CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV               Code-0063A2
FUTURES ONLY POSITIONS AS OF 07/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       12,120
COMMITMENTS
   3,014    1,663        0    9,106   10,457   12,120   12,120        0        0

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.9     13.7      0.0     75.1     86.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       5        2        0       11        8       16       10                  
 
 
CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV               Code-0063AS
FUTURES ONLY POSITIONS AS OF 07/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       34,455
COMMITMENTS
  15,454    9,917        0   19,001   24,538   34,455   34,455        0        0

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:     -2,494)
       0        0        0   -2,494   -2,494   -2,494   -2,494        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.9     28.8      0.0     55.1     71.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       7        6        0       15       13       22       19                  
 
 
CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV                   Code-0063CA
FUTURES ONLY POSITIONS AS OF 07/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       93,569
COMMITMENTS
  32,645   33,017      614   60,208   59,863   93,467   93,494      102       75

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:     -2,278)
     265      120        0   -2,543   -2,398   -2,278   -2,278        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.9     35.3      0.7     64.3     64.0     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      18       16        3       29       20       50       37                  
 
 
NJ SRECS - ICE FUTURES ENERGY DIV                                    Code-0063CC
FUTURES ONLY POSITIONS AS OF 07/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:      185,524
COMMITMENTS
  60,882   23,543    3,265  121,377  158,716  185,524  185,524        0        0

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:      1,518)
       0      100        0    1,518    1,418    1,518    1,518        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.8     12.7      1.8     65.4     85.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       5        8        3       15       16       21       26                  
 
 
PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV                        Code-0063CH
FUTURES ONLY POSITIONS AS OF 07/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:      148,474
COMMITMENTS
  22,805   19,747    4,562  121,107  124,165  148,474  148,474        0        0

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:        -77)
    -133      825     -554      610     -348      -77      -77        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.4     13.3      3.1     81.6     83.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       6        6        6       18       12       27       21                  
 
 
CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV                   Code-0063CJ
FUTURES ONLY POSITIONS AS OF 07/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       35,854
COMMITMENTS
   8,564    3,471      937   26,293   31,446   35,794   35,854       60        0

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:        -25)
       0       75      -75       50       25      -25       25        0      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.9      9.7      2.6     73.3     87.7     99.8    100.0      0.2      0.0

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 07/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       33,179
COMMITMENTS
   5,875    1,000        0   27,304   32,179   33,179   33,179        0        0

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.7      3.0      0.0     82.3     97.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       5        1        0       14        7       19        8                  
 
 
CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV                Code-0063D9
FUTURES ONLY POSITIONS AS OF 07/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       33,516
COMMITMENTS
   7,200      616    3,532   22,784   29,368   33,516   33,516        0        0

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:         45)
     -55        0        0      100       45       45       45        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.5      1.8     10.5     68.0     87.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       9        3        2       15       12       26       16                  
 
 
RGGI VINTAGE 2020 - ICE FUTURES ENERGY DIV                           Code-0063DJ
FUTURES ONLY POSITIONS AS OF 07/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       26,319
COMMITMENTS
   3,145    2,295      200   22,671   23,824   26,016   26,319      303        0

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:        110)
       0        0        0       85      110       85      110       25        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.9      8.7      0.8     86.1     90.5     98.8    100.0      1.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        3        1       16       12       18       16                  
 
 
CT RECs CLASS 1 - ICE FUTURES ENERGY DIV                             Code-0063DK
FUTURES ONLY POSITIONS AS OF 07/07/20                         |
--------------------------------------------------------------| 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:       13,949
COMMITMENTS
   1,715    2,130        0   12,234   11,819   13,949   13,949        0        0

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:         13)
       0        0        0       13       13       13       13        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.3     15.3      0.0     87.7     84.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        5        0       11       10       12       15                  
 
 
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV                Code-0063DL
FUTURES ONLY POSITIONS AS OF 07/07/20                         |
--------------------------------------------------------------| 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:       18,010
COMMITMENTS
   1,355    6,990      390   16,240   10,630   17,985   18,010       25        0

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:        -50)
       0      150     -150      100      -50      -50      -50        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.5     38.8      2.2     90.2     59.0     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        6        2       11       10       14       17                  
 
 
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV                          Code-0063DN
FUTURES ONLY POSITIONS AS OF 07/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       42,606
COMMITMENTS
  20,086   14,839    2,882   19,638   24,885   42,606   42,606        0        0

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:         41)
       0        0        0       41       41       41       41        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.1     34.8      6.8     46.1     58.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        6        4       14       10       21       17                  
 
 
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV                          Code-02141B
FUTURES ONLY POSITIONS AS OF 07/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:       35,594
COMMITMENTS
   6,717      348    2,710   25,965   32,517   35,392   35,575      202       19

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:     -5,091)
     755   -1,032     -806   -5,148   -3,253   -5,199   -5,091      108        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.9      1.0      7.6     72.9     91.4     99.4     99.9      0.6      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       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 07/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:       29,114
COMMITMENTS
     831    7,226      916   26,521   20,972   28,268   29,114      846        0

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:     -3,986)
    -260     -663     -206   -3,503   -3,117   -3,969   -3,986      -17        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.9     24.8      3.1     91.1     72.0     97.1    100.0      2.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        4        4       23       15       29       20                  
 
 
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV                 Code-023391
FUTURES ONLY POSITIONS AS OF 07/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    5,992,438
COMMITMENTS
 878,391   44,171  477,107  4604359  5453305  5959857  5974583   32,581   17,855

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:     59,628)
  12,280    6,760   -3,198   47,440   55,890   56,522   59,452    3,106      176

