CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV               Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       32,668
COMMITMENTS
   6,284    7,067      845   25,539   24,756   32,668   32,668        0        0

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:     -1,027)
     -66     -135      -50     -911     -842   -1,027   -1,027        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.2     21.6      2.6     78.2     75.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      10        3        2       19       12       30       16                  
 
 
CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV               Code-0063AS
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:      116,869
COMMITMENTS
  48,526   24,736   13,444   54,280   75,915  116,249  114,094      620    2,775

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:     -1,798)
   3,483     -879   -3,536   -1,843      351   -1,895   -4,063       97    2,265

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    41.5     21.2     11.5     46.4     65.0     99.5     97.6      0.5      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      24       10       17       28       23       56       46                  
 
 
CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV                   Code-0063CA
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       62,610
COMMITMENTS
  24,167   12,166    7,850   30,368   42,499   62,385   62,515      224       94

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:      3,205)
   1,423    1,148      264    1,513    1,789    3,200    3,201        6        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    38.6     19.4     12.5     48.5     67.9     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      19        8       14       18       18       41       36                  
 
 
NJ SRECS - ICE FUTURES ENERGY DIV                                    Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:      153,608
COMMITMENTS
  40,528   25,735    4,743  108,337  123,130  153,608  153,608        0        0

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:      4,163)
    -240     -683    1,418    2,985    3,428    4,163    4,163        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.4     16.8      3.1     70.5     80.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        7        4       16       15       22       24                  
 
 
PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV                        Code-0063CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:      118,794
COMMITMENTS
  18,126   51,498    3,337   97,331   63,959  118,794  118,794        0        0

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:        652)
      37    2,000        0      615   -1,348      652      652        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.3     43.4      2.8     81.9     53.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       7        3        3       18       10       26       15                  
 
 
CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV                   Code-0063CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       32,385
COMMITMENTS
   9,808    5,823    4,254   18,323   22,308   32,385   32,385        0        0

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:        602)
       2      300        0      600      302      602      602        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.3     18.0     13.1     56.6     68.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       8        3        4       11       12       23       17                  
 
 
RGGI VINTAGE 2019 - ICE FUTURES ENERGY DIV                           Code-0063CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       61,416
COMMITMENTS
   6,090    2,995    2,055   53,271   56,366   61,416   61,416        0        0

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:      1,056)
    -115       10       40    1,131    1,006    1,056    1,056        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.9      4.9      3.3     86.7     91.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       7        3        3       19       17       27       22                  
 
 
CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV                Code-0063D9
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       10,352
COMMITMENTS
   5,594    1,301    1,058    3,350    7,643   10,002   10,002      350      350

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:      1,250)
     400     -500      500        0      900      900      900      350      350

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    54.0     12.6     10.2     32.4     73.8     96.6     96.6      3.4      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       6        3        2        4       11       12       15                  
 
 
CT RECs CLASS 1 - ICE FUTURES ENERGY DIV                             Code-0063DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| 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:       11,921
COMMITMENTS
   1,046    2,550      214   10,661    9,157   11,921   11,921        0        0

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:         50)
     150        0      -50      -50      100       50       50        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.8     21.4      1.8     89.4     76.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        4        2       11        7       14       13                  
 
 
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV                Code-0063DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of Class 1 Renewable Energy Cert             OPEN INTEREST:       19,353
COMMITMENTS
   2,498    5,900      850   15,980   12,603   19,328   19,353       25        0

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:         50)
       0       50     -100      150      100       50       50        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.9     30.5      4.4     82.6     65.1     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       5        5        4       12        9       18       17                  
 
 
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV                          Code-0063DN
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       44,694
COMMITMENTS
  22,444    9,700    2,487   19,763   32,507   44,694   44,694        0        0

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:       -250)
    -750      300        0      500     -550     -250     -250        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    50.2     21.7      5.6     44.2     72.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       7        3        4       15       10       23       16                  
 
 
MASS SREC CARVE OUT 1 - ICE FUTURES ENERGY DIV                       Code-0063DP
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       14,435
COMMITMENTS
     550    7,450    1,450   12,435    5,535   14,435   14,435        0        0

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:          0)
    -150        0        0      150        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.8     51.6     10.0     86.1     38.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        4        2       11        6       14       11                  
 
 
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV                          Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:       38,454
COMMITMENTS
   4,108    1,646    3,526   30,648   33,272   38,282   38,444      172       10

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:     -1,955)
      70       31      -92   -1,933   -1,894   -1,955   -1,955        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.7      4.3      9.2     79.7     86.5     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       6        3        5       25       27       34       32                  
 
 
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV       Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:       38,102
COMMITMENTS
   2,965    2,201    4,270   30,079   31,415   37,314   37,886      788      216

