4
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         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  :                 56.2       66.5       77.6       84.8       52.2       64.9       69.2       77.9
Old  :                 56.2       66.5       77.6       84.8       52.2       64.9       69.2       77.9
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, December 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  :    82,332:         0          0          0     74,191     80,823     74,191     80,823:     8,141      1,509
Old  :    82,332:         0          0          0     74,191     80,823     74,191     80,823:     8,141      1,509
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :    -3,109:         0          0          0     -1,998     -3,025     -1,998     -3,025:    -1,111        -84
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0       90.1       98.2       90.1       98.2:       9.9        1.8
Old  :     100.0:       0.0        0.0        0.0       90.1       98.2       90.1       98.2:       9.9        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  :        24:         0          0          0         19         16         19         16:
Old  :        24:         0          0          0         19         16         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  :                 42.6       64.6       67.7       88.0       38.1       61.5       60.6       74.9
Old  :                 42.6       64.6       67.7       88.0       38.1       61.5       60.6       74.9
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, December 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  :   187,008:     3,201         80        939    175,857    176,729    179,997    177,748:     7,011      9,260
Old  :   187,008:     3,201         80        939    175,857    176,729    179,997    177,748:     7,011      9,260
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :    -3,615:      -130       -949         93     -4,762     -1,868     -4,799     -2,724:     1,184       -891
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.7        0.0        0.5       94.0       94.5       96.3       95.0:       3.7        5.0
Old  :     100.0:       1.7        0.0        0.5       94.0       94.5       96.3       95.0:       3.7        5.0
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:         1          2          2         17         18         20         20:
Old  :        26:         1          2          2         17         18         20         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  :                 69.9       69.0       89.9       83.9       68.0       67.9       85.8       82.6
Old  :                 69.9       69.0       89.9       83.9       68.0       67.9       85.8       82.6
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, December 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  :   157,543:         0      6,856      6,484    141,216    131,962    147,700    145,302:     9,843     12,241
Old  :   157,543:         0      6,856      6,484    141,216    131,962    147,700    145,302:     9,843     12,241
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :    -7,082:         0        538        759     -5,239     -6,621     -4,480     -5,324:    -2,602     -1,758
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        4.4        4.1       89.6       83.8       93.8       92.2:       6.2        7.8
Old  :     100.0:       0.0        4.4        4.1       89.6       83.8       93.8       92.2:       6.2        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  :        38:         0          3          2         26         26         28         29:
Old  :        38:         0          3          2         26         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  :                 35.3       34.7       55.6       59.1       30.6       33.5       45.8       47.5
Old  :                 35.3       34.7       55.6       59.1       30.6       33.5       45.8       47.5
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, December 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  :    45,457:       775        248          0     41,436     44,434     42,211     44,682:     3,246        775
Old  :    45,457:       775        248          0     41,436     44,434     42,211     44,682:     3,246        775
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :    -2,152:      -600       -135       -175        -26       -592       -801       -902:    -1,351     -1,250
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.7        0.5        0.0       91.2       97.7       92.9       98.3:       7.1        1.7
Old  :     100.0:       1.7        0.5        0.0       91.2       97.7       92.9       98.3:       7.1        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  :        25:         2          1          0          9         17         11         18:
Old  :        25:         2          1          0          9         17         11         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  :                 78.1       58.9       90.3       86.7       75.9       51.1       82.7       78.9
Old  :                 78.1       58.9       90.3       86.7       75.9       51.1       82.7       78.9
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, December 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  :   232,597:       645        777      4,311    220,662    222,524    225,618    227,612:     6,979      4,985
Old  :   232,597:       645        777      4,311    220,662    222,524    225,618    227,612:     6,979      4,985
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :   -10,424:       552       -314       -114     -4,517     -8,766     -4,079     -9,194:    -6,345     -1,230
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.3        0.3        1.9       94.9       95.7       97.0       97.9:       3.0        2.1
Old  :     100.0:       0.3        0.3        1.9       94.9       95.7       97.0       97.9:       3.0        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  :        49:         2          2          4         34         34         38         38:
Old  :        49:         2          2          4         34         34         38         38:
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  :                 52.5       40.9       71.1       63.8       51.2       37.3       69.3       58.9
Old  :                 52.5       40.9       71.1       63.8       51.2       37.3       69.3       58.9
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, December 10, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : mmbtu                                                                      :
     :          :                                                                            :
All  :   133,662:       779        245        236    127,480    129,391    128,495    129,872:     5,167      3,790
Old  :   133,662:       779        245        236    127,480    129,391    128,495    129,872:     5,167      3,790
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :    -6,193:      -691       -143        -25     -4,987     -1,728     -5,703     -1,896:      -490     -4,297
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.6        0.2        0.2       95.4       96.8       96.1       97.2:       3.9        2.8
Old  :     100.0:       0.6        0.2        0.2       95.4       96.8       96.1       97.2:       3.9        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  :        34:         2          1          2         25         25         28         27:
Old  :        34:         2          1          2         25         25         28         27:
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  :                 54.1       55.7       71.3       80.2       39.8       48.9       54.5       66.3
Old  :                 54.1       55.7       71.3       80.2       39.8       48.9       54.5       66.3
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, December 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  :   163,475:       910        910          0    154,360    158,715    155,270    159,625:     8,205      3,850
Old  :   163,475:       910        910          0    154,360    158,715    155,270    159,625:     8,205      3,850
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :    -2,734:      -310       -310          0       -413        242       -723        -68:    -2,011     -2,666
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.6        0.6        0.0       94.4       97.1       95.0       97.6:       5.0        2.4
Old  :     100.0:       0.6        0.6        0.0       94.4       97.1       95.0       97.6:       5.0        2.4
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  :        28:         1          1          0         18         18         19         19:
Old  :        28:         1          1          0         18         18         19         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  :                 74.5       64.3       84.0       85.3       57.5       51.2       65.0       63.6
Old  :                 74.5       64.3       84.0       85.3       57.5       51.2       65.0       63.6
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, December 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  :   287,713:         0          0          0    273,035    287,244    273,035    287,244:    14,678        469
Old  :   287,713:         0          0          0    273,035    287,244    273,035    287,244:    14,678        469
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :     3,647:         0          0          0      4,815      4,538      4,815      4,538:    -1,168       -891
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0       94.9       99.8       94.9       99.8:       5.1        0.2
Old  :     100.0:       0.0        0.0        0.0       94.9       99.8       94.9       99.8:       5.1        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  :        35:         0          0          0         27         16         27         16:
