CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV               Code-0063A2
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       11,472
COMMITMENTS
   2,909    1,198        0    8,543   10,274   11,452   11,472       20        0

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:        -15)
       0      -15        0      -15        0      -15      -15        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.4     10.4      0.0     74.5     89.6     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        1        0        8        8       12        9                  
 
 
CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV               Code-0063AS
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       27,233
COMMITMENTS
     758    3,471        0   26,003   23,302   26,761   26,773      472      460

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:        100)
     -45        0        0      145      100      100      100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8     12.7      0.0     95.5     85.6     98.3     98.3      1.7      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        4        0       18       10       21       14                  
 
 
CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV                   Code-0063CA
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       82,444
COMMITMENTS
  13,564   21,613    2,526   65,934   57,896   82,024   82,035      420      409

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:     -9,765)
    -679   -1,621      -46   -3,159   -2,053   -3,884   -3,720   -5,881   -6,045

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.5     26.2      3.1     80.0     70.2     99.5     99.5      0.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      18        9        7       27       25       50       37                  
 
 
NJ SRECS - ICE FUTURES ENERGY DIV                                    Code-0063CC
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:      147,189
COMMITMENTS
  42,146   18,672    4,416  100,627  124,101  147,189  147,189        0        0

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:        500)
     100        0      500     -100        0      500      500        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.6     12.7      3.0     68.4     84.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       7        6        4       16       16       23       26                  
 
 
PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV                        Code-0063CH
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:      153,775
COMMITMENTS
  22,042   27,919    3,228  128,495  122,628  153,765  153,775       10        0

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:      1,625)
    -200        0        0    1,825    1,625    1,625    1,625        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.3     18.2      2.1     83.6     79.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       7        4        5       20       12       28       20                  
 
 
CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV                   Code-0063CJ
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:      109,620
COMMITMENTS
  46,880   30,264    2,888   59,417   76,439  109,185  109,591      435       29

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:        946)
   1,074    2,331   -1,100      992     -285      966      946      -20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.8     27.6      2.6     54.2     69.7     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      19        8        3       24       21       46       29                  
 
 
RGGI VINTAGE 2019 - ICE FUTURES ENERGY DIV                           Code-0063CL
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       23,250
COMMITMENTS
   2,685      850        0   20,565   22,400   23,250   23,250        0        0

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:       -130)
       0        0        0     -130     -130     -130     -130        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.5      3.7      0.0     88.5     96.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        1        0       10        9       13       10                  
 
 
CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV                Code-0063D9
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       37,924
COMMITMENTS
   5,281      657    5,642   26,905   31,575   37,828   37,874       96       50

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:      1,182)
     -25       50        0    1,201    1,132    1,176    1,182        6        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.9      1.7     14.9     70.9     83.3     99.7     99.9      0.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       7        3        2       17       13       26       17                  
 
 
CALIF CARBON CURRENT AUCTION - ICE FUTURES ENERGY DIV                Code-0063DB
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       20,841
COMMITMENTS
     150   16,514      250   20,441    4,077   20,841   20,841        0        0

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7     79.2      1.2     98.1     19.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        5        1       12        3       17        8                  
 
 
RGGI VINTAGE 2020 - ICE FUTURES ENERGY DIV                           Code-0063DJ
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       34,899
COMMITMENTS
   1,390    2,470        5   33,404   32,424   34,799   34,899      100        0

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:       -460)
       0     -100        0     -260     -260     -260     -360     -200     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0      7.1      0.0     95.7     92.9     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        3        1       16       12       19       15                  
 
 
CT RECs CLASS 1 - ICE FUTURES ENERGY DIV                             Code-0063DK
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100 MWh of Class 1 Renewable Energy Cert             OPEN INTEREST:       17,173
COMMITMENTS
   2,015    3,260      225   14,933   13,688   17,173   17,173        0        0

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:       -194)
       0     -200        0     -194        6     -194     -194        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.7     19.0      1.3     87.0     79.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        7        3       11       10       15       17                  
 
 
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV                Code-0063DL
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| 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:       21,049
COMMITMENTS
   2,385    7,120      440   18,199   13,489   21,024   21,049       25        0

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.3     33.8      2.1     86.5     64.1     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        7        2       11       11       13       20                  
 
 
MARYLAND COMPLIANCE REC TIER1 - ICE FUTURES ENERGY DIV               Code-0063DM
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(100 Tier 1 RECs)                                    OPEN INTEREST:       12,789
COMMITMENTS
   6,665      390        0    6,124   12,399   12,789   12,789        0        0

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    52.1      3.0      0.0     47.9     97.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        3        0        9        9       13       12                  
 
 
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV                          Code-0063DN
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       48,321
COMMITMENTS
  22,291   14,820    4,251   21,779   29,250   48,321   48,321        0        0

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:       -130)
    -200        0        0       70     -130     -130     -130        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.1     30.7      8.8     45.1     60.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       5        4        3       15       13       21       19                  
 