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.7      0.7      8.0     76.8     91.0     99.5     99.7      0.5      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      233)
      46       17       50      152      135      210      190                  
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
FUTURES ONLY POSITIONS AS OF 07/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      233,190
COMMITMENTS
  10,612   44,130   43,336  178,422  145,197  232,370  232,663      820      527

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:      2,970)
    -341    3,251    2,035    1,276   -2,316    2,970    2,970        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.6     18.9     18.6     76.5     62.3     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       4       12       10       26       19       38       33                  
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
FUTURES ONLY POSITIONS AS OF 07/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      266,314
COMMITMENTS
   4,646    2,299      124  235,098  257,833  239,868  260,256   26,446    6,058

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:    -10,028)
  -1,333      -93       62   -7,234  -10,147   -8,505  -10,178   -1,523      150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7      0.9      0.0     88.3     96.8     90.1     97.7      9.9      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        2        2       24       20       27       23                  
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
FUTURES ONLY POSITIONS AS OF 07/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      153,410
COMMITMENTS
     623      123      489  143,124  147,023  144,236  147,635    9,174    5,775

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:     -7,426)
    -541       35     -744   -5,706   -7,187   -6,991   -7,896     -435      470

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      0.1      0.3     93.3     95.8     94.0     96.2      6.0      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        1        1       20       26       23       27                  
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
FUTURES ONLY POSITIONS AS OF 07/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      339,733
COMMITMENTS
  12,105      372    6,319  310,601  329,792  329,025  336,483   10,708    3,250

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:    -21,891)
  -1,388        0       27  -21,756  -22,213  -23,117  -22,186    1,226      295

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.6      0.1      1.9     91.4     97.1     96.8     99.0      3.2      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       8        1        1       39       38       47       40                  
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
FUTURES ONLY POSITIONS AS OF 07/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,138,276
COMMITMENTS
     655   11,861    4,365  1122578  1120079  1127598  1136305   10,678    1,971

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:    -25,197)
  -1,542      169       25  -24,059  -24,920  -25,576  -24,726      379     -471

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      1.0      0.4     98.6     98.4     99.1     99.8      0.9      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       2        3        3       39       28       43       32                  
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
FUTURES ONLY POSITIONS AS OF 07/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      397,454
COMMITMENTS
   3,264        0      564  386,331  392,227  390,159  392,791    7,295    4,663

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:    -15,876)
     722     -253     -432  -16,574  -14,682  -16,284  -15,367      408     -509

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      0.0      0.1     97.2     98.7     98.2     98.8      1.8      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       3        0        2       44       40       47       42                  
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
FUTURES ONLY POSITIONS AS OF 07/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      558,718
COMMITMENTS
     503      148      341  546,217  553,283  547,061  553,772   11,657    4,946

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:    -28,675)
      26     -155     -124  -27,392  -27,732  -27,490  -28,011   -1,185     -664

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      0.0      0.1     97.8     99.0     97.9     99.1      2.1      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       2        1        2       34       44       37       46                  
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
FUTURES ONLY POSITIONS AS OF 07/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      459,997
COMMITMENTS
   2,034    1,748        0  453,056  450,204  455,090  451,952    4,907    8,045

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:    -18,196)
       0     -774      -62  -11,185  -15,854  -11,247  -16,690   -6,949   -1,506

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      0.4      0.0     98.5     97.9     98.9     98.3      1.1      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       1        1        0       39       32       40       33                  
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
FUTURES ONLY POSITIONS AS OF 07/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       97,081
COMMITMENTS
       0    4,733        0   91,763   89,749   91,763   94,482    5,318    2,599

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:     -9,034)
    -248     -659        0   -8,663   -8,791   -8,911   -9,450     -123      416

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.9      0.0     94.5     92.4     94.5     97.3      5.5      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        2        0       15       18       15       20                  
 
 
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                    Code-02339Q
FUTURES ONLY POSITIONS AS OF 07/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       17,219
COMMITMENTS
       0        0        0   16,139   17,002   16,139   17,002    1,080      217

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:    -10,872)
       0     -511        0  -11,339   -9,942  -11,339  -10,453      467     -419

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     93.7     98.7     93.7     98.7      6.3      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       11       13       11       13                  
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
FUTURES ONLY POSITIONS AS OF 07/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      313,311
COMMITMENTS
       0    5,632        0  301,829  301,310  301,829  306,942   11,482    6,369

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:    -17,573)
    -159     -650     -275  -17,224  -17,042  -17,658  -17,967       85      394

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.8      0.0     96.3     96.2     96.3     98.0      3.7      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       0        3        0       27       27       27       30                  
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
FUTURES ONLY POSITIONS AS OF 07/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      178,633
COMMITMENTS
       0        0        0  172,119  173,793  172,119  173,793    6,514    4,840

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:    -10,326)
       0        0        0   -9,660   -9,750   -9,660   -9,750     -666     -576

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     96.4     97.3     96.4     97.3      3.6      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        0        0       25       23       25       23                  
 
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
FUTURES ONLY POSITIONS AS OF 07/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      283,451
COMMITMENTS
   1,668        0        0  277,333  282,203  279,001  282,203    4,450    1,248

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:    -12,165)
     438        0        0  -12,040  -11,547  -11,602  -11,547     -563     -618

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      0.0      0.0     97.8     99.6     98.4     99.6      1.6      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        0        0       23       24       25       24                  
 
 
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV                      Code-0233A2
FUTURES ONLY POSITIONS AS OF 07/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       35,210
COMMITMENTS
   5,022      310        0   27,912   34,900   32,934   35,210    2,276        0

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:    -13,470)
  -4,890     -480        0   -8,744  -12,660  -13,634  -13,140      164     -330

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.3      0.9      0.0     79.3     99.1     93.5    100.0      6.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       4        1        0       16       17       20       18                  
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
FUTURES ONLY POSITIONS AS OF 07/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      583,415
COMMITMENTS
  10,929    3,118    6,034  557,500  566,624  574,463  575,776    8,952    7,639