Old  :        35:         0          0          0         27         16         27         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  :                 46.7       73.1       65.8       96.9       46.4       73.1       64.4       96.3
Old  :                 46.7       73.1       65.8       96.9       46.4       73.1       64.4       96.3
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, December 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  :   106,102:     9,017      8,774          0     89,039     95,039     98,056    103,813:     8,046      2,289
Old  :   106,102:     9,017      8,774          0     89,039     95,039     98,056    103,813:     8,046      2,289
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :    -5,520:    -1,519          0          0     -4,022     -6,981     -5,541     -6,981:        21      1,461
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.5        8.3        0.0       83.9       89.6       92.4       97.8:       7.6        2.2
Old  :     100.0:       8.5        8.3        0.0       83.9       89.6       92.4       97.8:       7.6        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  :        23:         1          1          0         13         13         14         14:
Old  :        23:         1          1          0         13         13         14         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  :                 65.5       72.3       84.2       90.3       65.5       71.7       82.8       88.6
Old  :                 65.5       72.3       84.2       90.3       65.5       71.7       82.8       88.6
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, December 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  :   204,027:         0          0          0    201,325    201,454    201,325    201,454:     2,702      2,573
Old  :   204,027:         0          0          0    201,325    201,454    201,325    201,454:     2,702      2,573
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :   -11,983:         0          0          0    -11,326    -10,526    -11,326    -10,526:      -657     -1,457
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0       98.7       98.7       98.7       98.7:       1.3        1.3
Old  :     100.0:       0.0        0.0        0.0       98.7       98.7       98.7       98.7:       1.3        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:         0          0          0         21         23         21         23:
Old  :        30:         0          0          0         21         23         21         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  :                 65.8       53.7       85.9       77.0       55.9       49.7       67.8       64.4
Old  :                 65.8       53.7       85.9       77.0       55.9       49.7       67.8       64.4
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, December 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  :    27,528:     3,548      2,432      3,772     19,602     21,210     26,922     27,414:       606        115
Old  :    27,528:     3,548      2,432      3,772     19,602     21,210     26,922     27,414:       606        115
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :       -29:      -555         97        159         98        287       -299        543:       270       -572
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.9        8.8       13.7       71.2       77.0       97.8       99.6:       2.2        0.4
Old  :     100.0:      12.9        8.8       13.7       71.2       77.0       97.8       99.6:       2.2        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  :        46:        10          9         15         23         25         39         43:
Old  :        46:        10          9         15         23         25         39         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  :                 43.4       47.5       65.3       67.2       22.6       28.7       28.7       33.9
Old  :                 43.4       47.5       65.3       67.2       22.6       28.7       28.7       33.9
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, December 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  :    39,722:     8,190        358        332     31,052     39,032     39,574     39,722:       148          0
Old  :    39,722:     8,190        358        332     31,052     39,032     39,574     39,722:       148          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :       428:       175          0         50        188        378        413        428:        15          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.6        0.9        0.8       78.2       98.3       99.6      100.0:       0.4        0.0
Old  :     100.0:      20.6        0.9        0.8       78.2       98.3       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  :        41:         7          5          3         27         23         36         30:
Old  :        41:         7          5          3         27         23         36         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  :                 51.0       58.3       77.5       84.6       47.3       51.0       63.1       69.0
Old  :                 51.0       58.3       77.5       84.6       47.3       51.0       63.1       69.0
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, December 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  :    30,489:     5,675        278        172     24,642     30,039     30,489     30,489:         0          0
Old  :    30,489:     5,675        278        172     24,642     30,039     30,489     30,489:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :     1,980:       953         78         22      1,005      1,880      1,980      1,980:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.6        0.9        0.6       80.8       98.5      100.0      100.0:       0.0        0.0
Old  :     100.0:      18.6        0.9        0.6       80.8       98.5      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  :        30:         4          3          3         18         18         24         22:
Old  :        30:         4          3          3         18         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  :                 55.9       72.3       79.5       90.5       55.7       67.0       74.0       80.4
Old  :                 55.9       72.3       79.5       90.5       55.7       67.0       74.0       80.4
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, December 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  :   135,701:     4,693      7,584     10,799    119,817    116,885    135,309    135,268:       392        433
Old  :   135,701:     4,693      7,584     10,799    119,817    116,885    135,309    135,268:       392        433
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :    -3,181:      -431        354       -631     -1,489     -1,829     -2,551     -2,106:      -630     -1,075
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.5        5.6        8.0       88.3       86.1       99.7       99.7:       0.3        0.3
Old  :     100.0:       3.5        5.6        8.0       88.3       86.1       99.7       99.7:       0.3        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  :        59:        11         11          8         33         35         48         50:
Old  :        59:        11         11          8         33         35         48         50:
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       41.5       69.4       60.6       42.3       28.4       45.5       38.0
Old  :                 54.3       41.5       69.4       60.6       42.3       28.4       45.5       38.0
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, December 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  :    71,216:     1,795        585      2,609     66,813     68,003     71,216     71,196:         0         20
Old  :    71,216:     1,795        585      2,609     66,813     68,003     71,216     71,196:         0         20
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :    -3,842:       -43       -257       -207     -3,592     -3,378     -3,842     -3,842:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.5        0.8        3.7       93.8       95.5      100.0      100.0:       0.0        0.0
Old  :     100.0:       2.5        0.8        3.7       93.8       95.5      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  :        38:         7          3          4         21         24         29         31:
Old  :        38:         7          3          4         21         24         29         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  :                 62.6       74.0       82.1       88.4       62.1       65.0       70.1       71.2
Old  :                 62.6       74.0       82.1       88.4       62.1       65.0       70.1       71.2
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, December 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  :    33,947:       325        400        200     33,422     33,347     33,947     33,947:         0          0
Old  :    33,947:       325        400        200     33,422     33,347     33,947     33,947:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :    -1,235:         0          0          0     -1,235     -1,235     -1,235     -1,235:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.0        1.2        0.6       98.5       98.2      100.0      100.0:       0.0        0.0
Old  :     100.0:       1.0        1.2        0.6       98.5       98.2      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  :        23:         3          1          3         11         15         15         18:
Old  :        23:         3          1          3         11         15         15         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  :                 87.6       83.9       96.1       94.9       79.4       73.3       83.6       82.4
Old  :                 87.6       83.9       96.1       94.9       79.4       73.3       83.6       82.4
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, December 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  :    64,561:    16,290        113      6,049     41,846     58,399     64,185     64,561:       376          0