 
RGGI VINTAGE 2021 - ICE FUTURES ENERGY DIV                           Code-0063DW
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       30,430
COMMITMENTS
   7,785        0        0   22,168   30,429   29,953   30,429      477        1

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:      2,383)
    -350        0        0    2,700    2,383    2,350    2,383       33        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.6      0.0      0.0     72.8    100.0     98.4    100.0      1.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       8        0        0       10        7       18        7                  
 
 
CALIF CARBON ALLOWANCE V2023 - ICE FUTURES ENERGY DIV                Code-0063DX
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       15,199
COMMITMENTS
   3,115      950      465   11,419   13,584   14,999   14,999      200      200

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:        100)
     100        0        0        0      100      100      100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.5      6.3      3.1     75.1     89.4     98.7     98.7      1.3      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        1        1       11       10       14       12                  
 
 
MARINE FUEL OIL 0.5% FOB USGC - ICE FUTURES ENERGY DIV               Code-021397
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:        9,143
COMMITMENTS
     120      108        5    8,950    9,010    9,075    9,123       68       20

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:        312)
       0        8        0      308      304      308      312        4        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      1.2      0.1     97.9     98.5     99.3     99.8      0.7      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        1       16       17       17       19                  
 
 
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV                          Code-02141B
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:       29,842
COMMITMENTS
   5,922      114      782   23,079   28,946   29,783   29,842       59        0

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:      1,736)
     251      114       18    1,475    1,604    1,744    1,736       -8        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.8      0.4      2.6     77.3     97.0     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       5        1        3       30       36       35       40                  
 
 
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV       Code-02141C
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:       20,004
COMMITMENTS
     104    4,629      315   18,847   15,058   19,266   20,002      738        2

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:        381)
       0      377        0      376       11      376      388        5       -7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5     23.1      1.6     94.2     75.3     96.3    100.0      3.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        2        2       20       22       24       24                  
 
 
USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV               Code-02141R
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
BBL                                                  OPEN INTEREST:        4,075
COMMITMENTS
      26      210      463    3,410    3,256    3,899    3,929      176      146

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:        570)
     -30       34       75      525      461      570      570        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      5.2     11.4     83.7     79.9     95.7     96.4      4.3      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        2        2       15       11       17       14                  
 
 
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV                 Code-023391
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    6,551,770
COMMITMENTS
 979,595   44,976  530,796  5003913  5956489  6514304  6532261   37,466   19,509

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:     55,979)
 -16,898  -34,893    6,759   64,672   83,869   54,533   55,735    1,446      244

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.0      0.7      8.1     76.4     90.9     99.4     99.7      0.6      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      251)
      51       20       58      160      133      229      193                  
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      261,361
COMMITMENTS
  27,450   81,905   37,785  196,086  141,320  261,321  261,010       40      351

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:      7,864)
   3,494    3,377    5,211     -881     -859    7,824    7,729       40      135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.5     31.3     14.5     75.0     54.1    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      11       12       12       19       25       35       44                  
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      203,289
COMMITMENTS
   1,284    1,723      124  180,670  196,379  182,078  198,226   21,211    5,063

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:      3,249)
     276      394        0    4,373    5,630    4,649    6,024   -1,400   -2,775

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      0.8      0.1     88.9     96.6     89.6     97.5     10.4      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        3        1       24       21       25       25                  
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      140,402
COMMITMENTS
   3,176        0      267  129,157  126,585  132,600  126,852    7,802   13,550

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:        415)
       0        0        0      210    1,015      210    1,015      205     -600

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3      0.0      0.2     92.0     90.2     94.4     90.3      5.6      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        0        1       19       25       22       26                  
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      280,451
COMMITMENTS
   8,147    3,158      403  261,155  266,000  269,705  269,561   10,746   10,890

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:         68)
     -28     -320   -1,082     -109      890   -1,219     -512    1,287      580

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.9      1.1      0.1     93.1     94.8     96.2     96.1      3.8      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       7        3        4       27       31       36       36                  
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,075,176
COMMITMENTS
   3,140    7,174    2,062  1061522  1063332  1066724  1072568    8,452    2,608

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:      5,330)
  -1,049      -12      105    6,075    5,296    5,131    5,389      199      -59

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      0.7      0.2     98.7     98.9     99.2     99.8      0.8      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       6        3        4       42       25       49       31                  
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      377,960
COMMITMENTS
  11,756    4,184      600  349,620  359,080  361,976  363,864   15,984   14,096

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:      5,909)
     350       94        0    5,847    4,099    6,197    4,193     -288    1,716

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.1      1.1      0.2     92.5     95.0     95.8     96.3      4.2      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       6        3        2       41       33       47       38                  
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      618,096
COMMITMENTS
   5,006        0    1,172  604,686  615,042  610,864  616,214    7,232    1,882

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:      1,700)
     144        0      112    1,446    1,898    1,702    2,010       -2     -310

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      0.0      0.2     97.8     99.5     98.8     99.7      1.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       4        0        2       37       41       41       43                  
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      486,149
COMMITMENTS
       0      845       70  477,759  469,906  477,829  470,821    8,320   15,328

