CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV               Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       36,369
COMMITMENTS
   9,112    9,247    1,025   26,209   26,097   36,346   36,369       23        0

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:         50)
     -50      -50        0      100      100       50       50        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.1     25.4      2.8     72.1     71.8     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      11        3        2       18       12       30       17                  
 
 
CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV               Code-0063AS
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:      115,575
COMMITMENTS
  50,936   25,754   22,330   41,877   66,177  115,143  114,262      432    1,313

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:      3,849)
   3,027     -356   -2,251    2,678    5,157    3,454    2,549      395    1,300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    44.1     22.3     19.3     36.2     57.3     99.6     98.9      0.4      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      28       11       19       28       22       64       44                  
 
 
CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV                   Code-0063CA
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       45,413
COMMITMENTS
  16,195    5,621    5,783   23,364   34,009   45,342   45,413       71        0

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:      1,659)
      64       66    1,297      297      296    1,659    1,659        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    35.7     12.4     12.7     51.4     74.9     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      15       10       11       16       17       37       32                  
 
 
NJ SRECS - ICE FUTURES ENERGY DIV                                    Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:      146,745
COMMITMENTS
  40,742   99,368    4,075  101,928   43,302  146,745  146,745        0        0

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:        326)
       0      426        0      326     -100      326      326        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.8     67.7      2.8     69.5     29.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        9        4       15       12       21       22                  
 
 
RGGI VINTAGE 2018 - ICE FUTURES ENERGY DIV                           Code-0063CD
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       36,461
COMMITMENTS
   4,240      421        0   32,221   36,040   36,461   36,461        0        0

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:         -1)
       0        0        0       -1       -1       -1       -1        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.6      1.2      0.0     88.4     98.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        2        0       13        7       16        9                  
 
 
PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV                        Code-0063CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:       94,182
COMMITMENTS
  19,438   22,250    2,537   72,208   69,395   94,182   94,182        0        0

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:      2,813)
     802      200     -550    2,561    3,163    2,813    2,813        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.6     23.6      2.7     76.7     73.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       7        3        3       14       10       22       15                  
 
 
CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV                   Code-0063CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       19,514
COMMITMENTS
   8,287    2,150    5,225    6,002   12,139   19,514   19,514        0        0

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:      3,467)
   1,051        0      500    1,916    2,967    3,467    3,467        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    42.5     11.0     26.8     30.8     62.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       7        1        4        6        9       17       14                  
 
 
RGGI VINTAGE 2019 - ICE FUTURES ENERGY DIV                           Code-0063CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       34,167
COMMITMENTS
   5,895    2,085    2,390   25,707   29,692   33,992   34,167      175        0

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:      1,481)
    -275        0      400    1,181    1,081    1,306    1,481      175        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.3      6.1      7.0     75.2     86.9     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       9        3        2       17       15       27       19                  
 
 
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV                Code-0063DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of Class 1 Renewable Energy Cert             OPEN INTEREST:       14,995
COMMITMENTS
   2,892    3,450      725   11,353   10,820   14,970   14,995       25        0

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:        100)
       0        0        0      100      100      100      100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.3     23.0      4.8     75.7     72.2     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       5        5        2       12       10       18       16                  
 
 
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV                          Code-0063DN
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       40,595
COMMITMENTS
  22,671    6,250    1,137   16,787   33,208   40,595   40,595        0        0

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    55.8     15.4      2.8     41.4     81.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       6        2        3       15       10       22       14                  
 
 
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV                          Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:       39,909
COMMITMENTS
   4,430    3,094    3,171   32,215   33,619   39,816   39,884       93       25

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:        304)
     220      -80     -110      188      494      298      304        6        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.1      7.8      7.9     80.7     84.2     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4        6        8       29       29       38       38                  
 
 
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV       Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:       42,600
COMMITMENTS
   4,672    3,800    3,538   33,555   35,052   41,765   42,390      835      210

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:       -188)
      50      204      120     -468     -612     -298     -288      110      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.0      8.9      8.3     78.8     82.3     98.0     99.5      2.0      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       7        3        5       27       24       35       31                  
 
 
USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV               Code-02141R
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
BBL                                                  OPEN INTEREST:        6,291
COMMITMENTS
     155    1,681      457    5,632    3,934    6,244    6,072       47      219

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:          0)
    -100       83      -50      150       67        0      100        0     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.5     26.7      7.3     89.5     62.5     99.3     96.5      0.7      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        4        3       14       12       19       16                  
 
 
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV                 Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    5,162,608
COMMITMENTS
 186,392  133,697  468,848  4484688  4536758  5139928  5139303   22,680   23,305