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:    -22,838)
  -3,430   -2,008     -833  -20,400  -19,111  -24,663  -21,952    1,825     -886

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9      0.5      1.0     95.6     97.1     98.5     98.7      1.5      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
       5        5        3       52       41       58       48                  
 
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV             Code-0233A5
FUTURES ONLY POSITIONS AS OF 07/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      196,356
COMMITMENTS
       0        0        0  193,185  191,828  193,185  191,828    3,171    4,528

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:     -9,759)
    -279        0        0   -9,708   -9,738   -9,987   -9,738      228      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     98.4     97.7     98.4     97.7      1.6      2.3

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 07/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      144,320
COMMITMENTS
       0        0        0  140,890  142,348  140,890  142,348    3,430    1,972

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:     -4,318)
       0        0        0   -4,021   -1,332   -4,021   -1,332     -297   -2,986

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     97.6     98.6     97.6     98.6      2.4      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        0        0       21       20       21       20                  
 
 
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233AG
FUTURES ONLY POSITIONS AS OF 07/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      183,021
COMMITMENTS
       0      644        0  176,440  179,195  176,440  179,839    6,581    3,182

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:    -54,101)
 -25,396     -689     -644  -31,129  -55,208  -57,169  -56,541    3,068    2,440

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.4      0.0     96.4     97.9     96.4     98.3      3.6      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        0       18       16       18       17                  
 
 
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV      Code-0233AH
FUTURES ONLY POSITIONS AS OF 07/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      203,180
COMMITMENTS
  25,892    1,240      644  176,055  200,308  202,591  202,192      589      988

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:    -58,743)
 -28,480     -780        0  -29,823  -57,304  -58,303  -58,084     -440     -659

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.7      0.6      0.3     86.6     98.6     99.7     99.5      0.3      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      11        1        1       31       42       42       44                  
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
FUTURES ONLY POSITIONS AS OF 07/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      118,182
COMMITMENTS
       0        0        0  115,752  117,132  115,752  117,132    2,430    1,050

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:    -21,450)
       0        0        0  -21,122  -20,824  -21,122  -20,824     -328     -626

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     97.9     99.1     97.9     99.1      2.1      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       0        0        0       22       27       22       27                  
 
 
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV                     Code-0233AN
FUTURES ONLY POSITIONS AS OF 07/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
MMBTU                                                OPEN INTEREST:       33,894
COMMITMENTS
     620      984        0   32,656   32,445   33,276   33,429      618      465

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:     -7,026)
       0     -240        0   -6,816   -7,034   -6,816   -7,274     -210      248

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8      2.9      0.0     96.3     95.7     98.2     98.6      1.8      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        0       11       12       12       13                  
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
FUTURES ONLY POSITIONS AS OF 07/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      279,442
COMMITMENTS
   3,338    1,092      935  272,790  270,169  277,063  272,196    2,379    7,246

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:    -14,856)
     116     -342      -18  -13,980  -13,250  -13,882  -13,610     -974   -1,246

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      0.4      0.3     97.6     96.7     99.1     97.4      0.9      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       3        2        3       40       40       44       44                  
 
 
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV                  Code-0233AT
FUTURES ONLY POSITIONS AS OF 07/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      105,461
COMMITMENTS
       0        0        0  105,275  104,287  105,275  104,287      186    1,174

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:    -11,010)
       0        0        0  -10,890  -10,750  -10,890  -10,750     -120     -260

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:       20)
       0        0        0       12       12       12       12                  
 
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
FUTURES ONLY POSITIONS AS OF 07/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      108,799
COMMITMENTS
   1,399        0        0   96,097   98,996   97,496   98,996   11,303    9,803

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:     -6,236)
    -155     -112     -255   -5,031   -5,172   -5,441   -5,539     -795     -697

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      0.0      0.0     88.3     91.0     89.6     91.0     10.4      9.0

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 07/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      233,525
COMMITMENTS
       0       75    1,284  228,853  224,993  230,137  226,352    3,388    7,173

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:    -17,883)
       0   -1,394     -124  -17,243  -15,771  -17,367  -17,289     -516     -594

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.5     98.0     96.3     98.5     96.9      1.5      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       0        1        1       28       32       29       33                  
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
FUTURES ONLY POSITIONS AS OF 07/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      186,773
COMMITMENTS
       0        0        0  174,866  184,714  174,866  184,714   11,907    2,059

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:     -7,129)
       0     -660        0   -6,350   -6,106   -6,350   -6,766     -779     -363

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     93.6     98.9     93.6     98.9      6.4      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        0        0       21       19       21       19                  
 
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
FUTURES ONLY POSITIONS AS OF 07/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       94,596
COMMITMENTS
     585        0        0   90,273   87,142   90,858   87,142    3,738    7,454

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:     -5,344)
     -31     -403        0   -5,190   -5,291   -5,221   -5,694     -123      350

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      0.0      0.0     95.4     92.1     96.0     92.1      4.0      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        0       18       15       19       15                  
 
 
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV  Code-0233BD
FUTURES ONLY POSITIONS AS OF 07/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       42,718
COMMITMENTS
       0        0        0   40,684   41,254   40,684   41,254    2,034    1,464

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:    -16,920)
       0        0        0  -17,334  -16,500  -17,334  -16,500      414     -420

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     95.2     96.6     95.2     96.6      4.8      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       18       10       18       10                  
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
FUTURES ONLY POSITIONS AS OF 07/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      209,090
COMMITMENTS
   1,771        0        0  199,076  199,807  200,847  199,807    8,243    9,283