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:      2,335)
       0       88      -56    3,343    2,380    3,287    2,412     -952      -77

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.2      0.0     98.3     96.7     98.3     96.8      1.7      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       0        2        1       34       31       35       33                  
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       97,135
COMMITMENTS
       0        0        0   91,507   93,576   91,507   93,576    5,628    3,559

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:      1,387)
       0     -345     -449    2,396    2,108    1,947    1,314     -560       73

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     94.2     96.3     94.2     96.3      5.8      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       14       19       14       19                  
 
 
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                    Code-02339Q
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       22,923
COMMITMENTS
   1,333        0        0   21,125   22,644   22,458   22,644      465      279

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:      3,472)
      62        0        0    3,534    3,627    3,596    3,627     -124     -155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.8      0.0      0.0     92.2     98.8     98.0     98.8      2.0      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        0        0       23       16       26       16                  
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      348,012
COMMITMENTS
   2,180    2,599    1,016  335,759  340,913  338,955  344,528    9,057    3,484

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:      1,234)
    -850      951      -21    4,138      490    3,267    1,420   -2,033     -186

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      0.7      0.3     96.5     98.0     97.4     99.0      2.6      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       1        2        1       27       28       29       30                  
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      180,842
COMMITMENTS
       0        0        0  171,106  174,063  171,106  174,063    9,736    6,779

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:      2,915)
       0        0        0    2,569    2,487    2,569    2,487      346      428

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     94.6     96.3     94.6     96.3      5.4      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        0        0       20       20       20       20                  
 
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      256,664
COMMITMENTS
       0    7,526        0  253,446  245,382  253,446  252,908    3,218    3,756

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:      2,538)
       0      310        0    2,712    1,828    2,712    2,138     -174      400

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.9      0.0     98.7     95.6     98.7     98.5      1.3      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        2        0       23       17       23       19                  
 
 
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV                      Code-0233A2
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       29,496
COMMITMENTS
   6,378        0        0   21,889   28,659   28,267   28,659    1,229      837

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:      2,728)
   1,949        0        0      682    2,728    2,631    2,728       97        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.6      0.0      0.0     74.2     97.2     95.8     97.2      4.2      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       6        0        0       12       18       18       18                  
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      611,282
COMMITMENTS
   8,472    8,543    5,109  589,337  591,219  602,918  604,871    8,364    6,411

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:     10,167)
     -18      488      121   12,040   10,158   12,143   10,767   -1,976     -600

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4      1.4      0.8     96.4     96.7     98.6     99.0      1.4      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
       5        6        5       54       43       62       52                  
 
 
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      213,581
COMMITMENTS
   1,129        0      344  207,742  212,619  209,215  212,963    4,366      618

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:      1,256)
    -327        0      -62    2,082    1,256    1,693    1,194     -437       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      0.0      0.2     97.3     99.5     98.0     99.7      2.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        0        1       21       21       22       22                  
 
 
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233AG
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      179,690
COMMITMENTS
   4,202    1,600        0  168,830  175,505  173,032  177,105    6,658    2,585

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:      7,378)
   1,240    1,054        0    7,839    6,076    9,079    7,130   -1,701      248

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3      0.9      0.0     94.0     97.7     96.3     98.6      3.7      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       3        2        0       26       25       29       27                  
 
 
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV      Code-0233AH
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      185,686
COMMITMENTS
  16,124    5,816        0  168,929  178,909  185,053  184,725      633      961

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:      8,184)
   1,240    1,054        0    6,944    7,006    8,184    8,060        0      124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.7      3.1      0.0     91.0     96.4     99.7     99.5      0.3      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
       4        6        0       38       41       42       47                  
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      111,169
COMMITMENTS
   2,356        0        0  107,895  110,115  110,251  110,115      918    1,054

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:     11,017)
       0        0        0   10,955   10,645   10,955   10,645       62      372

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1      0.0      0.0     97.1     99.1     99.2     99.1      0.8      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2        0        0       24       26       26       26                  
 
 
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV                     Code-0233AN
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
MMBTU                                                OPEN INTEREST:       21,298
COMMITMENTS
     930        0        0   19,065   19,074   19,995   19,074    1,303    2,224

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:      1,271)
     930        0        0      670    1,209    1,600    1,209     -329       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4      0.0      0.0     89.5     89.6     93.9     89.6      6.1     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        0       15       10       16       10                  
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      239,107
COMMITMENTS
   7,526    1,763    1,562  224,046  232,518  233,134  235,843    5,973    3,264

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:      3,269)
    -807       49      553    3,690    2,652    3,436    3,254     -167       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.1      0.7      0.7     93.7     97.2     97.5     98.6      2.5      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       3        3        2       34       36       38       40                  
 
 
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV                  Code-0233AT
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      125,518
COMMITMENTS
       0        0        0  124,662  124,588  124,662  124,588      856      930

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:      4,734)
       0        0        0    4,579    4,734    4,579    4,734      155        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.3     99.3     99.3     99.3      0.7      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        0        0        8       23        8       23                  
 