Old  :    64,561:    16,290        113      6,049     41,846     58,399     64,185     64,561:       376          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :    -2,745:       225       -675        225     -3,244     -2,065     -2,794     -2,515:        49       -230
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.2        0.2        9.4       64.8       90.5       99.4      100.0:       0.6        0.0
Old  :     100.0:      25.2        0.2        9.4       64.8       90.5       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  :        38:         5          3          2         26         26         32         30:
Old  :        38:         5          3          2         26         26         32         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  :                 52.1       52.3       75.1       71.0       43.8       41.6       51.1       53.3
Old  :                 52.1       52.3       75.1       71.0       43.8       41.6       51.1       53.3
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, December 10, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 800MWh                                                                     :
     :          :                                                                            :
All  :    84,085:    25,823      1,646      5,170     52,688     77,106     83,681     83,922:       404        163
Old  :    84,085:    25,823      1,646      5,170     52,688     77,106     83,681     83,922:       404        163
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :    -2,406:      -447       -305        347     -1,835     -2,335     -1,935     -2,293:      -471       -113
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.7        2.0        6.1       62.7       91.7       99.5       99.8:       0.5        0.2
Old  :     100.0:      30.7        2.0        6.1       62.7       91.7       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  :        45:         8          7          5         25         26         34         37:
Old  :        45:         8          7          5         25         26         34         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  :                 52.4       61.3       71.8       77.9       48.1       55.4       60.8       62.1
Old  :                 52.4       61.3       71.8       77.9       48.1       55.4       60.8       62.1
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, December 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  :    74,587:     3,048      1,376      1,294     69,333     71,854     73,675     74,524:       912         63
Old  :    74,587:     3,048      1,376      1,294     69,333     71,854     73,675     74,524:       912         63
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :    -2,182:      -583        325          0       -711     -1,797     -1,294     -1,472:      -888       -710
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.1        1.8        1.7       93.0       96.3       98.8       99.9:       1.2        0.1
Old  :     100.0:       4.1        1.8        1.7       93.0       96.3       98.8       99.9:       1.2        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  :        40:         3          1          2         28         27         32         29:
Old  :        40:         3          1          2         28         27         32         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  :                 45.6       72.7       67.9       84.1       44.1       72.1       65.0       80.1
Old  :                 45.6       72.7       67.9       84.1       44.1       72.1       65.0       80.1
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, December 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  :    96,024:     3,525      1,353      1,866     89,921     92,793     95,312     96,012:       712         12
Old  :    96,024:     3,525      1,353      1,866     89,921     92,793     95,312     96,012:       712         12
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :    -2,955:      -559        299        -25     -1,269     -2,424     -1,853     -2,150:    -1,102       -805
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.7        1.4        1.9       93.6       96.6       99.3      100.0:       0.7        0.0
Old  :     100.0:       3.7        1.4        1.9       93.6       96.6       99.3      100.0:       0.7        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  :        43:         5          1          3         30         29         36         32:
Old  :        43:         5          1          3         30         29         36         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  :                 44.9       70.2       66.9       85.2       44.7       69.7       65.3       81.9
Old  :                 44.9       70.2       66.9       85.2       44.7       69.7       65.3       81.9
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, December 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  :    38,434:       450        420          0     37,842     37,749     38,292     38,169:       142        265
Old  :    38,434:       450        420          0     37,842     37,749     38,292     38,169:       142        265
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :    -4,754:         0          0          0     -4,750     -4,749     -4,750     -4,749:        -4         -5
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.2        1.1        0.0       98.5       98.2       99.6       99.3:       0.4        0.7
Old  :     100.0:       1.2        1.1        0.0       98.5       98.2       99.6       99.3:       0.4        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  :        28:         2          1          0         18         21         20         22:
Old  :        28:         2          1          0         18         21         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  :                 67.8       84.9       87.6       94.3       60.5       84.3       77.4       87.3
Old  :                 67.8       84.9       87.6       94.3       60.5       84.3       77.4       87.3
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, December 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  :    25,804:       355        750         65     25,113     24,889     25,533     25,704:       271        100
Old  :    25,804:       355        750         65     25,113     24,889     25,533     25,704:       271        100
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :    -1,299:         5          3         -8     -1,301     -1,274     -1,304     -1,279:         5        -20
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.4        2.9        0.3       97.3       96.5       98.9       99.6:       1.1        0.4
Old  :     100.0:       1.4        2.9        0.3       97.3       96.5       98.9       99.6:       1.1        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  :        27:         1          3          2         19         19         21         23:
Old  :        27:         1          3          2         19         19         21         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  :                 59.8       67.1       79.5       87.2       50.4       60.0       63.3       67.5
Old  :                 59.8       67.1       79.5       87.2       50.4       60.0       63.3       67.5
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, December 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  :    15,730:       625      1,800          0     15,015     13,930     15,640     15,730:        90          0
Old  :    15,730:       625      1,800          0     15,015     13,930     15,640     15,730:        90          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.0       11.4        0.0       95.5       88.6       99.4      100.0:       0.6        0.0
Old  :     100.0:       4.0       11.4        0.0       95.5       88.6       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  :        20:         3          1          0         14          7         17          8:
Old  :        20:         3          1          0         14          7         17          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  :                 57.3       86.0       80.8      100.0       57.3       82.1       77.9       85.7
Old  :                 57.3       86.0       80.8      100.0       57.3       82.1       77.9       85.7
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, December 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  :    83,840:    21,679        584      2,308     59,491     80,814     83,477     83,705:       363        135
Old  :    83,840:    21,679        584      2,308     59,491     80,814     83,477     83,705:       363        135
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :       377:    -1,698       -282         39      1,985        621        325        377:        52          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.9        0.7        2.8       71.0       96.4       99.6       99.8:       0.4        0.2
Old  :     100.0:      25.9        0.7        2.8       71.0       96.4       99.6       99.8:       0.4        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  :        57:        20          2         10         30         32         51         43:
Old  :        57:        20          2         10         30         32         51         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  :                 35.5       50.2       53.0       70.6       15.1       18.7       23.9       27.7
Old  :                 35.5       50.2       53.0       70.6       15.1       18.7       23.9       27.7
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, December 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  :    34,806:    10,221        355        600     23,704     33,509     34,525     34,464:       281        342
Old  :    34,806:    10,221        355        600     23,704     33,509     34,525     34,464:       281        342
