CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV               Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       35,674
COMMITMENTS
   8,804    8,531    1,275   25,567   25,868   35,646   35,674       28        0

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:         49)
       0        0        0       49       49       49       49        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.7     23.9      3.6     71.7     72.5     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      12        3        3       17       12       31       17                  
 
 
CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV               Code-0063AS
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:      111,597
COMMITMENTS
  51,711   28,563   19,071   40,607   63,949  111,389  111,584      208       13

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:      3,554)
    -329        2    1,995    2,234    1,557    3,900    3,554     -346        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    46.3     25.6     17.1     36.4     57.3     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      31       10       20       26       21       64       44                  
 
 
CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV                   Code-0063CA
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       47,018
COMMITMENTS
  15,844    7,385    6,052   25,025   33,581   46,921   47,018       97        0

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:        506)
     127    1,365     -582      961     -277      506      506        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    33.7     15.7     12.9     53.2     71.4     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      16        9       11       17       17       38       32                  
 
 
NJ SRECS - ICE FUTURES ENERGY DIV                                    Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:      149,147
COMMITMENTS
  40,677  100,328    4,066  104,404   44,753  149,147  149,147        0        0

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:      3,125)
       0      125        0    3,125    3,000    3,125    3,125        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.3     67.3      2.7     70.0     30.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4        8        4       17       13       23       23                  
 
 
RGGI VINTAGE 2018 - ICE FUTURES ENERGY DIV                           Code-0063CD
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       36,477
COMMITMENTS
   4,240      421        0   32,237   36,056   36,477   36,477        0        0

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:         -5)
       0        0        0       -5       -5       -5       -5        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 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:       96,087
COMMITMENTS
  17,733   23,700    2,337   76,002   70,050   96,072   96,087       15        0

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:     -1,233)
    -659        0     -100     -489   -1,133   -1,248   -1,233       15        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.5     24.7      2.4     79.1     72.9    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 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       22,556
COMMITMENTS
   8,428    2,350    6,525    7,603   13,681   22,556   22,556        0        0

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:      1,449)
      -1        0        0    1,450    1,449    1,449    1,449        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    37.4     10.4     28.9     33.7     60.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       8        1        4        8        9       20       14                  
 
 
RGGI VINTAGE 2019 - ICE FUTURES ENERGY DIV                           Code-0063CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       47,327
COMMITMENTS
   5,795    2,010    2,890   38,642   42,427   47,327   47,327        0        0

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:      1,983)
       0        0        0    1,983    1,983    1,983    1,983        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.2      4.2      6.1     81.6     89.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       8        3        3       19       17       29       21                  
 
 
CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV                Code-0063D9
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:        9,886
COMMITMENTS
   6,336    2,209      800    2,750    6,877    9,886    9,886        0        0

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:      1,350)
   1,000     -100     -650    1,000    2,100    1,350    1,350        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    64.1     22.3      8.1     27.8     69.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       7        3        2        3       11       11       15                  
 
 
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV                Code-0063DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of Class 1 Renewable Energy Cert             OPEN INTEREST:       18,348
COMMITMENTS
   3,093    4,300      725   14,505   13,323   18,323   18,348       25        0

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:      1,775)
     101      450      -50    1,724    1,375    1,775    1,775        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.9     23.4      4.0     79.1     72.6     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       5        5        2       12        8       18       14                  
 
 
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV                          Code-0063DN
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       41,195
COMMITMENTS
  23,271    6,950    1,037   16,887   33,208   41,195   41,195        0        0

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:        600)
     600      700     -100      100        0      600      600        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    56.5     16.9      2.5     41.0     80.6    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 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:       36,947
COMMITMENTS
   5,106    3,184    2,202   29,518   31,497   36,826   36,883      121       64

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:        533)
    -107     -105      344      296      274      533      513        0       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.8      8.6      6.0     79.9     85.2     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       7        3        6       29       25       37       33                  
 
 
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV       Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:       37,051
COMMITMENTS
   4,636    3,823    2,447   29,257   30,656   36,340   36,926      711      125

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:        589)
    -270      205     -145    1,014      507      599      567      -10       22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.5     10.3      6.6     79.0     82.7     98.1     99.7      1.9      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       5        4        5       28       20       36       26                  
 
 
USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV               Code-02141R
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
BBL                                                  OPEN INTEREST:        6,281
COMMITMENTS
     250    2,192      343    5,664    3,537    6,257    6,072       24      209