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:     -6,660)
    -744        0        0   -5,807   -7,133   -6,551   -7,133     -109      473

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      0.0      0.0     95.2     95.6     96.1     95.6      3.9      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        0        0       13       17       15       17                  
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
FUTURES ONLY POSITIONS AS OF 07/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      168,140
COMMITMENTS
   6,193    1,933       30  155,662  157,457  161,885  159,420    6,255    8,720

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:    -10,218)
    -675     -691      -86   -8,872   -8,939   -9,633   -9,716     -585     -502

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7      1.1      0.0     92.6     93.6     96.3     94.8      3.7      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       2        2        1       31       30       34       32                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV          Code-0233CG
FUTURES ONLY POSITIONS AS OF 07/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       64,397
COMMITMENTS
   1,705        0        0   61,305   63,103   63,010   63,103    1,387    1,294

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:     -8,310)
     -90        0        0   -7,771   -8,040   -7,861   -8,040     -449     -270

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.6      0.0      0.0     95.2     98.0     97.8     98.0      2.2      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        0        0       12       20       14       20                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
FUTURES ONLY POSITIONS AS OF 07/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      243,600
COMMITMENTS
   6,573        0      887  227,947  237,883  235,407  238,770    8,193    4,830

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:    -15,810)
     590     -776     -588  -15,383  -13,044  -15,381  -14,408     -429   -1,402

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7      0.0      0.4     93.6     97.7     96.6     98.0      3.4      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       5        0        1       33       36       38       37                  
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
FUTURES ONLY POSITIONS AS OF 07/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:      132,410
COMMITMENTS
       0    2,859        1  129,296  127,097  129,297  129,957    3,113    2,453

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:    -11,733)
       0     -671     -104  -11,045  -11,181  -11,149  -11,956     -584      223

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.2      0.0     97.6     96.0     97.6     98.1      2.4      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       0        2        1       27       27       28       29                  
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
FUTURES ONLY POSITIONS AS OF 07/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      149,321
COMMITMENTS
   2,846    1,712        0  138,761  145,467  141,607  147,179    7,714    2,142

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:    -13,219)
    -651        0        0  -12,010  -12,774  -12,661  -12,774     -558     -445

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9      1.1      0.0     92.9     97.4     94.8     98.6      5.2      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       4        1        0       18       24       22       25                  
 
 
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CZ
FUTURES ONLY POSITIONS AS OF 07/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       54,958
COMMITMENTS
   1,510    1,645        0   52,136   51,115   53,646   52,760    1,312    2,198

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7      3.0      0.0     94.9     93.0     97.6     96.0      2.4      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        0       11       10       12       12                  
 
 
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
FUTURES ONLY POSITIONS AS OF 07/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       35,526
COMMITMENTS
       0        0        0   32,654   34,415   32,654   34,415    2,872    1,111

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:     -9,655)
       0        0        0  -10,243   -8,657  -10,243   -8,657      588     -998

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     91.9     96.9     91.9     96.9      8.1      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        0        0       15       19       15       19                  
 
 
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV                   Code-0233DR
FUTURES ONLY POSITIONS AS OF 07/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 MM Btus                                         OPEN INTEREST:      262,685
COMMITMENTS
       0        0        0  251,496  262,101  251,496  262,101   11,189      584

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:    -20,107)
    -186   -1,085     -186  -19,596  -18,836  -19,968  -20,107     -139        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     95.7     99.8     95.7     99.8      4.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       0        0        0       32       23       32       23                  
 
 
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV                         Code-0233DT
FUTURES ONLY POSITIONS AS OF 07/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       98,549
COMMITMENTS
   3,808    1,498        0   87,191   96,051   90,999   97,549    7,550    1,000

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:     -9,213)
    -961        0        0   -7,796   -9,179   -8,757   -9,179     -456      -34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.9      1.5      0.0     88.5     97.5     92.3     99.0      7.7      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        0       17       15       18       16                  
 
 
TETCO M2 Index (Receipts) - ICE FUTURES ENERGY DIV                   Code-0233DW
FUTURES ONLY POSITIONS AS OF 07/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 MM Btus                                         OPEN INTEREST:       15,924
COMMITMENTS
   1,054        0        0   14,254   15,831   15,308   15,831      616       93

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:     -5,040)
    -390        0        0   -4,650   -5,043   -5,040   -5,043        0        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.6      0.0      0.0     89.5     99.4     96.1     99.4      3.9      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        0       13       12       14       12                  
 
 
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV                            Code-0233EB
FUTURES ONLY POSITIONS AS OF 07/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:      181,059
COMMITMENTS
   1,166        0        0  172,852  174,484  174,018  174,484    7,041    6,575

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:    -11,695)
    -219     -157     -246  -10,580  -10,152  -11,045  -10,555     -650   -1,140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      0.0      0.0     95.5     96.4     96.1     96.4      3.9      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        0        0       18       29       19       29                  
 
 
REX ZONE 3 INDEX - ICE FUTURES ENERGY DIV                            Code-0233ED
FUTURES ONLY POSITIONS AS OF 07/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:       20,015
COMMITMENTS
     279        0        0   18,316   19,245   18,595   19,245    1,420      770

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:     -4,920)
       0        0        0   -4,650   -4,718   -4,650   -4,718     -270     -202

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4      0.0      0.0     91.5     96.2     92.9     96.2      7.1      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        0        9       13       10       13                  
 
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                       Code-064363
FUTURES ONLY POSITIONS AS OF 07/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:        7,790
COMMITMENTS
   1,183      621      230    6,248    6,810    7,661    7,661      129      129

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:     -1,254)
    -198     -198     -132     -902     -902   -1,232   -1,232      -22      -22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.2      8.0      3.0     80.2     87.4     98.3     98.3      1.7      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        5        2       14       14       18       21                  
 
