CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV               Code-0063A2
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       12,595
COMMITMENTS
   2,584    1,663        0   10,011   10,932   12,595   12,595        0        0

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.5     13.2      0.0     79.5     86.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       5        2        0       12        9       17       11                  
 
 
CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV               Code-0063AS
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       32,704
COMMITMENTS
  14,946    9,917        0   17,744   22,787   32,690   32,704       14        0

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:       -250)
       0        0        0     -250     -250     -250     -250        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.7     30.3      0.0     54.3     69.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       7        6        0       15       14       22       20                  
 
 
CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV                   Code-0063CA
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       99,824
COMMITMENTS
  29,683   32,924    1,604   68,407   65,221   99,694   99,749      130       75

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:       -458)
     815     -210      579   -1,852     -827     -458     -458        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.7     33.0      1.6     68.5     65.3     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      21       14        5       27       21       51       38                  
 
 
NJ SRECS - ICE FUTURES ENERGY DIV                                    Code-0063CC
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:      147,579
COMMITMENTS
  50,108   17,122    2,085   95,386  128,372  147,579  147,579        0        0

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:        500)
       0      500        0      500        0      500      500        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.0     11.6      1.4     64.6     87.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       7        5        3       15       15       22       23                  
 
 
PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV                        Code-0063CH
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:      122,692
COMMITMENTS
  16,288   17,936    2,637  103,767  102,119  122,692  122,692        0        0

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:        400)
    -124      414      124      400     -138      400      400        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.3     14.6      2.1     84.6     83.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       8        4        6       18       10       27       19                  
 
 
CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV                   Code-0063CJ
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       43,262
COMMITMENTS
  14,614    3,668    1,380   27,226   38,214   43,220   43,262       42        0

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:        345)
     -45        0        0      388      388      343      388        2      -43

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.8      8.5      3.2     62.9     88.3     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      13        3        3       17       16       31       21                  
 
 
RGGI VINTAGE 2019 - ICE FUTURES ENERGY DIV                           Code-0063CL
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       31,093
COMMITMENTS
   5,625      850        0   25,468   30,243   31,093   31,093        0        0

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:       -200)
       0        0        0     -200     -200     -200     -200        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.1      2.7      0.0     81.9     97.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       5        1        0       14        7       19        8                  
 
 
CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV                Code-0063D9
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       31,932
COMMITMENTS
   4,941      616    3,532   23,459   27,784   31,932   31,932        0        0

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:       -200)
      75        0        0     -275     -200     -200     -200        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.5      1.9     11.1     73.5     87.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       8        3        2       16       11       26       15                  
 
 
RGGI VINTAGE 2020 - ICE FUTURES ENERGY DIV                           Code-0063DJ
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       26,245
COMMITMENTS
   2,741    2,445      200   23,144   23,600   26,085   26,245      160        0

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:       -473)
     125     -100        0     -371     -373     -246     -473     -227        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.4      9.3      0.8     88.2     89.9     99.4    100.0      0.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        3        1       16       13       19       17                  
 
 
CT RECs CLASS 1 - ICE FUTURES ENERGY DIV                             Code-0063DK
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| 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:       14,555
COMMITMENTS
   1,715    2,480        0   12,840   12,075   14,555   14,555        0        0

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:        414)
       0      280        0      414      134      414      414        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.8     17.0      0.0     88.2     83.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        6        0       11        9       12       15                  
 
 
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV                Code-0063DL
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| 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:       19,024
COMMITMENTS
   1,347    6,920      598   17,054   11,506   18,999   19,024       25        0

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:        200)
      -8     -258      258      -50      200      200      200        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.1     36.4      3.1     89.6     60.5     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        5        2       11       11       14       18                  
 
 
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV                          Code-0063DN
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       47,961
COMMITMENTS
  22,947   14,090    4,731   20,283   29,140   47,961   47,961        0        0

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.8     29.4      9.9     42.3     60.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       6        5        4       14       12       22       19                  
 
 
RGGI VINTAGE 2021 - ICE FUTURES ENERGY DIV                           Code-0063DW
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       24,098
COMMITMENTS
   3,858        0        0   19,963   24,098   23,821   24,098      277        0

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:        300)
       0        0        0       23      300       23      300      277        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.0      0.0      0.0     82.8    100.0     98.9    100.0      1.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       5        0        0       10        5       15        5                  
 
 
CALIF CARBON ALLOWANCE V2023 - ICE FUTURES ENERGY DIV                Code-0063DX
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       10,546
COMMITMENTS
   2,861      346      465    7,195    9,710   10,521   10,521       25       25

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.1      3.3      4.4     68.2     92.1     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       5        1        1        8        9       13       11                  
 
 
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV                          Code-02141B
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:       32,879
COMMITMENTS
   4,223      619    1,735   26,763   30,483   32,721   32,837      158       42

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:     -4,220)
    -786     -143      -68   -3,321   -3,517   -4,175   -3,728      -45     -492

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.8      1.9      5.3     81.4     92.7     99.5     99.9      0.5      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       4        2        4       23       26       28       31                  
 
 
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV       Code-02141C
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:       23,559
COMMITMENTS
     385    4,455      845   21,547   18,259   22,777   23,559      782        0