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       90,034
COMMITMENTS
       0      481        0   77,520   77,328   77,520   77,809   12,514   12,225

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:        572)
       0      481        0      903    1,242      903    1,723     -331   -1,151

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.5      0.0     86.1     85.9     86.1     86.4     13.9     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        0       18       16       18       17                  
 
 
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV          Code-0233B1
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      200,524
COMMITMENTS
       0      880      604  193,189  192,879  193,793  194,363    6,731    6,161

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:      1,367)
       0     -316        0    1,387    4,138    1,387    3,822      -20   -2,455

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.4      0.3     96.3     96.2     96.6     96.9      3.4      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       0        2        1       25       30       26       32                  
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      188,672
COMMITMENTS
       0      416        0  177,073  183,167  177,073  183,583   11,599    5,089

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:      5,919)
       0        0        0    6,255    4,169    6,255    4,169     -336    1,750

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.2      0.0     93.9     97.1     93.9     97.3      6.1      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        1        0       20       21       20       22                  
 
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       86,293
COMMITMENTS
       0        0        0   80,630   83,092   80,630   83,092    5,663    3,201

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:      1,067)
       0        0        0    1,055      609    1,055      609       12      458

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     93.4     96.3     93.4     96.3      6.6      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       17       18       17       18                  
 
 
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV  Code-0233BD
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       29,311
COMMITMENTS
   4,002        0      177   22,818   26,856   26,997   27,033    2,314    2,278

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:        645)
       0        0       28      276      682      304      710      341      -65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.7      0.0      0.6     77.8     91.6     92.1     92.2      7.9      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        0        1       10       10       14       11                  
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      222,013
COMMITMENTS
   5,761        0      174  208,550  202,488  214,485  202,662    7,528   19,351

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:      8,791)
     -37        0       90    9,247     -144    9,300      -54     -509    8,845

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.6      0.0      0.1     93.9     91.2     96.6     91.3      3.4      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        0        1       12       17       16       18                  
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      166,823
COMMITMENTS
   5,709    1,240      763  153,582  159,356  160,054  161,359    6,769    5,464

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:     -1,775)
     638    1,240      763   -1,172   -1,411      229      592   -2,004   -2,367

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.4      0.7      0.5     92.1     95.5     95.9     96.7      4.1      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       3        2        1       35       33       39       35                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV          Code-0233CG
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       55,405
COMMITMENTS
   1,309        0        0   52,539   52,347   53,848   52,347    1,557    3,058

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:      2,195)
       0        0        0    2,009    2,164    2,009    2,164      186       31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4      0.0      0.0     94.8     94.5     97.2     94.5      2.8      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        0        0       13       16       15       16                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      239,244
COMMITMENTS
   3,472    3,563      214  229,736  227,245  233,422  231,022    5,822    8,222

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:      4,757)
     329      149      214    4,125    4,283    4,668    4,646       89      111

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5      1.5      0.1     96.0     95.0     97.6     96.6      2.4      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       3        2        1       31       34       34       37                  
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:      113,678
COMMITMENTS
       0        0        0  111,168  108,908  111,168  108,908    2,510    4,770

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:      1,425)
       0        0        0    2,436      618    2,436      618   -1,011      807

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     97.8     95.8     97.8     95.8      2.2      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        0        0       26       26       26       26                  
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      121,130
COMMITMENTS
       0        0        0  112,411  116,453  112,411  116,453    8,719    4,677

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:      1,133)
       0        0        0    1,102    1,133    1,102    1,133       31        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     92.8     96.1     92.8     96.1      7.2      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       14       19       14       19                  
 
 
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       38,043
COMMITMENTS
     248        0        0   34,833   35,957   35,081   35,957    2,962    2,086

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:      1,705)
       0        0        0    1,643    1,767    1,643    1,767       62      -62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      0.0      0.0     91.6     94.5     92.2     94.5      7.8      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        0       13       19       14       19                  
 
 
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV                   Code-0233DR
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 MM Btus                                         OPEN INTEREST:      344,000
COMMITMENTS
     426        0        0  331,280  337,100  331,706  337,100   12,294    6,900

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:      5,218)
       0        0        0    4,089    4,670    4,089    4,670    1,129      548

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      0.0      0.0     96.3     98.0     96.4     98.0      3.6      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       1        0        0       30       24       31       24                  
 
 
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV                         Code-0233DT
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       99,376
COMMITMENTS
       0        0        0   91,267   97,214   91,267   97,214    8,109    2,162

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:      1,074)
       0        0        0    1,074      646    1,074      646        0      428

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     91.8     97.8     91.8     97.8      8.2      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       14       13       14       13                  
 
 
TETCO M2 Index (Receipts) - ICE FUTURES ENERGY DIV                   Code-0233DW
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 MM Btus                                         OPEN INTEREST:       13,259
COMMITMENTS
     868        0        0   11,926   13,135   12,794   13,135      465      124

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:        400)
     124        0        0      152      400      276      400      124        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.5      0.0      0.0     89.9     99.1     96.5     99.1      3.5      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        0        8       13       10       13                  
 