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :     2,240:      -915        245       -350      3,510      2,345      2,245      2,240:        -5          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.4        1.0        1.7       68.1       96.3       99.2       99.0:       0.8        1.0
Old  :     100.0:      29.4        1.0        1.7       68.1       96.3       99.2       99.0:       0.8        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  :        33:         6          2          2         18         22         25         25:
Old  :        33:         6          2          2         18         22         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  :                 48.1       57.0       74.9       77.7       38.4       43.2       57.4       58.6
Old  :                 48.1       57.0       74.9       77.7       38.4       43.2       57.4       58.6
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, December 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  :    43,655:       500        395         25     42,982     43,030     43,507     43,450:       148        205
Old  :    43,655:       500        395         25     42,982     43,030     43,507     43,450:       148        205
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :    -5,280:         0         25        -25     -5,251     -5,275     -5,276     -5,275:        -4         -5
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.1        0.9        0.1       98.5       98.6       99.7       99.5:       0.3        0.5
Old  :     100.0:       1.1        0.9        0.1       98.5       98.6       99.7       99.5:       0.3        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  :        31:         2          1          1         21         22         24         23:
Old  :        31:         2          1          1         21         22         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  :                 51.2       84.0       79.7       94.1       47.8       77.8       65.6       80.5
Old  :                 51.2       84.0       79.7       94.1       47.8       77.8       65.6       80.5
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, December 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  :    40,919:       535      1,870          5     39,384     38,944     39,924     40,819:       995        100
Old  :    40,919:       535      1,870          5     39,384     38,944     39,924     40,819:       995        100
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :      -203:      -160        360       -115        -11       -474       -286       -229:        83         26
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.3        4.6        0.0       96.2       95.2       97.6       99.8:       2.4        0.2
Old  :     100.0:       1.3        4.6        0.0       96.2       95.2       97.6       99.8:       2.4        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  :        32:         4          6          1         21         20         25         27:
Old  :        32:         4          6          1         21         20         25         27:
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       46.3       78.3       74.2       37.8       26.0       42.8       39.3
Old  :                 59.2       46.3       78.3       74.2       37.8       26.0       42.8       39.3
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, December 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  :    60,013:     2,694      1,575          0     56,701     58,093     59,395     59,668:       618        345
Old  :    60,013:     2,694      1,575          0     56,701     58,093     59,395     59,668:       618        345
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :    -3,912:      -168        500          0     -2,499     -4,412     -2,667     -3,912:    -1,245          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.5        2.6        0.0       94.5       96.8       99.0       99.4:       1.0        0.6
Old  :     100.0:       4.5        2.6        0.0       94.5       96.8       99.0       99.4:       1.0        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  :        31:         2          2          0         24         16         26         18:
Old  :        31:         2          2          0         24         16         26         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  :                 50.2       89.4       72.7       96.1       48.6       85.1       69.8       89.7
Old  :                 50.2       89.4       72.7       96.1       48.6       85.1       69.8       89.7
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, December 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  :    63,065:     3,295      4,375         60     59,375     58,450     62,730     62,885:       335        180
Old  :    63,065:     3,295      4,375         60     59,375     58,450     62,730     62,885:       335        180
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :    -4,271:      -217        200          0     -2,984     -4,471     -3,201     -4,271:    -1,070          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.2        6.9        0.1       94.1       92.7       99.5       99.7:       0.5        0.3
Old  :     100.0:       5.2        6.9        0.1       94.1       92.7       99.5       99.7:       0.5        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  :        34:         3          2          1         26         17         29         20:
Old  :        34:         3          2          1         26         17         29         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  :                 50.5       82.8       72.5       94.6       48.9       80.2       68.0       87.9
Old  :                 50.5       82.8       72.5       94.6       48.9       80.2       68.0       87.9
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, December 10, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 50MWh                                                                      :
     :          :                                                                            :
All  :    78,150:     1,603      1,351         35     76,251     76,759     77,889     78,145:       261          5
Old  :    78,150:     1,603      1,351         35     76,251     76,759     77,889     78,145:       261          5
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :    -4,289:       157        -56       -206     -4,236     -4,027     -4,285     -4,289:        -4          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.1        1.7        0.0       97.6       98.2       99.7      100.0:       0.3        0.0
Old  :     100.0:       2.1        1.7        0.0       97.6       98.2       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  :        41:         2          3          1         27         27         30         30:
Old  :        41:         2          3          1         27         27         30         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  :                 60.4       51.7       77.8       76.7       59.0       49.8       73.2       70.1
Old  :                 60.4       51.7       77.8       76.7       59.0       49.8       73.2       70.1
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, December 10, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 800MWh                                                                     :
     :          :                                                                            :
All  :   100,361:     2,103      6,648        556     97,357     93,097    100,016    100,300:       345         61
Old  :   100,361:     2,103      6,648        556     97,357     93,097    100,016    100,300:       345         61
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :    -4,524:        96        486       -157     -4,476     -4,851     -4,537     -4,522:        13         -2
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.1        6.6        0.6       97.0       92.8       99.7       99.9:       0.3        0.1
Old  :     100.0:       2.1        6.6        0.6       97.0       92.8       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  :        56:         3         15          6         28         32         36         48:
Old  :        56:         3         15          6         28         32         36         48:
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       46.9       71.2       73.5       52.0       45.0       65.7       62.1
Old  :                 52.6       46.9       71.2       73.5       52.0       45.0       65.7       62.1
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, December 10, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 400MWh                                                                     :
     :          :                                                                            :
All  :    53,463:       100      3,769        275     53,068     49,419     53,443     53,463:        20          0
Old  :    53,463:       100      3,769        275     53,068     49,419     53,443     53,463:        20          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :    -3,310:       -25       -550          0     -3,285     -2,760     -3,310     -3,310:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.2        7.0        0.5       99.3       92.4      100.0      100.0:       0.0        0.0
Old  :     100.0:       0.2        7.0        0.5       99.3       92.4      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  :        28:         1          5          2         16         15         18         21:
Old  :        28:         1          5          2         16         15         18         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  :                 77.5       89.0       96.5       95.8       77.2       87.0       93.4       91.7
Old  :                 77.5       89.0       96.5       95.8       77.2       87.0       93.4       91.7
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, December 10, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 25MWh                                                                      :
     :          :                                                                            :