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:     89,076)
  26,391    2,819   12,406   53,464   74,708   92,261   89,933   -3,185     -857

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.6      2.6      9.1     86.9     87.9     99.6     99.5      0.4      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      244)
      34       41       59      157      125      222      194                  
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      902,230
COMMITMENTS
  48,648   26,518  221,209  624,687  635,517  894,545  883,245    7,686   18,986

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:    -94,354)
   7,083   -4,847  -70,514  -35,284  -35,374  -98,715 -110,735    4,361   16,380

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.4      2.9     24.5     69.2     70.4     99.1     97.9      0.9      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      13       13       22       48       46       71       71                  
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      266,711
COMMITMENTS
       0    6,645        0  246,839  255,389  246,839  262,034   19,872    4,677

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:      4,706)
       0      308        0    4,703    5,298    4,703    5,606        3     -900

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.5      0.0     92.5     95.8     92.5     98.2      7.5      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        4        0       27       21       27       25                  
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      154,758
COMMITMENTS
   2,281    4,173    1,780  147,714  141,631  151,775  147,584    2,983    7,174

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:      2,281)
     767   -1,521     -271      968    2,266    1,464      474      817    1,807

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.5      2.7      1.2     95.4     91.5     98.1     95.4      1.9      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3        2        3       30       28       34       32                  
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      331,047
COMMITMENTS
   4,552    2,594    1,523  314,456  320,707  320,531  324,824   10,516    6,223

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:        491)
   3,466      911     -892   -2,457    2,833      117    2,852      374   -2,361

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.4      0.8      0.5     95.0     96.9     96.8     98.1      3.2      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       4        3        3       33       30       39       34                  
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      841,291
COMMITMENTS
   2,440   10,679    2,018  824,519  826,501  828,977  839,198   12,314    2,093

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:     32,118)
       0      -22     -366   30,247   31,881   29,881   31,493    2,237      625

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      1.3      0.2     98.0     98.2     98.5     99.8      1.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       1        2        2       39       29       42       31                  
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      393,818
COMMITMENTS
   2,001    7,209      300  370,795  379,362  373,096  386,871   20,722    6,947

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:     12,719)
     765        0     -483   11,345   12,808   11,627   12,325    1,092      394

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5      1.8      0.1     94.2     96.3     94.7     98.2      5.3      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       3        3        1       47       38       50       42                  
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      526,489
COMMITMENTS
  25,881      846      924  491,087  519,705  517,892  521,475    8,597    5,014

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:     30,441)
   1,906        0      620   27,062   29,404   29,588   30,024      853      417

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.9      0.2      0.2     93.3     98.7     98.4     99.0      1.6      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       7        2        3       40       42       48       46                  
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      388,439
COMMITMENTS
     255    4,363    1,399  380,932  375,190  382,586  380,952    5,853    7,487

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:     17,077)
     210    2,322       61   18,178   15,153   18,449   17,536   -1,372     -459

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      1.1      0.4     98.1     96.6     98.5     98.1      1.5      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       2        5        3       39       30       43       36                  
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      109,337
COMMITMENTS
   1,496        0    1,043  103,517  105,572  106,056  106,615    3,281    2,722

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:      3,800)
     205     -287      167    3,488    3,526    3,860    3,406      -60      394

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.4      0.0      1.0     94.7     96.6     97.0     97.5      3.0      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        0        2       23       21       26       23                  
 
 
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                    Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       28,480
COMMITMENTS
       0      550        0   27,837   27,630   27,837   28,180      643      300

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:      4,620)
       0      240        0    4,500    4,080    4,500    4,320      120      300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.9      0.0     97.7     97.0     97.7     98.9      2.3      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        1        0       21       18       21       19                  
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      263,870
COMMITMENTS
       0      932      126  259,170  256,741  259,296  257,799    4,574    6,071

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:      3,448)
       0      561       70    2,409    3,268    2,479    3,899      969     -451

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.4      0.0     98.2     97.3     98.3     97.7      1.7      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       0        2        1       25       29       26       31                  
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      185,228
COMMITMENTS
     777        0      112  176,928  182,188  177,817  182,300    7,411    2,928

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:      4,955)
      29        0        0    4,374    4,635    4,403    4,635      552      320

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      0.0      0.1     95.5     98.4     96.0     98.4      4.0      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       1        0        1       34       23       35       24                  
 
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      313,450
COMMITMENTS
     420        0        0  310,010  310,612  310,430  310,612    3,020    2,838

