CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV               Code-0063A2
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       12,645
COMMITMENTS
   3,114    1,988        0    9,531   10,657   12,645   12,645        0        0

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.6     15.7      0.0     75.4     84.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       5        2        0       12        8       17       10                  
 
 
CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV               Code-0063AS
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       39,457
COMMITMENTS
  16,079   10,621        0   23,193   28,651   39,272   39,272      185      185

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:       -432)
       0     -420     -145     -287      133     -432     -432        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.8     26.9      0.0     58.8     72.6     99.5     99.5      0.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       9        6        0       18       15       27       21                  
 
 
CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV                   Code-0063CA
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:      104,819
COMMITMENTS
  33,874   36,999      983   69,832   65,562  104,689  103,544      130    1,275

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:     -2,385)
    -405     -537     -231   -1,752   -2,792   -2,388   -3,560        3    1,175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.3     35.3      0.9     66.6     62.5     99.9     98.8      0.1      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      22       14        5       28       20       53       37                  
 
 
NJ SRECS - ICE FUTURES ENERGY DIV                                    Code-0063CC
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:      184,221
COMMITMENTS
  62,632   22,560    3,115  118,474  158,546  184,221  184,221        0        0

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:       -100)
     100        0        0     -200     -100     -100     -100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.0     12.2      1.7     64.3     86.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       5        6        3       16       15       22       23                  
 
 
PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV                        Code-0063CH
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:      151,842
COMMITMENTS
  24,555   17,599    4,839  122,448  129,404  151,842  151,842        0        0

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:     -1,702)
     250      100      -52   -1,900   -1,750   -1,702   -1,702        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.2     11.6      3.2     80.6     85.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       8        3        6       17       11       26       19                  
 
 
CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV                   Code-0063CJ
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       38,074
COMMITMENTS
  10,719    3,346    1,012   26,283   33,666   38,014   38,024       60       50

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:         50)
     585      675     -500      -35     -125       50       50        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.2      8.8      2.7     69.0     88.4     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      12        4        2       16       15       30       19                  
 
 
RGGI VINTAGE 2019 - ICE FUTURES ENERGY DIV                           Code-0063CL
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       33,769
COMMITMENTS
   5,775    1,000        0   27,994   32,769   33,769   33,769        0        0

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:       -225)
    -225        0        0        0     -225     -225     -225        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.1      3.0      0.0     82.9     97.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       5        1        0       13        8       18        9                  
 
 
CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV                Code-0063D9
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       33,221
COMMITMENTS
   8,443      534    3,069   21,709   29,618   33,221   33,221        0        0

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:        275)
      25        0     -475      725      750      275      275        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.4      1.6      9.2     65.3     89.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
      11        2        2       15       12       27       16                  
 
 
RGGI VINTAGE 2020 - ICE FUTURES ENERGY DIV                           Code-0063DJ
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       25,664
COMMITMENTS
   1,470    2,370      200   23,491   23,094   25,161   25,664      503        0

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:     -1,477)
     125        0     -125   -1,452   -1,352   -1,452   -1,477      -25        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.7      9.2      0.8     91.5     90.0     98.0    100.0      2.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        2        1       15       12       17       15                  
 
 
CT RECs CLASS 1 - ICE FUTURES ENERGY DIV                             Code-0063DK
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| 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:        9,736
COMMITMENTS
   1,165    1,880        0    8,571    7,856    9,736    9,736        0        0

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:     -3,171)
    -152   -1,458     -295   -2,716   -1,418   -3,163   -3,171       -8        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.0     19.3      0.0     88.0     80.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        5        0       11        9       12       14                  
 
 
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV                Code-0063DL
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| 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:       17,405
COMMITMENTS
   1,800    6,335      260   15,320   10,810   17,380   17,405       25        0

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:     -3,636)
    -594   -2,120        0   -3,042   -1,516   -3,636   -3,636        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.3     36.4      1.5     88.0     62.1     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        5        2       11       10       14       17                  
 
 
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV                          Code-0063DN
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       39,481
COMMITMENTS
  19,236   12,920    2,881   17,364   23,680   39,481   39,481        0        0

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:        700)
     550      350      150        0      200      700      700        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.7     32.7      7.3     44.0     60.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        5        4       14       10       21       16                  
 
 
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV                          Code-02141B
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:       34,918
COMMITMENTS
   6,263    1,385    2,776   25,690   30,728   34,729   34,889      189       29

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:     -6,698)
   2,134    1,111   -3,101   -5,787   -4,731   -6,754   -6,721       56       23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.9      4.0      8.0     73.6     88.0     99.5     99.9      0.5      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       4        2        5       23       26       29       32                  
 
 
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV       Code-02141C
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:       28,436
COMMITMENTS
     830    8,564      725   25,988   19,147   27,543   28,436      893        0