 
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV                            Code-0233EB
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:      178,626
COMMITMENTS
       0        0        0  172,568  172,110  172,568  172,110    6,058    6,516

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:      1,434)
       0     -307        0    1,651      209    1,651      -98     -217    1,532

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     96.6     96.4     96.6     96.4      3.4      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        0        0       16       25       16       25                  
 
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                       Code-064363
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:        4,745
COMMITMENTS
     594      726        0    3,785    3,975    4,379    4,701      366       44

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.5     15.3      0.0     79.8     83.8     92.3     99.1      7.7      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       5        5        0       14       11       19       16                  
 
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                        Code-064391
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       33,876
COMMITMENTS
   5,192      762    1,295   27,369   31,819   33,856   33,876       20        0

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:        124)
      20      -60       85       24       99      129      124       -5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.3      2.2      3.8     80.8     93.9     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       5        7        6       23       25       31       35                  
 
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(1 MWh for about 368 Hours)                          OPEN INTEREST:       31,636
COMMITMENTS
   4,380    1,565    1,110   26,146   28,961   31,636   31,636        0        0

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:        773)
     125     -275      200      448      848      773      773        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.8      4.9      3.5     82.6     91.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        4        5       19       19       25       25                  
 
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                      Code-064394
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1Megawatt for 368 Hours)               OPEN INTEREST:      133,343
COMMITMENTS
  22,624    4,768    2,580  107,693  125,648  132,897  132,996      446      347

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:     -1,436)
    -730      116       48     -814   -1,668   -1,496   -1,504       60       68

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.0      3.6      1.9     80.8     94.2     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      13       10       14       34       38       52       57                  
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       59,868
COMMITMENTS
   5,626      461    1,966   52,276   57,391   59,868   59,818        0       50

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:        354)
    -517      -56       -3      874      413      354      354        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.4      0.8      3.3     87.3     95.9    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       8        4        6       23       27       33       35                  
 
 
CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV                 Code-064396
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| 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:       33,612
COMMITMENTS
     300    2,009      150   33,162   31,453   33,612   33,612        0        0

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:        630)
       0        0        0      630      630      630      630        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      6.0      0.4     98.7     93.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        5        2       14       14       17       19                  
 
 
PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV              Code-06439A
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| 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:       50,154
COMMITMENTS
  14,420    5,358    1,343   34,233   43,102   49,996   49,803      158      351

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:         49)
      80       20     -155      289      310      214      175     -165     -126

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.8     10.7      2.7     68.3     85.9     99.7     99.3      0.3      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       5        3        3       25       26       31       31                  
 
 
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV                Code-06439B
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       65,502
COMMITMENTS
  19,962    5,018    2,026   43,209   58,097   65,197   65,141      305      361

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:        239)
      76      292     -229      377      180      224      243       15       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.5      7.7      3.1     66.0     88.7     99.5     99.4      0.5      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       8        5        3       26       25       35       32                  
 
 
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV                Code-06439C
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       63,921
COMMITMENTS
   1,366      723    1,824   60,360   61,374   63,550   63,921      371        0

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:        120)
     120        0        0        0      120      120      120        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1      1.1      2.9     94.4     96.0     99.4    100.0      0.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3        3        3       28       28       32       33                  
 
 
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV                      Code-06439F
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       83,809
COMMITMENTS
   1,495      957    2,186   79,752   80,631   83,433   83,774      376       35

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:        500)
     380        0        0      120      500      500      500        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8      1.1      2.6     95.2     96.2     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       3        3        3       30       26       34       31                  
 
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                      Code-06439K
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       36,160
COMMITMENTS
      75      195        0   36,073   35,266   36,148   35,461       12      699

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:       -239)
       0        0        0     -239     -335     -239     -335        0       96

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      0.5      0.0     99.8     97.5    100.0     98.1      0.0      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        2        0       19       18       21       20                  
 
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439L
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(1 MW for about 368 Hours)                           OPEN INTEREST:       28,711
COMMITMENTS
   1,560      750        0   26,800   27,909   28,360   28,659      351       52

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:         72)
       0        0        0       72       72       72       72        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.4      2.6      0.0     93.3     97.2     98.8     99.8      1.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        3        0       21       19       23       22                  
 
 
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV               Code-06439N
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       26,463
COMMITMENTS
   1,875      132      300   24,211   26,031   26,386   26,463       77        0

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.1      0.5      1.1     91.5     98.4     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        1       14       12       17       13                  
 
 
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV                 Code-06439R
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       97,409
COMMITMENTS
  10,948    3,794    1,814   84,171   91,645   96,933   97,253      476      156

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:        752)
   1,029      141     -161      -52      804      816      784      -64      -32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.2      3.9      1.9     86.4     94.1     99.5     99.8      0.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      12        9        9       43       35       59       49                  
 
 
ERCOT - SOUTH ZONE - ICE FUTURES ENERGY DIV                          Code-06439S
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       17,475
COMMITMENTS
      50       25        0   16,393   16,910   16,443   16,935    1,032      540

