CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV                                                  Code-0063A2
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1,000 California carbon allowances                                         :
     :          :                                                                            :
All  :    12,620:     2,609      1,663          0     10,011     10,957     12,620     12,620:         0          0
Old  :    12,620:     2,609      1,663          0     10,011     10,957     12,620     12,620:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2020                        :
     :       500:      -405          0          0        905        500        500        500:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.7       13.2        0.0       79.3       86.8      100.0      100.0:       0.0        0.0
Old  :     100.0:      20.7       13.2        0.0       79.3       86.8      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         5          2          0         12          9         17         11:
Old  :        26:         5          2          0         12          9         17         11:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.2       75.4       85.6       94.5       64.2       75.4       85.2       93.0
Old  :                 64.2       75.4       85.6       94.5       64.2       75.4       85.2       93.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV                                                  Code-0063AS
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1,000 California carbon allowances                                         :
     :          :                                                                            :
All  :    34,128:    15,015      9,917          0     19,103     24,211     34,118     34,128:        10          0
Old  :    34,128:    15,015      9,917          0     19,103     24,211     34,118     34,128:        10          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2020                        :
     :         2:         0          0          0          2          2          2          2:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.0       29.1        0.0       56.0       70.9      100.0      100.0:       0.0        0.0
Old  :     100.0:      44.0       29.1        0.0       56.0       70.9      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:         7          6          0         17         13         24         19:
Old  :        36:         7          6          0         17         13         24         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.3       67.9       84.4       92.1       68.2       67.9       83.6       91.4
Old  :                 68.3       67.9       84.4       92.1       68.2       67.9       83.6       91.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV                                                      Code-0063CA
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1,000 California carbon allowances                                         :
     :          :                                                                            :
All  :   132,211:    26,378     30,692     15,859     89,814     85,585    132,051    132,136:       160         75
Old  :   132,211:    26,378     30,692     15,859     89,814     85,585    132,051    132,136:       160         75
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2020                        :
     :    -1,292:      -887       -266        131       -544     -1,107     -1,300     -1,242:         8        -50
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.0       23.2       12.0       67.9       64.7       99.9       99.9:       0.1        0.1
Old  :     100.0:      20.0       23.2       12.0       67.9       64.7       99.9       99.9:       0.1        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        72:        24         15         17         29         26         61         50:
Old  :        72:        24         15         17         29         26         61         50:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.5       32.6       60.9       56.5       30.1       28.7       42.2       46.5
Old  :                 39.5       32.6       60.9       56.5       30.1       28.7       42.2       46.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NJ SRECS - ICE FUTURES ENERGY DIV                                                                       Code-0063CC
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (10 SRECs)                                                                 :
     :          :                                                                            :
All  :   147,413:    49,408     16,622      2,285     95,720    128,506    147,413    147,413:         0          0
Old  :   147,413:    49,408     16,622      2,285     95,720    128,506    147,413    147,413:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2020                        :
     :   -39,948:   -11,460     -9,407       -494    -27,994    -30,047    -39,948    -39,948:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.5       11.3        1.6       64.9       87.2      100.0      100.0:       0.0        0.0
Old  :     100.0:      33.5       11.3        1.6       64.9       87.2      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         7          5          3         15         15         22         23:
Old  :        32:         7          5          3         15         15         22         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.9       85.9       86.6       93.7       58.6       81.6       83.8       86.4
Old  :                 58.9       85.9       86.6       93.7       58.6       81.6       83.8       86.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV                                                           Code-0063CH
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 100 MWh of renewable energy certificates                                   :
     :          :                                                                            :
All  :   120,217:    16,044     13,551      3,031    101,142    103,635    120,217    120,217:         0          0
Old  :   120,217:    16,044     13,551      3,031    101,142    103,635    120,217    120,217:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2020                        :
     :   -38,960:    -8,682     -9,758     -1,710    -28,568    -27,492    -38,960    -38,960:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.3       11.3        2.5       84.1       86.2      100.0      100.0:       0.0        0.0
Old  :     100.0:      13.3       11.3        2.5       84.1       86.2      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         8          4          6         17         11         26         20:
Old  :        32:         8          4          6         17         11         26         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.0       79.8       73.4       95.3       49.8       77.6       73.1       90.4