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:     -2,957)
    -298     -969      -72   -2,440   -1,916   -2,810   -2,957     -147        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6     18.9      3.6     91.5     77.5     96.7    100.0      3.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        4        3       20       20       24       25                  
 
 
USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV               Code-02141R
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
BBL                                                  OPEN INTEREST:        4,040
COMMITMENTS
     252      407      541    3,202    3,092    3,995    4,040       45        0

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:       -764)
     -66      281     -289     -272     -756     -627     -764     -137        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.2     10.1     13.4     79.3     76.5     98.9    100.0      1.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        3       11       12       14       15                  
 
 
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV                 Code-023391
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    6,195,563
COMMITMENTS
 1086534   34,374  472,551  4598654  5667327  6157739  6174252   37,824   21,311

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:     37,811)
  -3,931   -5,175   11,289   32,987   34,174   40,345   40,288   -2,534   -2,477

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.5      0.6      7.6     74.2     91.5     99.4     99.7      0.6      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      239)
      48       19       52      152      137      213      195                  
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      236,630
COMMITMENTS
   8,057   70,368   30,648  197,732  135,482  236,437  236,498      193      132

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:      5,263)
    -376    5,891    2,111    3,528   -2,739    5,263    5,263        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.4     29.7     13.0     83.6     57.3     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       5       11       12       26       23       40       37                  
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      220,649
COMMITMENTS
   4,125    2,522        0  191,194  211,431  195,319  213,953   25,330    6,696

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:    -11,093)
    -150     -390        0  -10,699  -10,308  -10,849  -10,698     -244     -395

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9      1.1      0.0     86.7     95.8     88.5     97.0     11.5      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        2        0       23       20       25       22                  
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      143,884
COMMITMENTS
   1,749        0      276  133,703  137,740  135,728  138,016    8,156    5,868

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:    -12,447)
    -744        0   -1,266  -10,574  -11,444  -12,584  -12,710      137      263

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      0.0      0.2     92.9     95.7     94.3     95.9      5.7      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        0        1       19       24       22       25                  
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      315,394
COMMITMENTS
  13,804    2,428    3,760  284,627  305,919  302,191  312,107   13,203    3,287

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:    -18,185)
    -830     -453   -1,145  -14,857  -16,808  -16,832  -18,406   -1,353      221

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4      0.8      1.2     90.2     97.0     95.8     99.0      4.2      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       8        2        1       39       40       48       42                  
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,124,415
COMMITMENTS
     862   10,883    3,333  1110592  1107421  1114787  1121637    9,628    2,778

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:    -28,556)
  -1,067     -958      241  -25,301  -23,882  -26,127  -24,599   -2,429   -3,957

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      1.0      0.3     98.8     98.5     99.1     99.8      0.9      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       3        2        3       42       30       46       34                  
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      392,638
COMMITMENTS
  12,400      252    2,978  365,791  383,773  381,169  387,003   11,469    5,635

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:    -19,361)
     361   -1,486     -223  -19,282  -16,766  -19,144  -18,475     -217     -886

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2      0.1      0.8     93.2     97.7     97.1     98.6      2.9      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       6        1        3       41       40       47       44                  
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      634,492
COMMITMENTS
   2,004    1,182    2,263  620,115  629,505  624,382  632,950   10,110    1,542

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:    -20,050)
     934   -1,584     -143  -21,017  -18,226  -20,226  -19,953      176      -97

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      0.2      0.4     97.7     99.2     98.4     99.8      1.6      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       2        2        3       37       44       40       48                  
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      486,929
COMMITMENTS
   3,150      364       92  476,813  477,165  480,055  477,621    6,874    9,308

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:     -9,607)
  -1,509   -2,761      -30   -8,206   -7,285   -9,745  -10,076      138      469

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      0.1      0.0     97.9     98.0     98.6     98.1      1.4      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       2        1        1       39       32       42       33                  
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       91,033
COMMITMENTS
       0    5,376       74   86,009   83,692   86,083   89,142    4,950    1,891

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:     -9,079)
       0   -1,767       24   -7,990   -6,798   -7,966   -8,541   -1,113     -538

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.9      0.1     94.5     91.9     94.6     97.9      5.4      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        3        1       14       17       15       20                  
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      307,390
COMMITMENTS
       0    2,960      729  296,473  298,032  297,202  301,721   10,188    5,669

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:    -18,075)
       0   -1,750       36  -17,441  -17,054  -17,405  -18,768     -670      693

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.0      0.2     96.4     97.0     96.7     98.2      3.3      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       0        4        1       28       28       29       32                  
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      179,722
COMMITMENTS
       0      473        0  173,985  172,239  173,985  172,712    5,737    7,010

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:    -11,481)
       0      -17        0  -10,876  -12,615  -10,876  -12,632     -605    1,151

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.3      0.0     96.8     95.8     96.8     96.1      3.2      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        1        0       25       22       25       23                  
 
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      263,771
COMMITMENTS
   2,185        0      663  258,636  260,064  261,484  260,727    2,287    3,044

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:    -20,548)
  -1,379        0        0  -18,722  -20,432  -20,101  -20,432     -447     -116

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      0.0      0.3     98.1     98.6     99.1     98.8      0.9      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        0        2       25       21       27       23                  
 