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:      2,629)
     336      232      322    1,671    1,955    2,329    2,509      300      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.8      5.8     11.2     78.9     82.4     97.9     99.4      2.1      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       5        4        4       24       22       30       29                  
 
 
USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV               Code-02141R
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
BBL                                                  OPEN INTEREST:        6,536
COMMITMENTS
     173    1,950      667    5,624    3,739    6,464    6,356       72      180

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:        472)
      35     -173      170      267      475      472      472        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.6     29.8     10.2     86.0     57.2     98.9     97.2      1.1      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        2       12       11       15       13                  
 
 
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV                 Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    5,176,503
COMMITMENTS
 368,555  141,802  329,873  4437615  4674782  5136043  5146457   40,460   30,046

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:     59,441)
  71,579   38,566     -398  -19,947   12,787   51,234   50,955    8,207    8,486

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.1      2.7      6.4     85.7     90.3     99.2     99.4      0.8      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      237)
      48       24       51      152      121      217      179                  
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:    1,056,076
COMMITMENTS
  21,137   32,715  299,130  734,384  723,682  1054651  1055527    1,425      549

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:   -107,525)
    -224   -1,228  -72,219  -34,756  -32,581 -107,199 -106,029     -327   -1,497

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.0      3.1     28.3     69.5     68.5     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      13       10       22       43       43       66       65                  
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      263,412
COMMITMENTS
     384    5,776      275  238,190  252,831  238,849  258,882   24,563    4,530

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:      2,542)
    -160      522      275    2,278    2,200    2,393    2,997      149     -455

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      2.2      0.1     90.4     96.0     90.7     98.3      9.3      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        2        2       29       25       31       28                  
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      147,714
COMMITMENTS
   3,466    5,136    1,442  138,645  127,835  143,553  134,413    4,161   13,301

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:      2,278)
     652        0      525      329    1,943    1,506    2,468      772     -190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.3      3.5      1.0     93.9     86.5     97.2     91.0      2.8      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       4        1        5       18       21       23       27                  
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      317,231
COMMITMENTS
   4,013    4,211    4,686  296,691  301,542  305,390  310,439   11,841    6,792

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:      1,594)
   1,247     -655     -514    1,886    2,851    2,619    1,682   -1,025      -88

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3      1.3      1.5     93.5     95.1     96.3     97.9      3.7      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       5        2        3       30       30       36       34                  
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      863,520
COMMITMENTS
   5,782   12,041    3,141  846,787  847,160  855,710  862,342    7,810    1,178

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:      9,774)
      56     -544        1    9,808   10,924    9,865   10,381      -91     -607

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.7      1.4      0.4     98.1     98.1     99.1     99.9      0.9      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       5        2        4       40       28       46       33                  
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      390,007
COMMITMENTS
   5,073    4,577    1,488  370,700  374,657  377,261  380,722   12,746    9,285

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:      3,570)
   1,793     -860     -589    2,622    1,159    3,826     -290     -256    3,860

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3      1.2      0.4     95.0     96.1     96.7     97.6      3.3      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       6        4        3       41       39       48       45                  
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      532,094
COMMITMENTS
   3,041      906      182  518,557  525,192  521,780  526,280   10,314    5,814

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:      5,093)
     899        0        0    3,699    5,326    4,598    5,326      495     -233

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6      0.2      0.0     97.5     98.7     98.1     98.9      1.9      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       5        2        1       44       40       50       42                  
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      396,213
COMMITMENTS
       0    4,411    1,922  387,066  382,755  388,988  389,088    7,225    7,125

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:      6,287)
       0      546      434    6,218    5,926    6,652    6,906     -365     -619

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.1      0.5     97.7     96.6     98.2     98.2      1.8      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       0        5        3       39       29       42       34                  
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      113,605
COMMITMENTS
       0    4,057      403  107,872  104,921  108,275  109,381    5,330    4,224

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:      1,364)
       0     -188        0    1,229    1,454    1,229    1,266      135       98

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      3.6      0.4     95.0     92.4     95.3     96.3      4.7      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        2        2       16       19       18       21                  
 
 
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                    Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       34,085
COMMITMENTS
     300    1,466      300   31,507   31,133   32,107   32,899    1,978    1,186

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:      2,538)
    -270      102      270    2,134    1,736    2,134    2,108      404      430

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9      4.3      0.9     92.4     91.3     94.2     96.5      5.8      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        4        2       16       17       19       21                  
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      255,435
COMMITMENTS
       0    2,081      354  250,240  246,088  250,594  248,523    4,841    6,912

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:     12,243)
       0      725      210   11,934   11,072   12,144   12,007       99      236