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:        497)
     180        0        0    1,139      343    1,319      343     -822      154

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      0.0      0.0     98.9     99.1     99.0     99.1      1.0      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        0        0       24       23       25       23                  
 
 
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV                      Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       46,413
COMMITMENTS
   5,247    1,850       60   39,010   43,956   44,317   45,866    2,096      547

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:      3,810)
   1,440     -750       60    1,894    4,536    3,394    3,846      416      -36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.3      4.0      0.1     84.0     94.7     95.5     98.8      4.5      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3        2        1       25       20       28       23                  
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      602,233
COMMITMENTS
  20,255   15,603    5,567  569,694  574,327  595,516  595,497    6,717    6,736

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:     11,920)
  -2,303    3,036    1,156   13,598    7,294   12,451   11,486     -531      434

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.4      2.6      0.9     94.6     95.4     98.9     98.9      1.1      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
       4        7        4       59       50       65       59                  
 
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV             Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      242,571
COMMITMENTS
   1,804      230    3,863  231,352  231,353  237,019  235,446    5,552    7,125

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:     16,080)
   1,442       92       61   14,412   15,074   15,915   15,227      165      853

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.7      0.1      1.6     95.4     95.4     97.7     97.1      2.3      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        1        3       25       25       29       28                  
 
 
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV             Code-0233A6
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       36,986
COMMITMENTS
       0        0        0   36,253   36,622   36,253   36,622      733      364

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:      3,998)
       0        0        0    4,154    3,848    4,154    3,848     -156      150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     98.0     99.0     98.0     99.0      2.0      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       16       10       16       10                  
 
 
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       85,292
COMMITMENTS
     334        0        0   82,181   78,560   82,515   78,560    2,777    6,732

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:      1,578)
     334        0        0    1,064      951    1,398      951      180      627

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      0.0      0.0     96.4     92.1     96.7     92.1      3.3      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        0        0       25       22       26       22                  
 
 
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      249,708
COMMITMENTS
   1,140    9,470        0  246,234  238,594  247,374  248,064    2,334    1,644

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:     24,016)
   1,140    5,570        0   23,585   17,776   24,725   23,346     -709      670

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5      3.8      0.0     98.6     95.5     99.1     99.3      0.9      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       1        5        0       26       37       27       42                  
 
 
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV      Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      245,590
COMMITMENTS
   1,730   15,928       30  238,914  228,989  240,674  244,947    4,916      643

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:     26,446)
   1,141    5,580       30   26,201   20,965   27,372   26,575     -926     -129

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.7      6.5      0.0     97.3     93.2     98.0     99.7      2.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
       3        5        1       39       43       42       49                  
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      165,364
COMMITMENTS
       0    1,166        0  164,147  162,587  164,147  163,753    1,217    1,611

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:      9,660)
       0      182        0    9,360    8,698    9,360    8,880      300      780

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.7      0.0     99.3     98.3     99.3     99.0      0.7      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       0        2        0       21       22       21       24                  
 
 
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV                     Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
MMBTU                                                OPEN INTEREST:       27,981
COMMITMENTS
       0        0        0   27,490   27,739   27,490   27,739      491      242

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:      6,214)
       0        0        0    6,279    6,427    6,279    6,427      -65     -213

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     98.2     99.1     98.2     99.1      1.8      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       15       15       15       15                  
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      271,800
COMMITMENTS
   1,839    3,338   14,020  253,095  248,661  268,954  266,019    2,846    5,781

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:      2,446)
     218      993     -180    3,516    1,703    3,554    2,516   -1,108      -70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.7      1.2      5.2     93.1     91.5     99.0     97.9      1.0      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       2        3        3       38       38       42       42                  
 
 
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV                  Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      110,754
COMMITMENTS
       0      577      186  109,350  109,406  109,536  110,169    1,218      585

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.5      0.2     98.7     98.8     98.9     99.5      1.1      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        1       12       13       13       15                  
 
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      114,183
COMMITMENTS
       0      327       93  107,130  104,452  107,223  104,872    6,960    9,311

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:        531)
       0      327       93      770      175      863      595     -332      -64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.3      0.1     93.8     91.5     93.9     91.8      6.1      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        1        1       22       21       23       22                  
 
 
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV          Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      224,712
COMMITMENTS
       0    4,082       40  221,394  216,549  221,434  220,671    3,278    4,041

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:      5,153)
       0      626       40    4,538    6,715    4,578    7,381      575   -2,228

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.8      0.0     98.5     96.4     98.5     98.2      1.5      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       0        4        1       28       30       29       34                  
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      183,445
COMMITMENTS
       0    1,091        0  176,087  178,086  176,087  179,177    7,358    4,268