All  :    48,930:       575        535        225     48,130     48,170     48,930     48,930:         0          0
Old  :    48,930:       575        535        225     48,130     48,170     48,930     48,930:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :    -2,760:         0         15        -15     -2,745     -2,760     -2,760     -2,760:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.2        1.1        0.5       98.4       98.4      100.0      100.0:       0.0        0.0
Old  :     100.0:       1.2        1.1        0.5       98.4       98.4      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  :        23:         2          3          1         12          9         14         13:
Old  :        23:         2          3          1         12          9         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  :                 81.0       97.9       98.0       99.3       80.9       96.8       97.4       98.0
Old  :                 81.0       97.9       98.0       99.3       80.9       96.8       97.4       98.0
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, December 10, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 50MWh                                                                      :
     :          :                                                                            :
All  :    63,181:     1,666      2,521        733     60,744     59,775     63,143     63,029:        38        152
Old  :    63,181:     1,666      2,521        733     60,744     59,775     63,143     63,029:        38        152
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :    -2,039:       -54        500       -658     -1,273     -1,718     -1,985     -1,876:       -54       -163
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.6        4.0        1.2       96.1       94.6       99.9       99.8:       0.1        0.2
Old  :     100.0:       2.6        4.0        1.2       96.1       94.6       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  :        34:         7          1          3         23         24         31         27:
Old  :        34:         7          1          3         23         24         31         27:
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       85.4       74.7       94.5       47.3       83.3       69.6       85.3
Old  :                 48.5       85.4       74.7       94.5       47.3       83.3       69.6       85.3
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, December 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  :    69,276:     2,479      2,797      4,632     61,812     61,735     68,923     69,164:       353        112
Old  :    69,276:     2,479      2,797      4,632     61,812     61,735     68,923     69,164:       353        112
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :     2,990:       111        564       -673      3,579      3,259      3,017      3,150:       -27       -160
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.6        4.0        6.7       89.2       89.1       99.5       99.8:       0.5        0.2
Old  :     100.0:       3.6        4.0        6.7       89.2       89.1       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  :        39:         8          4          2         23         23         32         28:
Old  :        39:         8          4          2         23         23         32         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  :                 47.8       76.2       71.7       87.0       46.8       69.6       64.0       73.8
Old  :                 47.8       76.2       71.7       87.0       46.8       69.6       64.0       73.8
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, December 10, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 800MWh                                                                     :
     :          :                                                                            :
All  :    27,440:       975        540         50     26,220     26,816     27,245     27,406:       195         34
Old  :    27,440:       975        540         50     26,220     26,816     27,245     27,406:       195         34
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :    -1,503:       -86         90        -50     -1,234     -1,192     -1,370     -1,152:      -133       -351
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.6        2.0        0.2       95.6       97.7       99.3       99.9:       0.7        0.1
Old  :     100.0:       3.6        2.0        0.2       95.6       97.7       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:         2          1          2         17         13         20         15:
Old  :        24:         2          1          2         17         13         20         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  :                 65.9       81.8       82.9       97.1       65.2       74.7       80.5       88.9
Old  :                 65.9       81.8       82.9       97.1       65.2       74.7       80.5       88.9
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, December 10, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 50MWh                                                                      :
     :          :                                                                            :
All  :    27,174:       810         60          0     26,155     27,007     26,965     27,067:       209        107
Old  :    27,174:       810         60          0     26,155     27,007     26,965     27,067:       209        107
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :    -1,373:       -65         40        -25     -1,125     -1,106     -1,215     -1,091:      -158       -282
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.0        0.2        0.0       96.3       99.4       99.2       99.6:       0.8        0.4
Old  :     100.0:       3.0        0.2        0.0       96.3       99.4       99.2       99.6:       0.8        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  :        24:         1          1          0         19         11         20         12:
Old  :        24:         1          1          0         19         11         20         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  :                 64.2       84.6       79.6       98.0       63.2       75.3       75.1       85.6
Old  :                 64.2       84.6       79.6       98.0       63.2       75.3       75.1       85.6
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, December 10, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 800MWh                                                                     :
     :          :                                                                            :
All  :    34,686:        24      2,979        949     33,400     30,457     34,373     34,385:       313        301
Old  :    34,686:        24      2,979        949     33,400     30,457     34,373     34,385:       313        301
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :       775:      -405      1,085         -9      1,220       -526        806        550:       -31        225
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.1        8.6        2.7       96.3       87.8       99.1       99.1:       0.9        0.9
Old  :     100.0:       0.1        8.6        2.7       96.3       87.8       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  :        32:         1          4          4         18         23         22         28:
Old  :        32:         1          4          4         18         23         22         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  :                 68.7       58.4       85.2       76.4       61.1       57.0       75.6       69.8
Old  :                 68.7       58.4       85.2       76.4       61.1       57.0       75.6       69.8
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, December 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  :    21,550:       408      3,200        292     20,276     17,988     20,976     21,480:       574         70
Old  :    21,550:       408      3,200        292     20,276     17,988     20,976     21,480:       574         70
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :    -1,385:       -40         -6         40       -554       -394       -554       -360:      -831     -1,025
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.9       14.8        1.4       94.1       83.5       97.3       99.7:       2.7        0.3
Old  :     100.0:       1.9       14.8        1.4       94.1       83.5       97.3       99.7:       2.7        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  :        24:         1          4          1         14         16         15         21:
Old  :        24:         1          4          1         14         16         15         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  :                 76.2       71.6       91.6       87.7       75.9       70.2       87.7       85.0
Old  :                 76.2       71.6       91.6       87.7       75.9       70.2       87.7       85.0
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, December 10, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 800MWh                                                                     :
     :          :                                                                            :
All  :    55,232:     2,178      2,884      1,455     51,537     50,869     55,170     55,208:        62         24
Old  :    55,232:     2,178      2,884      1,455     51,537     50,869     55,170     55,208:        62         24
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :    -3,891:       417       -309        176     -4,250     -3,532     -3,657     -3,665:      -234       -226
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.9        5.2        2.6       93.3       92.1       99.9      100.0:       0.1        0.0
Old  :     100.0:       3.9        5.2        2.6       93.3       92.1       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:         5          5          6         29         25         38         32:
Old  :        42:         5          5          6         29         25         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  :                 59.7       63.1       71.8       80.3       44.8       53.5       56.6       63.6
Old  :                 59.7       63.1       71.8       80.3       44.8       53.5       56.6       63.6
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, December 10, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 50MWh                                                                      :
     :          :                                                                            :
All  :    39,308:       582      1,892        916     37,702     36,427     39,200     39,235:       108         73
Old  :    39,308:       582      1,892        916     37,702     36,427     39,200     39,235:       108         73
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :      -829:       174        -49       -226       -798       -441       -850       -716:        21       -113
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.5        4.8        2.3       95.9       92.7       99.7       99.8:       0.3        0.2
Old  :     100.0:       1.5        4.8        2.3       95.9       92.7       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  :        34:         2          3          4         24         20         28         25:
Old  :        34:         2          3          4         24         20         28         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  :                 68.6       70.9       83.1       85.5       60.3       66.0       70.3       74.9
Old  :                 68.6       70.9       83.1       85.5       60.3       66.0       70.3       74.9
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, December 10, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 400MWh                                                                     :
     :          :                                                                            :
All  :    22,525:     1,745        300        100     20,545     22,110     22,390     22,510:       135         15
Old  :    22,525:     1,745        300        100     20,545     22,110     22,390     22,510:       135         15
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :       350:         0          0          0        350        350        350        350:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.7        1.3        0.4       91.2       98.2       99.4       99.9:       0.6        0.1
Old  :     100.0:       7.7        1.3        0.4       91.2       98.2       99.4       99.9:       0.6        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  :        25:         4          1          1         17         14         21         16:
Old  :        25:         4          1          1         17         14         21         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       80.2       85.2       91.3       56.9       72.2       71.2       77.1
Old  :                 66.3       80.2       85.2       91.3       56.9       72.2       71.2       77.1
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, December 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  :    11,589:        50      1,305        265     11,084     10,019     11,399     11,589:       190          0
Old  :    11,589:        50      1,305        265     11,084     10,019     11,399     11,589:       190          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :      -962:         0         35        -15       -875       -780       -890       -760:       -72       -202
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.4       11.3        2.3       95.6       86.5       98.4      100.0:       1.6        0.0
Old  :     100.0:       0.4       11.3        2.3       95.6       86.5       98.4      100.0:       1.6        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:         1          4          1         14         12         16         16:
Old  :        22:         1          4          1         14         12         16         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  :                 67.0       76.1       86.4       91.5       56.4       69.6       72.7       76.5
Old  :                 67.0       76.1       86.4       91.5       56.4       69.6       72.7       76.5
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, December 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  :    11,741:        50      1,685        190     11,381      9,866     11,621     11,741:       120          0
Old  :    11,741:        50      1,685        190     11,381      9,866     11,621     11,741:       120          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :      -960:         0         15        -15       -875       -235       -890       -235:       -70       -725
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.4       14.4        1.6       96.9       84.0       99.0      100.0:       1.0        0.0
Old  :     100.0:       0.4       14.4        1.6       96.9       84.0       99.0      100.0:       1.0        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:         1          4          1         15         12         17         16:
Old  :        23:         1          4          1         15         12         17         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  :                 64.8       76.6       85.6       91.8       55.4       72.1       72.0       78.7
Old  :                 64.8       76.6       85.6       91.8       55.4       72.1       72.0       78.7
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, December 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  :    15,625:     1,880        255        505     13,031     14,859     15,416     15,619:       209          6
Old  :    15,625:     1,880        255        505     13,031     14,859     15,416     15,619:       209          6
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :    -1,628:      -280       -120          0     -1,304       -975     -1,584     -1,095:       -44       -533
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.0        1.6        3.2       83.4       95.1       98.7      100.0:       1.3        0.0
Old  :     100.0:      12.0        1.6        3.2       83.4       95.1       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  :        28:         2          2          3         17         15         20         19:
Old  :        28:         2          2          3         17         15         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  :                 56.5       70.2       81.0       86.4       56.2       60.1       73.9       72.2
Old  :                 56.5       70.2       81.0       86.4       56.2       60.1       73.9       72.2
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, December 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  :    15,454:     1,965        255        470     12,664     14,724     15,099     15,449:       355          5
Old  :    15,454:     1,965        255        470     12,664     14,724     15,099     15,449:       355          5
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :    -1,527:      -265       -120          0     -1,197       -870     -1,462       -990:       -65       -537
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.7        1.7        3.0       81.9       95.3       97.7      100.0:       2.3        0.0
Old  :     100.0:      12.7        1.7        3.0       81.9       95.3       97.7      100.0:       2.3        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  :        27:         2          2          3         16         15         19         19:
Old  :        27:         2          2          3         16         15         19         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  :                 58.6       70.2       82.5       86.5       57.3       58.5       74.6       72.5
Old  :                 58.6       70.2       82.5       86.5       57.3       58.5       74.6       72.5
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, December 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  :    39,427:       365      1,000      3,125     35,880     35,242     39,370     39,367:        57         60
Old  :    39,427:       365      1,000      3,125     35,880     35,242     39,370     39,367:        57         60
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :    -2,971:        10        -65       -110     -2,426     -2,381     -2,526     -2,556:      -445       -415
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.9        2.5        7.9       91.0       89.4       99.9       99.8:       0.1        0.2
Old  :     100.0:       0.9        2.5        7.9       91.0       89.4       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  :        34:         3          3          3         24         15         28         20:
Old  :        34:         3          3          3         24         15         28         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  :                 65.8       72.8       80.4       91.4       58.7       65.6       70.1       76.7
Old  :                 65.8       72.8       80.4       91.4       58.7       65.6       70.1       76.7
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, December 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  :    39,342:       610        840      3,020     35,652     35,482     39,282     39,342:        60          0
Old  :    39,342:       610        840      3,020     35,652     35,482     39,282     39,342:        60          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :    -3,009:      -115        -90       -120     -2,284     -2,394     -2,519     -2,604:      -490       -405
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.6        2.1        7.7       90.6       90.2       99.8      100.0:       0.2        0.0
Old  :     100.0:       1.6        2.1        7.7       90.6       90.2       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  :        35:         4          3          4         24         17         29         23:
Old  :        35:         4          3          4         24         17         29         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  :                 64.8       74.6       78.7       92.0       57.2       66.2       68.2       77.6
Old  :                 64.8       74.6       78.7       92.0       57.2       66.2       68.2       77.6
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, December 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  :   105,720:     1,355      9,484      1,176    103,132     95,030    105,663    105,690:        57         30
Old  :   105,720:     1,355      9,484      1,176    103,132     95,030    105,663    105,690:        57         30
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :    -6,561:      -560     -1,429       -209     -4,021     -3,497     -4,790     -5,135:    -1,771     -1,426
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.3        9.0        1.1       97.6       89.9       99.9      100.0:       0.1        0.0
Old  :     100.0:       1.3        9.0        1.1       97.6       89.9       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  :        60:         5          9          6         41         33         51         43:
Old  :        60:         5          9          6         41         33         51         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  :                 35.6       47.9       59.2       71.2       32.1       44.3       55.2       61.6
Old  :                 35.6       47.9       59.2       71.2       32.1       44.3       55.2       61.6
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, December 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  :   115,102:     1,275      8,236      1,852    111,953    104,958    115,080    115,046:        22         56
Old  :   115,102:     1,275      8,236      1,852    111,953    104,958    115,080    115,046:        22         56
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :   -10,727:      -655     -1,275       -300     -8,330     -7,222     -9,285     -8,797:    -1,442     -1,930
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.1        7.2        1.6       97.3       91.2      100.0      100.0:       0.0        0.0
Old  :     100.0:       1.1        7.2        1.6       97.3       91.2      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  :        62:         5         10          6         42         37         53         47:
Old  :        62:         5         10          6         42         37         53         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  :                 32.4       48.7       53.7       70.4       27.7       42.6       46.5       59.1
Old  :                 32.4       48.7       53.7       70.4       27.7       42.6       46.5       59.1
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, December 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  :   520,422:    23,166     27,417     63,976    432,735    428,763    519,877    520,156:       545        266
Old  :   520,422:    23,166     27,417     63,976    432,735    428,763    519,877    520,156:       545        266
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :     2,120:    -1,068     -1,537      2,645      3,081      1,234      4,658      2,342:    -2,538       -222
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.5        5.3       12.3       83.2       82.4       99.9       99.9:       0.1        0.1
Old  :     100.0:       4.5        5.3       12.3       83.2       82.4       99.9       99.9:       0.1        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  :        89:        23         17         21         45         41         75         73:
Old  :        89:        23         17         21         45         41         75         73:
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  :                 45.0       39.5       63.9       61.6       17.5       17.2       22.0       24.1
Old  :                 45.0       39.5       63.9       61.6       17.5       17.2       22.0       24.1
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, December 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  :    15,491:     3,760         25          0     11,724     15,466     15,484     15,491:         7          0
Old  :    15,491:     3,760         25          0     11,724     15,466     15,484     15,491:         7          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :      -935:      -155          0          0       -478       -130       -633       -130:      -302       -805
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.3        0.2        0.0       75.7       99.8      100.0      100.0:       0.0        0.0
Old  :     100.0:      24.3        0.2        0.0       75.7       99.8      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:         5          1          0         19         11         24         12:
Old  :        29:         5          1          0         19         11         24         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  :                 58.9       88.3       77.8       98.8       58.0       85.2       76.8       94.6
Old  :                 58.9       88.3       77.8       98.8       58.0       85.2       76.8       94.6
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, December 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  :    15,279:     3,515        135         60     11,522     15,084     15,097     15,279:       182          0
Old  :    15,279:     3,515        135         60     11,522     15,084     15,097     15,279:       182          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :      -774:       -60       -100          0       -563        -97       -623       -197:      -151       -577
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.0        0.9        0.4       75.4       98.7       98.8      100.0:       1.2        0.0
Old  :     100.0:      23.0        0.9        0.4       75.4       98.7       98.8      100.0:       1.2        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  :        27:         3          2          1         19         10         23         12:
Old  :        27:         3          2          1         19         10         23         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  :                 60.7       90.3       80.0       98.6       59.4       88.1       76.7       92.1
Old  :                 60.7       90.3       80.0       98.6       59.4       88.1       76.7       92.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV                                                   Code-0643ID
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 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  :     4,389:     1,605        450          0      2,783      3,939      4,388      4,389:         1          0
Old  :     4,389:     1,605        450          0      2,783      3,939      4,388      4,389:         1          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :      -106:         0          0          0       -100       -106       -100       -106:        -6          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.6       10.3        0.0       63.4       89.7      100.0      100.0:       0.0        0.0
Old  :     100.0:      36.6       10.3        0.0       63.4       89.7      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  :        23:         3          1          0         13         11         16         12:
Old  :        23:         3          1          0         13         11         16         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  :                 54.6       69.4       76.2       89.7       54.6       66.6       71.7       79.2
Old  :                 54.6       69.4       76.2       89.7       54.6       66.6       71.7       79.2
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, December 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  :     2,089:       236          0        138      1,410      1,448      1,784      1,586:       305        503
Old  :     2,089:       236          0        138      1,410      1,448      1,784      1,586:       305        503
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.3        0.0        6.6       67.5       69.3       85.4       75.9:      14.6       24.1
Old  :     100.0:      11.3        0.0        6.6       67.5       69.3       85.4       75.9:      14.6       24.1
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  :        20:         3          0          2         14         17         17         19:
Old  :        20:         3          0          2         14         17         17         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  :                 38.9       29.4       63.5       47.9       30.0       18.0       40.3       27.2
Old  :                 38.9       29.4       63.5       47.9       30.0       18.0       40.3       27.2
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, December 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  :     4,878:       140        459        137      3,950      3,432      4,227      4,028:       651        850
Old  :     4,878:       140        459        137      3,950      3,432      4,227      4,028:       651        850
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :        98:         0          8        -10         88         43         78         41:        20         57
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.9        9.4        2.8       81.0       70.4       86.7       82.6:      13.3       17.4
Old  :     100.0:       2.9        9.4        2.8       81.0       70.4       86.7       82.6:      13.3       17.4
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  :        33:         3          5          5         21         24         27         31:
Old  :        33:         3          5          5         21         24         27         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  :                 37.2       29.9       62.7       44.2       32.6       24.1       46.6       33.2
Old  :                 37.2       29.9       62.7       44.2       32.6       24.1       46.6       33.2