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      0.1      0.0     93.8     96.8     94.1     96.9      5.9      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        0       14       13       15       14                  
 
 
ERCOT-SOUTH MONTHLY OFFPEAK - ICE FUTURES ENERGY DIV                 Code-06439U
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       14,932
COMMITMENTS
      50       25        0   13,970   14,307   14,020   14,332      912      600

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      0.2      0.0     93.6     95.8     93.9     96.0      6.1      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        0       13       12       14       13                  
 
 
ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV                    Code-06439V
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       26,529
COMMITMENTS
      25    2,093        0   26,324   24,436   26,349   26,529      180        0

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:        132)
       0      540        0      132     -408      132      132        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      7.9      0.0     99.2     92.1     99.3    100.0      0.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        0       13       18       14       20                  
 
 
ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439W
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       26,250
COMMITMENTS
      25    2,093        0   26,045   24,157   26,070   26,250      180        0

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:        132)
       0      540        0      132     -408      132      132        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      8.0      0.0     99.2     92.0     99.3    100.0      0.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        0       13       18       14       20                  
 
 
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643A8
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       63,092
COMMITMENTS
   3,828    1,725      150   58,822   60,534   62,800   62,409      292      683

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:       -178)
     540        0        0     -718     -178     -178     -178        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.1      2.7      0.2     93.2     95.9     99.5     98.9      0.5      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       5        2        3       23       22       29       26                  
 
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643AZ
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       39,605
COMMITMENTS
     225      135        0   39,323   38,754   39,548   38,889       57      716

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:         46)
     100        0        0      186      -50      286      -50     -240       96

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      0.3      0.0     99.3     97.9     99.9     98.2      0.1      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        2        0       21       20       23       22                  
 
 
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV                    Code-0643B3
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       41,368
COMMITMENTS
     292    1,930       20   40,638   39,401   40,950   41,351      418       17

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:        133)
       0      100        0      133      183      133      283        0     -150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      4.7      0.0     98.2     95.2     99.0    100.0      1.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        8        1       23       23       25       32                  
 
 
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV                     Code-0643BC
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       56,812
COMMITMENTS
   2,063        0       85   53,841   56,457   55,989   56,542      823      270

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:        660)
     120        0        0      540      660      660      660        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.6      0.0      0.1     94.8     99.4     98.6     99.5      1.4      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        0        2       22       18       25       20                  
 
 
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643BE
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       60,460
COMMITMENTS
   2,426      125      261   57,223   59,889   59,910   60,275      550      185

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:        660)
     160        0        0      490      660      650      660       10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0      0.2      0.4     94.6     99.1     99.1     99.7      0.9      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       4        2        2       26       19       30       23                  
 
 
ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV              Code-0643BF
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| 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:       89,565
COMMITMENTS
   2,475      661    2,027   84,895   86,767   89,397   89,455      168      110

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:        681)
     -32     -456      -44      757    1,181      681      681        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8      0.7      2.3     94.8     96.9     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        2        3       25       23       29       27                  
 
 
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643BG
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:      105,747
COMMITMENTS
   3,460    1,818    3,552   98,280  100,311  105,292  105,681      455       66

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:          0)
     142     -279     -168      -45      449      -71        2       71       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.3      1.7      3.4     92.9     94.9     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       6       10        9       31       30       42       45                  
 
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                            Code-0643BM
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       55,282
COMMITMENTS
   1,086    3,787      125   54,051   51,325   55,262   55,237       20       45

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:      1,573)
      50      203        0    1,523    1,415    1,573    1,618        0      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0      6.9      0.2     97.8     92.8    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        3        3       21       14       25       19                  
 
 
CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV                 Code-0643BR
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| 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:       45,895
COMMITMENTS
     300    1,500      150   45,445   44,245   45,895   45,895        0        0

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:        300)
       0        0      150      150      150      300      300        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      3.3      0.3     99.0     96.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        4        1       15       12       17       16                  
 
 
PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV                  Code-0643BS
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| 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:       55,503
COMMITMENTS
     788    1,946      274   54,331   53,173   55,393   55,393      110      110

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:        -15)
    -120       24       15       90      -54      -15      -15        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4      3.5      0.5     97.9     95.8     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       4        3        3       22       21       27       26                  
 
 
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV                       Code-0643BT
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       62,691
COMMITMENTS
   1,346    5,498      289   60,149   56,601   61,784   62,388      907      303

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:         -6)
    -159      -14        0      -22       35     -181       21      175      -27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1      8.8      0.5     95.9     90.3     98.6     99.5      1.4      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       5        5        3       21       23       28       29                  
 
 
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BW
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       25,384
COMMITMENTS
      50    3,285      164   24,853   21,813   25,067   25,262      317      122

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:         40)
       0        0        0       30       30       30       30       10       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2     12.9      0.6     97.9     85.9     98.8     99.5      1.2      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        4        1       15       14       17       18                  
 
 
NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV                Code-0643BX
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(1 MW for about 368 Hours)                           OPEN INTEREST:       22,790
COMMITMENTS
      50    1,300        0   22,333   21,452   22,383   22,752      407       38