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:      2,798)
       0      542        0    2,725    1,548    2,725    2,090       73      708

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.6      0.0     96.0     97.1     96.0     97.7      4.0      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        1        0       23       19       23       20                  
 
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       87,997
COMMITMENTS
       0        0        0   83,848   85,118   83,848   85,118    4,149    2,879

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:      1,232)
       0        0        0      849    1,454      849    1,454      383     -222

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     95.3     96.7     95.3     96.7      4.7      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       21       17       21       17                  
 
 
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV  Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       23,577
COMMITMENTS
   1,883      897       93   20,863   22,463   22,839   23,453      738      124

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:      1,800)
     753      330        0    1,290    1,714    2,043    2,044     -243     -244

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.0      3.8      0.4     88.5     95.3     96.9     99.5      3.1      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        2        1       14       15       18       17                  
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      205,950
COMMITMENTS
   4,044        0      623  197,838  200,913  202,505  201,536    3,445    4,414

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:      3,501)
    -574        0      428    3,249    2,824    3,103    3,252      398      249

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.0      0.0      0.3     96.1     97.6     98.3     97.9      1.7      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        0        1       19       20       21       21                  
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      172,023
COMMITMENTS
     120    1,658    7,846  152,931  147,545  160,897  157,049   11,126   14,974

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:      3,225)
    -117      189      -36    3,159    2,888    3,006    3,041      219      184

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      1.0      4.6     88.9     85.8     93.5     91.3      6.5      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       1        4        4       27       30       31       35                  
 
 
PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                     Code-0233BQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       20,429
COMMITMENTS
       0    2,330        0   19,542   17,643   19,542   19,973      887      456

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     11.4      0.0     95.7     86.4     95.7     97.8      4.3      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        4        0       11        8       11       12                  
 
 
SOCAL CITYGATE FINANCIAL BASIS - ICE FUTURES ENERGY DIV              Code-0233BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
MMBtu                                                OPEN INTEREST:       47,906
COMMITMENTS
     364        0       92   42,960   46,139   43,416   46,231    4,490    1,675

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:      1,151)
     364        0       92      786      937    1,242    1,029      -91      122

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8      0.0      0.2     89.7     96.3     90.6     96.5      9.4      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        1       17       15       18       16                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV          Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       52,572
COMMITMENTS
       0        0        0   51,779   51,311   51,779   51,311      793    1,261

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:      4,322)
       0     -900        0    4,112    5,162    4,112    4,262      210       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     98.5     97.6     98.5     97.6      1.5      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       14       17       14       17                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      249,070
COMMITMENTS
       0   10,733      610  244,212  232,036  244,822  243,379    4,248    5,691

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:      3,679)
       0      912       58    4,238    2,448    4,296    3,418     -617      261

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      4.3      0.2     98.0     93.2     98.3     97.7      1.7      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       0        3        1       40       39       41       42                  
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:      127,767
COMMITMENTS
     593        0      304  122,051  124,046  122,948  124,350    4,819    3,417

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:         72)
    -390        0        0      734      132      344      132     -272      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5      0.0      0.2     95.5     97.1     96.2     97.3      3.8      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        0        1       24       28       25       29                  
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      145,806
COMMITMENTS
       0      360        0  140,539  142,607  140,539  142,967    5,267    2,839

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:      2,561)
       0      360        0    2,561    1,866    2,561    2,226        0      335

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.2      0.0     96.4     97.8     96.4     98.1      3.6      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        1        0       21       22       21       23                  
 
 
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       58,231
COMMITMENTS
       0        0        0   53,730   55,969   53,730   55,969    4,501    2,262

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:        851)
       0        0        0    2,008      452    2,008      452   -1,157      399

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     92.3     96.1     92.3     96.1      7.7      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       17       14       17       14                  
 
 
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       46,796
COMMITMENTS
     210      721      240   45,069   44,374   45,519   45,335    1,277    1,461

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:      2,882)
     210     -240      240    1,890    3,532    2,340    3,532      542     -650

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      1.5      0.5     96.3     94.8     97.3     96.9      2.7      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        2        1       15       19       17       21                  
 
 
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV                   Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MM Btus                                         OPEN INTEREST:      269,323
COMMITMENTS
     451      558        0  256,446  267,356  256,897  267,914   12,426    1,409

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:      4,966)
    -120      348        0   10,613    4,406   10,493    4,754   -5,527      212

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      0.2      0.0     95.2     99.3     95.4     99.5      4.6      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       1        1        0       29       22       30       23                  
 