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.0     34.9      5.5     90.2     56.3     99.6     96.7      0.4      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        3        3       14       10       18       13                  
 
 
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV                 Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    5,335,067
COMMITMENTS
 354,757  108,007  419,280  4527035  4779321  5301072  5306608   33,995   28,459

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:    178,989)
  21,217   23,319   32,612  120,708  121,698  174,537  177,629    4,452    1,360

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.6      2.0      7.9     84.9     89.6     99.4     99.5      0.6      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      234)
      45       20       50      154      127      213      183                  
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      955,740
COMMITMENTS
  48,299   36,128  241,081  662,552  675,588  951,933  952,798    3,808    2,942

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:     31,405)
  15,445    6,291   17,926   -1,997    7,188   31,374   31,405       31        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.1      3.8     25.2     69.3     70.7     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      19        9       23       49       47       75       72                  
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      252,007
COMMITMENTS
   1,061    5,006      217  229,616  240,830  230,894  246,053   21,113    5,954

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:      6,435)
     790     -332      -62    5,256    6,269    5,984    5,875      451      560

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      2.0      0.1     91.1     95.6     91.6     97.6      8.4      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        1        1       28       22       31       24                  
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      147,980
COMMITMENTS
   2,726    5,136      721  141,835  136,988  145,282  142,845    2,698    5,135

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:      2,029)
     590        0     -282    1,871    2,284    2,179    2,002     -150       27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.8      3.5      0.5     95.8     92.6     98.2     96.5      1.8      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        1        3       27       27       31       30                  
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      329,515
COMMITMENTS
   2,309    1,438      733  317,022  321,500  320,064  323,671    9,451    5,844

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:      8,310)
    -338     -482       91    9,512   10,915    9,265   10,524     -955   -2,214

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.7      0.4      0.2     96.2     97.6     97.1     98.2      2.9      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       3        1        2       31       30       34       33                  
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      846,447
COMMITMENTS
   3,090   11,197    1,142  832,907  832,731  837,139  845,070    9,308    1,377

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:      5,159)
     890      186     -186    4,508    5,258    5,212    5,258      -53      -99

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      1.3      0.1     98.4     98.4     98.9     99.8      1.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       3        2        2       40       29       45       31                  
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      393,928
COMMITMENTS
   4,070    7,304      300  371,457  378,651  375,827  386,255   18,101    7,673

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:     12,068)
     741        0        0   10,765   11,473   11,506   11,473      562      595

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.0      1.9      0.1     94.3     96.1     95.4     98.1      4.6      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       4        3        1       43       38       47       42                  
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      527,071
COMMITMENTS
   1,216      895      565  517,940  520,849  519,721  522,309    7,350    4,762

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:     12,200)
 -21,726     -176     -348   33,611   12,693   11,537   12,169      663       31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      0.2      0.1     98.3     98.8     98.6     99.1      1.4      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       1        3        2       38       41       41       44                  
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      418,206
COMMITMENTS
       0    2,911    1,193  410,672  407,959  411,865  412,063    6,341    6,143

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:     33,621)
       0      643       29   33,095   33,541   33,124   34,213      497     -592

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.7      0.3     98.2     97.5     98.5     98.5      1.5      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       0        4        2       36       30       38       34                  
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      110,273
COMMITMENTS
   2,453      365    1,896  100,538  106,215  104,887  108,476    5,386    1,797

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:      5,243)
   1,130      214      637    3,002    3,221    4,769    4,072      474    1,171

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.2      0.3      1.7     91.2     96.3     95.1     98.4      4.9      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4        1        5       16       20       21       25                  
 
 
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                    Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       19,024
COMMITMENTS
       0        0        0   18,267   18,296   18,267   18,296      757      728

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:      3,286)
       0        0        0    3,282    3,374    3,282    3,374        4      -88

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     96.0     96.2     96.0     96.2      4.0      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        0        0       19       15       19       15                  
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      241,895
COMMITMENTS
       0      724      465  238,545  235,756  239,010  236,945    2,885    4,950

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:      2,811)
       0     -394        2    2,683    3,234    2,685    2,842      126      -31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.3      0.2     98.6     97.5     98.8     98.0      1.2      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       0        2        1       24       27       25       29                  
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      183,807
COMMITMENTS
     725        0      167  175,212  181,255  176,104  181,422    7,703    2,385

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:      1,205)
    -112        0       55      928    1,145      871    1,200      334        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      0.0      0.1     95.3     98.6     95.8     98.7      4.2      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       1        0        1       34       25       35       26                  
 