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                        Code-064391
FUTURES ONLY POSITIONS AS OF 07/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       36,727
COMMITMENTS
   3,848    1,835    1,964   30,900   32,913   36,712   36,712       15       15

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:     -2,842)
       4      325     -425   -2,351   -2,106   -2,772   -2,206      -70     -636

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.5      5.0      5.3     84.1     89.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        6        5       20       24       25       33                  
 
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
FUTURES ONLY POSITIONS AS OF 07/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(1 MWh for about 368 Hours)                          OPEN INTEREST:       30,906
COMMITMENTS
   3,700      254    1,079   26,127   29,573   30,906   30,906        0        0

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:     -2,848)
    -475     -127        0   -2,200   -2,721   -2,675   -2,848     -173        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.0      0.8      3.5     84.5     95.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       5        2        4       19       21       25       26                  
 
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                      Code-064394
FUTURES ONLY POSITIONS AS OF 07/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1Megawatt for 368 Hours)               OPEN INTEREST:      134,715
COMMITMENTS
  13,402    5,518    7,761  113,306  121,345  134,469  134,624      246       91

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:     -2,299)
   2,348     -159     -646   -3,994   -1,495   -2,292   -2,300       -7        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.9      4.1      5.8     84.1     90.1     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      14       10       10       35       37       52       54                  
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
FUTURES ONLY POSITIONS AS OF 07/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       65,149
COMMITMENTS
   1,001    2,262    2,224   61,924   60,602   65,149   65,088        0       61

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:     -4,105)
     225     -900     -325   -4,005   -2,880   -4,105   -4,105        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5      3.5      3.4     95.0     93.0    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       6        5        4       27       20       33       29                  
 
 
CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV                 Code-064396
FUTURES ONLY POSITIONS AS OF 07/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(1 MW per Hour for about 386 Hours)                  OPEN INTEREST:       39,301
COMMITMENTS
   1,175    2,153      300   37,826   36,848   39,301   39,301        0        0

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:     -1,410)
       0     -150        0   -1,410   -1,260   -1,410   -1,410        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.0      5.5      0.8     96.2     93.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        2        1       14       15       18       17                  
 
 
PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV              Code-06439A
FUTURES ONLY POSITIONS AS OF 07/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(1 MW per Hour for about 386 Hours)                  OPEN INTEREST:       58,522
COMMITMENTS
  16,586    2,092    4,133   37,583   52,217   58,302   58,442      220       80

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:     -1,934)
    -427      482     -420   -1,077   -1,990   -1,924   -1,928      -10       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.3      3.6      7.1     64.2     89.2     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       6        2        4       25       24       32       29                  
 
 
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV                Code-06439B
FUTURES ONLY POSITIONS AS OF 07/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       74,653
COMMITMENTS
  24,705    3,343    2,579   46,984   68,678   74,268   74,600      385       53

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:     -2,072)
    -825      335     -328     -802   -2,067   -1,955   -2,060     -117      -12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.1      4.5      3.5     62.9     92.0     99.5     99.9      0.5      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       9        4        5       25       24       35       32                  
 
 
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV                Code-06439C
FUTURES ONLY POSITIONS AS OF 07/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       69,473
COMMITMENTS
   2,149      748    1,489   65,333   67,234   68,971   69,471      502        2

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:     -2,144)
     201      -60      -15   -2,310   -2,071   -2,124   -2,146      -20        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.1      1.1      2.1     94.0     96.8     99.3    100.0      0.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        1        3       27       27       30       30                  
 
 
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV                      Code-06439F
FUTURES ONLY POSITIONS AS OF 07/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       87,169
COMMITMENTS
   1,950      969    2,116   82,611   84,084   86,677   87,169      492        0

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:     -3,331)
     196      -51      -50   -3,447   -3,230   -3,301   -3,331      -30        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2      1.1      2.4     94.8     96.5     99.4    100.0      0.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        3        3       29       27       32       32                  
 
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                      Code-06439K
FUTURES ONLY POSITIONS AS OF 07/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       44,432
COMMITMENTS
     280        0      225   43,413   43,886   43,918   44,111      514      321

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0     -100        0     -100        0      100        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      0.0      0.5     97.7     98.8     98.8     99.3      1.2      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        0        1       19       15       22       16                  
 
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439L
FUTURES ONLY POSITIONS AS OF 07/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(1 MW for about 368 Hours)                           OPEN INTEREST:       28,300
COMMITMENTS
     360    1,295        0   27,470   26,984   27,830   28,279      470       21

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:        201)
       0        0        0      205      190      205      190       -4       11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      4.6      0.0     97.1     95.3     98.3     99.9      1.7      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        3        0       20       17       21       20                  
 
 
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV               Code-06439N
FUTURES ONLY POSITIONS AS OF 07/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       20,434
COMMITMENTS
     325      222      300   19,700   19,912   20,325   20,434      109        0

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:         97)
     -70        0        0      165       97       95       97        2        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      1.1      1.5     96.4     97.4     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        1       13       13       16       14                  
 
 
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV                 Code-06439R
FUTURES ONLY POSITIONS AS OF 07/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       87,029
COMMITMENTS
  11,657    2,512    1,832   73,160   82,286   86,649   86,630      380      399

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:      1,676)
    -785      -48      -88    2,542    1,644    1,669    1,508        7      168

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.4      2.9      2.1     84.1     94.6     99.6     99.5      0.4      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      17        7       11       36       35       56       50                  
 
 
ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV                    Code-06439V
FUTURES ONLY POSITIONS AS OF 07/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       14,076
COMMITMENTS
     750      150        0   13,326   13,926   14,076   14,076        0        0

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:        972)
       0        0        0      972      972      972      972        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.3      1.1      0.0     94.7     98.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        1        0       10       15       12       16                  
 