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.8      0.1     98.0     96.3     98.1     97.3      1.9      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       0        2        2       26       24       28       26                  
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      188,872
COMMITMENTS
       0        0        0  181,574  186,915  181,574  186,915    7,298    1,957

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:         78)
       0        0        0    1,392    1,269    1,392    1,269   -1,314   -1,191

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     96.1     99.0     96.1     99.0      3.9      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        0        0       26       23       26       23                  
 
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      286,168
COMMITMENTS
       0    2,736        0  280,105  281,103  280,105  283,839    6,063    2,329

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:      1,822)
       0    2,736        0    1,884     -395    1,884    2,341      -62     -519

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.0      0.0     97.9     98.2     97.9     99.2      2.1      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        1        0       22       23       22       24                  
 
 
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV                      Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       43,363
COMMITMENTS
   9,783        0        0   31,476   41,282   41,259   41,282    2,104    2,081

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:      7,428)
   2,325        0        0    4,725    6,777    7,050    6,777      378      651

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.6      0.0      0.0     72.6     95.2     95.1     95.2      4.9      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       8        0        0       16       17       24       17                  
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      612,779
COMMITMENTS
  20,377    5,248    7,139  575,657  588,177  603,173  600,564    9,606   12,215

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:      9,351)
    -855      222    1,137    9,741    7,584   10,023    8,943     -672      408

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.3      0.9      1.2     93.9     96.0     98.4     98.0      1.6      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
       6        3        6       47       35       55       42                  
 
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV             Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      211,167
COMMITMENTS
     931    2,200    3,361  203,872  197,332  208,164  202,893    3,003    8,274

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:      2,184)
     931      269      119    1,468    1,759    2,518    2,147     -334       37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      1.0      1.6     96.5     93.4     98.6     96.1      1.4      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        2        4       24       21       28       25                  
 
 
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV             Code-0233A6
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       47,293
COMMITMENTS
     497      249    1,031   44,883   44,327   46,411   45,607      882    1,686

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:        682)
       0      249       30      713      279      743      558      -61      124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1      0.5      2.2     94.9     93.7     98.1     96.4      1.9      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        2       15        9       17       11                  
 
 
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       74,795
COMMITMENTS
       0        0        0   71,854   67,230   71,854   67,230    2,941    7,565

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:      1,489)
       0        0        0    1,883    1,423    1,883    1,423     -394       66

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     96.1     89.9     96.1     89.9      3.9     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       20       15       20       15                  
 
 
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      266,069
COMMITMENTS
  20,478    8,587        0  241,865  256,211  262,343  264,798    3,726    1,271

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:     26,364)
  16,833    8,587        0    8,704   16,754   25,537   25,341      827    1,023

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.7      3.2      0.0     90.9     96.3     98.6     99.5      1.4      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
       9        4        0       33       34       42       38                  
 
 
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV      Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      260,873
COMMITMENTS
  36,000   11,905    6,738  216,518  240,948  259,256  259,591    1,617    1,282

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:     35,912)
  11,745    3,565    5,238   19,254   26,757   36,237   35,560     -325      352

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.8      4.6      2.6     83.0     92.4     99.4     99.5      0.6      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      10        7        5       40       44       51       55                  
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      147,188
COMMITMENTS
   2,255      248        0  143,221  144,961  145,476  145,209    1,712    1,979

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:      8,441)
     620     -339        0    7,722    8,501    8,342    8,162       99      279

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.5      0.2      0.0     97.3     98.5     98.8     98.7      1.2      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        1        0       26       22       28       23                  
 
 
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV                     Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
MMBTU                                                OPEN INTEREST:       27,088
COMMITMENTS
     240    3,449       31   25,262   22,690   25,533   26,170    1,555      918

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:      1,581)
       0      -31       31    1,085    1,488    1,116    1,488      465       93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9     12.7      0.1     93.3     83.8     94.3     96.6      5.7      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        2        1       19       12       21       14                  
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      270,242
COMMITMENTS
   1,728    1,411    3,668  260,306  253,745  265,702  258,824    4,540   11,418

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:      1,644)
    -293   -1,365     -680    2,524    3,266    1,551    1,221       93      423

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6      0.5      1.4     96.3     93.9     98.3     95.8      1.7      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       2        1        2       37       34       40       37                  
 
 
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV                  Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      103,169
COMMITMENTS
     178        0       62  101,990  101,406  102,230  101,468      939    1,701

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:      3,379)
    -186        0       62    3,565    3,158    3,441    3,220      -62      159

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      0.0      0.1     98.9     98.3     99.1     98.4      0.9      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        1       12       17       13       18                  
 
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      105,488
COMMITMENTS
       0      744       62   97,374   91,176   97,436   91,982    8,052   13,506

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:        557)
       0      744       62    1,382   -2,440    1,444   -1,634     -887    2,191