 
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV                      Code-0233A2
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       22,676
COMMITMENTS
     780      838        0   20,260   20,576   21,040   21,414    1,636    1,262

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:    -10,044)
    -899     -620        0   -8,861   -8,990   -9,760   -9,610     -284     -434

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.4      3.7      0.0     89.3     90.7     92.8     94.4      7.2      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        2        0       14       15       16       17                  
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      592,798
COMMITMENTS
  11,682   14,960    5,792  567,266  566,965  584,740  587,717    8,058    5,081

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:    -29,367)
   2,432   -3,025   -1,856  -28,398  -23,755  -27,822  -28,636   -1,545     -731

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0      2.5      1.0     95.7     95.6     98.6     99.1      1.4      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
       6        5        4       54       42       62       49                  
 
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV             Code-0233A5
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      185,887
COMMITMENTS
       0        0        0  181,097  180,987  181,097  180,987    4,790    4,900

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:     -3,013)
       0     -240        0   -2,435   -2,633   -2,435   -2,873     -578     -140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     97.4     97.4     97.4     97.4      2.6      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       18       18       18       18                  
 
 
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      218,407
COMMITMENTS
     920        0      358  213,111  217,246  214,389  217,604    4,018      803

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:    -11,097)
    -976        0      -14   -9,722  -10,749  -10,712  -10,763     -385     -334

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      0.0      0.2     97.6     99.5     98.2     99.6      1.8      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        0        1       21       20       23       21                  
 
 
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233AG
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      173,114
COMMITMENTS
     434        0        0  166,770  171,609  167,204  171,609    5,910    1,505

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:    -46,357)
  -9,960   -3,097      -60  -37,596  -43,195  -47,616  -46,352    1,259       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      0.0      0.0     96.3     99.1     96.6     99.1      3.4      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        0       18       19       19       19                  
 
 
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV      Code-0233AH
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      173,566
COMMITMENTS
  10,629    2,100      155  162,092  170,531  172,876  172,786      690      780

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:    -56,792)
 -19,906   -4,593     -175  -36,484  -52,105  -56,565  -56,873     -227       81

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.1      1.2      0.1     93.4     98.3     99.6     99.6      0.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
       6        4        1       31       44       37       49                  
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       99,183
COMMITMENTS
       0    1,680        0   98,548   96,659   98,548   98,339      635      844

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:    -24,759)
       0     -372        0  -24,077  -24,259  -24,077  -24,631     -682     -128

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.7      0.0     99.4     97.5     99.4     99.1      0.6      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       0        2        0       19       24       19       26                  
 
 
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV                     Code-0233AN
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
MMBTU                                                OPEN INTEREST:       25,092
COMMITMENTS
       0      308        0   23,974   24,241   23,974   24,549    1,118      543

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:     -9,114)
    -367   -1,023        0   -8,674   -8,544   -9,041   -9,567      -73      453

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.2      0.0     95.5     96.6     95.5     97.8      4.5      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        0       12       12       12       13                  
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      265,615
COMMITMENTS
  10,234    1,455    1,265  249,661  255,479  261,160  258,199    4,455    7,416

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:     -9,607)
     305   -2,668      -41   -8,986   -6,079   -8,722   -8,788     -885     -819

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.9      0.5      0.5     94.0     96.2     98.3     97.2      1.7      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       3        1        3       39       36       43       39                  
 
 
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV                  Code-0233AT
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      102,408
COMMITMENTS
       0        0        0  101,928  101,410  101,928  101,410      480      998

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:    -14,415)
       0     -462        0  -14,288  -14,158  -14,288  -14,620     -127      205

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.5     99.0     99.5     99.0      0.5      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       11       19       11       19                  
 
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      105,932
COMMITMENTS
   1,125      250       60   95,317   98,561   96,502   98,871    9,430    7,061

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:     -5,718)
    -259      250     -250   -4,359   -5,381   -4,868   -5,381     -850     -337

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      0.2      0.1     90.0     93.0     91.1     93.3      8.9      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        1        1       21       20       23       21                  
 
 
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV          Code-0233B1
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      208,685
COMMITMENTS
      88    1,260    2,141  203,622  200,740  205,851  204,141    2,834    4,544

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:    -23,325)
    -472   -1,319      411  -23,082  -21,366  -23,143  -22,274     -182   -1,051

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.6      1.0     97.6     96.2     98.6     97.8      1.4      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       1        2        2       28       32       30       35                  
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      180,811
COMMITMENTS
       0        0        0  172,390  177,972  172,390  177,972    8,421    2,839

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:     -8,207)
       0     -482        0   -9,221   -7,403   -9,221   -7,885    1,014     -322

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     95.3     98.4     95.3     98.4      4.7      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       19       18       19       18                  
 
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       84,856
COMMITMENTS
     522        0        0   80,345   77,224   80,867   77,224    3,989    7,632

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:     -4,695)
    -333        0        0   -3,681   -4,509   -4,014   -4,509     -681     -186

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      0.0      0.0     94.7     91.0     95.3     91.0      4.7      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        0       17       15       18       15                  
 
 
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV  Code-0233BD
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       26,178
COMMITMENTS
   2,842      240        0   20,009   24,340   22,851   24,580    3,327    1,598