 
ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439W
FUTURES ONLY POSITIONS AS OF 07/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       14,016
COMMITMENTS
     750      150        0   13,266   13,716   14,016   13,866        0      150

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:        972)
       0        0        0      972      822      972      822        0      150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.4      1.1      0.0     94.6     97.9    100.0     98.9      0.0      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        1        0       10       15       12       16                  
 
 
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643A8
FUTURES ONLY POSITIONS AS OF 07/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       48,431
COMMITMENTS
   5,220    2,175      335   42,527   45,463   48,082   47,973      349      458

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:      2,270)
     -25    1,175       25    2,245    1,020    2,245    2,220       25       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.8      4.5      0.7     87.8     93.9     99.3     99.1      0.7      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        4        3       20       19       24       25                  
 
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643AZ
FUTURES ONLY POSITIONS AS OF 07/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       49,142
COMMITMENTS
     690      100      200   48,020   48,561   48,910   48,861      232      281

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:         40)
       0        0        0      -35       95      -35       95       75      -55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4      0.2      0.4     97.7     98.8     99.5     99.4      0.5      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        1        1       23       18       26       20                  
 
 
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV                    Code-0643B3
FUTURES ONLY POSITIONS AS OF 07/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       42,594
COMMITMENTS
     390    1,265      310   41,378   41,007   42,078   42,582      516       12

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:        529)
     -65        0      250      339      279      524      529        5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      3.0      0.7     97.1     96.3     98.8    100.0      1.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        4        3       25       24       29       30                  
 
 
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV                     Code-0643BC
FUTURES ONLY POSITIONS AS OF 07/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       63,723
COMMITMENTS
   1,450      200       50   61,247   63,233   62,747   63,483      976      240

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:     -5,327)
     -23        0      -23   -5,256   -5,304   -5,302   -5,327      -25        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3      0.3      0.1     96.1     99.2     98.5     99.6      1.5      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        1        1       21       14       24       16                  
 
 
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643BE
FUTURES ONLY POSITIONS AS OF 07/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       69,431
COMMITMENTS
   2,276      725       90   66,565   68,436   68,931   69,251      500      180

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:     -4,390)
     254        0      -14   -4,630   -4,371   -4,390   -4,385        0       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.3      1.0      0.1     95.9     98.6     99.3     99.7      0.7      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        3        1       24       15       27       19                  
 
 
ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV              Code-0643BF
FUTURES ONLY POSITIONS AS OF 07/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(1 MW per Hour for about 368 Hours)                  OPEN INTEREST:       80,435
COMMITMENTS
   1,718      518    2,656   75,643   77,191   80,017   80,365      418       70

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:     -3,990)
     343       45      -57   -4,254   -3,978   -3,968   -3,990      -22        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1      0.6      3.3     94.0     96.0     99.5     99.9      0.5      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        2        5       26       23       31       28                  
 
 
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643BG
FUTURES ONLY POSITIONS AS OF 07/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       97,760
COMMITMENTS
   2,101    1,740    3,689   91,674   92,316   97,464   97,745      296       15

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:     -5,194)
    -173       77      211   -5,201   -5,432   -5,163   -5,144      -31      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1      1.8      3.8     93.8     94.4     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       7        8        6       30       31       38       44                  
 
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                            Code-0643BM
FUTURES ONLY POSITIONS AS OF 07/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       57,029
COMMITMENTS
     300    4,199      100   56,629   52,730   57,029   57,029        0        0

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:     -3,584)
     -25     -735        0   -3,544   -2,849   -3,569   -3,584      -15        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      7.4      0.2     99.3     92.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        4        1       15       13       17       18                  
 
 
CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV                 Code-0643BR
FUTURES ONLY POSITIONS AS OF 07/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(1 MW per Hour for about 386 Hours)                  OPEN INTEREST:       52,240
COMMITMENTS
   1,350      875        0   50,890   51,365   52,240   52,240        0        0

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:     -2,475)
     100        0     -225   -2,350   -2,250   -2,475   -2,475        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.6      1.7      0.0     97.4     98.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        3        0       12        9       13       12                  
 
 
PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV                  Code-0643BS
FUTURES ONLY POSITIONS AS OF 07/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(1 MW per Hour for about 386 Hours)                  OPEN INTEREST:       56,981
COMMITMENTS
   1,743    1,667      743   54,164   54,460   56,650   56,870      331      111

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:     -1,586)
     -24       70     -195   -1,367   -1,421   -1,586   -1,546        0      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.1      2.9      1.3     95.1     95.6     99.4     99.8      0.6      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        4        2       21       22       25       27                  
 
 
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV                       Code-0643BT
FUTURES ONLY POSITIONS AS OF 07/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       64,299
COMMITMENTS
   2,433    5,166      963   60,757   57,791   64,153   63,920      146      379

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:     -1,455)
    -285       88     -176     -984   -1,348   -1,445   -1,436      -10      -19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.8      8.0      1.5     94.5     89.9     99.8     99.4      0.2      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       5        5        4       23       20       30       27                  
 
 
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BW
FUTURES ONLY POSITIONS AS OF 07/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       25,164
COMMITMENTS
       0      885        0   25,028   24,079   25,028   24,964      136      200

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:     -1,092)
       0      -40        0   -1,136   -1,032   -1,136   -1,072       44      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.5      0.0     99.5     95.7     99.5     99.2      0.5      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        0       17       15       17       16                  
 
 
NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV                Code-0643BX
FUTURES ONLY POSITIONS AS OF 07/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(1 MW for about 368 Hours)                           OPEN INTEREST:       25,003
COMMITMENTS
       0      225        0   24,587   24,633   24,587   24,858      416      145