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.7      0.1     92.3     86.4     92.4     87.2      7.6     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        1        1       21       20       22       21                  
 
 
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV          Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      231,650
COMMITMENTS
   1,220    2,515      626  226,339  225,570  228,185  228,711    3,465    2,939

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:      3,445)
     -15    1,121      226    2,896    2,115    3,107    3,462      338      -17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5      1.1      0.3     97.7     97.4     98.5     98.7      1.5      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       1        5        2       25       33       28       38                  
 
 
NORTHERN NATURAL GAS - DEMARCATION POOL (BASIS) - ICE FUTURES ENERGY Code-0233BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       51,607
COMMITMENTS
       0        0        0   48,098   49,150   48,098   49,150    3,509    2,457

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:        517)
       0        0        0      391      730      391      730      126     -213

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     93.2     95.2     93.2     95.2      6.8      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       10       17       10       17                  
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      189,652
COMMITMENTS
       0        0        0  186,007  184,664  186,007  184,664    3,645    4,988

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:     -3,492)
       0        0        0   -3,390   -3,860   -3,390   -3,860     -102      368

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     98.1     97.4     98.1     97.4      1.9      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        0        0       24       20       24       20                  
 
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       85,393
COMMITMENTS
       0        0        0   77,480   83,800   77,480   83,800    7,913    1,593

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:      2,759)
       0        0        0      849    2,881      849    2,881    1,910     -122

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     90.7     98.1     90.7     98.1      9.3      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       19       16       19       16                  
 
 
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV  Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       33,981
COMMITMENTS
   4,339        0        0   27,536   33,284   31,875   33,284    2,106      697

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:       -993)
     -63        0        0   -1,180     -964   -1,243     -964      250      -29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.8      0.0      0.0     81.0     97.9     93.8     97.9      6.2      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        0        0       13       13       16       13                  
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      190,245
COMMITMENTS
   3,331    1,211      722  180,303  182,129  184,356  184,062    5,889    6,183

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:        221)
    -911    1,211      377    1,641     -583    1,107    1,005     -886     -784

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.8      0.6      0.4     94.8     95.7     96.9     96.7      3.1      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        3        2       18       20       21       23                  
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      162,504
COMMITMENTS
       0    6,628    5,574  144,414  137,777  149,988  149,979   12,516   12,525

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:      3,129)
       0    2,559      237    3,132     -219    3,369    2,577     -240      552

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      4.1      3.4     88.9     84.8     92.3     92.3      7.7      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       0        5        2       27       28       29       33                  
 
 
PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                     Code-0233BQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       22,020
COMMITMENTS
     287      510      240   20,554   20,410   21,081   21,160      939      860

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3      2.3      1.1     93.3     92.7     95.7     96.1      4.3      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        1       12       10       13       12                  
 
 
SOCAL CITYGATE FINANCIAL BASIS - ICE FUTURES ENERGY DIV              Code-0233BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
MMBtu                                                OPEN INTEREST:       46,409
COMMITMENTS
     589        0        0   41,652   43,848   42,241   43,848    4,168    2,561

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:        462)
     -62        0        0      736      853      674      853     -212     -391

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3      0.0      0.0     89.7     94.5     91.0     94.5      9.0      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0       16       14       17       14                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV          Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       47,280
COMMITMENTS
   1,406      383      175   44,464   45,363   46,045   45,921    1,235    1,359

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:      6,312)
     866       73      175    5,097    6,097    6,138    6,345      174      -33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.0      0.8      0.4     94.0     95.9     97.4     97.1      2.6      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        2        1       16       17       19       19                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      240,627
COMMITMENTS
     236    1,060    4,208  229,195  228,997  233,639  234,265    6,988    6,362

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:      5,515)
      91        0      -31    4,022    5,633    4,082    5,602    1,433      -87

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      0.4      1.7     95.2     95.2     97.1     97.4      2.9      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       1        2        3       35       36       38       39                  
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:      135,824
COMMITMENTS
   1,648        0       33  127,456  130,649  129,137  130,682    6,687    5,142

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:      3,082)
     186        0       31    3,324    2,925    3,541    2,956     -459      126

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.2      0.0      0.0     93.8     96.2     95.1     96.2      4.9      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        0        2       29       28       32       30                  
 
 
TRANSCO ZONE 6 MONTHLY INDEX - ICE FUTURES ENERGY DIV                Code-0233CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       32,076
COMMITMENTS
   1,673        0        0   29,313   30,670   30,986   30,670    1,090    1,406

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:      2,759)
     341        0        0    2,294    2,356    2,635    2,356      124      403

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.2      0.0      0.0     91.4     95.6     96.6     95.6      3.4      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        0       12        9       14        9                  
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      166,178
COMMITMENTS
   1,220    1,220        0  156,044  160,612  157,264  161,832    8,914    4,346

