CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV               Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       33,977
COMMITMENTS
   9,839    8,732      700   23,416   24,545   33,955   33,977       22        0

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:      1,773)
   2,340    1,800        0     -567      -27    1,773    1,773        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.0     25.7      2.1     68.9     72.2     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      13        2        1       20       12       33       15                  
 
 
CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV               Code-0063AS
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       95,994
COMMITMENTS
  46,441   23,961    5,601   42,455   64,957   94,497   94,519    1,497    1,475

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:     -3,595)
   1,080   -1,264      332   -5,013   -2,658   -3,601   -3,590        6       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    48.4     25.0      5.8     44.2     67.7     98.4     98.5      1.6      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      20       10        6       26       21       50       33                  
 
 
CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV                   Code-0063CA
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       71,895
COMMITMENTS
  29,114   18,014    8,920   33,744   44,886   71,778   71,820      117       75

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:      2,494)
     -36    2,471      672    1,858     -650    2,494    2,494        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    40.5     25.1     12.4     46.9     62.4     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      22        9       16       21       19       48       39                  
 
 
NJ SRECS - ICE FUTURES ENERGY DIV                                    Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:      154,133
COMMITMENTS
  41,935   24,401    3,984  108,214  125,748  154,133  154,133        0        0

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.2     15.8      2.6     70.2     81.6    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 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:      123,821
COMMITMENTS
  18,047   15,298    3,687  102,087  104,836  123,821  123,821        0        0

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:        456)
    -147  -38,900        0      603   39,356      456      456        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.6     12.4      3.0     82.4     84.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       7        2        3       18       11       26       15                  
 
 
CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV                   Code-0063CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       35,174
COMMITMENTS
  12,289    5,337    3,448   19,436   26,389   35,174   35,174        0        0

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:        416)
     576     -100     -210       92      726      458      416      -42        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    34.9     15.2      9.8     55.3     75.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
      10        4        5       11       13       25       19                  
 
 
RGGI VINTAGE 2019 - ICE FUTURES ENERGY DIV                           Code-0063CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       53,232
COMMITMENTS
   7,655    3,485      505   45,072   49,242   53,232   53,232        0        0

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:     -2,425)
     225      500     -210   -2,440   -2,715   -2,425   -2,425        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.4      6.5      0.9     84.7     92.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       8        2        3       17       13       25       18                  
 
 
CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV                Code-0063D9
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       18,973
COMMITMENTS
  10,594    1,233    1,906    6,473   15,834   18,973   18,973        0        0

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:      1,400)
   2,725        0        0   -1,325    1,400    1,400    1,400        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    55.8      6.5     10.0     34.1     83.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
      11        3        2        7       11       19       15                  
 
 
RGGI VINTAGE 2020 - ICE FUTURES ENERGY DIV                           Code-0063DJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       13,465
COMMITMENTS
   1,016      500        0   12,449   12,965   13,465   13,465        0        0

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.5      3.7      0.0     92.5     96.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        1        0       11       10       14       11                  
 
 
CT RECs CLASS 1 - ICE FUTURES ENERGY DIV                             Code-0063DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| 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:       12,195
COMMITMENTS
     881    2,500      214   11,100    9,481   12,195   12,195        0        0

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:          0)
       0     -300        0        0      300        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.2     20.5      1.8     91.0     77.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        3        2       11        9       14       13                  
 
 
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV                Code-0063DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| 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:       19,809
COMMITMENTS
   2,298    5,625      850   16,634   13,334   19,782   19,809       27        0

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:         -2)
       0     -800        0       -2      798       -2       -2        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.6     28.4      4.3     84.0     67.3     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        6        4       12       10       18       18                  
 
 
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV                          Code-0063DN
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       44,335
COMMITMENTS
  21,345   10,200    2,237   20,753   31,898   44,335   44,335        0        0

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:        250)
    -250        0      250      250        0      250      250        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    48.1     23.0      5.0     46.8     71.9    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 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       14,435
COMMITMENTS
     550    7,400    1,450   12,435    5,585   14,435   14,435        0        0

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.8     51.3     10.0     86.1     38.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        3        2       11        7       14       11                  
 
 
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV                          Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:       34,669
COMMITMENTS
   3,773      518    3,445   27,198   30,675   34,416   34,638      253       31

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:        362)
    -454      -10     -164    1,029      518      411      344      -49       18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.9      1.5      9.9     78.5     88.5     99.3     99.9      0.7      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       6        1        4       26       25       33       29                  
 