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:    -10,261)
     124       31     -155   -9,917   -9,796   -9,948   -9,920     -313     -341

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.9      0.9      0.0     76.4     93.0     87.3     93.9     12.7      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        1        0       20       14       21       15                  
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      209,684
COMMITMENTS
   2,910        0      389  199,040  198,382  202,339  198,771    7,345   10,913

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:     -7,354)
    -457        0        2   -6,578   -9,063   -7,033   -9,061     -321    1,707

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4      0.0      0.2     94.9     94.6     96.5     94.8      3.5      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        0        1       12       16       14       17                  
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      176,471
COMMITMENTS
   4,279      744        0  165,271  163,790  169,550  164,534    6,921   11,937

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:    -13,664)
    -750     -330        0  -10,415  -12,661  -11,165  -12,991   -2,499     -673

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4      0.4      0.0     93.7     92.8     96.1     93.2      3.9      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       2        1        0       33       32       35       33                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV          Code-0233CG
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       52,313
COMMITMENTS
   1,740      690        0   49,785   49,615   51,525   50,305      788    2,008

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:    -10,292)
    -186     -496        0   -9,393   -9,455   -9,579   -9,951     -713     -341

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.3      1.3      0.0     95.2     94.8     98.5     96.2      1.5      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        1        0       12       19       15       20                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      220,158
COMMITMENTS
   7,195    2,694      217  205,890  212,154  213,302  215,065    6,856    5,093

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:    -14,550)
      30     -839     -270  -14,550  -12,935  -14,790  -14,044      240     -506

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.3      1.2      0.1     93.5     96.4     96.9     97.7      3.1      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       4        3        1       31       34       35       38                  
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:      115,332
COMMITMENTS
       0    2,374        0  112,386  110,141  112,386  112,515    2,946    2,817

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:    -11,857)
       0     -420       -1  -11,351  -10,955  -11,352  -11,376     -505     -481

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.1      0.0     97.4     95.5     97.4     97.6      2.6      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       0        2        0       28       29       28       31                  
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      129,831
COMMITMENTS
       0    1,712        0  122,951  125,422  122,951  127,134    6,880    2,697

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:     -9,582)
       0        0        0   -9,586  -10,315   -9,586  -10,315        4      733

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.3      0.0     94.7     96.6     94.7     97.9      5.3      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        1        0       18       24       18       25                  
 
 
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CZ
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       56,148
COMMITMENTS
   1,661    2,198        0   52,664   51,327   54,325   53,525    1,823    2,623

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:     -4,636)
       0        0        0   -4,464   -4,560   -4,464   -4,560     -172      -76

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.0      3.9      0.0     93.8     91.4     96.8     95.3      3.2      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        0       11       12       12       14                  
 
 
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       29,008
COMMITMENTS
       0        0        0   27,008   27,616   27,008   27,616    2,000    1,392

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:     -8,463)
       0        0        0   -8,025   -8,583   -8,025   -8,583     -438      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     93.1     95.2     93.1     95.2      6.9      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        0        0       16       19       16       19                  
 
 
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV                   Code-0233DR
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 MM Btus                                         OPEN INTEREST:      258,770
COMMITMENTS
       0        0        0  252,277  257,429  252,277  257,429    6,493    1,341

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:    -20,622)
       0   -2,378        0  -22,599  -18,839  -22,599  -21,217    1,977      595

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     97.5     99.5     97.5     99.5      2.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       0        0        0       32       24       32       24                  
 
 
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV                         Code-0233DT
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       94,360
COMMITMENTS
   2,343        0        0   86,727   89,482   89,070   89,482    5,290    4,878

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:    -10,270)
    -780        0        0   -8,198   -9,945   -8,978   -9,945   -1,292     -325

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5      0.0      0.0     91.9     94.8     94.4     94.8      5.6      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        0       19       14       20       14                  
 
 
TETCO M2 Index (Receipts) - ICE FUTURES ENERGY DIV                   Code-0233DW
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 MM Btus                                         OPEN INTEREST:       14,915
COMMITMENTS
       0        0        0   14,431   14,613   14,431   14,613      484      302

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:     -6,293)
       0        0        0   -5,549   -6,076   -5,549   -6,076     -744     -217

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     96.8     98.0     96.8     98.0      3.2      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       12       11       12       11                  
 
 
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV                            Code-0233EB
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:      178,153
COMMITMENTS
     217        0        0  172,739  172,706  172,956  172,706    5,197    5,447

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:    -13,007)
    -690        0        0  -11,199  -12,778  -11,889  -12,778   -1,118     -229

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      0.0      0.0     97.0     96.9     97.1     96.9      2.9      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        0        0       21       32       22       32                  
 
 
REX ZONE 3 INDEX - ICE FUTURES ENERGY DIV                            Code-0233ED
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:       16,642
COMMITMENTS
     690        0        0   15,166   15,492   15,856   15,492      786    1,150

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:     -7,750)
    -620        0        0   -6,938   -7,496   -7,558   -7,496     -192     -254

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.1      0.0      0.0     91.1     93.1     95.3     93.1      4.7      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        0        0       10       15       12       15                  
 
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                       Code-064363
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:        6,421
COMMITMENTS
   1,544      147        0    4,430    6,189    5,974    6,336      447       85