 
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV                         Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      114,367
COMMITMENTS
  14,832    8,774       92   93,925  103,641  108,849  112,507    5,518    1,860

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:      9,203)
      96        0        0   11,299    9,203   11,395    9,203   -2,192        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.0      7.7      0.1     82.1     90.6     95.2     98.4      4.8      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        1        1       18       18       20       20                  
 
 
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV                            Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:      213,689
COMMITMENTS
   1,672        0        0  208,456  211,528  210,128  211,528    3,561    2,161

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:      6,152)
       0        0        0    6,121    6,004    6,121    6,004       31      148

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8      0.0      0.0     97.6     99.0     98.3     99.0      1.7      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        0        0       23       23       24       23                  
 
 
REX ZONE 3 INDEX - ICE FUTURES ENERGY DIV                            Code-0233ED
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:       27,386
COMMITMENTS
       0        0        0   27,386   27,173   27,386   27,173        0      213

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0    100.0     99.2    100.0     99.2      0.0      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       12       11       12       11                  
 
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                       Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:       34,674
COMMITMENTS
   4,403      989    5,021   24,865   28,558   34,289   34,568      385      106

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:        363)
      -5       86       59      309      218      363      363        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.7      2.9     14.5     71.7     82.4     98.9     99.7      1.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      11        5       16       29       28       45       44                  
 
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                        Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       40,187
COMMITMENTS
   5,855    1,052      926   33,235   38,073   40,016   40,051      171      136

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:        496)
    -228       17      254      329       89      355      360      141      136

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.6      2.6      2.3     82.7     94.7     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        8        6       23       22       30       32                  
 
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:       30,291
COMMITMENTS
   2,225      500    1,125   26,831   28,646   30,181   30,271      110       20

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:        345)
       0      -50       50      295      345      345      345        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.3      1.7      3.7     88.6     94.6     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        3        4       17       17       22       21                  
 
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                      Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:      144,006
COMMITMENTS
   8,051    8,616    7,631  127,885  127,659  143,567  143,906      439      100

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:        115)
    -148      289       13      250     -195      115      107        0        8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.6      6.0      5.3     88.8     88.6     99.7     99.9      0.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       6       10        7       33       36       44       48                  
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       69,315
COMMITMENTS
     650    4,698    3,076   65,581   61,536   69,307   69,309        8        6

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:      2,404)
     -75   -1,396      474    2,003    3,326    2,403    2,404        1        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9      6.8      4.4     94.6     88.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2       12        7       23       24       30       38                  
 
 
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV                  Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:       33,473
COMMITMENTS
       0      675       75   33,398   32,693   33,473   33,443        0       30

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:        -50)
       0       50       25      -75     -125      -50      -50        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.0      0.2     99.8     97.7    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        6        3       12       17       15       23                  
 
 
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV                    Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:       69,391
COMMITMENTS
  16,360    3,027    2,958   49,702   63,397   69,020   69,382      371        9

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:      1,327)
    -180   -3,550    1,608     -159    3,261    1,269    1,319       58        8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.6      4.4      4.3     71.6     91.4     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       5        2        3       26       26       32       30                  
 
 
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV                Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       86,940
COMMITMENTS
  26,252    7,123    2,060   57,784   77,569   86,096   86,752      844      188

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:        206)
    -721   -3,435      528     -214    3,093     -407      186      613       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.2      8.2      2.4     66.5     89.2     99.0     99.8      1.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       4        7        3       28       26       34       34                  
 
 
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV                Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       72,030
COMMITMENTS
   3,561      225    1,328   66,618   70,325   71,507   71,878      523      152

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:        207)
       0       50        0      201      161      201      211        6       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.9      0.3      1.8     92.5     97.6     99.3     99.8      0.7      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        2        2       26       26       29       30                  
 
 
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV                      Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       99,285
COMMITMENTS
   4,277      325    1,672   92,718   97,206   98,667   99,203      618       82

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:        539)
       0       75        0      448      493      448      568       91      -29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.3      0.3      1.7     93.4     97.9     99.4     99.9      0.6      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       3        3        2       29       29       32       34                  
 
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                      Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       45,090
COMMITMENTS
     300      420        0   44,655   44,370   44,955   44,790      135      300

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:       -530)
     300        0        0     -830     -530     -530     -530        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.7      0.9      0.0     99.0     98.4     99.7     99.3      0.3      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        1        0       21       20       22       21                  
 
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:       25,466
COMMITMENTS
     335      600       25   24,745   24,711   25,105   25,336      361      130