Old  :                 50.0       79.8       73.4       95.3       49.8       77.6       73.1       90.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV                                                      Code-0063CJ
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1,000 California carbon allowances                                         :
     :          :                                                                            :
All  :    36,716:     9,382      3,503      1,565     25,599     31,624     36,546     36,691:       170         25
Old  :    36,716:     9,382      3,503      1,565     25,599     31,624     36,546     36,691:       170         25
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2020                        :
     :       -25:         7          0        -20        -15         -5        -29        -25:         4          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.6        9.5        4.3       69.7       86.1       99.5       99.9:       0.5        0.1
Old  :     100.0:      25.6        9.5        4.3       69.7       86.1       99.5       99.9:       0.5        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:        16          3          5         17         17         34         24:
Old  :        41:        16          3          5         17         17         34         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.2       62.4       73.9       84.8       54.0       56.7       70.9       77.5
Old  :                 54.2       62.4       73.9       84.8       54.0       56.7       70.9       77.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RGGI VINTAGE 2019 - ICE FUTURES ENERGY DIV                                                              Code-0063CL
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1,000 RGGI CO2 Allowances                                                  :
     :          :                                                                            :
All  :    32,529:     5,875        850          0     26,654     31,679     32,529     32,529:         0          0
Old  :    32,529:     5,875        850          0     26,654     31,679     32,529     32,529:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2020                        :
     :        25:         0          0          0         25         25         25         25:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.1        2.6        0.0       81.9       97.4      100.0      100.0:       0.0        0.0
Old  :     100.0:      18.1        2.6        0.0       81.9       97.4      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         5          1          0         15          7         20          8:
Old  :        25:         5          1          0         15          7         20          8:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.2       95.8       88.2      100.0       63.2       95.0       88.2       98.2
Old  :                 63.2       95.8       88.2      100.0       63.2       95.0       88.2       98.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV                                                   Code-0063D9
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1,000 California carbon allowances                                         :
     :          :                                                                            :
All  :    33,491:     7,075        616      3,532     22,884     29,343     33,491     33,491:         0          0
Old  :    33,491:     7,075        616      3,532     22,884     29,343     33,491     33,491:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2020                        :
     :         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.1        1.8       10.5       68.3       87.6      100.0      100.0:       0.0        0.0
Old  :     100.0:      21.1        1.8       10.5       68.3       87.6      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         9          3          2         16         11         27         15:
Old  :        32:         9          3          2         16         11         27         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.7       62.8       66.0       89.9       43.2       59.7       60.1       80.1
Old  :                 47.7       62.8       66.0       89.9       43.2       59.7       60.1       80.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CALIF CARBON CURRENT AUCTION - ICE FUTURES ENERGY DIV                                                   Code-0063DB
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1,000 California carbon allowances                                         :
     :          :                                                                            :
All  :    22,771:     2,700     11,950        300     19,771     10,521     22,771     22,771:         0          0
Old  :    22,771:     2,700     11,950        300     19,771     10,521     22,771     22,771:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2020                        :
     :       200:      -650          0          0        850        200        200        200:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.9       52.5        1.3       86.8       46.2      100.0      100.0:       0.0        0.0
Old  :     100.0:      11.9       52.5        1.3       86.8       46.2      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         6          3          2         13          6         20         10:
Old  :        23:         6          3          2         13          6         20         10:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.6       90.1       81.3       99.1       57.6       85.7       78.1       89.1
Old  :                 57.6       90.1       81.3       99.1       57.6       85.7       78.1       89.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RGGI VINTAGE 2020 - ICE FUTURES ENERGY DIV                                                              Code-0063DJ
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1,000 RGGI CO2 Allowances                                                  :
     :          :                                                                            :
All  :    26,654:     2,670      2,487        241     23,251     23,903     26,162     26,631:       491         23
Old  :    26,654:     2,670      2,487        241     23,251     23,903     26,162     26,631:       491         23
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2020                        :
     :      -772:       150        146       -147       -661       -763       -658       -764:      -114         -8
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.0        9.3        0.9       87.2       89.7       98.2       99.9:       1.8        0.1
Old  :     100.0:      10.0        9.3        0.9       87.2       89.7       98.2       99.9:       1.8        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         2          3          2         16         13         19         17:
Old  :        24:         2          3          2         16         13         19         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.3       67.2       76.3       88.8       41.2       55.8       60.6       66.5
Old  :                 55.3       67.2       76.3       88.8       41.2       55.8       60.6       66.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CT RECs CLASS 1 - ICE FUTURES ENERGY DIV                                                                Code-0063DK
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 100 MWh of Class 1 Renewable Energy Cert                                   :
     :          :                                                                            :
All  :    13,969:     1,715      2,100          0     12,254     11,869     13,969     13,969:         0          0
Old  :    13,969:     1,715      2,100          0     12,254     11,869     13,969     13,969:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2020                        :
     :         5:         0          0          0          5          5          5          5:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.3       15.0        0.0       87.7       85.0      100.0      100.0:       0.0        0.0
Old  :     100.0:      12.3       15.0        0.0       87.7       85.0      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         1          5          0         11         10         12         15:
Old  :        24:         1          5          0         11         10         12         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 76.0       78.4       93.3       92.4       74.6       78.4       91.4       92.4
Old  :                 76.0       78.4       93.3       92.4       74.6       78.4       91.4       92.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV                                                   Code-0063DL
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 100 MWh of Class 1 Renewable Energy Cert                                   :
     :          :                                                                            :
All  :    18,659:     1,355      7,040        440     16,839     11,179     18,634     18,659:        25          0
Old  :    18,659:     1,355      7,040        440     16,839     11,179     18,634     18,659:        25          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2020                        :
     :         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.3       37.7        2.4       90.2       59.9       99.9      100.0:       0.1        0.0
Old  :     100.0:       7.3       37.7        2.4       90.2       59.9       99.9      100.0:       0.1        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         2          6          2         11         10         14         17:
Old  :        24:         2          6          2         11         10         14         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.8       71.7       88.5       90.2       61.0       68.0       84.2       86.5
Old  :                 62.8       71.7       88.5       90.2       61.0       68.0       84.2       86.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV                                                             Code-0063DN
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (10 SRECs)                                                                 :
     :          :                                                                            :
All  :    44,556:    21,286     14,739      3,982     19,288     25,835     44,556     44,556:         0          0
Old  :    44,556:    21,286     14,739      3,982     19,288     25,835     44,556     44,556:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2020                        :
     :     1,950:     1,200       -100      1,100       -350        950      1,950      1,950:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      47.8       33.1        8.9       43.3       58.0      100.0      100.0:       0.0        0.0
Old  :     100.0:      47.8       33.1        8.9       43.3       58.0      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         4          6          4         14         11         21         18:
Old  :        24:         4          6          4         14         11         21         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.7       60.4       81.1       87.2       58.1       54.4       69.5       71.9
Old  :                 62.7       60.4       81.1       87.2       58.1       54.4       69.5       71.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MARINE FUEL OIL 0.5% FOB USGC - ICE FUTURES ENERGY DIV                                                  Code-021397
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1000 barrels                                                               :
     :          :                                                                            :
All  :     9,178:         0          0          0      9,059      9,028      9,059      9,028:       119        150
Old  :     9,178:         0          0          0      9,059      9,028      9,059      9,028:       119        150
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2020                        :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0       98.7       98.4       98.7       98.4:       1.3        1.6
Old  :     100.0:       0.0        0.0        0.0       98.7       98.4       98.7       98.4:       1.3        1.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         0          0          0         16         16         16         16:
Old  :        20:         0          0          0         16         16         16         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.7       57.6       80.7       78.2       35.8       40.7       46.7       46.2
Old  :                 61.7       57.6       80.7       78.2       35.8       40.7       46.7       46.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV                                                             Code-02141B
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1000 barrels                                                               :
     :          :                                                                            :
All  :    32,681:     5,045        640      1,888     25,623     30,147     32,556     32,675:       125          6
Old  :    32,681:     5,045        640      1,888     25,623     30,147     32,556     32,675:       125          6
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2020                        :
     :    -5,991:    -1,422        232       -504     -4,038     -5,719     -5,964     -5,991:       -27          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.4        2.0        5.8       78.4       92.2       99.6      100.0:       0.4        0.0
Old  :     100.0:      15.4        2.0        5.8       78.4       92.2       99.6      100.0:       0.4        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:         4          2          5         25         25         31         31:
Old  :        36:         4          2          5         25         25         31         31:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.6       57.2       78.3       79.7       28.3       30.0       38.0       35.6
Old  :                 53.6       57.2       78.3       79.7       28.3       30.0       38.0       35.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV                                          Code-02141C
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1000 barrels                                                               :
     :          :                                                                            :
All  :    25,569:       758      5,879        744     23,215     18,946     24,717     25,569:       852          0
Old  :    25,569:       758      5,879        744     23,215     18,946     24,717     25,569:       852          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2020                        :
     :    -4,866:       -73     -1,503       -189     -4,610     -3,174     -4,872     -4,866:         6          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.0       23.0        2.9       90.8       74.1       96.7      100.0:       3.3        0.0
Old  :     100.0:       3.0       23.0        2.9       90.8       74.1       96.7      100.0:       3.3        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:         3          4          3         20         18         25         23:
Old  :        33:         3          4          3         20         18         25         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.9       60.4       74.8       84.0       35.2       43.9       47.3       53.5
Old  :                 55.9       60.4       74.8       84.0       35.2       43.9       47.3       53.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV                                                    Code-023391
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 MMBtus                                                                :
     :          :                                                                            :
All  : 6,022,854: 1,077,021     20,016    411,928  4,496,132  5,571,122  5,985,081  6,003,066:    37,773     19,788
Old  : 6,022,854: 1,077,021     20,016    411,928  4,496,132  5,571,122  5,985,081  6,003,066:    37,773     19,788
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2020                        :
     :  -163,857:    77,511    -21,831    -55,276   -187,159    -88,522   -164,924   -165,629:     1,067      1,772
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.9        0.3        6.8       74.7       92.5       99.4       99.7:       0.6        0.3
Old  :     100.0:      17.9        0.3        6.8       74.7       92.5       99.4       99.7:       0.6        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       228:        50         14         51        147        133        207        188:
Old  :       228:        50         14         51        147        133        207        188:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.7       40.1       43.3       60.2       24.2       39.9       38.0       59.0
Old  :                 25.7       40.1       43.3       60.2       24.2       39.9       38.0       59.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                                                    Code-023392
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  : 1,554,168:    31,700     23,140    563,465    954,765    966,256  1,549,930  1,552,861:     4,238      1,308
Old  : 1,554,168:    31,700     23,140    563,465    954,765    966,256  1,549,930  1,552,861:     4,238      1,308
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2020                        :
     :   101,686:   -16,518      3,928     85,719     30,499     16,394     99,700    106,041:     1,986     -4,355
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.0        1.5       36.3       61.4       62.2       99.7       99.9:       0.3        0.1
Old  :     100.0:       2.0        1.5       36.3       61.4       62.2       99.7       99.9:       0.3        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        78:        15         11         24         52         49         78         73:
Old  :        78:        15         11         24         52         49         78         73:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.5       53.4       70.8       71.4        3.2        5.3        4.7        6.2
Old  :                 53.5       53.4       70.8       71.4        3.2        5.3        4.7        6.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                                                         Code-023393
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :   257,908:     3,196      2,237         62    226,404    245,124    229,662    247,423:    28,246     10,485
Old  :   257,908:     3,196      2,237         62    226,404    245,124    229,662    247,423:    28,246     10,485
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2020                        :
     :    -2,680:    -1,670          0          0     -3,036     -6,249     -4,706     -6,249:     2,026      3,569
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.2        0.9        0.0       87.8       95.0       89.0       95.9:      11.0        4.1
Old  :     100.0:       1.2        0.9        0.0       87.8       95.0       89.0       95.9:      11.0        4.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         1          2          1         26         21         28         23:
Old  :        32:         1          2          1         26         21         28         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 65.6       79.3       77.0       88.4       62.5       78.0       73.5       84.9
Old  :                 65.6       79.3       77.0       88.4       62.5       78.0       73.5       84.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                                                        Code-023394
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :   161,389:     1,073        419      1,402    148,822    152,074    151,297    153,895:    10,092      7,494
Old  :   161,389:     1,073        419      1,402    148,822    152,074    151,297    153,895:    10,092      7,494
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2020                        :
     :     1,416:        32         -3        427        478     -1,065        937       -641:       479      2,057
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.7        0.3        0.9       92.2       94.2       93.7       95.4:       6.3        4.6
Old  :     100.0:       0.7        0.3        0.9       92.2       94.2       93.7       95.4:       6.3        4.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:         4          2          3         20         26         26         29:
Old  :        36:         4          2          3         20         26         26         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 73.7       44.2       86.4       67.8       69.9       43.5       80.8       66.8