 
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV       Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:       36,301
COMMITMENTS
   1,940    2,333    3,830   29,572   30,085   35,342   36,248      959       53

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:         32)
    -130     -138     -143      310      312       37       31       -5        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.3      6.4     10.6     81.5     82.9     97.4     99.9      2.6      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        5        3       23       22       28       28                  
 
 
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV                 Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    5,115,701
COMMITMENTS
 221,240  133,134  413,491  4451989  4542740  5086720  5089365   28,981   26,336

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:     11,503)
 -41,554  -32,311   45,052    7,279   -3,928   10,777    8,813      726    2,690

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.3      2.6      8.1     87.0     88.8     99.4     99.5      0.6      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      233)
      35       34       52      148      120      209      180                  
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:    1,270,892
COMMITMENTS
  65,708   78,919  409,993  793,181  779,891  1268882  1268803    2,010    2,089

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:     71,277)
  30,985   13,085   28,642   11,254   29,122   70,881   70,850      396      427

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.2      6.2     32.3     62.4     61.4     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      21       13       28       44       47       76       77                  
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      270,943
COMMITMENTS
   5,454    5,776      331  240,430  259,721  246,215  265,828   24,728    5,115

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:      8,331)
   1,817      430      -33    6,582    7,721    8,366    8,118      -35      213

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.0      2.1      0.1     88.7     95.9     90.9     98.1      9.1      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        2        1       26       22       29       24                  
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      143,649
COMMITMENTS
   1,417    1,786      713  137,480  126,547  139,610  129,046    4,039   14,603

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:        -28)
    -206     -134     -279    1,928      364    1,443      -49   -1,471       21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.0      1.2      0.5     95.7     88.1     97.2     89.8      2.8     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        1        2       20       21       22       24                  
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      340,389
COMMITMENTS
   6,352    7,716    5,054  315,431  324,870  326,837  337,640   13,552    2,749

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:      9,910)
   2,708      750   -1,450    8,576   11,897    9,834   11,197       76   -1,287

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.9      2.3      1.5     92.7     95.4     96.0     99.2      4.0      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       4        3        4       31       33       36       39                  
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      862,171
COMMITMENTS
   8,047   10,908    2,742  842,283  846,972  853,072  860,622    9,099    1,549

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:      8,656)
     228      -27      250    8,362    8,284    8,840    8,507     -184      149

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9      1.3      0.3     97.7     98.2     98.9     99.8      1.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       5        2        5       38       29       44       35                  
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      380,776
COMMITMENTS
   4,020    4,707    1,480  368,796  366,003  374,296  372,190    6,480    8,586

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:        -25)
   1,025      357       31     -605     -339      451       49     -476      -74

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1      1.2      0.4     96.9     96.1     98.3     97.7      1.7      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       5        4        3       42       39       48       45                  
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      514,440
COMMITMENTS
   1,022      968      120  504,319  505,735  505,461  506,823    8,979    7,617

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:      3,607)
     242        0        0    3,625    3,288    3,867    3,288     -260      319

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      0.2      0.0     98.0     98.3     98.3     98.5      1.7      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       1        2        1       42       35       44       37                  
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      389,676
COMMITMENTS
       0    4,641       62  380,336  375,150  380,398  379,853    9,278    9,823

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:     10,675)
       0    1,425       60    9,149    7,578    9,209    9,063    1,466    1,612

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.2      0.0     97.6     96.3     97.6     97.5      2.4      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       0        5        2       38       30       40       35                  
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      110,577
COMMITMENTS
       0    4,888      403  105,008  101,934  105,411  107,225    5,166    3,352

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:        710)
       0     -102      -31      673    1,028      642      895       68     -185

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      4.4      0.4     95.0     92.2     95.3     97.0      4.7      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        3        2       18       21       20       24                  
 
 
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                    Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       32,758
COMMITMENTS
     217      893        0   31,007   30,817   31,224   31,710    1,534    1,048

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:      1,333)
     217     -217        0      992    1,116    1,209      899      124      434

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.7      2.7      0.0     94.7     94.1     95.3     96.8      4.7      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        2        0       15       17       16       19                  
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      250,306
COMMITMENTS
       0    1,211       85  246,033  240,178  246,118  241,474    4,188    8,832

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:      1,431)
       0      368     -187    2,202      715    2,015      896     -584      535

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.5      0.0     98.3     96.0     98.3     96.5      1.7      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       0        2        2       25       22       27       24                  
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      186,600
COMMITMENTS
       0        0        0  179,538  183,544  179,538  183,544    7,062    3,056