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:     -4,299)
    -289      988   -1,357   -2,636   -3,930   -4,282   -4,299      -17        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.9     30.1      2.5     91.4     67.3     96.9    100.0      3.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        4        3       25       15       30       19                  
 
 
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV                 Code-023391
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    5,981,750
COMMITMENTS
 911,518   27,991  426,634  4613057  5510157  5951209  5964782   30,541   16,968

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:   -159,776)
 -16,672   -4,327   -2,481 -140,783 -150,754 -159,936 -157,562      160   -2,214

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.2      0.5      7.1     77.1     92.1     99.5     99.7      0.5      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      235)
      50       16       51      152      139      214      194                  
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      222,994
COMMITMENTS
  16,405   36,278   38,982  166,609  147,017  221,996  222,277      998      717

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:      3,400)
     -19   -3,457    2,570      849    4,287    3,400    3,400        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.4     16.3     17.5     74.7     65.9     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       5        9        9       22       18       32       31                  
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      288,672
COMMITMENTS
   5,886    2,782        0  257,045  277,737  262,931  280,519   25,741    8,153

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:      3,145)
     428        0      -90    2,191      -55    2,529     -145      616    3,290

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0      1.0      0.0     89.0     96.2     91.1     97.2      8.9      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        1        0       27       21       29       22                  
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      164,573
COMMITMENTS
   1,139       35      600  151,591  157,614  153,330  158,249   11,243    6,324

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:       -607)
     -80       35       17   -1,651   -1,312   -1,714   -1,260    1,107      653

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      0.0      0.4     92.1     95.8     93.2     96.2      6.8      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        1        2       21       27       25       29                  
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      378,683
COMMITMENTS
  16,519      252    7,538  345,308  370,188  369,365  377,978    9,318      705

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:     -3,656)
     395        0   -1,084   -2,273   -2,454   -2,962   -3,538     -694     -118

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4      0.1      2.0     91.2     97.8     97.5     99.8      2.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       9        1        3       42       39       52       42                  
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      913,308
COMMITMENTS
     238   10,633    4,015  896,224  895,940  900,477  910,588   12,831    2,720

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:    -10,604)
  -1,764     -622     -401   -9,344   -9,392  -11,509  -10,415      905     -189

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.2      0.4     98.1     98.1     98.6     99.7      1.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       1        3        3       37       27       40       31                  
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      384,831
COMMITMENTS
   2,971    1,963      625  369,908  376,833  373,504  379,421   11,327    5,410

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:      2,946)
    -426   -1,313     -131    1,627    2,871    1,070    1,427    1,876    1,519

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      0.5      0.2     96.1     97.9     97.1     98.6      2.9      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       2        2        2       43       41       45       45                  
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      591,754
COMMITMENTS
      43      504      589  580,020  583,207  580,652  584,300   11,102    7,454

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:      9,955)
    -902        0     -155   10,145    9,125    9,088    8,970      867      985

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.1      0.1     98.0     98.6     98.1     98.7      1.9      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       1        2        1       39       46       40       49                  
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      463,364
COMMITMENTS
   2,034    3,735      243  446,689  448,586  448,966  452,564   14,398   10,800

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:     11,163)
       0     -229       93   10,311    9,768   10,404    9,632      759    1,531

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      0.8      0.1     96.4     96.8     96.9     97.7      3.1      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       1        4        3       38       33       42       37                  
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      109,665
COMMITMENTS
     104    4,941      330  104,774  101,450  105,208  106,721    4,457    2,944

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:        960)
    -485      552      330      749      -44      594      838      366      122

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      4.5      0.3     95.5     92.5     95.9     97.3      4.1      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        2        1       18       19       19       22                  
 
 
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                    Code-02339Q
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       30,623
COMMITMENTS
       0    1,007        0   27,508   29,194   27,508   30,201    3,115      422

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:      1,020)
       0      510      -30     -530      390     -560      870    1,580      150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.3      0.0     89.8     95.3     89.8     98.6     10.2      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        2        0       12       13       12       15                  
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      352,088
COMMITMENTS
       0    6,012      341  338,293  341,831  338,634  348,184   13,454    3,904

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:     12,483)
       0     -629   -1,038    8,116   11,740    7,078   10,073    5,405    2,410

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.7      0.1     96.1     97.1     96.2     98.9      3.8      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       0        4        2       34       32       36       36                  
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      193,840
COMMITMENTS
       0        0        0  185,463  188,176  185,463  188,176    8,377    5,664

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:      5,343)
       0        0        0    4,456    4,471    4,456    4,471      887      872

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     95.7     97.1     95.7     97.1      4.3      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        0        0       26       23       26       23                  
 
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      306,723
COMMITMENTS
   1,500    1,368        0  294,131  303,506  295,631  304,874   11,092    1,849