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, December 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  :    33,537:     4,465        164          0     28,932     33,273     33,397     33,437:       140        100
Old  :    33,537:     4,465        164          0     28,932     33,273     33,397     33,437:       140        100
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :     1,025:         9         72          0      1,038      1,025      1,047      1,097:       -22        -72
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.3        0.5        0.0       86.3       99.2       99.6       99.7:       0.4        0.3
Old  :     100.0:      13.3        0.5        0.0       86.3       99.2       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  :        47:         3          1          0         36         38         39         39:
Old  :        47:         3          1          0         36         38         39         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  :                 43.6       52.0       68.7       69.7       40.4       42.4       54.8       56.4
Old  :                 43.6       52.0       68.7       69.7       40.4       42.4       54.8       56.4
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, December 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  :    14,349:        45          0          0     14,208     13,676     14,253     13,676:        96        673
Old  :    14,349:        45          0          0     14,208     13,676     14,253     13,676:        96        673
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :       182:         0          0          0        182         21        182         21:         0        161
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.3        0.0        0.0       99.0       95.3       99.3       95.3:       0.7        4.7
Old  :     100.0:       0.3        0.0        0.0       99.0       95.3       99.3       95.3:       0.7        4.7
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  :        31:         1          0          0         21         24         22         24:
Old  :        31:         1          0          0         21         24         22         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  :                 76.2       56.1       89.5       74.1       45.0       29.0       50.7       41.2
Old  :                 76.2       56.1       89.5       74.1       45.0       29.0       50.7       41.2
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, December 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  :     9,617:       194         83        172      8,465      9,029      8,831      9,284:       786        333
Old  :     9,617:       194         83        172      8,465      9,029      8,831      9,284:       786        333
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :       -51:         0         35          0        -51        -86        -51        -51:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.0        0.9        1.8       88.0       93.9       91.8       96.5:       8.2        3.5
Old  :     100.0:       2.0        0.9        1.8       88.0       93.9       91.8       96.5:       8.2        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  :        41:         2          1          2         29         32         32         34:
Old  :        41:         2          1          2         29         32         32         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  :                 32.9       50.0       52.6       70.0       18.3       27.8       29.3       37.2
Old  :                 32.9       50.0       52.6       70.0       18.3       27.8       29.3       37.2
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, December 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  :    39,886:     2,653        743        138     36,386     38,517     39,177     39,398:       709        488
Old  :    39,886:     2,653        743        138     36,386     38,517     39,177     39,398:       709        488
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :     1,820:       248          1         88      1,424      1,551      1,760      1,640:        60        180
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.7        1.9        0.3       91.2       96.6       98.2       98.8:       1.8        1.2
Old  :     100.0:       6.7        1.9        0.3       91.2       96.6       98.2       98.8:       1.8        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  :        60:         6          1          3         28         40         37         43:
Old  :        60:         6          1          3         28         40         37         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  :                 69.3       47.6       80.9       64.1       69.3       47.2       80.1       61.3
Old  :                 69.3       47.6       80.9       64.1       69.3       47.2       80.1       61.3
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, December 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  :    56,117:     2,096      1,946      2,310     51,123     51,529     55,529     55,785:       588        332
Old  :    56,117:     2,096      1,946      2,310     51,123     51,529     55,529     55,785:       588        332
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :       -45:       115        422        -68       -290       -301       -243         53:       198        -98
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.7        3.5        4.1       91.1       91.8       99.0       99.4:       1.0        0.6
Old  :     100.0:       3.7        3.5        4.1       91.1       91.8       99.0       99.4:       1.0        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  :        93:         7         12         12         62         65         77         81:
Old  :        93:         7         12         12         62         65         77         81:
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  :                 35.8       51.0       50.3       60.1       31.9       46.0       44.4       51.2
Old  :                 35.8       51.0       50.3       60.1       31.9       46.0       44.4       51.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WTI 1st Line-Brent 1st Line - ICE FUTURES ENERGY DIV                                                    Code-06741R
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 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  :   264,019:     2,385    206,190        425    254,349     18,450    257,159    225,065:     6,860     38,954
Old  :   264,019:     2,385    206,190        425    254,349     18,450    257,159    225,065:     6,860     38,954
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :     3,140:         0      2,840          0      2,940          0      2,940      2,840:       200        300
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.9       78.1        0.2       96.3        7.0       97.4       85.2:       2.6       14.8
Old  :     100.0:       0.9       78.1        0.2       96.3        7.0       97.4       85.2:       2.6       14.8
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  :        20:         1          6          2         12          5         14         12:
Old  :        20:         1          6          2         12          5         14         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  :                 85.8       77.8       94.4       83.7       85.7       77.8       93.9       83.5
Old  :                 85.8       77.8       94.4       83.7       85.7       77.8       93.9       83.5
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, December 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  :    25,421:         0          0          0     25,376     25,016     25,376     25,016:        45        405
Old  :    25,421:         0          0          0     25,376     25,016     25,376     25,016:        45        405
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :     1,165:         0          0          0      1,165      1,185      1,165      1,185:         0        -20
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0       99.8       98.4       99.8       98.4:       0.2        1.6
Old  :     100.0:       0.0        0.0        0.0       99.8       98.4       99.8       98.4:       0.2        1.6
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  :        34:         0          0          0         26         23         26         23:
Old  :        34:         0          0          0         26         23         26         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  :                 55.2       57.3       78.4       77.4       55.2       53.5       74.4       71.9
Old  :                 55.2       57.3       78.4       77.4       55.2       53.5       74.4       71.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV                                                     Code-06742T
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 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  :    10,731:       135          0          0     10,386     10,376     10,521     10,376:       210        355
Old  :    10,731:       135          0          0     10,386     10,376     10,521     10,376:       210        355
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :        90:         0          0          0         90         90         90         90:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.3        0.0        0.0       96.8       96.7       98.0       96.7:       2.0        3.3
Old  :     100.0:       1.3        0.0        0.0       96.8       96.7       98.0       96.7:       2.0        3.3
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  :        20:         1          0          0         10         12         11         12:
Old  :        20:         1          0          0         10         12         11         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  :                 79.5       64.2       95.7       91.7       79.5       63.4       95.0       90.9
Old  :                 79.5       64.2       95.7       91.7       79.5       63.4       95.0       90.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated December 13, 2019