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:      6,853)
       0        0        0    7,720    7,333    7,720    7,333     -867     -480

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     96.2     98.4     96.2     98.4      3.8      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        0        0       25       21       25       21                  
 
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      278,188
COMMITMENTS
       0    2,736        0  271,391  272,724  271,391  275,460    6,797    2,728

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:        719)
       0        0        0      804      711      804      711      -85        8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.0      0.0     97.6     98.0     97.6     99.0      2.4      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        1        0       23       22       23       23                  
 
 
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV                      Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       38,237
COMMITMENTS
   5,487      217        0   30,479   36,391   35,966   36,608    2,271    1,629

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:      4,681)
   1,302        0        0    3,565    4,619    4,867    4,619     -186       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.3      0.6      0.0     79.7     95.2     94.1     95.7      5.9      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        1        0       14       16       18       17                  
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      580,229
COMMITMENTS
  30,116    1,552    6,552  532,196  562,417  568,864  570,521   11,365    9,708

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:      5,869)
   1,130     -871     -273    4,700    7,603    5,557    6,459      312     -590

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.2      0.3      1.1     91.7     96.9     98.0     98.3      2.0      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
       5        4        5       48       39       55       47                  
 
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV             Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      191,241
COMMITMENTS
   1,045    2,623    2,070  184,180  179,302  187,295  183,995    3,946    7,246

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:     -5,133)
     -90    1,798       96   -4,481   -6,205   -4,475   -4,311     -658     -822

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5      1.4      1.1     96.3     93.8     97.9     96.2      2.1      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        2        3       23       19       27       22                  
 
 
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV             Code-0233A6
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       45,777
COMMITMENTS
     410      372      660   43,847   43,511   44,917   44,543      860    1,234

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:      5,315)
    -490       93        0    5,772    5,374    5,282    5,467       33     -152

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9      0.8      1.4     95.8     95.0     98.1     97.3      1.9      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        1       18       10       19       12                  
 
 
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       91,417
COMMITMENTS
     215        0       31   87,920   85,954   88,166   85,985    3,251    5,432

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:      6,060)
     215        0       31    7,310    8,438    7,556    8,469   -1,496   -2,409

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      0.0      0.0     96.2     94.0     96.4     94.1      3.6      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        1       15       18       16       19                  
 
 
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      292,274
COMMITMENTS
   5,846    5,363        0  280,910  286,388  286,756  291,751    5,518      523

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:      8,711)
   2,790    4,619        0    5,797    3,937    8,587    8,556      124      155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.0      1.8      0.0     96.1     98.0     98.1     99.8      1.9      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       6        2        0       27       23       33       25                  
 
 
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV      Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      279,898
COMMITMENTS
  23,963   13,206      744  251,934  264,685  276,641  278,635    3,257    1,263

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:     10,447)
   2,431    3,875      744    7,314    5,983   10,489   10,602      -42     -155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.6      4.7      0.3     90.0     94.6     98.8     99.5      1.2      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      11        5        1       38       37       50       42                  
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      130,897
COMMITMENTS
     620      744        0  127,419  128,921  128,039  129,665    2,858    1,232

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:      2,294)
       0      496        0    1,767    1,705    1,767    2,201      527       93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5      0.6      0.0     97.3     98.5     97.8     99.1      2.2      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        1        0       21       18       22       19                  
 
 
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV                     Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
MMBTU                                                OPEN INTEREST:       31,863
COMMITMENTS
     383        0        0   30,474   31,522   30,857   31,522    1,006      341

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:        744)
    -372        0        0    1,054      806      682      806       62      -62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.2      0.0      0.0     95.6     98.9     96.8     98.9      3.2      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        0        0       20       15       21       15                  
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      270,691
COMMITMENTS
   1,774      762    1,579  263,959  259,901  267,312  262,242    3,379    8,449

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:      2,948)
     375      285     -290    3,625    7,155    3,710    7,150     -762   -4,202

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.7      0.3      0.6     97.5     96.0     98.8     96.9      1.2      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       3        1        3       37       35       40       39                  
 
 
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV                  Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      109,327
COMMITMENTS
       0        0        0  109,017  107,963  109,017  107,963      310    1,364

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:      5,177)
       0        0        0    5,611    5,014    5,611    5,014     -434      163

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     99.7     98.8     99.7     98.8      0.3      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       13       19       13       19                  
 
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      101,851
COMMITMENTS
       0      248       62   89,626   87,368   89,688   87,678   12,163   14,173

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:        947)
       0      248       62    1,249        1    1,311      311     -364      636