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:        820)
       0        0        0   -5,716      426   -5,716      426    6,536      394

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      0.4      0.0     95.9     99.0     96.4     99.4      3.6      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       1        1        0       26       26       27       27                  
 
 
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV                      Code-0233A2
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       52,781
COMMITMENTS
   8,003      480      240   41,439   50,958   49,682   51,678    3,099    1,103

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:      1,440)
   1,471        0      240   -1,439    1,042      272    1,282    1,168      158

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.2      0.9      0.5     78.5     96.5     94.1     97.9      5.9      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       6        1        1       20       16       26       18                  
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      614,040
COMMITMENTS
  10,669    6,243    8,431  584,651  590,364  603,751  605,038   10,289    9,002

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:      6,740)
     709   -2,131     -397    3,631    6,660    3,943    4,132    2,797    2,608

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7      1.0      1.4     95.2     96.1     98.3     98.5      1.7      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
       4       11        7       51       46       60       59                  
 
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV             Code-0233A5
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      206,059
COMMITMENTS
       0        0        0  201,239  199,933  201,239  199,933    4,820    6,126

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:      2,310)
       0     -780        0      849    2,128      849    1,348    1,461      962

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     97.7     97.0     97.7     97.0      2.3      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       22       20       22       20                  
 
 
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      150,404
COMMITMENTS
       0        0        0  147,296  146,747  147,296  146,747    3,108    3,657

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:        789)
       0        0        0      538      848      538      848      251      -59

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     97.9     97.6     97.9     97.6      2.1      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        0        0       23       18       23       18                  
 
 
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233AG
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      246,771
COMMITMENTS
  27,248      780      861  213,033  238,922  241,142  240,563    5,629    6,208

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:     15,075)
   8,258     -351      351    3,975   10,869   12,584   10,869    2,491    4,206

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.0      0.3      0.3     86.3     96.8     97.7     97.5      2.3      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       9        1        1       26       31       35       33                  
 
 
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV      Code-0233AH
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      268,622
COMMITMENTS
  32,770    5,425    2,601  228,146  256,567  263,517  264,593    5,105    4,029

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:     16,808)
   8,533   -1,346      141    4,503   16,371   13,177   15,166    3,631    1,642

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.2      2.0      1.0     84.9     95.5     98.1     98.5      1.9      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
       9        4        3       38       44       49       49                  
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      137,661
COMMITMENTS
       0        0        0  134,409  135,459  134,409  135,459    3,252    2,202

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:      4,452)
       0        0        0    3,782    3,352    3,782    3,352      670    1,100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     97.6     98.4     97.6     98.4      2.4      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       0        0        0       22       27       22       27                  
 
 
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV                     Code-0233AN
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
MMBTU                                                OPEN INTEREST:       39,758
COMMITMENTS
     341    3,406        0   37,791   35,748   38,132   39,154    1,626      604

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:         60)
       0        0        0       60       60       60       60        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      8.6      0.0     95.1     89.9     95.9     98.5      4.1      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        3        0       17       17       18       20                  
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      299,019
COMMITMENTS
   2,607      360      409  288,292  287,219  291,308  287,988    7,711   11,031

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:       -650)
     232     -420     -261    1,895      211    1,866     -470   -2,516     -180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      0.1      0.1     96.4     96.1     97.4     96.3      2.6      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       3        1        2       40       40       43       43                  
 
 
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV                  Code-0233AT
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      115,024
COMMITMENTS
       0        0        0  114,780  113,805  114,780  113,805      244    1,219

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:        930)
       0        0        0      810    1,024      810    1,024      120      -94

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.8     98.9     99.8     98.9      0.2      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       17       15       17       15                  
 
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      120,594
COMMITMENTS
   1,222        0        0  106,767  109,354  107,989  109,354   12,605   11,240

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:       -335)
       0        0        0   -2,065   -2,728   -2,065   -2,728    1,730    2,393

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      0.0      0.0     88.5     90.7     89.5     90.7     10.5      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        0       18       21       19       21                  
 
 
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV          Code-0233B1
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      238,447
COMMITMENTS
   1,108    1,943      957  232,357  228,178  234,422  231,078    4,025    7,369

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:      3,286)
       0      354      260    2,802    3,189    3,062    3,803      224     -517

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      0.8      0.4     97.4     95.7     98.3     96.9      1.7      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       1        4        3       27       31       30       36                  
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      194,494
COMMITMENTS
     360      416        0  179,175  192,298  179,535  192,714   14,959    1,780

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:      1,050)
     -30        0        0     -218    1,029     -248    1,029    1,298       21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      0.2      0.0     92.1     98.9     92.3     99.1      7.7      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        0       20       18       21       19                  
 
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       84,503
COMMITMENTS
     466        0      150   79,673   76,773   80,289   76,923    4,214    7,580