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:     -1,288)
     269     -230     -386   -1,086     -609   -1,203   -1,225      -85      -63

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.0      2.3      0.0     69.0     96.4     93.0     98.7      7.0      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       5        3        0       11       14       16       17                  
 
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                        Code-064391
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       35,202
COMMITMENTS
   5,274      389    1,077   28,716   33,736   35,067   35,202      135        0

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:        653)
     -75      125      201      407      327      533      653      120        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.0      1.1      3.1     81.6     95.8     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       5        5        4       19       23       25       31                  
 
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(1 MWh for about 368 Hours)                          OPEN INTEREST:       30,983
COMMITMENTS
   5,378        0      350   24,985   30,633   30,713   30,983      270        0

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:      1,041)
     300        0       40      701    1,001    1,041    1,041        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.4      0.0      1.1     80.6     98.9     99.1    100.0      0.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       6        0        3       16       19       22       22                  
 
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                      Code-064394
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1Megawatt for 368 Hours)               OPEN INTEREST:      138,289
COMMITMENTS
  21,000    4,147    5,674  111,097  128,332  137,771  138,153      518      136

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:     -4,748)
     906       43     -524   -5,145   -4,234   -4,763   -4,715       15      -33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.2      3.0      4.1     80.3     92.8     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      16        8       13       36       38       56       55                  
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       60,146
COMMITMENTS
   4,503      571      919   54,724   58,522   60,146   60,012        0      134

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:     -6,628)
    -765     -535      -87   -5,771   -5,993   -6,623   -6,615       -5      -13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.5      0.9      1.5     91.0     97.3    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       6        3        4       22       25       29       31                  
 
 
CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV                 Code-064396
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| 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:       34,525
COMMITMENTS
     525    1,889      175   33,825   32,461   34,525   34,525        0        0

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:     -3,321)
    -225     -341       50   -3,146   -3,030   -3,321   -3,321        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5      5.5      0.5     98.0     94.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        3        2       13       13       16       16                  
 
 
PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV              Code-06439A
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| 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:       54,763
COMMITMENTS
  14,951    3,052    3,277   36,290   48,331   54,518   54,660      245      103

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:       -975)
    -879      520     -330      254   -1,175     -955     -985      -20       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.3      5.6      6.0     66.3     88.3     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       6        3        3       22       25       29       30                  
 
 
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV                Code-06439B
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       68,519
COMMITMENTS
  21,589    3,455    2,155   44,194   62,828   67,938   68,438      581       81

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:     -2,284)
  -1,282      374     -485     -447   -2,172   -2,214   -2,283      -70       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.5      5.0      3.1     64.5     91.7     99.2     99.9      0.8      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      10        3        4       27       25       38       31                  
 
 
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV                Code-06439C
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       65,401
COMMITMENTS
   2,801      508    1,461   60,707   63,432   64,969   65,401      432        0

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:     -2,837)
     445      -36     -103   -3,149   -2,698   -2,807   -2,837      -30        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.3      0.8      2.2     92.8     97.0     99.3    100.0      0.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3        3        2       27       26       31       30                  
 
 
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV                      Code-06439F
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       82,059
COMMITMENTS
   2,479      761    1,847   77,271   79,436   81,597   82,044      462       15

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:     -4,348)
     145     -139     -125   -4,358   -4,079   -4,338   -4,343      -10       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.0      0.9      2.3     94.2     96.8     99.4    100.0      0.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3        2        2       31       27       35       30                  
 
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                      Code-06439K
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       41,916
COMMITMENTS
     175      125       50   41,312   41,450   41,537   41,625      379      291

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:        -75)
     -55      125     -125       15      -75     -165      -75       90        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      0.3      0.1     98.6     98.9     99.1     99.3      0.9      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        1       19       16       22       17                  
 
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439L
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(1 MW for about 368 Hours)                           OPEN INTEREST:       30,898
COMMITMENTS
     360      926        0   30,112   29,958   30,472   30,884      426       14

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:       -559)
       0        0        0     -574     -569     -574     -569       15       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      3.0      0.0     97.5     97.0     98.6    100.0      1.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        3        0       21       19       22       22                  
 
 
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV               Code-06439N
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       24,157
COMMITMENTS
   2,075      132      345   21,614   23,680   24,034   24,157      123        0

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:        474)
       0        0        0      449      474      449      474       25        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.6      0.5      1.4     89.5     98.0     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        1       13       12       16       13                  
 
 
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV                 Code-06439R
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       89,994
COMMITMENTS
  10,180    5,915    2,769   75,201   80,777   88,150   89,461    1,844      533

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:        952)
      99        3      -38     -455      750     -394      715    1,346      237

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.3      6.6      3.1     83.6     89.8     98.0     99.4      2.0      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      15        7       11       38       36       58       49                  
 
 
ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV                    Code-06439V
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       17,884
COMMITMENTS
     725      125        0   17,099   17,584   17,824   17,709       60      175

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:        456)
       0        0        0      396      281      396      281       60      175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.1      0.7      0.0     95.6     98.3     99.7     99.0      0.3      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        1        0       10       16       12       17                  
 
 
ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439W
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       17,924
COMMITMENTS
     725      125        0   17,139   17,624   17,864   17,749       60      175