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      304,320
COMMITMENTS
       0        0        0  301,509  300,541  301,509  300,541    2,811    3,779

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:      1,033)
       0        0        0    1,033    1,033    1,033    1,033        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     99.1     98.8     99.1     98.8      0.9      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        0        0       24       23       24       23                  
 
 
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV                      Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       37,664
COMMITMENTS
   4,036    1,791        0   31,654   33,960   35,690   35,751    1,974    1,913

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:      1,829)
     465      155        0    1,271    1,488    1,736    1,643       93      186

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.7      4.8      0.0     84.0     90.2     94.8     94.9      5.2      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        2        0       18       14       20       16                  
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      585,420
COMMITMENTS
  18,782    9,324    3,307  555,201  567,009  577,290  579,640    8,130    5,780

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:        408)
     633    3,651     -533    1,831   -2,444    1,931      674   -1,523     -266

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.2      1.6      0.6     94.8     96.9     98.6     99.0      1.4      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
       4        5        5       58       51       66       57                  
 
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV             Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      250,486
COMMITMENTS
     341      847    3,982  240,141  239,761  244,464  244,590    6,022    5,896

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:     -1,119)
     -54      617     -184     -944   -1,731   -1,182   -1,298       63      179

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      0.3      1.6     95.9     95.7     97.6     97.6      2.4      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        2        2       24       25       27       27                  
 
 
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV             Code-0233A6
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       40,688
COMMITMENTS
     434    1,216        0   39,159   39,352   39,593   40,568    1,095      120

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:      3,466)
     434    1,216        0    2,758    2,370    3,192    3,586      274     -120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1      3.0      0.0     96.2     96.7     97.3     99.7      2.7      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        0       17       12       18       13                  
 
 
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       81,459
COMMITMENTS
       0        0        0   77,417   74,633   77,417   74,633    4,042    6,826

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:      1,019)
       0        0        0    1,867      349    1,867      349     -848      670

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     95.0     91.6     95.0     91.6      5.0      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       21       17       21       17                  
 
 
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      227,202
COMMITMENTS
   2,976    4,433        0  220,783  222,033  223,759  226,466    3,443      736

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:     17,830)
   2,976    4,433        0   14,304   13,397   17,280   17,830      550        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3      2.0      0.0     97.2     97.7     98.5     99.7      1.5      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       1        2        0       25       23       26       25                  
 
 
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV      Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      212,164
COMMITMENTS
   4,626   13,115        0  201,095  198,749  205,721  211,864    6,443      300

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:     16,709)
   2,976    4,805        0   11,756   11,904   14,732   16,709    1,977        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.2      6.2      0.0     94.8     93.7     97.0     99.9      3.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
       4        5        0       30       40       34       45                  
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      144,715
COMMITMENTS
       0      856        0  143,014  142,897  143,014  143,753    1,701      962

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:      4,142)
       0        0        0    4,142    4,232    4,142    4,232        0      -90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.6      0.0     98.8     98.7     98.8     99.3      1.2      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        2        0       19       23       19       25                  
 
 
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV                     Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
MMBTU                                                OPEN INTEREST:       27,406
COMMITMENTS
     310      403        0   26,884   26,792   27,194   27,195      212      211

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:      3,486)
     310      403        0    3,114    3,083    3,424    3,486       62        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1      1.5      0.0     98.1     97.8     99.2     99.2      0.8      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        0       16       14       17       15                  
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      264,517
COMMITMENTS
   1,659    3,469   13,897  244,850  240,271  260,406  257,637    4,111    6,880

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:      5,883)
     460      354      291    4,789    2,792    5,540    3,437      343    2,446

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6      1.3      5.3     92.6     90.8     98.4     97.4      1.6      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       2        2        2       38       40       41       43                  
 
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      114,985
COMMITMENTS
       0        0        0  108,539  106,421  108,539  106,421    6,446    8,564

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:      2,886)
       0        0        0    2,167    3,111    2,167    3,111      719     -225

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     94.4     92.6     94.4     92.6      5.6      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        0        0       22       20       22       20                  
 
 
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV          Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      221,215
COMMITMENTS
       0    2,128        0  218,512  213,302  218,512  215,430    2,703    5,785

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:      3,211)
       0        0        0    2,415    2,936    2,415    2,936      796      275

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.0      0.0     98.8     96.4     98.8     97.4      1.2      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       0        1        0       26       30       26       31                  
 