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.2      0.1     88.0     85.8     88.1     86.1     11.9     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        1       15       16       16       17                  
 
 
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV          Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      227,475
COMMITMENTS
       0    1,098      203  223,325  219,964  223,528  221,265    3,947    6,210

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:      4,282)
       0     -296      203    3,711    3,162    3,914    3,069      368    1,213

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.5      0.1     98.2     96.7     98.3     97.3      1.7      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       0        2        1       24       28       25       30                  
 
 
NORTHERN NATURAL GAS - DEMARCATION POOL (BASIS) - ICE FUTURES ENERGY Code-0233BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       45,331
COMMITMENTS
       0        0        0   42,725   42,531   42,725   42,531    2,606    2,800

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:        924)
       0        0        0      922      707      922      707        2      217

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     94.3     93.8     94.3     93.8      5.7      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       11       16       11       16                  
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      191,295
COMMITMENTS
       0        0        0  187,112  187,155  187,112  187,155    4,183    4,140

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:      5,253)
       0        0        0    4,981    5,269    4,981    5,269      272      -16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     97.8     97.8     97.8     97.8      2.2      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        0        0       25       20       25       20                  
 
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       85,019
COMMITMENTS
       0        0        0   76,659   83,559   76,659   83,559    8,360    1,460

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:      1,763)
       0        0        0    1,732    1,763    1,732    1,763       31        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     90.2     98.3     90.2     98.3      9.8      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       19       15       19       15                  
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      189,271
COMMITMENTS
   3,526        0      109  177,929  177,700  181,564  177,809    7,707   11,462

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:      2,112)
     203        0     -234    2,077    2,137    2,046    1,903       66      209

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.9      0.0      0.1     94.0     93.9     95.9     93.9      4.1      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        0        1       17       18       19       19                  
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      162,277
COMMITMENTS
       0    8,320    6,591  144,507  135,705  151,098  150,616   11,179   11,661

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:        970)
       0     -102      604     -539      836       65    1,338      905     -368

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      5.1      4.1     89.0     83.6     93.1     92.8      6.9      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       0        4        2       27       26       29       30                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV          Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       48,215
COMMITMENTS
   1,220      310        0   45,137   47,192   46,357   47,502    1,858      713

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:      1,363)
    -310      310     -248    1,952    1,301    1,394    1,363      -31        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.5      0.6      0.0     93.6     97.9     96.1     98.5      3.9      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        1        0       11       18       14       19                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      232,842
COMMITMENTS
       0    2,912    3,196  223,964  221,104  227,160  227,212    5,682    5,630

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:       -204)
    -767    2,262   -1,483    4,152   -1,336    1,902     -557   -2,106      353

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.3      1.4     96.2     95.0     97.6     97.6      2.4      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       0        4        4       35       37       39       41                  
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:      138,641
COMMITMENTS
   1,158        0      176  132,368  134,116  133,702  134,292    4,939    4,349

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:      3,178)
     220        0      -55    3,136    2,914    3,301    2,859     -123      319

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8      0.0      0.1     95.5     96.7     96.4     96.9      3.6      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        0        1       25       26       27       27                  
 
 
TRANSCO ZONE 6 MONTHLY INDEX - ICE FUTURES ENERGY DIV                Code-0233CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       25,070
COMMITMENTS
     713        0        0   23,449   24,212   24,162   24,212      908      858

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:      1,131)
       0        0        0      895    1,195      895    1,195      236      -64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.8      0.0      0.0     93.5     96.6     96.4     96.6      3.6      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        0        0       13       11       15       11                  
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      160,593
COMMITMENTS
     910        0        0  151,416  157,392  152,326  157,392    8,267    3,201

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:     -3,491)
       0        0        0   -3,553   -2,842   -3,553   -2,842       62     -649

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6      0.0      0.0     94.3     98.0     94.9     98.0      5.1      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        0        0       18       18       19       18                  
 
 
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       31,878
COMMITMENTS
     341    1,753      387   28,146   28,210   28,874   30,350    3,004    1,528

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:        372)
       0        0        0      403      620      403      620      -31     -248

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1      5.5      1.2     88.3     88.5     90.6     95.2      9.4      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        1       11       16       13       17                  
 
 
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV                   Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MM Btus                                         OPEN INTEREST:      286,162
COMMITMENTS
       0      217        0  271,293  285,476  271,293  285,693   14,869      469

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:     -3,615)
       0      217        0   -3,708   -3,832   -3,708   -3,615       93        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.1      0.0     94.8     99.8     94.8     99.8      5.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        1        0       27       16       27       17                  
 