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:        400)
     335        0       25      280      400      640      425     -240      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3      2.4      0.1     97.2     97.0     98.6     99.5      1.4      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        1       18       20       19       22                  
 
 
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV               Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       14,995
COMMITMENTS
     650    3,950      125   14,130   10,920   14,905   14,995       90        0

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:        125)
    -125        0      125      125        0      125      125        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.3     26.3      0.8     94.2     72.8     99.4    100.0      0.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        1        1       17        8       21       10                  
 
 
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV                 Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       74,469
COMMITMENTS
  16,533      240    4,780   52,676   69,377   73,989   74,397      480       72

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:        786)
     482       -6       12      153      790      646      796      140      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.2      0.3      6.4     70.7     93.2     99.4     99.9      0.6      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      17        1       10       31       33       49       43                  
 
 
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       27,585
COMMITMENTS
   7,765      425      950   18,568   25,868   27,283   27,243      302      342

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:        112)
       0      100        0      112       12      112      112        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.1      1.5      3.4     67.3     93.8     98.9     98.8      1.1      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        3        4       18       20       23       25                  
 
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       55,515
COMMITMENTS
     650      280      140   54,580   54,880   55,370   55,300      145      215

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:        -65)
     300        0        0     -365      -65      -65      -65        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.2      0.5      0.3     98.3     98.9     99.7     99.6      0.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        1        1       21       23       23       24                  
 
 
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV                    Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       42,310
COMMITMENTS
   1,075    1,950      235   40,610   40,078   41,920   42,263      390       47

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:      1,737)
     275        0       25    1,617    1,712    1,917    1,737     -180        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.5      4.6      0.6     96.0     94.7     99.1     99.9      0.9      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4        3        3       23       23       27       29                  
 
 
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV                     Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       65,210
COMMITMENTS
   3,496      200        0   61,296   64,845   64,792   65,045      418      165

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:        573)
      10        0        0      563      573      573      573        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.4      0.3      0.0     94.0     99.4     99.4     99.7      0.6      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       4        1        0       26       18       30       19                  
 
 
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       72,425
COMMITMENTS
   4,389    4,150       60   67,841   68,205   72,290   72,415      135       10

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:      1,045)
     230        0        0      775    1,035    1,005    1,035       40       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.1      5.7      0.1     93.7     94.2     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       6        1        1       27       19       33       21                  
 
 
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       87,938
COMMITMENTS
   4,212    1,705      303   83,315   85,930   87,830   87,938      108        0

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:        294)
      12     -100       14      268      380      294      294        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.8      1.9      0.3     94.7     97.7     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3        4        4       25       30       31       35                  
 
 
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:      112,787
COMMITMENTS
   6,494    7,600    1,289  104,829  103,883  112,612  112,772      175       15

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:        950)
     -75      408     -225    1,260      768      960      950      -10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.8      6.7      1.1     92.9     92.1     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       4       14        7       28       34       38       49                  
 
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                            Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       53,040
COMMITMENTS
       0    3,997      375   52,645   48,638   53,020   53,010       20       30

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:        305)
    -150      480        0      455     -175      305      305        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      7.5      0.7     99.3     91.7    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        5        3       16       13       19       18                  
 
 
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV                        Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
25MWh                                                OPEN INTEREST:       48,885
COMMITMENTS
      25    1,630        0   48,860   47,255   48,885   48,885        0        0

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:      1,200)
       0      100        0    1,200    1,100    1,200    1,200        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      3.3      0.0     99.9     96.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        4        0       12        9       13       13                  
 
 
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV                        Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       64,161
COMMITMENTS
   1,067    1,587    1,255   61,586   61,125   63,908   63,967      253      194

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:      1,180)
  -2,218    1,437      782    2,613   -1,015    1,177    1,204        3      -24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.7      2.5      2.0     96.0     95.3     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        2        2       22       21       26       24                  
 
 
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV                       Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       63,843
COMMITMENTS
   1,375    1,518    5,161   56,921   57,004   63,457   63,683      386      160

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:      1,704)
  -2,382    1,443    1,019    3,071     -758    1,708    1,704       -4        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.2      2.4      8.1     89.2     89.3     99.4     99.7      0.6      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       6        3        4       22       25       29       31                  
 
 
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       30,968
COMMITMENTS
     725      318       80   29,979   30,511   30,784   30,909      184       59

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:       -247)
      80       60        0     -346     -298     -266     -238       19       -9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.3      1.0      0.3     96.8     98.5     99.4     99.8      0.6      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        1       17       13       19       14                  
 