 
NORTHERN NATURAL GAS - DEMARCATION POOL (BASIS) - ICE FUTURES ENERGY Code-0233BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       51,276
COMMITMENTS
       0      310        0   47,887   47,983   47,887   48,293    3,389    2,983

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.6      0.0     93.4     93.6     93.4     94.2      6.6      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       12       16       12       17                  
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      185,173
COMMITMENTS
       0        0        0  178,914  181,487  178,914  181,487    6,259    3,686

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:        814)
       0        0        0    1,374    1,817    1,374    1,817     -560   -1,003

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     96.6     98.0     96.6     98.0      3.4      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        0        0       23       20       23       20                  
 
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       82,921
COMMITMENTS
       0        0        0   78,894   79,165   78,894   79,165    4,027    3,756

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:        -51)
       0        0        0     -514   -1,339     -514   -1,339      463    1,288

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     95.1     95.5     95.1     95.5      4.9      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       20       16       20       16                  
 
 
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV  Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       34,956
COMMITMENTS
   1,511      990        0   31,494   33,786   33,005   34,776    1,951      180

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:     10,554)
     124        0        0   10,273   11,012   10,397   11,012      157     -458

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.3      2.8      0.0     90.1     96.7     94.4     99.5      5.6      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        2        0       18       14       21       16                  
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      201,573
COMMITMENTS
   3,586        0      411  190,928  195,322  194,925  195,733    6,648    5,840

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:       -332)
      74     -509     -346      494      400      222     -455     -554      123

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.8      0.0      0.2     94.7     96.9     96.7     97.1      3.3      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        0        1       17       18       19       19                  
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      173,569
COMMITMENTS
     252    2,308    7,175  155,102  153,299  162,529  162,782   11,040   10,787

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:      5,670)
    -580    2,300      -76    3,930    8,138    3,274   10,362    2,396   -4,692

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      1.3      4.1     89.4     88.3     93.6     93.8      6.4      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       1        4        2       26       34       28       39                  
 
 
SOCAL CITYGATE FINANCIAL BASIS - ICE FUTURES ENERGY DIV              Code-0233BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
MMBtu                                                OPEN INTEREST:       43,613
COMMITMENTS
       0        0        0   38,379   42,088   38,379   42,088    5,234    1,525

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:         -6)
    -302        0      -92      -12     -154     -406     -246      400      240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     88.0     96.5     88.0     96.5     12.0      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       17       14       17       14                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV          Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       52,018
COMMITMENTS
       0        0        0   50,680   51,532   50,680   51,532    1,338      486

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:      4,121)
       0        0        0    3,265    4,121    3,265    4,121      856        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     97.4     99.1     97.4     99.1      2.6      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        0        0       13       18       13       18                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      240,478
COMMITMENTS
     576    7,217    1,891  232,507  224,520  234,974  233,628    5,504    6,850

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:      2,407)
    -389      555      424    2,616      685    2,651    1,664     -244      743

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      3.0      0.8     96.7     93.4     97.7     97.2      2.3      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       1        3        2       35       35       38       38                  
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:      133,521
COMMITMENTS
   1,470        0      921  127,180  128,694  129,571  129,615    3,950    3,906

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:      5,874)
     -27        0       59    5,597    5,355    5,629    5,414      245      460

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1      0.0      0.7     95.3     96.4     97.0     97.1      3.0      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        0        1       26       27       28       28                  
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      152,987
COMMITMENTS
       0        0        0  148,504  147,292  148,504  147,292    4,483    5,695

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:      4,464)
       0        0        0    5,075    4,278    5,075    4,278     -611      186

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     97.1     96.3     97.1     96.3      2.9      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        0        0       21       21       21       21                  
 
 
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       56,585
COMMITMENTS
       0      567      512   51,175   53,885   51,687   54,964    4,898    1,621

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:      2,667)
       0        0        0    2,422    2,394    2,422    2,394      245      273

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.0      0.9     90.4     95.2     91.3     97.1      8.7      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        1       16       12       17       13                  
 
 
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       37,733
COMMITMENTS
     791        0        0   34,604   36,797   35,395   36,797    2,338      936

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:        837)
     341        0        0      403      837      744      837       93        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.1      0.0      0.0     91.7     97.5     93.8     97.5      6.2      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        0        0       15       19       18       19                  
 