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:        456)
       0        0        0      396      281      396      281       60      175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0      0.7      0.0     95.6     98.3     99.7     99.0      0.3      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        0       11       16       13       17                  
 
 
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643A8
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       52,025
COMMITMENTS
     795    2,425    2,310   48,452   46,842   51,557   51,577      468      448

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:        960)
       0        0        0      810      910      810      910      150       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5      4.7      4.4     93.1     90.0     99.1     99.1      0.9      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        3        4       20       20       24       26                  
 
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643AZ
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       46,677
COMMITMENTS
     275      165       85   46,034   46,106   46,394   46,356      283      321

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:        -35)
    -115       65      -65     -121      -35     -301      -35      266        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      0.4      0.2     98.6     98.8     99.4     99.3      0.6      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        2        1       24       20       27       22                  
 
 
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV                    Code-0643B3
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       47,250
COMMITMENTS
   1,100    1,173      250   44,881   45,655   46,231   47,078    1,019      172

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:        205)
     120       20        0     -119       65        1       85      204      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3      2.5      0.5     95.0     96.6     97.8     99.6      2.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        5        1       23       23       26       29                  
 
 
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV                     Code-0643BC
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       60,554
COMMITMENTS
   1,650      225       60   58,074   60,024   59,784   60,309      770      245

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:     -3,280)
    -216       50      -44   -2,985   -3,286   -3,245   -3,280      -35        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7      0.4      0.1     95.9     99.1     98.7     99.6      1.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        3        1       21       15       24       19                  
 
 
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643BE
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       64,824
COMMITMENTS
   1,800      746      338   62,230   63,555   64,368   64,639      456      185

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:     -3,953)
    -345     -270      105   -3,714   -3,788   -3,954   -3,953        1        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8      1.2      0.5     96.0     98.0     99.3     99.7      0.7      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        4        2       25       16       28       22                  
 
 
ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV              Code-0643BF
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| 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:       81,794
COMMITMENTS
   3,465      513    2,128   75,827   79,083   81,420   81,724      374       70

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:     -3,270)
     609      -15     -156   -3,701   -3,099   -3,248   -3,270      -22        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.2      0.6      2.6     92.7     96.7     99.5     99.9      0.5      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        2        4       26       21       30       26                  
 
 
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643BG
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       99,665
COMMITMENTS
   2,000    1,472    3,854   93,472   94,169   99,326   99,495      339      170

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:     -4,247)
     289     -497     -129   -4,377   -3,776   -4,217   -4,402      -30      155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0      1.5      3.9     93.8     94.5     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       6        7        8       27       26       36       38                  
 
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                            Code-0643BM
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       63,789
COMMITMENTS
       0    4,245        0   63,789   59,449   63,789   63,694        0       95

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:     -3,007)
       0     -487        0   -3,007   -2,555   -3,007   -3,042        0       35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.7      0.0    100.0     93.2    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        4        0       17       15       17       19                  
 
 
CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV                 Code-0643BR
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| 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:       54,985
COMMITMENTS
     550      475       50   54,385   54,460   54,985   54,985        0        0

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:     -2,075)
       0     -250        0   -2,075   -1,825   -2,075   -2,075        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      0.9      0.1     98.9     99.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        3        1       13        9       14       13                  
 
 
PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV                  Code-0643BS
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| 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:       59,135
COMMITMENTS
   1,709    1,735      415   56,857   56,918   58,981   59,068      154       67

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:       -160)
     -43     -136     -100      -17       95     -160     -141        0      -19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.9      2.9      0.7     96.1     96.3     99.7     99.9      0.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       5        5        2       23       22       29       28                  
 
 
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV                       Code-0643BT
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       67,363
COMMITMENTS
   2,986    4,758      562   63,233   61,718   66,781   67,038      582      325

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:      1,193)
    -319      -35     -151    1,408    1,412      938    1,226      255      -33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4      7.1      0.8     93.9     91.6     99.1     99.5      0.9      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       5        5        4       22       22       29       29                  
 
 
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BW
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       23,647
COMMITMENTS
       0    2,355        0   23,389   20,987   23,389   23,342      258      305

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:     -1,408)
       0       10        0   -1,549   -1,463   -1,549   -1,453      141       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     10.0      0.0     98.9     88.8     98.9     98.7      1.1      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        2        0       17       14       17       16                  
 
 
NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV                Code-0643BX
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(1 MW for about 368 Hours)                           OPEN INTEREST:       23,486
COMMITMENTS
       0      525        0   22,989   22,776   22,989   23,301      497      185

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:     -1,266)
       0        0        0   -1,395   -1,266   -1,395   -1,266      129        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.2      0.0     97.9     97.0     97.9     99.2      2.1      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       15       13       15       14                  
 
 
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BY
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       26,757
COMMITMENTS
   1,278      788      730   24,178   24,573   26,186   26,091      571      666

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:     -2,234)
    -321     -320      -40   -2,312   -1,844   -2,673   -2,204      439      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.8      2.9      2.7     90.4     91.8     97.9     97.5      2.1      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        2        4       18       17       22       21                  
 
 
NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV               Code-0643BZ
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(1MW for about 368 Hours)                            OPEN INTEREST:       15,279
COMMITMENTS
     135    1,411      182   13,864   13,222   14,181   14,815    1,098      464