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:      1,636)
       0        0        0    1,857     -361    1,857     -361     -221    1,997

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      0.0      0.2     94.3     90.9     95.0     91.0      5.0      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        1       20       14       21       15                  
 
 
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV  Code-0233BD
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       66,581
COMMITMENTS
     523        0        0   60,472   63,704   60,995   63,704    5,586    2,877

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:         60)
      60        0        0   -3,379       60   -3,319       60    3,379        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      0.0      0.0     90.8     95.7     91.6     95.7      8.4      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        0       18       11       19       11                  
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      213,309
COMMITMENTS
   3,171        0       31  202,050  204,584  205,252  204,615    8,057    8,694

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:      2,220)
     459        0     -119    2,181    2,252    2,521    2,133     -301       87

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5      0.0      0.0     94.7     95.9     96.2     95.9      3.8      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        0        1       17       21       20       22                  
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      188,276
COMMITMENTS
   6,764    4,112      182  171,787  173,846  178,733  178,140    9,543   10,136

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:      1,792)
     214     -991   -1,204    3,330    1,540    2,340     -655     -548    2,447

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.6      2.2      0.1     91.2     92.3     94.9     94.6      5.1      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       1        3        1       31       31       33       34                  
 
 
SOCAL CITYGATE FINANCIAL BASIS - ICE FUTURES ENERGY DIV              Code-0233BY
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
MMBtu                                                OPEN INTEREST:       51,253
COMMITMENTS
       0        0        0   47,555   47,425   47,555   47,425    3,698    3,828

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:        394)
       0        0        0      334   -2,117      334   -2,117       60    2,511

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     92.8     92.5     92.8     92.5      7.2      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       15       15       15       15                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV          Code-0233CG
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       72,742
COMMITMENTS
       0        0        0   68,485   69,553   68,485   69,553    4,257    3,189

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:       -120)
       0        0        0   -3,251     -153   -3,251     -153    3,131       33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     94.1     95.6     94.1     95.6      5.9      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       11       15       11       15                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      266,555
COMMITMENTS
   4,643    1,908    1,633  248,715  257,276  254,991  260,817   11,564    5,738

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:     -1,160)
       0      -32      -30   -4,938   -1,128   -4,968   -1,190    3,808       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7      0.7      0.6     93.3     96.5     95.7     97.8      4.3      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       3        4        2       33       35       38       39                  
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:      137,890
COMMITMENTS
       0    1,392       32  130,069  133,281  130,101  134,705    7,789    3,185

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:        820)
       0      121      -31      400      850      369      940      451     -120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.0      0.0     94.3     96.7     94.4     97.7      5.6      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        2        2       26       24       28       26                  
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      167,843
COMMITMENTS
     555    1,712        0  157,175  162,287  157,730  163,999   10,113    3,844

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:       -802)
       0        0        0     -927   -2,333     -927   -2,333      125    1,531

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      1.0      0.0     93.6     96.7     94.0     97.7      6.0      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        1        0       16       24       17       25                  
 
 
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       48,677
COMMITMENTS
       0        0        0   45,558   45,802   45,558   45,802    3,119    2,875

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:        550)
       0        0        0       89      490       89      490      461       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     93.6     94.1     93.6     94.1      6.4      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        0        0       14       17       14       17                  
 
 
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV                   Code-0233DR
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 MM Btus                                         OPEN INTEREST:      289,051
COMMITMENTS
       0      690        0  275,631  287,040  275,631  287,730   13,420    1,321

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:      2,680)
       0        0        0    2,680    2,680    2,680    2,680        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       0        1        0       31       18       31       19                  
 
 
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV                         Code-0233DT
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      107,844
COMMITMENTS
   3,335    1,498        0   97,254  103,219  100,589  104,717    7,255    3,127

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:        679)
       0        0        0      465      679      465      679      214        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.1      1.4      0.0     90.2     95.7     93.3     97.1      6.7      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        0       17       14       18       15                  
 
 
TETCO M2 Index (Receipts) - ICE FUTURES ENERGY DIV                   Code-0233DW
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 MM Btus                                         OPEN INTEREST:       22,669
COMMITMENTS
   1,630        0        0   20,083   22,023   21,713   22,023      956      646

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.2      0.0      0.0     88.6     97.2     95.8     97.2      4.2      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0       12       10       13       10                  
 
 
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV                            Code-0233EB
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:      186,576
COMMITMENTS
       0        0        0  179,245  177,728  179,245  177,728    7,331    8,848

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:      1,850)
       0        0        0    1,605     -363    1,605     -363      245    2,213

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     96.1     95.3     96.1     95.3      3.9      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        0        0       17       26       17       26                  
 
 
REX ZONE 3 INDEX - ICE FUTURES ENERGY DIV                            Code-0233ED
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:       23,633
COMMITMENTS
       0      430        0   22,036   20,775   22,036   21,205    1,597    2,428