 
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV                   Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MM Btus                                         OPEN INTEREST:      261,745
COMMITMENTS
       0      527        0  249,501  260,276  249,501  260,803   12,244      942

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:      2,879)
       0     -279        0    2,818    3,099    2,818    2,820       61       59

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.2      0.0     95.3     99.4     95.3     99.6      4.7      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       0        1        0       28       20       28       21                  
 
 
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV                         Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      116,079
COMMITMENTS
  13,063    8,774       92   96,508  105,835  109,663  114,701    6,416    1,378

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:        580)
       0        0        0      397      428      397      428      183      152

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.3      7.6      0.1     83.1     91.2     94.5     98.8      5.5      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        1        1       18       19       20       21                  
 
 
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV                            Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:      217,244
COMMITMENTS
       0      392        0  212,758  215,458  212,758  215,850    4,486    1,394

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:      7,739)
       0      392        0    8,837    6,964    8,837    7,356   -1,098      383

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.2      0.0     97.9     99.2     97.9     99.4      2.1      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        1        0       22       24       22       25                  
 
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                       Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:       33,193
COMMITMENTS
   4,996      290    5,091   22,502   27,370   32,590   32,751      603      441

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:      1,351)
       7      174      327    1,016      850    1,350    1,351        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.1      0.9     15.3     67.8     82.5     98.2     98.7      1.8      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      12        5       16       25       26       41       43                  
 
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                        Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       40,372
COMMITMENTS
   6,729      690      925   32,708   38,615   40,362   40,230       10      142

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:        619)
      39      -45      195      385      452      619      602        0       17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.7      1.7      2.3     81.0     95.6    100.0     99.6      0.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       6        6        7       23       22       32       32                  
 
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:       29,166
COMMITMENTS
   2,650      700      925   25,503   27,531   29,078   29,156       88       10

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:        125)
       0      150        0      125      -25      125      125        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.1      2.4      3.2     87.4     94.4     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       5        2        4       17       18       24       22                  
 
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                      Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:      138,825
COMMITMENTS
   6,733    8,321    8,883  122,670  121,505  138,286  138,709      539      116

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:        688)
    -293     -544      554      413      654      674      664       14       24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.8      6.0      6.4     88.4     87.5     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       9        8        8       33       35       45       48                  
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       70,744
COMMITMENTS
   1,225    2,777    3,192   66,327   64,773   70,743   70,742        1        2

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:      2,605)
     450      236     -149    2,305    2,518    2,605    2,605        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.7      3.9      4.5     93.8     91.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       5       10        6       21       23       30       35                  
 
 
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV                  Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:       32,148
COMMITMENTS
     375      375       50   31,723   31,708   32,148   32,133        0       15

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:        575)
     100       25        0      475      550      575      575        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.2      1.2      0.2     98.7     98.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        2        2       11       17       14       20                  
 
 
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV                    Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:       68,320
COMMITMENTS
  15,985    1,292    4,853   47,107   62,167   67,945   68,312      375        8

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:         90)
     100     -200      150     -165      140       85       90        5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.4      1.9      7.1     69.0     91.0     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       5        2        3       26       27       32       31                  
 
 
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV                Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       87,945
COMMITMENTS
  25,872    3,907    4,780   56,326   79,014   86,978   87,701      967      244

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:         54)
      -2     -475      202     -164      327       36       54       18        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.4      4.4      5.4     64.0     89.8     98.9     99.7      1.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       4        7        3       24       26       30       34                  
 
 
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV                Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       71,711
COMMITMENTS
   3,212       50    1,347   66,625   70,177   71,184   71,574      527      137

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:        974)
     125        0        0      833      978      958      978       16       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.5      0.1      1.9     92.9     97.9     99.3     99.8      0.7      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        1        2       26       26       29       29                  
 
 
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV                      Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       95,953
COMMITMENTS
   3,786      125    1,848   89,677   93,898   95,311   95,871      642       82

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:        945)
     125        0        0      820      945      945      945        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.9      0.1      1.9     93.5     97.9     99.3     99.9      0.7      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       3        1        2       29       29       32       32                  
 
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                      Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       43,435
COMMITMENTS
     400      420        0   42,915   42,725   43,315   43,145      120      290

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:        315)
       0        0        0      315      315      315      315        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9      1.0      0.0     98.8     98.4     99.7     99.3      0.3      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        0       19       18       20       19                  
 
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:       26,435
COMMITMENTS
     340      600       20   25,875   25,690   26,235   26,310      200      125