Old  :                 73.7       44.2       86.4       67.8       69.9       43.5       80.8       66.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                                                          Code-023395
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :   336,866:    11,256      3,448      5,412    306,774    324,450    323,442    333,310:    13,424      3,556
Old  :   336,866:    11,256      3,448      5,412    306,774    324,450    323,442    333,310:    13,424      3,556
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2020                        :
     :       945:         5        649       -184       -967        941     -1,146      1,406:     2,091       -461
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.3        1.0        1.6       91.1       96.3       96.0       98.9:       4.0        1.1
Old  :     100.0:       3.3        1.0        1.6       91.1       96.3       96.0       98.9:       4.0        1.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        60:         9          3          3         38         37         49         41:
Old  :        60:         9          3          3         38         37         49         41:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.7       45.2       72.6       71.3       37.1       38.0       46.1       52.9
Old  :                 56.7       45.2       72.6       71.3       37.1       38.0       46.1       52.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                                                                 Code-023396
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  : 1,155,262:     3,475     11,824      3,646  1,136,919  1,131,898  1,144,040  1,147,368:    11,222      7,894
Old  : 1,155,262:     3,475     11,824      3,646  1,136,919  1,131,898  1,144,040  1,147,368:    11,222      7,894
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2020                        :
     :    10,331:     1,128        490         12      7,787      4,213      8,927      4,715:     1,404      5,616
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.3        1.0        0.3       98.4       98.0       99.0       99.3:       1.0        0.7
Old  :     100.0:       0.3        1.0        0.3       98.4       98.0       99.0       99.3:       1.0        0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        49:         4          2          3         39         29         44         33:
Old  :        49:         4          2          3         39         29         44         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.4       61.5       69.2       89.9       46.3       61.2       67.7       88.0
Old  :                 47.4       61.5       69.2       89.9       46.3       61.2       67.7       88.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                                                              Code-023397
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :   414,795:     4,560      1,891        485    400,095    406,372    405,140    408,748:     9,655      6,047
Old  :   414,795:     4,560      1,891        485    400,095    406,372    405,140    408,748:     9,655      6,047
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2020                        :
     :     2,208:      -180        -63        -99      2,103      1,381      1,824      1,219:       384        989
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.1        0.5        0.1       96.5       98.0       97.7       98.5:       2.3        1.5
Old  :     100.0:       1.1        0.5        0.1       96.5       98.0       97.7       98.5:       2.3        1.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        62:         4          3          3         43         43         48         48:
Old  :        62:         4          3          3         43         43         48         48:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.6       52.3       64.9       67.9       47.5       46.7       62.0       57.8
Old  :                 47.6       52.3       64.9       67.9       47.5       46.7       62.0       57.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                                                                  Code-023398
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :   622,671:     2,244      1,380        860    608,062    617,383    611,166    619,623:    11,505      3,048
Old  :   622,671:     2,244      1,380        860    608,062    617,383    611,166    619,623:    11,505      3,048
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2020                        :
     :    13,898:       464      1,156        488     12,507     12,636     13,459     14,280:       439       -382
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.4        0.2        0.1       97.7       99.2       98.2       99.5:       1.8        0.5
Old  :     100.0:       0.4        0.2        0.1       97.7       99.2       98.2       99.5:       1.8        0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        66:         3          4          3         38         48         42         54:
Old  :        66:         3          4          3         38         48         42         54:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.5       40.2       74.6       64.3       58.1       36.6       72.8       58.1
Old  :                 58.5       40.2       74.6       64.3       58.1       36.6       72.8       58.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                                                                 Code-023399
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :   476,161:     4,029      4,751         87    462,570    461,426    466,686    466,264:     9,475      9,897
Old  :   476,161:     4,029      4,751         87    462,570    461,426    466,686    466,264:     9,475      9,897
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2020                        :
     :     6,256:         0       -647         31      4,397      4,541      4,428      3,925:     1,828      2,331
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.8        1.0        0.0       97.1       96.9       98.0       97.9:       2.0        2.1
Old  :     100.0:       0.8        1.0        0.0       97.1       96.9       98.0       97.9:       2.0        2.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        52:         1          3          1         41         31         43         34:
Old  :        52:         1          3          1         41         31         43         34:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.8       62.6       63.3       78.8       42.0       60.1       58.7       71.6
Old  :                 43.8       62.6       63.3       78.8       42.0       60.1       58.7       71.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV                                           Code-02339E
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :   101,974:         0      2,291          0     95,587     94,546     95,587     96,837:     6,387      5,137