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:        120)
       0        0        0      120   -1,178      120   -1,178        0    1,298

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.8      0.0     93.2     87.9     93.2     89.7      6.8     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       12       11       12       12                  
 
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                       Code-064363
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:        9,182
COMMITMENTS
   2,052      624       66    6,753    8,061    8,871    8,751      311      431

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:        594)
       4      208       22      428      104      454      334      140      260

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.3      6.8      0.7     73.5     87.8     96.6     95.3      3.4      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        6        2       13       14       18       20                  
 
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                        Code-064391
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       37,864
COMMITMENTS
   4,404    1,460    1,931   31,394   34,458   37,729   37,849      135       15

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:     -4,041)
     364      450     -639   -3,766   -3,852   -4,041   -4,041        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.6      3.9      5.1     82.9     91.0     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       4        3        6       22       22       28       29                  
 
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:       32,247
COMMITMENTS
   3,980      191    1,206   26,821   30,850   32,007   32,247      240        0

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:     -3,091)
    -120     -199     -630   -2,581   -2,262   -3,331   -3,091      240        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.3      0.6      3.7     83.2     95.7     99.3    100.0      0.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       6        2        5       19       21       26       27                  
 
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                      Code-064394
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:      136,217
COMMITMENTS
   6,002    6,240   10,902  118,831  117,792  135,735  134,934      482    1,283

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:       -108)
      42      -71      200     -717   -1,385     -475   -1,256      367    1,148

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4      4.6      8.0     87.2     86.5     99.6     99.1      0.4      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      13       10       13       35       34       54       52                  
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       68,491
COMMITMENTS
     911    3,410    2,752   64,828   62,268   68,491   68,430        0       61

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:      1,468)
     -10      255      -15    1,493    1,228    1,468    1,468        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      5.0      4.0     94.7     90.9    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       7        5        4       25       21       33       29                  
 
 
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV                  Code-064396
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:       40,131
COMMITMENTS
   1,075    2,503      175   38,881   37,453   40,131   40,131        0        0

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:        200)
    -150        0        0      350      200      200      200        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7      6.2      0.4     96.9     93.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        3        2       16       16       20       20                  
 
 
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV                    Code-06439A
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:       60,493
COMMITMENTS
  17,111    1,230    4,975   38,247   53,949   60,333   60,154      160      339

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:      1,244)
     -70       38       10    1,416      869    1,356      917     -112      327

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.3      2.0      8.2     63.2     89.2     99.7     99.4      0.3      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       7        2        4       24       24       32       29                  
 
 
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV                Code-06439B
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       77,608
COMMITMENTS
  24,956    2,498    3,449   48,559   71,362   76,964   77,309      644      299

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:      1,292)
    -409      214     -116    1,679      915    1,154    1,013      138      279

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.2      3.2      4.4     62.6     92.0     99.2     99.6      0.8      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       9        5        6       26       26       37       35                  
 
 
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV                Code-06439C
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       72,592
COMMITMENTS
   1,692      816    1,832   68,456   69,594   71,980   72,242      612      350

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:       -182)
     -23      766     -801      582     -497     -242     -532       60      350

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3      1.1      2.5     94.3     95.9     99.2     99.5      0.8      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        2        3       26       26       30       30                  
 
 
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV                      Code-06439F
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       91,816
COMMITMENTS
   1,412      868    2,450   86,986   88,038   90,848   91,356      968      460

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:        590)
      34      868     -823    1,008       85      219      130      371      460

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5      0.9      2.7     94.7     95.9     98.9     99.5      1.1      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4        2        3       28       28       33       32                  
 
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                      Code-06439K
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       44,170
COMMITMENTS
     200       20      230   43,596   43,563   44,026   43,813      144      357

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:        100)
       0        0        0      100      100      100      100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      0.0      0.5     98.7     98.6     99.7     99.2      0.3      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        1       20       17       22       18                  
 
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439L
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:       28,546
COMMITMENTS
     360    1,135        0   27,694   27,401   28,054   28,536      492       10

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:         25)
       0      100        0       25      -75       25       25        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      4.0      0.0     97.0     96.0     98.3    100.0      1.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        0       20       18       21       20                  
 
 
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV               Code-06439N
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       18,687
COMMITMENTS
     690        0      140   17,805   18,547   18,635   18,687       52        0

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7      0.0      0.7     95.3     99.3     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       5        0        2       13       14       18       16                  
 
 
ERCOT Houston 345KV RT OFF FIX - ICE FUTURES ENERGY DIV              Code-06439Q
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       20,477
COMMITMENTS
     710        0       50   19,665   20,427   20,425   20,477       52        0

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.5      0.0      0.2     96.0     99.8     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       5        0        1       12       11       17       12                  
 