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:        907)
       0        0        0      418      845      418      845      489       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.7      0.7      0.0     93.9     96.7     94.6     97.4      5.4      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        1        0       18       18       19       19                  
 
 
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       37,219
COMMITMENTS
     766    1,739      401   33,671   33,224   34,838   35,364    2,381    1,855

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:        682)
     371        0        0      217      434      588      434       94      248

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.1      4.7      1.1     90.5     89.3     93.6     95.0      6.4      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        1        1        9       18       12       19                  
 
 
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV                   Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MM Btus                                         OPEN INTEREST:      284,129
COMMITMENTS
       0        0        0  268,810  283,397  268,810  283,397   15,319      732

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:      2,160)
       0        0        0    1,977    2,435    1,977    2,435      183     -275

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     94.6     99.7     94.6     99.7      5.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       0        0        0       29       18       29       18                  
 
 
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV                         Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      111,777
COMMITMENTS
  10,653    8,774      142   91,686  100,398  102,481  109,314    9,296    2,463

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:        505)
       0        0        0      291      749      291      749      214     -244

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.5      7.8      0.1     82.0     89.8     91.7     97.8      8.3      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        1       12       14       14       16                  
 
 
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV                            Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:      213,625
COMMITMENTS
       0        0        0  210,886  210,866  210,886  210,866    2,739    2,759

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:      1,950)
       0        0        0    2,957    2,291    2,957    2,291   -1,007     -341

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     98.7     98.7     98.7     98.7      1.3      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        0        0       22       23       22       23                  
 
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                       Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:       31,053
COMMITMENTS
   4,155    2,533    4,432   20,875   22,839   29,462   29,805    1,591    1,248

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:         95)
     186      613       36   -1,421   -1,761   -1,198   -1,112    1,293    1,207

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.4      8.2     14.3     67.2     73.5     94.9     96.0      5.1      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      12        8       19       27       28       46       48                  
 
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                        Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       41,507
COMMITMENTS
   8,251      396      469   32,667   40,642   41,387   41,507      120        0

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:         40)
      36     -199     -251      144      490      -71       40      111        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.9      1.0      1.1     78.7     97.9     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       8        4        5       27       24       38       31                  
 
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:       31,170
COMMITMENTS
   4,647      275      600   25,923   30,295   31,170   31,170        0        0

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:      1,582)
      75     -100       22    1,485    1,660    1,582    1,582        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.9      0.9      1.9     83.2     97.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       5        2        2       19       17       24       21                  
 
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                      Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:      137,852
COMMITMENTS
   5,963    7,992   10,698  120,829  118,721  137,490  137,411      362      441

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:        -43)
     447     -503     -109     -313      558       25      -54      -68       11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.3      5.8      7.8     87.7     86.1     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      14        8        8       33       36       48       51                  
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       75,370
COMMITMENTS
   1,738      863    2,817   70,801   71,671   75,355   75,350       15       20

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:        787)
     738     -520     -203      266    1,489      802      767      -15       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.3      1.1      3.7     93.9     95.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       6        5        6       22       24       31       32                  
 
 
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV                  Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:       35,182
COMMITMENTS
     325      400      200   34,657   34,582   35,182   35,182        0        0

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:        701)
     -25     -250      -25      751      976      701      701        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9      1.1      0.6     98.5     98.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        1        3       11       15       15       18                  
 
 
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV                    Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:       67,588
COMMITMENTS
  16,065      788    5,824   45,372   60,946   67,261   67,558      327       30

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:        224)
      -5      -12       12      216      224      223      224        1        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.8      1.2      8.6     67.1     90.2     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       5        4        3       27       27       33       33                  
 
 
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV                Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       85,954
COMMITMENTS
  26,254    1,926    4,763   54,073   79,029   85,090   85,718      864      236

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:        363)
      45       83      -18      331      279      358      344        5       19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.5      2.2      5.5     62.9     91.9     99.0     99.7      1.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       7        6        5       27       26       35       36                  
 
 
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV                Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       76,869
COMMITMENTS
   3,681    1,051    1,294   70,971   74,451   75,946   76,796      923       73

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:        137)
     -12      300       -7      156     -156      137      137        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.8      1.4      1.7     92.3     96.9     98.8     99.9      1.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       4        2        2       28       27       33       30                  
 
 
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV                      Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       98,823
COMMITMENTS
   4,174    1,054    1,891   92,026   95,856   98,091   98,801      732       22

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:        780)
     -17      300       -2      779      475      760      773       20        7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.2      1.1      1.9     93.1     97.0     99.3    100.0      0.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       5        2        4       30       30       36       35                  
 