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:         50)
       0        0        0       50       50       50       50        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      5.7      0.0     98.0     94.1     98.2     99.8      1.8      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        0       16       14       17       16                  
 
 
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BY
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       28,018
COMMITMENTS
   1,469      940      892   25,035   25,516   27,396   27,348      622      670

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:        132)
     -20      122      -20      176       14      136      116       -4       16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.2      3.4      3.2     89.4     91.1     97.8     97.6      2.2      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        4        4       19       17       24       22                  
 
 
NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV               Code-0643BZ
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(1MW for about 368 Hours)                            OPEN INTEREST:       17,960
COMMITMENTS
     681    1,079      435   16,115   16,161   17,231   17,675      729      285

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:        648)
     240        0      -22      598      699      816      677     -168      -29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.8      6.0      2.4     89.7     90.0     95.9     98.4      4.1      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        4        4       15       13       19       19                  
 
 
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643C3
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       53,466
COMMITMENTS
   4,144    7,401    1,339   47,763   44,578   53,246   53,318      220      148

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:        306)
      20       80      -85      292      179      227      174       79      132

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.8     13.8      2.5     89.3     83.4     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       6        6        6       27       26       35       36                  
 
 
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643C4
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(1MW for about 368 Hours)                            OPEN INTEREST:       32,145
COMMITMENTS
   1,275    3,459    1,067   29,443   27,347   31,785   31,873      360      272

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:        296)
    -120        0        5      411      291      296      296        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0     10.8      3.3     91.6     85.1     98.9     99.2      1.1      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        4        3       21       21       25       27                  
 
 
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV                          Code-0643CB
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       16,938
COMMITMENTS
   1,431       50      114   15,363   16,747   16,908   16,911       30       27

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:        513)
      65       50       25      423      438      513      513        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.4      0.3      0.7     90.7     98.9     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4        1        2       20       17       24       20                  
 
 
PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV               Code-0643CC
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(1 MW for about 368 Hours)                           OPEN INTEREST:       22,235
COMMITMENTS
   2,685        0      100   19,422   22,135   22,207   22,235       28        0

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:        175)
       0        0        0      175      175      175      175        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.1      0.0      0.4     87.3     99.6     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       5        0        1       15       12       20       13                  
 
 
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643CZ
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       10,179
COMMITMENTS
     775      100      215    8,857    9,764    9,847   10,079      332      100

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:         17)
       0      100        0       17      -78       17       22        0       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.6      1.0      2.1     87.0     95.9     96.7     99.0      3.3      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        1        3       15       14       19       18                  
 
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV              Code-0643D1
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:        9,416
COMMITMENTS
     580        0      310    8,248    8,996    9,138    9,306      278      110

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:        -96)
       0        0        0      -96      -91      -96      -91        0       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.2      0.0      3.3     87.6     95.5     97.0     98.8      3.0      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        0        2       14       14       18       16                  
 
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV    Code-0643D7
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       51,040
COMMITMENTS
   1,700        0    2,450   46,690   48,580   50,840   51,030      200       10

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:        105)
     200        0        0      -95      105      105      105        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.3      0.0      4.8     91.5     95.2     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       5        0        1       20       15       25       16                  
 
 
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643D8
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       51,430
COMMITMENTS
   1,780        0    2,375   47,075   49,045   51,230   51,420      200       10

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:        105)
     300        0        0     -195      105      105      105        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.5      0.0      4.6     91.5     95.4     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       6        0        1       20       15       26       16                  
 
 
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643DB
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      115,711
COMMITMENTS
   1,490    9,352    1,909  111,929  104,413  115,328  115,674      383       37

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:        250)
     125      130      120        5        0      250      250        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      8.1      1.6     96.7     90.2     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       4       10        7       38       31       48       42                  
 
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643DC
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
352 MWh                                              OPEN INTEREST:      123,639
COMMITMENTS
   1,710    8,387    3,178  118,622  112,034  123,510  123,599      129       40

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:        -89)
      -5     -157      113     -187      -45      -79      -89      -10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4      6.8      2.6     95.9     90.6     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       4       12        9       42       35       54       48                  
 
 
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                Code-0643DF
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      264,147
COMMITMENTS
  47,328   13,795   17,392  195,569  224,870  260,289  256,057    3,858    8,090

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:      4,188)
  -1,507   -6,857     -161    2,229    3,324      561   -3,694    3,627    7,882

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.9      5.2      6.6     74.0     85.1     98.5     96.9      1.5      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      107)
      24       27       25       53       51       91       89                  
 
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643DL
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       15,295
COMMITMENTS
   2,805      600       95   12,265   14,520   15,165   15,215      130       80

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:        -10)
       0        0        0      -10      -10      -10      -10        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.3      3.9      0.6     80.2     94.9     99.2     99.5      0.8      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        1        2       18       16       22       19                  
 
 
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643DM
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       12,881
COMMITMENTS
   2,515      600       95   10,041   12,046   12,651   12,741      230      140