 
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV                 Code-06439R
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       85,965
COMMITMENTS
  13,876    2,434    1,928   69,734   81,375   85,538   85,737      427      228

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:        823)
     124     -106     -186      885    1,124      823      832        0       -9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.1      2.8      2.2     81.1     94.7     99.5     99.7      0.5      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      14        6        9       36       36       52       49                  
 
 
ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV                    Code-06439V
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       11,936
COMMITMENTS
     450      150        0   11,486   11,786   11,936   11,936        0        0

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:         75)
       0        0        0       99       75       99       75      -24        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.8      1.3      0.0     96.2     98.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        1        0       11       13       13       14                  
 
 
ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439W
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       11,863
COMMITMENTS
     450      150        0   11,413   11,713   11,863   11,863        0        0

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.8      1.3      0.0     96.2     98.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        0       10       12       12       13                  
 
 
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643A8
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       42,997
COMMITMENTS
   5,770      900      335   36,558   41,350   42,663   42,585      334      412

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:        470)
       0        0        0      472      470      472      470       -2        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.4      2.1      0.8     85.0     96.2     99.2     99.0      0.8      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4        3        3       19       20       23       26                  
 
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643AZ
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       48,912
COMMITMENTS
     490      125      225   48,020   48,175   48,735   48,525      177      387

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:        234)
       0        0        0      229      234      229      234        5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      0.3      0.5     98.2     98.5     99.6     99.2      0.4      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        2        1       23       19       26       22                  
 
 
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV                    Code-0643B3
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       43,119
COMMITMENTS
     370    1,125       50   42,173   41,935   42,593   43,110      526        9

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:      2,621)
     130       25        0    2,491    2,616    2,621    2,641        0      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      2.6      0.1     97.8     97.3     98.8    100.0      1.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        5        1       25       24       27       30                  
 
 
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV                     Code-0643BC
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       70,892
COMMITMENTS
   1,705      260       73   67,939   70,288   69,717   70,621    1,175      271

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:      1,034)
      61        0      -25      848    1,059      884    1,034      150        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4      0.4      0.1     95.8     99.1     98.3     99.6      1.7      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4        2        1       22       14       26       17                  
 
 
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643BE
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       75,475
COMMITMENTS
   2,112      300       99   72,749   74,888   74,960   75,287      515      188

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:      1,497)
      92        0      -11    1,376    1,500    1,457    1,489       40        8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8      0.4      0.1     96.4     99.2     99.3     99.8      0.7      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        2        2       26       18       29       22                  
 
 
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643BF
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       81,441
COMMITMENTS
     287    1,737    1,579   79,183   78,055   81,049   81,371      392       70

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:       -170)
      70     -780      -25     -245      635     -200     -170       30        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      2.1      1.9     97.2     95.8     99.5     99.9      0.5      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       1        4        5       29       24       34       29                  
 
 
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643BG
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:      101,948
COMMITMENTS
     513    4,406    3,000   98,046   94,497  101,559  101,903      389       45

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:        798)
     -43       76     -447    1,281    1,149      791      778        7       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      4.3      2.9     96.2     92.7     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       4       12        7       31       33       40       47                  
 
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                            Code-0643BM
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       63,391
COMMITMENTS
     125    5,387      275   62,971   57,729   63,371   63,391       20        0

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:        415)
     -25       15       25      415      375      415      415        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      8.5      0.4     99.3     91.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        5        2       15       16       18       22                  
 
 
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV                        Code-0643BR
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
25MWh                                                OPEN INTEREST:       55,700
COMMITMENTS
   1,250      825      350   54,100   54,525   55,700   55,700        0        0

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:        600)
       0        0        0      600      600      600      600        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2      1.5      0.6     97.1     97.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        4        2       14        9       16       14                  
 
 
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV                        Code-0643BS
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       58,021
COMMITMENTS
   1,516    1,670    1,040   55,286   55,134   57,842   57,844      179      177

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:       -156)
     324      -55       25     -640     -171     -291     -201      135       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.6      2.9      1.8     95.3     95.0     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        4        3       23       22       27       28                  
 
 
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV                       Code-0643BT
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       63,839
COMMITMENTS
   1,985    5,009    1,293   60,354   57,086   63,632   63,388      207      451

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:       -638)
     302       -8       28     -871     -864     -541     -844      -97      206

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.1      7.8      2.0     94.5     89.4     99.7     99.3      0.3      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       5        6        4       25       23       32       31                  
 
 
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BW
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       24,113
COMMITMENTS
       0      820        0   23,818   22,988   23,818   23,808      295      305

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:        158)
       0        0        0        6      -16        6      -16      152      174

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.4      0.0     98.8     95.3     98.8     98.7      1.2      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        0       19       15       19       16                  
 
 
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BX
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       23,870
COMMITMENTS
       0      225        0   23,247   23,420   23,247   23,645      623      225