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:     -1,909)
    -275     -190      -25   -1,585   -1,689   -1,885   -1,904      -24       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      9.2      1.2     90.7     86.5     92.8     97.0      7.2      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        4        2       12       10       14       15                  
 
 
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643C3
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       55,010
COMMITMENTS
   4,881    6,134    1,085   48,879   47,742   54,845   54,961      165       49

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:     -3,391)
    -178     -525     -157   -3,069   -2,697   -3,404   -3,379       13      -12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.9     11.2      2.0     88.9     86.8     99.7     99.9      0.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       5        5        4       29       22       36       29                  
 
 
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643C4
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(1MW for about 368 Hours)                            OPEN INTEREST:       34,089
COMMITMENTS
   1,286    2,334      713   31,764   30,915   33,763   33,962      326      127

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:     -2,023)
     -40     -208       96   -2,323   -2,031   -2,267   -2,143      244      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.8      6.8      2.1     93.2     90.7     99.0     99.6      1.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        4        5       23       17       29       23                  
 
 
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV                          Code-0643CB
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       16,967
COMMITMENTS
     875       61       75   15,956   16,816   16,906   16,952       61       15

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:        150)
     125      -25       25        0      150      150      150        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.2      0.4      0.4     94.0     99.1     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4        2        2       16       19       20       23                  
 
 
PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV               Code-0643CC
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(1 MW for about 368 Hours)                           OPEN INTEREST:       21,812
COMMITMENTS
     825       25        0   20,935   21,787   21,760   21,812       52        0

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.8      0.1      0.0     96.0     99.9     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        1        0       13       11       17       12                  
 
 
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643CZ
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       10,643
COMMITMENTS
     340      100      440    9,174    9,968    9,954   10,508      689      135

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:       -720)
     -20        0      -30     -629     -690     -679     -720      -41        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2      0.9      4.1     86.2     93.7     93.5     98.7      6.5      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        1        1       15       13       18       15                  
 
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV              Code-0643D1
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:        9,703
COMMITMENTS
     210      100      495    8,345    8,973    9,050    9,568      653      135

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:       -690)
     -70        0        0     -587     -690     -657     -690      -33        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2      1.0      5.1     86.0     92.5     93.3     98.6      6.7      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        1        1       13       12       16       14                  
 
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV    Code-0643D7
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       38,423
COMMITMENTS
   1,405    6,900    2,670   34,045   28,843   38,120   38,413      303       10

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:     -2,626)
     160      -25     -285   -2,580   -2,316   -2,705   -2,626       79        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7     18.0      6.9     88.6     75.1     99.2    100.0      0.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       5        3        2       19       13       24       18                  
 
 
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643D8
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       38,773
COMMITMENTS
   1,500    6,900    2,495   34,475   29,368   38,470   38,763      303       10

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:     -2,407)
      95      -25     -245   -2,336   -2,137   -2,486   -2,407       79        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.9     17.8      6.4     88.9     75.7     99.2    100.0      0.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       5        3        2       19       14       24       19                  
 
 
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643DB
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      105,736
COMMITMENTS
   1,296    8,276    1,923  102,455   95,520  105,674  105,719       62       17

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:     -8,890)
     -96     -640     -262   -8,505   -7,978   -8,863   -8,880      -27      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      7.8      1.8     96.9     90.3     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       5       11       10       37       31       49       45                  
 
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643DC
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
352 MWh                                              OPEN INTEREST:      116,511
COMMITMENTS
   1,919    7,077    4,602  109,948  104,816  116,469  116,495       42       16

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:    -11,715)
    -797     -805     -321  -10,565  -10,562  -11,683  -11,688      -32      -27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      6.1      3.9     94.4     90.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       7       11       11       41       34       54       50                  
 
 
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                Code-0643DF
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      257,546
COMMITMENTS
  42,437   11,876   19,899  194,620  225,051  256,956  256,826      590      720

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:    -11,721)
   1,497     -899   -1,428  -11,815   -9,433  -11,746  -11,760       25       39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.5      4.6      7.7     75.6     87.4     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      31       11       25       49       45       85       76                  
 
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643DL
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       16,435
COMMITMENTS
   3,375      424      291   12,629   15,680   16,295   16,395      140       40

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:     -1,068)
    -347      276     -276     -560   -1,058   -1,183   -1,058      115      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.5      2.6      1.8     76.8     95.4     99.1     99.8      0.9      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        2        4       16       12       22       16                  
 
 
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643DM
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       13,616
COMMITMENTS
   3,000      625       90   10,386   12,841   13,476   13,556      140       60

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:       -760)
    -182      175     -175     -518     -760     -875     -760      115        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.0      4.6      0.7     76.3     94.3     99.0     99.6      1.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        2        3       16       11       21       15                  
 
 
ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV              Code-0643IB
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:        6,900
COMMITMENTS
      95      540      145    5,845    5,405    6,085    6,090      815      810

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:       -525)
    -180     -795      -20     -670      -45     -870     -860      345      335

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4      7.8      2.1     84.7     78.3     88.2     88.3     11.8     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        3        3       16       14       20       20                  
 