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:        489)
       0        0        0      489      489      489      489        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3      2.3      0.1     97.9     97.2     99.2     99.5      0.8      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        1       19       20       20       22                  
 
 
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV               Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       14,090
COMMITMENTS
     525    3,900      125   13,350   10,065   14,000   14,090       90        0

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.7     27.7      0.9     94.7     71.4     99.4    100.0      0.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        1        1       17        8       20       10                  
 
 
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV                 Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       72,585
COMMITMENTS
  18,799      207    2,807   50,433   69,448   72,038   72,461      547      124

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:      2,020)
       8      122      228    1,737    1,600    1,973    1,950       47       70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.9      0.3      3.9     69.5     95.7     99.2     99.8      0.8      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      15        1       10       30       32       46       42                  
 
 
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       26,314
COMMITMENTS
   7,140      220      975   17,903   24,777   26,018   25,972      296      342

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:        155)
    -500        0        0      655      155      155      155        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.1      0.8      3.7     68.0     94.2     98.9     98.7      1.1      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        1        4       18       21       24       25                  
 
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       52,810
COMMITMENTS
     525      320      100   52,050   52,170   52,675   52,590      135      220

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:        500)
       0        0        0      615      605      615      605     -115     -105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.0      0.6      0.2     98.6     98.8     99.7     99.6      0.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        1        1       19       21       21       22                  
 
 
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV                    Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       42,664
COMMITMENTS
     920    1,520      230   40,616   40,825   41,766   42,575      898       89

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:       -301)
    -600     -130        0     -121     -171     -721     -301      420        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.2      3.6      0.5     95.2     95.7     97.9     99.8      2.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        3        3       22       22       26       28                  
 
 
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV                     Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       62,574
COMMITMENTS
   3,165      200        0   58,976   62,199   62,141   62,399      433      175

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:        495)
      50        0        0      445      495      495      495        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.1      0.3      0.0     94.3     99.4     99.3     99.7      0.7      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        1        0       24       18       26       19                  
 
 
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       68,572
COMMITMENTS
   3,855    3,700       60   64,537   64,802   68,452   68,562      120       10

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:        675)
      55        0        0      620      675      675      675        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.6      5.4      0.1     94.1     94.5     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        1        1       26       19       28       21                  
 
 
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       82,968
COMMITMENTS
     856    1,022      104   81,875   81,842   82,835   82,968      133        0

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:        649)
  -3,272      -57      -28    3,901      744      601      659       48      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.0      1.2      0.1     98.7     98.6     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        3        3       26       30       30       34                  
 
 
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:      105,713
COMMITMENTS
   1,656    6,047    1,088  102,735   98,483  105,479  105,618      234       95

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:        889)
  -4,915      139      -29    5,785      769      841      879       48       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.6      5.7      1.0     97.2     93.2     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       2       13        7       28       33       36       48                  
 
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                            Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       51,422
COMMITMENTS
     100    4,700      350   50,952   46,357   51,402   51,407       20       15

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:      1,862)
      50      550      -50    1,862    1,362    1,862    1,862        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      9.1      0.7     99.1     90.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        5        3       16       15       19       21                  
 
 
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV                        Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
25MWh                                                OPEN INTEREST:       48,025
COMMITMENTS
       0    1,430       15   48,010   46,580   48,025   48,025        0        0

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:        490)
       0     -125       15      475      600      490      490        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      3.0      0.0    100.0     97.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        4        1       12        9       13       13                  
 
 
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV                        Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       63,317
COMMITMENTS
   1,081    1,698    1,525   60,596   59,955   63,202   63,178      115      139

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:        -73)
     -50      -30      320     -345     -335      -75      -45        2      -28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.7      2.7      2.4     95.7     94.7     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        2        3       23       23       27       27                  
 
 
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV                       Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       67,604
COMMITMENTS
   1,752    1,230    5,719   59,764   60,508   67,235   67,457      369      147

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:      1,818)
     -54     -795      896      968    1,729    1,810    1,830        8      -12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.6      1.8      8.5     88.4     89.5     99.5     99.8      0.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       6        2        3       23       24       30       28                  
 
 
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       28,629
COMMITMENTS
     820      333       80   27,632   28,119   28,532   28,532       97       97

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:         83)
     120        0        0      -37       38       83       38        0       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.9      1.2      0.3     96.5     98.2     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        1       18       13       20       14                  
 
 
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       27,328
COMMITMENTS
     665      140        0   26,464   27,108   27,129   27,248      199       80