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:        225)
       0        0        0       99        7       99        7      126      218

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.9      0.0     97.4     98.1     97.4     99.1      2.6      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        0       19       15       19       16                  
 
 
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BY
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       32,297
COMMITMENTS
     995    1,835    1,076   29,891   28,688   31,962   31,599      335      698

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:        792)
      50      350     -115      589      504      524      739      268       53

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.1      5.7      3.3     92.6     88.8     99.0     97.8      1.0      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        4        4       19       19       23       24                  
 
 
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BZ
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:       18,479
COMMITMENTS
     656    2,087      234   16,334   15,278   17,224   17,599    1,255      880

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:        351)
     -50        6       55      305     -130      310      -69       41      420

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.5     11.3      1.3     88.4     82.7     93.2     95.2      6.8      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        4        3       11       11       14       16                  
 
 
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643C3
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       58,277
COMMITMENTS
   4,315    5,759    2,069   51,591   50,323   57,975   58,151      302      126

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:        417)
      83       14      -48      160      376      195      342      222       75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.4      9.9      3.6     88.5     86.4     99.5     99.8      0.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       6        5        5       31       26       39       34                  
 
 
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643C4
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       36,420
COMMITMENTS
   1,185    1,926      853   34,134   33,505   36,172   36,284      248      136

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:        697)
      65       60      -10      560      590      615      640       82       57

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.3      5.3      2.3     93.7     92.0     99.3     99.6      0.7      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        4        5       25       19       31       25                  
 
 
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV                          Code-0643CB
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       19,120
COMMITMENTS
     701      464      350   17,964   18,306   19,015   19,120      105        0

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:       -825)
      26     -100       74     -910     -799     -810     -825      -15        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7      2.4      1.8     94.0     95.7     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        5        2       17       19       20       26                  
 
 
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV                        Code-0643CC
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
25 MWh                                               OPEN INTEREST:       19,061
COMMITMENTS
     475      150        0   18,495   18,911   18,970   19,061       91        0

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:     -1,079)
     -25     -125        0   -1,041     -954   -1,066   -1,079      -13        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5      0.8      0.0     97.0     99.2     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        2        0       13        9       15       11                  
 
 
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV     Code-0643CJ
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:        8,677
COMMITMENTS
      75    1,425       25    8,057    7,077    8,157    8,527      520      150

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0     -395     -150     -395     -150      395      150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9     16.4      0.3     92.9     81.6     94.0     98.3      6.0      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        2        1       11       10       15       13                  
 
 
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV        Code-0643CK
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:        8,850
COMMITMENTS
      75    2,050       25    8,615    6,205    8,715    8,280      135      570

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0      -35     -570      -35     -570       35      570

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8     23.2      0.3     97.3     70.1     98.5     93.6      1.5      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        2        1       13       10       17       13                  
 
 
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643CZ
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       11,218
COMMITMENTS
     425      150      510    9,969   10,458   10,904   11,118      314      100

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0      -83     -100      -83     -100       83      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.8      1.3      4.5     88.9     93.2     97.2     99.1      2.8      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        2        1       16       16       19       19                  
 
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV              Code-0643D1
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       10,237
COMMITMENTS
     395      150      505    9,068    9,482    9,968   10,137      269      100

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0      -53     -100      -53     -100       53      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.9      1.5      4.9     88.6     92.6     97.4     99.0      2.6      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        2        1       15       16       18       19                  
 
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV    Code-0643D7
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       36,034
COMMITMENTS
   1,350    3,610    2,055   32,365   30,237   35,770   35,902      264      132

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:         50)
       0      250        0     -180     -332     -180      -82      230      132

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7     10.0      5.7     89.8     83.9     99.3     99.6      0.7      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        4        1       24       15       28       19                  
 
 
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643D8
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       36,469
COMMITMENTS
   1,350    3,295    2,085   32,760   30,957   36,195   36,337      274      132

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:         50)
       0      250        0     -190     -332     -190      -82      240      132

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7      9.0      5.7     89.8     84.9     99.2     99.6      0.8      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        4        1       24       15       28       19                  
 
 
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643DB
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      114,507
COMMITMENTS
     790    5,611    2,477  109,818  105,634  113,085  113,722    1,422      785

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:      1,248)
     -35      338       17      -85      128     -103      483    1,351      765

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      4.9      2.2     95.9     92.3     98.8     99.3      1.2      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       3       10        7       40       34       48       46                  
 
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643DC
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
352 MWh                                              OPEN INTEREST:      129,267
COMMITMENTS
     710    5,297    4,515  122,735  118,324  127,960  128,136    1,307    1,131

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:      2,344)
    -150       93      368      861      762    1,079    1,223    1,265    1,121

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      4.1      3.5     94.9     91.5     99.0     99.1      1.0      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       3       12       12       43       37       57       50                  
 