 
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV                Code-0643ID
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(1MW for about 352 Hours)                            OPEN INTEREST:       11,328
COMMITMENTS
     390      510      755   10,037    9,715   11,182   10,980      146      348

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:        350)
       0     -202        0      234      265      234       63      116      287

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.4      4.5      6.7     88.6     85.8     98.7     96.9      1.3      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        4        4       16       20       22       24                  
 
 
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV                      Code-066413
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000  metric tonnes                                  OPEN INTEREST:        6,126
COMMITMENTS
   1,005      259      148    4,408    4,543    5,561    4,950      565    1,176

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:       -500)
     -70     -102        4     -280     -245     -346     -343     -154     -157

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.4      4.2      2.4     72.0     74.2     90.8     80.8      9.2     19.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       4        3        3       26       26       32       30                  
 
 
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV                 Code-066416
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       31,657
COMMITMENTS
      60        0        0   30,980   31,335   31,040   31,335      617      322

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:     -2,833)
     -11        0        0   -2,612   -2,723   -2,623   -2,723     -210     -110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      0.0      0.0     97.9     99.0     98.1     99.0      1.9      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       1        0        0       34       37       35       37                  
 
 
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV              Code-06641A
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       17,906
COMMITMENTS
       0        3      167   17,601   17,109   17,768   17,279      138      627

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:     -3,886)
       0      -95        0   -3,763   -3,702   -3,763   -3,797     -123      -89

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.9     98.3     95.5     99.2     96.5      0.8      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        1        1       20       25       21       26                  
 
 
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV               Code-06641D
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       10,617
COMMITMENTS
     185      332       87    9,899    9,550   10,171    9,969      446      648

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:     -1,239)
    -314        2     -131     -656     -991   -1,101   -1,120     -138     -119

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7      3.1      0.8     93.2     90.0     95.8     93.9      4.2      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       3        2        1       35       29       39       31                  
 
 
PROPANE OPIS CONWAY INWELL FP - ICE FUTURES ENERGY DIV               Code-06641E
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:        3,011
COMMITMENTS
       0       78      116    2,285    2,547    2,401    2,741      610      270

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:       -149)
       0      -22       30     -179       -3     -149        5        0     -154

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.6      3.9     75.9     84.6     79.7     91.0     20.3      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        2        9       17       11       19                  
 
 
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV              Code-06641F
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       28,516
COMMITMENTS
     920      112      255   27,326   27,962   28,501   28,329       15      187

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:     -2,298)
     472     -227      -46   -1,270   -1,600     -844   -1,873   -1,454     -425

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2      0.4      0.9     95.8     98.1     99.9     99.3      0.1      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       6        1        2       31       40       38       42                  
 
 
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV              Code-06641G
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       57,727
COMMITMENTS
   6,761    1,652    1,437   49,029   54,259   57,227   57,348      500      379

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:     -3,115)
    -650      -64      131   -2,213   -2,620   -2,732   -2,553     -383     -562

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.7      2.9      2.5     84.9     94.0     99.1     99.3      0.9      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
       7       10        9       66       61       80       74                  
 
 
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV                   Code-06641H
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000 Metric  Tonnes                                  OPEN INTEREST:        2,364
COMMITMENTS
     237       26       66    1,358    1,603    1,661    1,695      703      669

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:       -461)
      42       26      -50     -321     -344     -329     -368     -132      -93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.0      1.1      2.8     57.4     67.8     70.3     71.7     29.7     28.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       5        1        3       10       16       15       20                  
 
 
WTI CRUDE OIL 1ST LINE - ICE FUTURES ENERGY DIV                      Code-06741Q
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000 US barrels per lot                              OPEN INTEREST:       79,219
COMMITMENTS
  57,962    4,409    2,452   13,917   58,225   74,331   65,086    4,888   14,133

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    73.2      5.6      3.1     17.6     73.5     93.8     82.2      6.2     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        2        5        8       10       14       15                  
 
 
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV                 Code-06742G
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000 BARRELS                                         OPEN INTEREST:       39,377
COMMITMENTS
       0        0        0   38,399   38,376   38,399   38,376      978    1,001

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:      2,500)
       0        0        0    2,230    2,210    2,230    2,210      270      290

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     97.5     97.5     97.5     97.5      2.5      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        0        0       22       22       22       22                  
 
 
ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV               Code-06742R
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:        5,517
COMMITMENTS
      77      930        0    5,440    4,397    5,517    5,327        0      190

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:        311)
      17      300        0      324       11      341      311      -30        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4     16.9      0.0     98.6     79.7    100.0     96.6      0.0      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        0       10       11       11       12                  
 
 
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV                  Code-06742T
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000 BARRELS                                         OPEN INTEREST:       11,930
COMMITMENTS
       0        0        0   11,855   11,924   11,855   11,924       75        6

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:      1,770)
       0        0        0    1,770    1,770    1,770    1,770        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.4     99.9     99.4     99.9      0.6      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       16       16       16       16                  
 
 
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV               Code-06742U
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:      204,098
COMMITMENTS
       0        0        0  192,199  193,977  192,199  193,977   11,899   10,121

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:        505)
       0        0        0    1,225      915    1,225      915     -720     -410

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     94.2     95.0     94.2     95.0      5.8      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       14       15       14       15                  



Updated September 11, 2020