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                      Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       42,788
COMMITMENTS
     400      420        0   42,242   42,098   42,642   42,518      146      270

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:       -200)
       0        0        0     -206     -200     -206     -200        6        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9      1.0      0.0     98.7     98.4     99.7     99.4      0.3      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        1        0       19       22       20       23                  
 
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:       26,548
COMMITMENTS
     350      687       73   25,859   25,668   26,282   26,428      266      120

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:        310)
       0      -60       60      250      310      310      310        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3      2.6      0.3     97.4     96.7     99.0     99.5      1.0      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        2        2       19       19       21       22                  
 
 
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV                 Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       83,332
COMMITMENTS
  23,403      777    2,181   57,427   80,239   83,011   83,197      321      135

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:      3,839)
      64       94      -81    3,854    3,826    3,837    3,839        2        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.1      0.9      2.6     68.9     96.3     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      20        1       11       32       33       53       44                  
 
 
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       31,576
COMMITMENTS
   9,936      110      950   20,404   30,174   31,290   31,234      286      342

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:      2,600)
       0        0      200    2,400    2,400    2,600    2,600        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.5      0.3      3.0     64.6     95.6     99.1     98.9      0.9      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       6        1        4       21       22       28       26                  
 
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       48,875
COMMITMENTS
     400      370       50   48,273   48,245   48,723   48,665      152      210

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:       -141)
       0        0        0     -148     -141     -148     -141        7        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8      0.8      0.1     98.8     98.7     99.7     99.6      0.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        1        1       23       23       25       24                  
 
 
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV                    Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       40,678
COMMITMENTS
     695    1,410      120   38,951   39,074   39,766   40,604      912       74

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:        146)
      90      -50        0       88      216      178      166      -32      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.7      3.5      0.3     95.8     96.1     97.8     99.8      2.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       5        4        2       22       22       27       28                  
 
 
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV                     Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       62,888
COMMITMENTS
   2,862      475        0   59,453   62,068   62,315   62,543      573      345

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:        135)
     -50      275        0      185     -140      135      135        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.6      0.8      0.0     94.5     98.7     99.1     99.5      0.9      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        2        0       25       17       27       19                  
 
 
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       66,741
COMMITMENTS
   3,512    3,575       60   62,889   62,926   66,461   66,561      280      180

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:        127)
     253      275        0     -126     -148      127      127        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.3      5.4      0.1     94.2     94.3     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        2        1       26       18       29       21                  
 
 
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       82,344
COMMITMENTS
   1,416    1,246      182   80,481   80,911   82,079   82,339      265        5

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:        428)
      16      201       -4      416      226      428      423        0        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.7      1.5      0.2     97.7     98.3     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        3        3       27       27       31       31                  
 
 
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:      105,135
COMMITMENTS
   1,992    5,809      718  102,093   98,593  104,803  105,119      332       16

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:        530)
     328      640     -156      381       46      553      530      -23        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.9      5.5      0.7     97.1     93.8     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       4       15        6       31       33       40       49                  
 
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                            Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       56,748
COMMITMENTS
     100    4,319      275   56,353   52,154   56,728   56,748       20        0

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:        425)
     -50      163        0      475      262      425      425        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      7.6      0.5     99.3     91.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        5        2       16       16       18       22                  
 
 
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV                        Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
25MWh                                                OPEN INTEREST:       51,690
COMMITMENTS
     575      520      240   50,875   50,930   51,690   51,690        0        0

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:      1,150)
     450       50     -100      800    1,200    1,150    1,150        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1      1.0      0.5     98.4     98.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        3        2       13        9       16       13                  
 
 
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV                        Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       64,322
COMMITMENTS
   1,667    2,021    1,391   61,212   60,758   64,270   64,170       52      152

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:      1,620)
     240       65     -121    1,501    1,676    1,620    1,620        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.6      3.1      2.2     95.2     94.5     99.9     99.8      0.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       7        1        3       23       24       31       27                  
 
 
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV                       Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       65,121
COMMITMENTS
   2,316    1,919    5,233   57,232   57,853   64,781   65,005      340      116

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:        723)
     240      397     -145      644      473      739      725      -16       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.6      2.9      8.0     87.9     88.8     99.5     99.8      0.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       9        3        3       24       26       34       31                  
 
 
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       28,953
COMMITMENTS
   1,046      450       80   27,659   28,351   28,785   28,881      168       72

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:        168)
      56        0        0       96      152      152      152       16       16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.6      1.6      0.3     95.5     97.9     99.4     99.8      0.6      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        1       18       13       21       14                  
 
 
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       28,538
COMMITMENTS
     875        0        0   27,456   28,403   28,331   28,403      207      135

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:         78)
       0        0        0       77       55       77       55        1       23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.1      0.0      0.0     96.2     99.5     99.3     99.5      0.7      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        0       19       11       20       11                  
 