 
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       29,090
COMMITMENTS
     550      235        0   28,260   28,855   28,810   29,090      280        0

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:       -277)
      80      -10        0     -360     -267     -280     -277        3        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.9      0.8      0.0     97.1     99.2     99.0    100.0      1.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        2        0       17       13       18       15                  
 
 
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       34,281
COMMITMENTS
     209    3,959    1,734   32,262   28,539   34,205   34,232       76       49

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:        522)
       0     -714       67      455    1,145      522      498        0       24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6     11.5      5.1     94.1     83.3     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        6        5       25       22       32       28                  
 
 
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:       22,141
COMMITMENTS
     267    1,353    1,087   20,411   19,473   21,765   21,913      376      228

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:        415)
      10       10        0      400      405      410      415        5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.2      6.1      4.9     92.2     87.9     98.3     99.0      1.7      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        2        2       14       17       17       21                  
 
 
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       55,398
COMMITMENTS
   3,884    4,462    1,945   49,482   48,971   55,311   55,378       87       20

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:        902)
  -1,636     -132      212    2,328      822      904      902       -2        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.0      8.1      3.5     89.3     88.4     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3        5        5       28       28       34       35                  
 
 
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       36,333
COMMITMENTS
      35    1,761      698   35,313   33,744   36,046   36,203      287      130

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:        227)
     -10      -31      -14      251      272      227      227        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      4.8      1.9     97.2     92.9     99.2     99.6      0.8      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        5        4       22       22       27       27                  
 
 
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV                          Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       21,227
COMMITMENTS
   1,100      225      175   19,757   20,812   21,032   21,212      195       15

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:      1,335)
     -25        0       50    1,310    1,285    1,335    1,335        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.2      1.1      0.8     93.1     98.0     99.1     99.9      0.9      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        1        2       16       17       19       20                  
 
 
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV     Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       13,562
COMMITMENTS
     470      250      425   12,547   12,887   13,442   13,562      120        0

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:          0)
    -250        0        0      250        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.5      1.8      3.1     92.5     95.0     99.1    100.0      0.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        3        2       14       11       17       15                  
 
 
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV        Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       14,787
COMMITMENTS
      50    1,180      670   13,947   12,937   14,667   14,787      120        0

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:          0)
    -170       80      -80      250        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      8.0      4.5     94.3     87.5     99.2    100.0      0.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        5        2       15       12       18       17                  
 
 
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       19,757
COMMITMENTS
   1,630    1,100      405   17,435   18,200   19,470   19,705      287       52

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:        -90)
    -150        0        0     -202      -97     -352      -97      262        7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.3      5.6      2.0     88.2     92.1     98.5     99.7      1.5      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        1        1       17       15       20       17                  
 
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV              Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       18,968
COMMITMENTS
   1,675    1,100      320   16,692   17,485   18,687   18,905      281       63

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:        -90)
    -150        0        0     -198     -108     -348     -108      258       18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.8      5.8      1.7     88.0     92.2     98.5     99.7      1.5      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        1        1       16       15       19       17                  
 
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV    Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       48,316
COMMITMENTS
   2,500      425    2,460   43,165   45,431   48,125   48,316      191        0

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:        590)
     -25        0       25      590      565      590      590        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.2      0.9      5.1     89.3     94.0     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       5        2        4       22       15       28       21                  
 
 
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       47,689
COMMITMENTS
   2,675      500    2,250   42,563   44,939   47,488   47,689      201        0

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:        520)
     -25        0       25      520      495      520      520        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.6      1.0      4.7     89.3     94.2     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       5        3        5       21       16       28       23                  
 
 
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      126,519
COMMITMENTS
   2,069   12,180    1,145  122,940  113,170  126,154  126,495      365       24

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:        369)
      67     -450        0        9      795       76      345      293       24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.6      9.6      0.9     97.2     89.4     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       7        8        7       36       27       47       38                  
 
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
352 MWh                                              OPEN INTEREST:      136,426
COMMITMENTS
   2,722   12,125    1,465  132,152  122,781  136,339  136,371       87       55

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:        656)
     122     -296      -47      569    1,019      644      676       12      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.0      8.9      1.1     96.9     90.0     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       6       11        6       37       31       47       44                  
 
 
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      495,019
COMMITMENTS
  23,755   22,128   63,318  407,186  409,018  494,258  494,464      761      555

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:      4,645)
   2,085      557      519    2,046    3,606    4,650    4,681       -5      -36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.8      4.5     12.8     82.3     82.6     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      24       20       16       45       42       74       73                  
 
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       18,419
COMMITMENTS
   3,945       25       75   14,358   18,314   18,378   18,414       41        5