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:        -10)
       0        0        0      -10      -10      -10      -10        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.5      4.7      0.7     78.0     93.5     98.2     98.9      1.8      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        1        2       17       15       21       18                  
 
 
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV                Code-0643ID
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(1MW for about 352 Hours)                            OPEN INTEREST:        9,445
COMMITMENTS
     900        0        0    8,545    9,415    9,445    9,415        0       30

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:        714)
       0        0        0      714      714      714      714        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.5      0.0      0.0     90.5     99.7    100.0     99.7      0.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       5        0        0       24       18       29       18                  
 
 
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV                      Code-066413
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000  metric tonnes                                  OPEN INTEREST:        7,321
COMMITMENTS
     266      456      233    6,096    5,721    6,595    6,410      726      911

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:        235)
     -18       47       -2      120      123      100      168      135       67

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.6      6.2      3.2     83.3     78.1     90.1     87.6      9.9     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3        3        3       32       33       36       38                  
 
 
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV                 Code-066416
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       34,039
COMMITMENTS
   1,672       63      160   32,125   33,700   33,957   33,923       82      116

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:        981)
      50        0        0      931      981      981      981        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.9      0.2      0.5     94.4     99.0     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       2        1        1       42       37       45       38                  
 
 
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV              Code-06641A
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       22,331
COMMITMENTS
   1,341        0       15   20,945   22,102   22,301   22,117       30      214

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:        114)
     206        0        0      -62      390      144      390      -30     -276

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.0      0.0      0.1     93.8     99.0     99.9     99.0      0.1      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       4        0        1       25       28       29       29                  
 
 
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV               Code-06641D
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       12,800
COMMITMENTS
     187       56      430   11,768   11,310   12,385   11,796      415    1,004

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:        716)
     -22       -5       10      601      473      589      478      127      238

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5      0.4      3.4     91.9     88.4     96.8     92.2      3.2      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       5        1        3       40       36       46       39                  
 
 
PROPANE OPIS CONWAY INWELL FP - ICE FUTURES ENERGY DIV               Code-06641E
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:        7,014
COMMITMENTS
      20      197       93    6,521    6,504    6,634    6,794      380      220

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:        210)
       0        0        0      195      135      195      135       15       75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      2.8      1.3     93.0     92.7     94.6     96.9      5.4      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        2        2       14       19       16       22                  
 
 
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV              Code-06641F
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       30,084
COMMITMENTS
     585    1,599       60   29,425   28,369   30,070   30,028       14       56

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:      2,500)
       0      122        0    2,515    2,378    2,515    2,500      -15        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9      5.3      0.2     97.8     94.3    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       1        3        1       33       45       35       48                  
 
 
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV              Code-06641G
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       62,605
COMMITMENTS
   9,835    1,293    1,337   51,217   59,809   62,389   62,439      216      166

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:      2,870)
     392      309     -102    2,820    2,903    3,110    3,110     -240     -240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.7      2.1      2.1     81.8     95.5     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      10        8        9       73       71       89       82                  
 
 
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV                   Code-06641H
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000 Metric  Tonnes                                  OPEN INTEREST:        2,741
COMMITMENTS
     168       51       38    1,704    2,163    1,910    2,252      831      489

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:        165)
      -6       14       -4      202      256      192      266      -27     -101

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.1      1.9      1.4     62.2     78.9     69.7     82.2     30.3     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        1        2       19       20       23       22                  
 
 
CRUDE DIFF-WCS HOUSTON/WTI 1ST - ICE FUTURES ENERGY DIV              Code-06739C
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000 Barrels                                         OPEN INTEREST:       17,445
COMMITMENTS
       0        0        0   17,445   17,415   17,445   17,415        0       30

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:        640)
       0        0        0      640      640      640      640        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0     99.8    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       16       14       16       14                  
 
 
WTI CRUDE OIL 1ST LINE - ICE FUTURES ENERGY DIV                      Code-06741Q
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000 US barrels per lot                              OPEN INTEREST:       65,459
COMMITMENTS
  47,690   10,761      994   12,522   40,689   61,206   52,444    4,253   13,015

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:        101)
       0      -99        0      -82       17      -82      -82      183      183

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    72.9     16.4      1.5     19.1     62.2     93.5     80.1      6.5     19.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        5        3        9        8       13       15                  
 
 
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV                 Code-06742G
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000 BARRELS                                         OPEN INTEREST:       43,447
COMMITMENTS
       0        0        0   41,887   41,840   41,887   41,840    1,560    1,607

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:     -7,301)
     -30        0        0   -7,121   -6,874   -7,151   -6,874     -150     -427

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     96.4     96.3     96.4     96.3      3.6      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       0        0        0       26       28       26       28                  
 
 
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV                  Code-06742T
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000 BARRELS                                         OPEN INTEREST:       19,062
COMMITMENTS
       0        0        0   19,026   18,992   19,026   18,992       36       70

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:     -1,310)
       0        0        0   -1,310   -1,261   -1,310   -1,261        0      -49

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.8     99.6     99.8     99.6      0.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        0        0       16       18       16       18                  



Updated December 28, 2020