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:     -1,017)
       0        0        0   -1,049   -1,022   -1,049   -1,022       32        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.9      0.0     98.3     98.5     98.3     99.4      1.7      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       17       13       17       14                  
 
 
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BY
FUTURES ONLY POSITIONS AS OF 07/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       29,432
COMMITMENTS
   1,370    1,911      490   27,465   26,273   29,325   28,674      107      758

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:     -1,872)
      20     -230      -25   -1,915   -1,770   -1,920   -2,025       48      153

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.7      6.5      1.7     93.3     89.3     99.6     97.4      0.4      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        3        4       19       17       23       21                  
 
 
NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV               Code-0643BZ
FUTURES ONLY POSITIONS AS OF 07/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(1MW for about 368 Hours)                            OPEN INTEREST:       17,695
COMMITMENTS
     685    1,851      152   15,712   15,242   16,549   17,245    1,146      450

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:     -1,290)
      10     -282      -10   -1,238     -993   -1,238   -1,285      -52       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.9     10.5      0.9     88.8     86.1     93.5     97.5      6.5      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        4        2       11       10       13       15                  
 
 
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643C3
FUTURES ONLY POSITIONS AS OF 07/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       57,551
COMMITMENTS
   4,710    5,463    1,940   50,783   50,127   57,433   57,530      118       21

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:     -1,951)
     -93     -421        0   -1,820   -1,512   -1,913   -1,933      -38      -18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.2      9.5      3.4     88.2     87.1     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       7        2        4       29       24       36       30                  
 
 
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643C4
FUTURES ONLY POSITIONS AS OF 07/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(1MW for about 368 Hours)                            OPEN INTEREST:       35,631
COMMITMENTS
   1,291    2,262      644   33,552   32,670   35,487   35,576      144       55

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:     -1,909)
     -25       84     -119   -1,756   -1,862   -1,900   -1,897       -9      -12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.6      6.3      1.8     94.2     91.7     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        4        5       25       18       31       24                  
 
 
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV                          Code-0643CB
FUTURES ONLY POSITIONS AS OF 07/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       19,314
COMMITMENTS
     875      439      175   18,174   18,700   19,224   19,314       90        0

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:       -551)
     124      -25      -25     -530     -501     -431     -551     -120        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.5      2.3      0.9     94.1     96.8     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       4        4        1       18       17       22       22                  
 
 
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643CZ
FUTURES ONLY POSITIONS AS OF 07/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       11,673
COMMITMENTS
     375      100      490   10,046   10,918   10,911   11,508      762      165

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:       -717)
     -70        0        0     -954     -712   -1,024     -712      307       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2      0.9      4.2     86.1     93.5     93.5     98.6      6.5      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        1        1       13       13       16       15                  
 
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV              Code-0643D1
FUTURES ONLY POSITIONS AS OF 07/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       10,671
COMMITMENTS
     345      100      485    9,130    9,921    9,960   10,506      711      165

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:       -710)
     -70        0        0     -911     -705     -981     -705      271       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2      0.9      4.5     85.6     93.0     93.3     98.5      6.7      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        1        1       12       12       15       14                  
 
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV    Code-0643D7
FUTURES ONLY POSITIONS AS OF 07/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       34,295
COMMITMENTS
   1,150    3,170    2,035   30,945   29,090   34,130   34,295      165        0

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:     -1,441)
    -100     -545      110   -1,450   -1,006   -1,440   -1,441       -1        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.4      9.2      5.9     90.2     84.8     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        4        2       19       15       24       19                  
 
 
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643D8
FUTURES ONLY POSITIONS AS OF 07/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       34,715
COMMITMENTS
   1,150    2,995    2,005   31,395   29,715   34,550   34,715      165        0

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:     -1,416)
    -100     -505      150   -1,465   -1,061   -1,415   -1,416       -1        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.3      8.6      5.8     90.4     85.6     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        4        2       19       16       24       20                  
 
 
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643DB
FUTURES ONLY POSITIONS AS OF 07/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      109,760
COMMITMENTS
   1,065    5,705    2,156  106,465  101,819  109,686  109,680       74       80

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:     -6,869)
     575     -291     -398   -7,043   -6,180   -6,866   -6,869       -3        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      5.2      2.0     97.0     92.8     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       5        8        5       39       32       47       42                  
 
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643DC
FUTURES ONLY POSITIONS AS OF 07/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
352 MWh                                              OPEN INTEREST:      121,733
COMMITMENTS
     935    5,284    4,116  116,631  112,253  121,682  121,653       51       80

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:     -8,576)
     340     -167     -605   -8,302   -7,804   -8,567   -8,576       -9        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      4.3      3.4     95.8     92.2    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       4       11       10       42       33       54       47                  
 
 
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                Code-0643DF
FUTURES ONLY POSITIONS AS OF 07/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      276,610
COMMITMENTS
  34,317   15,107   21,044  220,933  240,296  276,294  276,447      316      163

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:     -8,649)
   2,494      115   -1,251   -9,873   -7,512   -8,630   -8,648      -19       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.4      5.5      7.6     79.9     86.9     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      28       15       23       49       40       85       70                  
 
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643DL
FUTURES ONLY POSITIONS AS OF 07/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       16,420
COMMITMENTS
   4,034      100      565   11,706   15,695   16,305   16,360      115       60

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:       -839)
    -269        0        0     -555     -829     -824     -829      -15      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.6      0.6      3.4     71.3     95.6     99.3     99.6      0.7      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       5        1        2       15       12       21       14                  
 
 
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643DM
FUTURES ONLY POSITIONS AS OF 07/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       13,301
COMMITMENTS
   3,564      300      355    9,267   12,646   13,186   13,301      115        0