 
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV                         Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      106,104
COMMITMENTS
   9,017    8,774        0   88,183   94,613   97,200  103,387    8,904    2,717

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:          0)
       0        0        0      -31     -428      -31     -428       31      428

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.5      8.3      0.0     83.1     89.2     91.6     97.4      8.4      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        0       13       13       14       14                  
 
 
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV                            Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:      207,848
COMMITMENTS
       0      697      360  204,778  205,209  205,138  206,266    2,710    1,582

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:      2,716)
       0      697      360    2,719    2,355    3,079    3,412     -363     -696

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.3      0.2     98.5     98.7     98.7     99.2      1.3      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        1        1       22       24       23       25                  
 
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                       Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:       29,716
COMMITMENTS
   3,584    2,731    4,082   21,445   22,518   29,111   29,331      605      385

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:      2,092)
      18      354      367    1,692    1,085    2,078    1,806       14      286

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.1      9.2     13.7     72.2     75.8     98.0     98.7      2.0      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       9        9       16       25       26       42       43                  
 
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                        Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       41,948
COMMITMENTS
   7,825      498      750   33,223   40,700   41,798   41,948      150        0

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:      1,476)
    -275       35      340    1,411    1,101    1,476    1,476        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.7      1.2      1.8     79.2     97.0     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       5        4        6       27       25       36       33                  
 
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:       32,276
COMMITMENTS
   6,234      228      222   25,820   31,826   32,276   32,276        0        0

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:        351)
     381      -25        0      -30      376      351      351        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.3      0.7      0.7     80.0     98.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4        3        4       18       20       24       25                  
 
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                      Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:      135,795
COMMITMENTS
   4,368    7,745   10,649  120,445  116,934  135,462  135,328      333      467

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:       -178)
    -934      205      174      658     -608     -102     -229      -76       51

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.2      5.7      7.8     88.7     86.1     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      10       11        9       33       35       47       51                  
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       72,716
COMMITMENTS
   1,275      132    2,863   68,578   69,641   72,716   72,636        0       80

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:        194)
    -349     -313      100      444      348      194      134        0       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.8      0.2      3.9     94.3     95.8    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       6        3        5       22       25       31       30                  
 
 
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV                  Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:       33,962
COMMITMENTS
     475       75      275   33,212   33,612   33,962   33,962        0        0

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:        100)
      25        0        0       75      100      100      100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.4      0.2      0.8     97.8     99.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        2        3       11       16       15       20                  
 
 
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV                    Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:       61,280
COMMITMENTS
  16,273      126    6,113   38,449   55,032   60,835   61,271      445        9

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:     -2,499)
     -21       13       68   -2,666   -2,580   -2,619   -2,499      120        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.6      0.2     10.0     62.7     89.8     99.3    100.0      0.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       6        3        3       26       26       32       32                  
 
 
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV                Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       82,847
COMMITMENTS
  25,532    1,598    5,423   51,528   75,643   82,483   82,664      364      183

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:       -150)
     -89      -88      163     -204     -245     -130     -170      -20       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.8      1.9      6.5     62.2     91.3     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       7        9        8       26       27       36       41                  
 
 
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV                Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       78,608
COMMITMENTS
   3,048    1,372    1,294   73,339   75,860   77,681   78,526      927       82

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:      3,550)
       0       -4        0    3,550    3,550    3,550    3,546        0        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.9      1.7      1.6     93.3     96.5     98.8     99.9      1.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        1        2       28       27       32       29                  
 
 
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV                      Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       99,987
COMMITMENTS
   3,602    1,293    1,891   93,774   96,791   99,267   99,975      720       12

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:      3,365)
      77      -60        0    3,288    3,425    3,365    3,365        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.6      1.3      1.9     93.8     96.8     99.3    100.0      0.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       5        1        3       30       29       36       32                  
 
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                      Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       39,444
COMMITMENTS
     450      420        0   38,852   38,699   39,302   39,119      142      325

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:      1,630)
       0        0        0    1,630    1,570    1,630    1,570        0       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1      1.1      0.0     98.5     98.1     99.6     99.2      0.4      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        1        0       19       20       21       21                  
 
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:       25,132
COMMITMENTS
     355      805       65   24,441   24,162   24,861   25,032      271      100

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:       -351)
       0       55        0     -351     -396     -351     -341        0      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.4      3.2      0.3     97.3     96.1     98.9     99.6      1.1      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        4        2       19       20       21       25                  
 