 
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       33,825
COMMITMENTS
     454    1,919      919   32,287   30,942   33,660   33,780      165       45

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:        257)
      65       45       30       12      137      107      212      150       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3      5.7      2.7     95.5     91.5     99.5     99.9      0.5      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        3        3       20       24       24       29                  
 
 
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:       22,863
COMMITMENTS
     450    3,175      250   21,592   19,338   22,292   22,763      571      100

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:        493)
     125      353      -25      283      165      383      493      110        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.0     13.9      1.1     94.4     84.6     97.5     99.6      2.5      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        4        1       14       16       15       21                  
 
 
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       58,933
COMMITMENTS
   1,931    3,186    1,114   55,782   54,623   58,827   58,923      106       10

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:        304)
    -245     -126      197      348      239      300      310        4       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.3      5.4      1.9     94.7     92.7     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       6        5        6       30       28       39       36                  
 
 
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       40,057
COMMITMENTS
     408    1,941    1,142   38,385   36,911   39,935   39,994      122       63

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:         82)
     -25        0        0      357      139      332      139     -250      -57

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.0      4.8      2.9     95.8     92.1     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        4        4       24       20       28       25                  
 
 
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV                          Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       23,127
COMMITMENTS
   1,690      300      100   21,187   22,712   22,977   23,112      150       15

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:        600)
    -625        0        0    1,225      600      600      600        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.3      1.3      0.4     91.6     98.2     99.4     99.9      0.6      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        1        1       17       14       20       16                  
 
 
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV     Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       12,551
COMMITMENTS
      50    1,270      280   12,004   10,979   12,334   12,529      217       22

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:         45)
       0        0        0       45       45       45       45        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4     10.1      2.2     95.6     87.5     98.3     99.8      1.7      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        4        1       14       13       16       17                  
 
 
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV        Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       12,701
COMMITMENTS
      50    1,670      205   12,326   10,826   12,581   12,701      120        0

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:         45)
       0        0        0       45       45       45       45        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4     13.1      1.6     97.0     85.2     99.1    100.0      0.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        4        1       15       13       17       17                  
 
 
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       17,253
COMMITMENTS
   2,160      375      505   14,409   16,348   17,074   17,228      179       25

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:          0)
      25        0      -25        0       25        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.5      2.2      2.9     83.5     94.8     99.0     99.9      1.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        2        3       17       16       20       20                  
 
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV              Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       16,981
COMMITMENTS
   2,230      375      470   13,927   16,103   16,627   16,948      354       33

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:          0)
      25        0      -25        0       25        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.1      2.2      2.8     82.0     94.8     97.9     99.8      2.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        2        3       16       16       19       20                  
 
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV    Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       42,393
COMMITMENTS
     355    1,060    3,235   38,738   38,038   42,328   42,333       65       60

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:        -90)
     -50        0        0      -40      -90      -90      -90        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8      2.5      7.6     91.4     89.7     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       4        3        3       23       15       28       20                  
 
 
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       42,346
COMMITMENTS
     725      925    3,140   38,413   38,281   42,278   42,346       68        0

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:         50)
     -90        0       40      100       10       50       50        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.7      2.2      7.4     90.7     90.4     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       6        2        4       24       17       30       23                  
 
 
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      112,207
COMMITMENTS
   1,860   11,058    1,370  108,917   99,749  112,147  112,177       60       30

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:      1,068)
    -110      221      -54    1,232      911    1,068    1,078        0      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.7      9.9      1.2     97.1     88.9     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       7       10        6       41       33       52       45                  
 
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
352 MWh                                              OPEN INTEREST:      125,623
COMMITMENTS
   1,860    9,693    2,017  121,731  113,913  125,608  125,623       15        0

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:      1,202)
     -40      -23      100    1,142    1,125    1,202    1,202        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.5      7.7      1.6     96.9     90.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
       9       11        7       42       38       57       50                  
 
 
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      518,017
COMMITMENTS
  24,027   28,859   61,193  432,013  427,509  517,232  517,561      784      456

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:      4,963)
     157       81      817    3,769    4,645    4,743    5,544      219     -582

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.6      5.6     11.8     83.4     82.5     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      21       21       19       43       42       72       75                  
 
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       16,426
COMMITMENTS
   3,915       25        0   12,497   16,401   16,412   16,426       14        0

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:          0)
       0       25        0        0      -25        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.8      0.2      0.0     76.1     99.8     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       5        1        0       19       12       24       13                  
 
 
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       16,053
COMMITMENTS
   3,575      235       60   12,204   15,758   15,839   16,053      214        0

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:          0)
       0       25        0        0      -25        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.3      1.5      0.4     76.0     98.2     98.7    100.0      1.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        2        1       19       11       23       13                  
 