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:       -795)
    -294        0        0     -486     -795     -780     -795      -15        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.8      2.3      2.7     69.7     95.1     99.1    100.0      0.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       5        1        2       15       12       21       14                  
 
 
ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV              Code-0643IB
FUTURES ONLY POSITIONS AS OF 07/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:        6,080
COMMITMENTS
     700      955      940    3,705    3,615    5,345    5,510      735      570

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.5     15.7     15.5     60.9     59.5     87.9     90.6     12.1      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       5        5        5       15       13       23       20                  
 
 
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV                Code-0643ID
FUTURES ONLY POSITIONS AS OF 07/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(1MW for about 352 Hours)                            OPEN INTEREST:       16,945
COMMITMENTS
   2,345    1,250      225   14,351   15,440   16,921   16,915       24       30

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:          5)
      25        0        0      -20        5        5        5        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.8      7.4      1.3     84.7     91.1     99.9     99.8      0.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        2        3       16       27       22       30                  
 
 
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV                      Code-066413
FUTURES ONLY POSITIONS AS OF 07/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000  metric tonnes                                  OPEN INTEREST:        4,688
COMMITMENTS
     205      391      123    3,806    3,394    4,134    3,908      554      780

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:       -570)
     -20      -24       -6     -496     -532     -522     -562      -48       -8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4      8.3      2.6     81.2     72.4     88.2     83.4     11.8     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4        1        3       23       23       27       27                  
 
 
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV                 Code-066416
FUTURES ONLY POSITIONS AS OF 07/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       30,244
COMMITMENTS
   1,647        0        0   28,170   30,153   29,817   30,153      427       91

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:     -2,630)
    -272        0        0   -2,408   -2,625   -2,680   -2,625       50       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.4      0.0      0.0     93.1     99.7     98.6     99.7      1.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       1        0        0       32       38       33       38                  
 
 
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV              Code-06641A
FUTURES ONLY POSITIONS AS OF 07/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       19,950
COMMITMENTS
       0       64      167   19,569   18,966   19,736   19,197      214      753

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:     -6,650)
    -239       64      -64   -6,434   -6,788   -6,737   -6,788       87      138

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.3      0.8     98.1     95.1     98.9     96.2      1.1      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        2        1       21       25       22       27                  
 
 
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV               Code-06641D
FUTURES ONLY POSITIONS AS OF 07/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       10,416
COMMITMENTS
     220      165      393    9,250    9,466    9,863   10,024      553      392

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:     -1,124)
     119      -20       20   -1,191     -976   -1,052     -976      -72     -148

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1      1.6      3.8     88.8     90.9     94.7     96.2      5.3      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2        1        3       32       25       35       28                  
 
 
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV              Code-06641F
FUTURES ONLY POSITIONS AS OF 07/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       26,323
COMMITMENTS
   1,547      435       15   24,581   25,554   26,143   26,004      180      319

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:     -8,731)
  -1,083     -214      -37   -7,611   -8,408   -8,731   -8,659        0      -72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.9      1.7      0.1     93.4     97.1     99.3     98.8      0.7      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       3        2        1       28       43       32       45                  
 
 
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV              Code-06641G
FUTURES ONLY POSITIONS AS OF 07/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       48,981
COMMITMENTS
   3,028      883    1,996   43,378   45,285   48,402   48,164      579      817

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:     -5,393)
     147     -392      -93   -5,282   -5,049   -5,228   -5,534     -165      141

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.2      1.8      4.1     88.6     92.5     98.8     98.3      1.2      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
       9        7       11       60       56       75       68                  
 
 
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV                   Code-06641H
FUTURES ONLY POSITIONS AS OF 07/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000 Metric  Tonnes                                  OPEN INTEREST:        2,123
COMMITMENTS
      92       26       82    1,337    1,710    1,511    1,818      612      305

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:       -621)
      73       -9        4     -517     -419     -440     -424     -181     -197

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.3      1.2      3.9     63.0     80.5     71.2     85.6     28.8     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        1        2       12       19       14       22                  
 
 
WTI CRUDE OIL 1ST LINE - ICE FUTURES ENERGY DIV                      Code-06741Q
FUTURES ONLY POSITIONS AS OF 07/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000 US barrels per lot                              OPEN INTEREST:       62,625
COMMITMENTS
  43,564    5,829    4,043    9,333   44,625   56,940   54,497    5,685    8,128

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:     -1,214)
  16,830      -42     -829   -1,072     -361   14,929   -1,232  -16,143       18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    69.6      9.3      6.5     14.9     71.3     90.9     87.0      9.1     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       5        3        4        9        9       15       15                  
 
 
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV                 Code-06742G
FUTURES ONLY POSITIONS AS OF 07/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000 BARRELS                                         OPEN INTEREST:       34,672
COMMITMENTS
       0        0        0   33,252   33,212   33,252   33,212    1,420    1,460

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:        705)
       0        0        0      705      705      705      705        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     95.9     95.8     95.9     95.8      4.1      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        0        0       23       20       23       20                  
 
 
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV                  Code-06742T
FUTURES ONLY POSITIONS AS OF 07/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000 BARRELS                                         OPEN INTEREST:        7,905
COMMITMENTS
       0        0        0    7,535    7,880    7,535    7,880      370       25

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:        735)
       0        0        0      675      720      675      720       60       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     95.3     99.7     95.3     99.7      4.7      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       11       13       11       13                  
 
 
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV               Code-06742U
FUTURES ONLY POSITIONS AS OF 07/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:      212,664
COMMITMENTS
       0    1,590        0  205,871  198,764  205,871  200,354    6,793   12,310

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:      1,394)
       0        0        0      816    4,140      816    4,140      578   -2,746

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.7      0.0     96.8     93.5     96.8     94.2      3.2      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        0       14       18       14       19                  



Updated July 10, 2020