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:        120)
      30        0        0       90      120      120      120        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.4      0.1      0.4     78.0     99.4     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        1        2       19        8       23       11                  
 
 
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       17,372
COMMITMENTS
   3,545      515       45   13,642   16,812   17,232   17,372      140        0

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:        120)
      55        0        0       90      120      145      120      -25        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.4      3.0      0.3     78.5     96.8     99.2    100.0      0.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        2        3       17        7       21       11                  
 
 
ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV              Code-0643IB
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:        7,035
COMMITMENTS
   1,380    2,200      340    4,950    4,175    6,670    6,715      365      320

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:     -2,935)
    -265     -410     -385   -1,945   -2,150   -2,595   -2,945     -340       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.6     31.3      4.8     70.4     59.3     94.8     95.5      5.2      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       5       10        5       24       25       33       36                  
 
 
ARGUS CIF ARA Lg Finl Propane - ICE FUTURES ENERGY DIV               Code-066411
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 metric tonnes                                   OPEN INTEREST:        2,284
COMMITMENTS
     160       55      217    1,438    1,531    1,815    1,803      469      481

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:         49)
      55       -5      -35       10       37       30       -3       19       52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.0      2.4      9.5     63.0     67.0     79.5     78.9     20.5     21.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        2        4       16       16       20       21                  
 
 
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV                      Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000  metric tonnes                                  OPEN INTEREST:        4,506
COMMITMENTS
     174      398      253    3,328    2,901    3,755    3,552      751      954

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:         52)
     -28       45        8      146       30      126       83      -74      -31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.9      8.8      5.6     73.9     64.4     83.3     78.8     16.7     21.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       4        3        4       19       18       24       24                  
 
 
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV                 Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       37,991
COMMITMENTS
   5,620    2,214      179   32,147   35,529   37,946   37,922       45       69

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:        526)
     220      -66       55      251      535      526      524        0        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.8      5.8      0.5     84.6     93.5     99.9     99.8      0.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       4        3        3       38       34       43       40                  
 
 
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV              Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       16,013
COMMITMENTS
     230       90      123   15,518   15,321   15,871   15,534      142      479

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:        961)
       0       20        0      961      961      961      981        0      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.4      0.6      0.8     96.9     95.7     99.1     97.0      0.9      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        2        3       24       30       28       33                  
 
 
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV               Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       10,287
COMMITMENTS
     254      326      469    8,925    8,968    9,648    9,763      639      524

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:        480)
      45      -62       91      348      418      484      447       -4       33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.5      3.2      4.6     86.8     87.2     93.8     94.9      6.2      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3        2        2       29       29       33       32                  
 
 
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV              Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       35,724
COMMITMENTS
     587    1,547    1,060   33,766   32,762   35,413   35,369      311      355

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:        535)
       0     -310      252      283      593      535      535        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.6      4.3      3.0     94.5     91.7     99.1     99.0      0.9      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       1        5        3       18       27       22       33                  
 
 
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV              Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       66,502
COMMITMENTS
   3,836    2,496    3,561   58,802   59,700   66,199   65,757      303      745

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:      1,172)
      70     -105      642      450      707    1,162    1,244       10      -72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.8      3.8      5.4     88.4     89.8     99.5     98.9      0.5      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      14        7       16       61       62       81       81                  
 
 
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV                 Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 BARRELS                                         OPEN INTEREST:       26,534
COMMITMENTS
       0        0        0   26,294   26,411   26,294   26,411      240      123

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:      1,578)
       0        0        0    1,398    1,500    1,398    1,500      180       78

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     99.1     99.5     99.1     99.5      0.9      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        0        0       22       17       22       17                  
 
 
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV               Code-06742U
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:      210,534
COMMITMENTS
       0        0        0  201,726  200,963  201,726  200,963    8,808    9,571

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:    -15,178)
       0        0        0  -11,223  -12,528  -11,223  -12,528   -3,955   -2,650

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     95.8     95.5     95.8     95.5      4.2      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       14       19       14       19                  
 
 
GASOLINE CRK-RBOB/BRENT 1st - ICE FUTURES ENERGY DIV                 Code-111415
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 Barrels                                         OPEN INTEREST:       32,233
COMMITMENTS
  15,537      425    1,580   10,057   28,596   27,174   30,601    5,059    1,632

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:        381)
    -336        0      295      -19       86      -60      381      441        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    48.2      1.3      4.9     31.2     88.7     84.3     94.9     15.7      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       5        1        5       13       13       18       19                  



Updated August 30, 2019