 
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV               Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       18,130
COMMITMENTS
     625      600        0   17,415   17,530   18,040   18,130       90        0

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:        600)
       0        0        0      600      600      600      600        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.4      3.3      0.0     96.1     96.7     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        1        0       14        7       17        8                  
 
 
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV                 Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       85,180
COMMITMENTS
  20,086      629    2,296   62,493   82,139   84,876   85,065      304      115

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:        510)
     -52       46      -91      658      575      515      530       -5      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.6      0.7      2.7     73.4     96.4     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      21        2       10       32       31       54       42                  
 
 
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       36,340
COMMITMENTS
   9,021      355      600   26,438   35,043   36,059   35,998      281      342

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:        260)
       0        0        0      260      260      260      260        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.8      1.0      1.7     72.8     96.4     99.2     99.1      0.8      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       6        2        2       19       22       26       25                  
 
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       45,030
COMMITMENTS
     600      395       25   44,257   44,345   44,882   44,765      148      265

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:      1,825)
     100        0        0    1,725    1,765    1,825    1,765        0       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3      0.9      0.1     98.3     98.5     99.7     99.4      0.3      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        1        1       22       23       25       24                  
 
 
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV                    Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       40,565
COMMITMENTS
     535    2,033        5   39,030   38,427   39,570   40,465      995      100

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:        109)
       0      128        0      109      -16      109      112        0       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3      5.0      0.0     96.2     94.7     97.5     99.8      2.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       4        7        1       21       20       25       28                  
 
 
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV                     Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       65,072
COMMITMENTS
   2,736    1,775        0   61,718   62,952   64,454   64,727      618      345

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:      3,804)
     -28      200        0    3,832    3,604    3,804    3,804        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.2      2.7      0.0     94.8     96.7     99.1     99.5      0.9      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        3        0       24       15       26       18                  
 
 
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       69,309
COMMITMENTS
   3,971    4,375       60   64,943   64,694   68,974   69,129      335      180

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:      4,744)
     581        0        0    4,163    4,744    4,744    4,744        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.7      6.3      0.1     93.7     93.3     99.5     99.7      0.5      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       4        2        1       26       16       30       19                  
 
 
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       81,789
COMMITMENTS
   1,601    1,602       49   79,878   80,133   81,528   81,784      261        5

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:      2,386)
      50      116       14    2,322    2,276    2,386    2,406        0      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.0      2.0      0.1     97.7     98.0     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       2        5        1       27       30       30       35                  
 
 
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:      101,831
COMMITMENTS
   2,606    7,758      440   98,440   93,559  101,487  101,758      344       73

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:        -70)
     -44      230      -17      -17     -259      -78      -45        8      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.6      7.6      0.4     96.7     91.9     99.7     99.9      0.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       3       15        5       29       33       36       49                  
 
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                            Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       55,352
COMMITMENTS
      75    3,665      275   54,982   51,412   55,332   55,352       20        0

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:        540)
      50     -207       25      465      727      540      545        0       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      6.6      0.5     99.3     92.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        5        3       17       15       20       21                  
 
 
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV                        Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
25MWh                                                OPEN INTEREST:       49,630
COMMITMENTS
     650    1,060      150   48,830   48,420   49,630   49,630        0        0

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:        275)
       0       25        0      275      250      275      275        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3      2.1      0.3     98.4     97.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        3        1       12        9       14       13                  
 
 
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV                        Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       65,066
COMMITMENTS
   1,676    2,613      761   62,565   61,555   65,002   64,929       64      137

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:       -388)
     130       92       28     -577     -513     -419     -393       31        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.6      4.0      1.2     96.2     94.6     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 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       70,094
COMMITMENTS
   2,026    3,017    4,732   63,243   62,267   70,001   70,016       93       78

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:     -1,069)
    -398      270       50     -784   -1,373   -1,132   -1,053       63      -16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.9      4.3      6.8     90.2     88.8     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       8        5        3       24       25       34       31                  
 
 
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       28,094
COMMITMENTS
   1,000      540       50   26,815   27,470   27,865   28,060      229       34

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:        150)
       0        0        0      150      150      150      150        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.6      1.9      0.2     95.4     97.8     99.2     99.9      0.8      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        2       17       13       20       15                  
 
 
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       27,324
COMMITMENTS
     810       60        0   26,305   27,157   27,115   27,217      209      107

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:        150)
       0        0        0      150      150      150      150        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.0      0.2      0.0     96.3     99.4     99.2     99.6      0.8      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        0       19       11       20       12                  
 