 
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV                Code-0643ID
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:        4,495
COMMITMENTS
   1,605      450        0    2,883    4,045    4,488    4,495        7        0

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:      1,105)
     805      250        0      300      855    1,105    1,105        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    35.7     10.0      0.0     64.1     90.0     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        1        0       14       14       17       15                  
 
 
ARGUS CIF ARA Lg Finl Propane - ICE FUTURES ENERGY DIV               Code-066411
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 metric tonnes                                   OPEN INTEREST:        2,388
COMMITMENTS
     323        0      252    1,484    1,725    2,059    1,977      329      411

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:        103)
     -14        0       -3      104       85       87       82       16       21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.5      0.0     10.6     62.1     72.2     86.2     82.8     13.8     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        0        4       15       19       19       23                  
 
 
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV                      Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000  metric tonnes                                  OPEN INTEREST:        5,428
COMMITMENTS
     673      578      243    3,836    3,664    4,752    4,485      676      943

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:        286)
      97       12       56      156      186      309      254      -23       32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.4     10.6      4.5     70.7     67.5     87.5     82.6     12.5     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       5        5        6       20       22       27       31                  
 
 
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV                 Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       35,885
COMMITMENTS
   5,367        0       35   30,323   35,699   35,725   35,734      160      151

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:        443)
     120      -35        0      323      478      443      443        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.0      0.0      0.1     84.5     99.5     99.6     99.6      0.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       3        0        1       38       40       41       41                  
 
 
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV              Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       15,650
COMMITMENTS
      93        0      137   15,292   14,945   15,522   15,082      128      568

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:        381)
       0        0        0      381      628      381      628        0     -247

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6      0.0      0.9     97.7     95.5     99.2     96.4      0.8      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        0        1       22       24       24       25                  
 
 
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV               Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       12,159
COMMITMENTS
     541      557      550   10,217   10,733   11,308   11,840      851      319

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:        164)
      20      175     -116      213      110      117      169       47       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.4      4.6      4.5     84.0     88.3     93.0     97.4      7.0      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       5        2        4       32       34       39       38                  
 
 
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV              Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       41,544
COMMITMENTS
   3,855      927      529   36,500   40,048   40,884   41,504      660       40

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:      1,790)
     206      -15       31    1,813    1,774    2,050    1,790     -260        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.3      2.2      1.3     87.9     96.4     98.4     99.9      1.6      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       6        3        2       31       42       38       46                  
 
 
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV              Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       61,970
COMMITMENTS
   3,431    1,224    3,662   54,591   56,642   61,684   61,528      286      442

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:      1,413)
      10     -306      395    1,220    1,499    1,625    1,588     -212     -175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.5      2.0      5.9     88.1     91.4     99.5     99.3      0.5      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      13        8       15       65       66       83       84                  
 
 
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV                   Code-06641H
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 Metric  Tonnes                                  OPEN INTEREST:        1,887
COMMITMENTS
     211        0      113    1,045    1,491    1,369    1,604      518      283

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:        157)
     -33        0        1      250      186      218      187      -61      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.2      0.0      6.0     55.4     79.0     72.5     85.0     27.5     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        0        2       14       14       18       16                  
 
 
WTI 1st Line-Brent 1st Line - ICE FUTURES ENERGY DIV                 Code-06741R
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:      273,545
COMMITMENTS
   2,385  213,317    1,266  262,682   20,164  266,333  234,747    7,212   38,798

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:      9,110)
      90    7,430      275    8,595      300    8,960    8,005      150    1,105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9     78.0      0.5     96.0      7.4     97.4     85.8      2.6     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        6        2       12        7       14       14                  
 
 
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV                 Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 BARRELS                                         OPEN INTEREST:       23,581
COMMITMENTS
       0        0        0   23,536   23,176   23,536   23,176       45      405

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:        275)
       0        0        0      275      -85      275      -85        0      360

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     99.8     98.3     99.8     98.3      0.2      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        0        0       25       22       25       22                  
 
 
ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV               Code-06742R
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:       12,155
COMMITMENTS
      90      735       55   11,610   10,910   11,755   11,700      400      455

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:        360)
       0        0        0      155       45      155       45      205      315

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.7      6.0      0.5     95.5     89.8     96.7     96.3      3.3      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        3        2        9       12       12       15                  
 
 
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV               Code-06742U
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:      227,905
COMMITMENTS
       0        0        0  213,304  210,835  213,304  210,835   14,601   17,070

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:      3,235)
       0        0        0   -2,356   -1,571   -2,356   -1,571    5,591    4,806

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     93.6     92.5     93.6     92.5      6.4      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       14       18       14       18                  



Updated December 02, 2019