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:         75)
     120        0        0      -45       15       75       15        0       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.4      0.5      0.0     96.8     99.2     99.3     99.7      0.7      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        0       18       11       19       12                  
 
 
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       34,851
COMMITMENTS
       0    2,669    3,061   31,758   29,118   34,819   34,848       32        3

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:      1,457)
     -61      734       48    1,454      675    1,441    1,457       16        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      7.7      8.8     91.1     83.5     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        7        7       23       23       30       30                  
 
 
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:       22,731
COMMITMENTS
     534    1,678    1,160   20,530   19,763   22,224   22,601      507      130

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:        855)
    -420      410       10    1,255      440      845      860       10       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.3      7.4      5.1     90.3     86.9     97.8     99.4      2.2      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        3        2       14       19       17       24                  
 
 
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       55,309
COMMITMENTS
   3,658    3,725    1,650   49,907   49,919   55,215   55,294       94       15

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:        710)
     114        6      145      406      559      665      710       45        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.6      6.7      3.0     90.2     90.3     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       6        3        5       27       27       34       34                  
 
 
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       36,053
COMMITMENTS
       0    1,798      739   34,896   33,342   35,635   35,879      418      174

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:        807)
       0      262       65      742      480      807      807        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      5.0      2.0     96.8     92.5     98.8     99.5      1.2      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        4        3       23       21       26       25                  
 
 
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV                          Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       21,191
COMMITMENTS
   1,355      225      325   19,331   20,626   21,011   21,176      180       15

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:        177)
     205        0      125     -153       52      177      177        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.4      1.1      1.5     91.2     97.3     99.2     99.9      0.8      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        1        3       16       16       20       20                  
 
 
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV     Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       13,359
COMMITMENTS
      50      505      395   12,794   12,459   13,239   13,359      120        0

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:        432)
    -120      230       -5      557      207      432      432        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      3.8      3.0     95.8     93.3     99.1    100.0      0.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        4        1       13       13       15       17                  
 
 
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV        Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       14,181
COMMITMENTS
      50    1,330      320   13,691   12,531   14,061   14,181      120        0

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:        432)
       0      350     -125      557      207      432      432        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      9.4      2.3     96.5     88.4     99.2    100.0      0.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        5        1       14       14       16       19                  
 
 
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       18,852
COMMITMENTS
   1,880      850      355   16,338   17,586   18,573   18,791      279       61

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:        271)
     385      -50      -50      -50      350      285      250      -14       21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.0      4.5      1.9     86.7     93.3     98.5     99.7      1.5      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        1        1       15       15       19       17                  
 
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV              Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       18,299
COMMITMENTS
   1,965      850      270   15,793   17,136   18,028   18,256      271       43

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:        275)
     385      -50      -50     -315      372       20      272      255        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.7      4.6      1.5     86.3     93.6     98.5     99.8      1.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        1        1       14       15       18       17                  
 
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV    Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       45,230
COMMITMENTS
   1,365      500    2,505   41,196   42,225   45,066   45,230      164        0

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:        145)
    -145        0      145      145        0      145      145        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.0      1.1      5.5     91.1     93.4     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       5        1        5       21       15       27       21                  
 
 
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       45,053
COMMITMENTS
   2,060      640    2,225   40,597   42,188   44,882   45,053      171        0

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:        145)
    -145        0      145      145        0      145      145        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.6      1.4      4.9     90.1     93.6     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       5        2        5       20       16       27       22                  
 
 
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      119,415
COMMITMENTS
   1,728   10,963    1,350  116,268  107,102  119,346  119,415       69        0

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:        631)
     -40       40      295      654      296      909      631     -278        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.4      9.2      1.1     97.4     89.7     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       5        9        8       37       28       47       40                  
 
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
352 MWh                                              OPEN INTEREST:      130,358
COMMITMENTS
   2,375   10,149    1,865  126,043  118,344  130,283  130,358       75        0

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:      1,403)
     -50       35      250    1,203    1,118    1,403    1,403        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.8      7.8      1.4     96.7     90.8     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       8        8        7       37       33       49       44                  
 
 
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      487,250
COMMITMENTS
  24,270   26,033   61,158  401,362  399,162  486,790  486,353      460      897

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:     -3,235)
  -2,191   -2,854      529     -930     -658   -2,591   -2,983     -644     -252

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.0      5.3     12.6     82.4     81.9     99.9     99.8      0.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      23       16       20       44       41       74       71                  
 