 
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       35,690
COMMITMENTS
       0    2,887    1,213   34,067   31,185   35,280   35,285      410      405

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:         54)
       0      142        0        7      -88        7       54       47        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      8.1      3.4     95.5     87.4     98.9     98.9      1.1      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        5        5       18       21       23       26                  
 
 
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:       22,805
COMMITMENTS
     293    3,185      407   21,441   19,203   22,141   22,795      664       10

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:        120)
     -80      -20       80      140       60      140      120      -20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3     14.0      1.8     94.0     84.2     97.1    100.0      2.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        4        1       15       17       16       22                  
 
 
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       55,942
COMMITMENTS
   2,364    3,215    1,477   51,980   51,250   55,821   55,942      121        0

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:         84)
      55       30        6      -18       48       43       84       41        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.2      5.7      2.6     92.9     91.6     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       6        4        8       30       28       40       36                  
 
 
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       39,888
COMMITMENTS
     547    1,077      963   38,269   37,789   39,779   39,829      109       59

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:        348)
      15     -125        0      332      487      347      362        1      -14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.4      2.7      2.4     95.9     94.7     99.7     99.9      0.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        3        4       24       23       29       28                  
 
 
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV                          Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       21,158
COMMITMENTS
   2,020      300      100   18,903   20,743   21,023   21,143      135       15

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:        190)
     -25        0        0      215      190      190      190        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.5      1.4      0.5     89.3     98.0     99.4     99.9      0.6      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        1        1       17       15       21       17                  
 
 
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV     Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       11,639
COMMITMENTS
     100    1,305      265   11,084   10,069   11,449   11,639      190        0

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9     11.2      2.3     95.2     86.5     98.4    100.0      1.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        4        1       14       13       17       17                  
 
 
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV        Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       11,791
COMMITMENTS
     100    1,685      190   11,381    9,916   11,671   11,791      120        0

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8     14.3      1.6     96.5     84.1     99.0    100.0      1.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        4        1       15       13       18       17                  
 
 
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       15,990
COMMITMENTS
   1,280      255      825   13,710   14,859   15,815   15,939      175       51

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:         45)
       0        0        0       79        0       79        0      -34       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.0      1.6      5.2     85.7     92.9     98.9     99.7      1.1      0.3

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 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       15,684
COMMITMENTS
   1,365      255      655   13,457   14,724   15,477   15,634      207       50

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:         45)
       0        0        0      193        0      193        0     -148       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.7      1.6      4.2     85.8     93.9     98.7     99.7      1.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        2        3       17       16       20       20                  
 
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV    Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       40,057
COMMITMENTS
     365    1,130    3,125   36,510   35,742   40,000   39,997       57       60

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:        330)
       0       30        0      330      300      330      330        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9      2.8      7.8     91.1     89.2     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        3        3       23       15       27       20                  
 
 
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       39,917
COMMITMENTS
     480      840    3,150   36,227   35,927   39,857   39,917       60        0

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:        275)
     -30        0       30      275      245      275      275        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.2      2.1      7.9     90.8     90.0     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       4        3        4       24       17       29       23                  
 
 
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      108,365
COMMITMENTS
   1,535    8,692    1,426  105,336   98,212  108,297  108,330       68       35

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:        544)
     180      -86        0      353      630      533      544       11        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.4      8.0      1.3     97.2     90.6     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       5        9        6       41       33       51       43                  
 
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
352 MWh                                              OPEN INTEREST:      118,620
COMMITMENTS
   1,851    7,583    2,382  114,355  108,615  118,588  118,580       32       40

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:      1,549)
     549     -359      125      883    1,801    1,557    1,567       -8      -18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.6      6.4      2.0     96.4     91.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
       8        9        8       42       36       56       47                  
 
 
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      424,294
COMMITMENTS
  23,853   28,864   42,985  356,643  352,100  423,482  423,949      812      345

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:    -93,366)
    -550    1,894  -21,344  -71,715  -74,074  -93,609  -93,525      243      159

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.6      6.8     10.1     84.1     83.0     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      20       19       22       43       40       72       74                  
 
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       15,681
COMMITMENTS
   3,830       25        0   11,844   15,656   15,674   15,681        7        0

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:        140)
      20        0        0      120      140      140      140        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.4      0.2      0.0     75.5     99.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       5        1        0       20       11       25       12                  
 
 
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       15,419
COMMITMENTS
   3,515      115       80   11,642   15,224   15,237   15,419      182        0

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:        140)
       0      -20       20      120      140      140      140        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.8      0.7      0.5     75.5     98.7     98.8    100.0      1.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        2        1       20       10       24       12                  
 