 
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                Code-0643DF
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      286,090
COMMITMENTS
  30,836   16,668   24,192  230,017  241,335  285,045  282,195    1,045    3,895

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:      1,819)
    -148     -209       99    1,118   -1,819    1,069   -1,929      750    3,748

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.8      5.8      8.5     80.4     84.4     99.6     98.6      0.4      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      26       13       20       50       38       80       67                  
 
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643DL
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       17,455
COMMITMENTS
   4,793      600       65   12,112   16,095   16,970   16,760      485      695

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:         44)
     113        0        0     -199     -581      -86     -581      130      625

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.5      3.4      0.4     69.4     92.2     97.2     96.0      2.8      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        1        1       17       12       21       14                  
 
 
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643DM
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       14,282
COMMITMENTS
   4,298      600       55    9,353   13,002   13,706   13,657      576      625

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:         10)
     113        0        0     -198     -615      -85     -615       95      625

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.1      4.2      0.4     65.5     91.0     96.0     95.6      4.0      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        1        1       16       12       19       14                  
 
 
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV                Code-0643ID
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       16,641
COMMITMENTS
   3,302    1,350      150   13,111   15,106   16,563   16,606       78       35

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:      1,646)
    -690      350        0    2,334    1,266    1,644    1,616        2       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.8      8.1      0.9     78.8     90.8     99.5     99.8      0.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        2        2       16       24       21       26                  
 
 
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV                      Code-066413
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000  metric tonnes                                  OPEN INTEREST:        3,849
COMMITMENTS
      91      218       67    3,039    2,727    3,197    3,012      652      837

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:       -394)
     -35      -41      -13     -343     -420     -391     -474       -3       80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4      5.7      1.7     79.0     70.8     83.1     78.3     16.9     21.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        1        1       25       25       27       27                  
 
 
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV                 Code-066416
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       29,889
COMMITMENTS
   1,965        0        0   27,497   29,799   29,462   29,799      427       90

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:     -3,211)
    -272        0        0   -2,994   -3,261   -3,266   -3,261       55       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.6      0.0      0.0     92.0     99.7     98.6     99.7      1.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        0        0       32       39       34       39                  
 
 
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV              Code-06641A
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       24,548
COMMITMENTS
      15       51      370   24,034   23,532   24,419   23,953      129      595

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:     -2,333)
       0       33      -33   -2,282   -2,284   -2,315   -2,284      -18      -49

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      0.2      1.5     97.9     95.9     99.5     97.6      0.5      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        1        2       27       30       29       32                  
 
 
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV               Code-06641D
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:        7,994
COMMITMENTS
      95      185      212    7,152    7,402    7,459    7,799      535      195

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:     -1,634)
     -56       20      -53   -1,435   -1,597   -1,544   -1,630      -90       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      2.3      2.7     89.5     92.6     93.3     97.6      6.7      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        1        1       26       29       28       31                  
 
 
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV              Code-06641F
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       31,030
COMMITMENTS
   1,693      562       52   29,285   30,125   31,030   30,739        0      291

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:     -7,327)
    -266     -510        0   -7,061   -6,823   -7,327   -7,333        0        6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.5      1.8      0.2     94.4     97.1    100.0     99.1      0.0      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       1        3        1       28       40       30       43                  
 
 
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV              Code-06641G
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       47,439
COMMITMENTS
   1,913      632    2,093   42,585   43,867   46,591   46,592      848      847

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:     -6,122)
  -1,018      100     -378   -4,836   -5,868   -6,232   -6,146      110       24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0      1.3      4.4     89.8     92.5     98.2     98.2      1.8      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
       8        7        8       63       57       76       68                  
 
 
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV                 Code-06742G
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000 BARRELS                                         OPEN INTEREST:       33,053
COMMITMENTS
       0        0        0   31,268   31,196   31,268   31,196    1,785    1,857

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:      1,430)
       0        0        0    1,430    1,430    1,430    1,430        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     94.6     94.4     94.6     94.4      5.4      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        0        0       25       20       25       20                  
 
 
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV                  Code-06742T
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000 BARRELS                                         OPEN INTEREST:        8,466
COMMITMENTS
       0        0        0    8,106    8,454    8,106    8,454      360       12

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:        135)
       0        0        0      225      135      225      135      -90        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     95.7     99.9     95.7     99.9      4.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       15       13       15       13                  
 
 
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV               Code-06742U
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:      216,918
COMMITMENTS
       0    1,770        0  208,409  200,719  208,409  202,489    8,509   14,429

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:    -15,351)
       0        0        0  -12,844  -13,580  -12,844  -13,580   -2,507   -1,771

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.8      0.0     96.1     92.5     96.1     93.3      3.9      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        0       14       16       14       17                  



Updated June 05, 2020