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       17,964
COMMITMENTS
   3,925       25       75   13,730   17,859   17,730   17,959      234        5

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:        275)
       0       25        0      275      250      275      275        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.8      0.1      0.4     76.4     99.4     98.7    100.0      1.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        1        2       18        8       22       11                  
 
 
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       17,122
COMMITMENTS
   3,505      390       35   13,260   16,697   16,800   17,122      322        0

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:        300)
       0        0        0      300      300      300      300        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.5      2.3      0.2     77.4     97.5     98.1    100.0      1.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        1        2       17        7       21        9                  
 
 
ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV              Code-0643IB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:        4,565
COMMITMENTS
     175    1,370      415    3,320    2,470    3,910    4,255      655      310

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:     -4,645)
    -330   -1,745     -460   -4,045   -2,630   -4,835   -4,835      190      190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.8     30.0      9.1     72.7     54.1     85.7     93.2     14.3      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        3        2       15       10       18       15                  
 
 
ARGUS CIF ARA Lg Finl Propane - ICE FUTURES ENERGY DIV               Code-066411
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 metric tonnes                                   OPEN INTEREST:        2,353
COMMITMENTS
     221        0      263    1,503    1,439    1,987    1,702      366      651

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:        197)
      69        0       85      108       40      262      125      -65       72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.4      0.0     11.2     63.9     61.2     84.4     72.3     15.6     27.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        0        4       15       16       19       20                  
 
 
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV                      Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000  metric tonnes                                  OPEN INTEREST:        4,678
COMMITMENTS
     266      300      261    3,300    3,215    3,827    3,776      851      902

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:        289)
      59       48      -46      240      241      253      243       36       46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.7      6.4      5.6     70.5     68.7     81.8     80.7     18.2     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        3        5       20       21       26       27                  
 
 
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV                 Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       36,189
COMMITMENTS
   5,911    2,034      116   29,920   33,970   35,947   36,120      242       69

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:      1,112)
     300       95        0      752      986    1,052    1,081       60       31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.3      5.6      0.3     82.7     93.9     99.3     99.8      0.7      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       5        3        3       35       34       40       40                  
 
 
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV              Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       15,480
COMMITMENTS
     217       68       91   15,063   14,856   15,371   15,015      109      465

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:        664)
      12        0      -12      664      649      664      637        0       27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.4      0.4      0.6     97.3     96.0     99.3     97.0      0.7      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        2        3       23       26       27       29                  
 
 
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV               Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       10,073
COMMITMENTS
     313      322      411    8,888    8,985    9,612    9,718      461      355

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:        528)
       5       35       16      530      445      551      496      -23       32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.1      3.2      4.1     88.2     89.2     95.4     96.5      4.6      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       4        2        4       32       27       37       32                  
 
 
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV              Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       38,560
COMMITMENTS
     274    1,715      753   37,187   35,867   38,214   38,335      346      225

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:      1,482)
       0      446     -149    1,631    1,285    1,482    1,582        0     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.7      4.4      2.0     96.4     93.0     99.1     99.4      0.9      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        4        3       18       29       22       34                  
 
 
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV              Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       65,584
COMMITMENTS
   5,766    2,000    2,751   56,791   59,918   65,308   64,669      276      915

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:      1,958)
   1,199     -604      112      662    2,396    1,973    1,904      -15       54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.8      3.0      4.2     86.6     91.4     99.6     98.6      0.4      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      14        9       17       62       62       83       81                  
 
 
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV                 Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 BARRELS                                         OPEN INTEREST:       26,710
COMMITMENTS
       0        0        0   26,490   26,710   26,490   26,710      220        0

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:     -2,342)
       0        0        0   -2,322   -2,327   -2,322   -2,327      -20      -15

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        0        0       23       22       23       22                  
 
 
ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV               Code-06742R
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:        9,460
COMMITMENTS
     270      465      140    8,930    8,725    9,340    9,330      120      130

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:      1,815)
       0      -30       15    1,860    1,830    1,875    1,815      -60        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.9      4.9      1.5     94.4     92.2     98.7     98.6      1.3      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        2       14       13       17       15                  
 
 
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV               Code-06742U
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:      220,668
COMMITMENTS
       0        0        0  211,160  210,813  211,160  210,813    9,508    9,855

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:      1,699)
       0        0        0      849    2,429      849    2,429      850     -730

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     95.7     95.5     95.7     95.5      4.3      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       14       19       14       19                  



Updated September 20, 2019