 
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV                Code-0643ID
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:        4,589
COMMITMENTS
   1,605      450        0    2,983    4,139    4,588    4,589        1        0

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:        200)
       0        0        0      200      200      200      200        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    35.0      9.8      0.0     65.0     90.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        1        0       13       12       16       13                  
 
 
ARGUS CIF ARA Lg Finl Propane - ICE FUTURES ENERGY DIV               Code-066411
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 metric tonnes                                   OPEN INTEREST:        2,208
COMMITMENTS
     255        0      162    1,430    1,514    1,847    1,676      361      532

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:         61)
      10        0       26       -6       20       30       46       31       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.5      0.0      7.3     64.8     68.6     83.7     75.9     16.3     24.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        0        3       15       17       18       20                  
 
 
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV                      Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000  metric tonnes                                  OPEN INTEREST:        5,091
COMMITMENTS
     138      446      148    4,125    3,703    4,411    4,297      680      794

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:        132)
       0       -6       17       46      183       63      194       69      -62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.7      8.8      2.9     81.0     72.7     86.6     84.4     13.4     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        5        5       24       25       30       32                  
 
 
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV                 Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       34,710
COMMITMENTS
   3,909       78        0   30,659   34,525   34,568   34,603      142      107

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:        153)
       0      -73        0      151      219      151      146        2        7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.3      0.2      0.0     88.3     99.5     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       2        1        0       38       39       40       40                  
 
 
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV              Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       17,707
COMMITMENTS
     115        0       25   17,511   16,964   17,651   16,989       56      718

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:      2,843)
      15        0       25    2,838    2,778    2,878    2,803      -35       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6      0.0      0.1     98.9     95.8     99.7     95.9      0.3      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        0        1       22       27       24       28                  
 
 
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV               Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       10,148
COMMITMENTS
     204       53      147    8,942    9,610    9,293    9,810      855      338

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:        346)
      25      -20        0      237      366      262      346       84        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.0      0.5      1.4     88.1     94.7     91.6     96.7      8.4      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       3        1        2       31       34       35       36                  
 
 
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV              Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       44,509
COMMITMENTS
   3,649    1,982      187   40,088   42,320   43,924   44,489      585       20

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:      2,468)
     146      940       75    2,396    1,766    2,617    2,781     -149     -313

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.2      4.5      0.4     90.1     95.1     98.7    100.0      1.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
       7        2        3       30       41       40       45                  
 
 
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV              Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       57,091
COMMITMENTS
   2,117    1,784    2,709   51,863   52,094   56,689   56,587      402      504

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:        413)
     396     -446       25      122      805      543      384     -130       29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.7      3.1      4.7     90.8     91.2     99.3     99.1      0.7      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
       7       13       13       64       66       80       83                  
 
 
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV                   Code-06641H
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 Metric  Tonnes                                  OPEN INTEREST:        2,112
COMMITMENTS
     219        0      116    1,310    1,467    1,645    1,583      467      529

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:        147)
     -10      -27       16      219      190      225      179      -78      -32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.4      0.0      5.5     62.0     69.5     77.9     75.0     22.1     25.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       5        0        4       15       17       20       21                  
 
 
WTI 1st Line-Brent 1st Line - ICE FUTURES ENERGY DIV                 Code-06741R
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:      271,730
COMMITMENTS
   2,385  213,105      501  261,909   19,180  264,795  232,786    6,935   38,944

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:      1,080)
       0     -150       75      930      730    1,005      655       75      425

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9     78.4      0.2     96.4      7.1     97.4     85.7      2.6     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        6        2       12        5       14       12                  
 
 
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV                 Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 BARRELS                                         OPEN INTEREST:       24,243
COMMITMENTS
       0        0        0   24,123   23,771   24,123   23,771      120      472

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:        635)
       0        0        0      635      598      635      598        0       37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     99.5     98.1     99.5     98.1      0.5      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       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 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:       11,225
COMMITMENTS
      15      240       40   10,995   10,660   11,050   10,940      175      285

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      2.1      0.4     98.0     95.0     98.4     97.5      1.6      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        2       10       16       12       18                  
 
 
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV               Code-06742U
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:      219,274
COMMITMENTS
       0        0        0  199,409  204,266  199,409  204,266   19,865   15,008

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:      1,398)
       0        0        0    1,458    1,566    1,458    1,566      -60     -168

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     90.9     93.2     90.9     93.2      9.1      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       10       17       10       17                  



Updated December 30, 2019