Old  :   101,974:         0      2,291          0     95,587     94,546     95,587     96,837:     6,387      5,137
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2020                        :
     :     3,270:         0     -2,523        -62      3,500      3,502      3,438        917:      -168      2,353
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        2.2        0.0       93.7       92.7       93.7       95.0:       6.3        5.0
Old  :     100.0:       0.0        2.2        0.0       93.7       92.7       93.7       95.0:       6.3        5.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         0          2          0         15         18         15         20:
Old  :        25:         0          2          0         15         18         15         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 73.7       46.6       87.7       70.7       68.7       43.5       74.5       61.3
Old  :                 73.7       46.6       87.7       70.7       68.7       43.5       74.5       61.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CG-MAINLINE FINANCIAL INDEX - ICE FUTURES ENERGY DIV                                                    Code-02339P
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Any multiple of 2,500 MMBtus                                               :
     :          :                                                                            :
All  :    13,901:       558          0          0     10,344     13,436     10,902     13,436:     2,999        465
Old  :    13,901:       558          0          0     10,344     13,436     10,902     13,436:     2,999        465
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2020                        :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.0        0.0        0.0       74.4       96.7       78.4       96.7:      21.6        3.3
Old  :     100.0:       4.0        0.0        0.0       74.4       96.7       78.4       96.7:      21.6        3.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         1          0          0          9         14         10         14:
Old  :        20:         1          0          0          9         14         10         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.7       54.1       73.1       82.7       51.2       54.1       67.5       78.7
Old  :                 53.7       54.1       73.1       82.7       51.2       54.1       67.5       78.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                                                       Code-02339Q
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :    26,594:       527          0          0     21,369     25,943     21,896     25,943:     4,698        651
Old  :    26,594:       527          0          0     21,369     25,943     21,896     25,943:     4,698        651
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2020                        :
     :       155:         0          0          0     -1,860        -93     -1,860        -93:     2,015        248
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.0        0.0        0.0       80.4       97.6       82.3       97.6:      17.7        2.4
Old  :     100.0:       2.0        0.0        0.0       80.4       97.6       82.3       97.6:      17.7        2.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         1          0          0         14         17         15         17:
Old  :        26:         1          0          0         14         17         15         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.5       67.3       67.6       85.8       42.9       67.3       61.2       81.2
Old  :                 45.5       67.3       67.6       85.8       42.9       67.3       61.2       81.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV                                         Code-02339U
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :   331,583:         0      6,353          0    314,253    317,694    314,253    324,047:    17,330      7,536
Old  :   331,583:         0      6,353          0    314,253    317,694    314,253    324,047:    17,330      7,536
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2020                        :
     :     4,955:         0     -1,594       -286       -880      3,863     -1,166      1,983:     6,121      2,972
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        1.9        0.0       94.8       95.8       94.8       97.7:       5.2        2.3
Old  :     100.0:       0.0        1.9        0.0       94.8       95.8       94.8       97.7:       5.2        2.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:         0          4          0         29         30         29         34:
Old  :        43:         0          4          0         29         30         29         34:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 65.9       62.3       79.1       78.3       63.9       61.7       74.5       76.8
Old  :                 65.9       62.3       79.1       78.3       63.9       61.7       74.5       76.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV                               Code-02339W
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mm btu                                                                :
     :          :                                                                            :
All  :   199,282:         0          0          0    191,552    193,834    191,552    193,834:     7,730      5,448
Old  :   199,282:         0          0          0    191,552    193,834    191,552    193,834:     7,730      5,448
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2020                        :
     :     2,025:         0          0          0        695      2,114        695      2,114:     1,330        -89
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0       96.1       97.3       96.1       97.3:       3.9        2.7
Old  :     100.0:       0.0        0.0        0.0       96.1       97.3       96.1       97.3:       3.9        2.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:         0          0          0         24         23         24         23:
Old  :        34:         0          0          0         24         23         24         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.7       56.8       72.3       81.8       53.9       56.8       68.0       78.0
Old  :                 54.7       56.8       72.3       81.8       53.9       56.8       68.0       78.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY DIV                                Code-02339Y
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :   298,101:     3,206          0        453    283,323    296,365    286,982    296,818:    11,119      1,283
Old  :   298,101:     3,206          0        453    283,323    296,365    286,982    296,818:    11,119      1,283
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2020                        :
     :     2,954:       374          0          0     -3,992      2,954     -3,618      2,954:     6,572          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.1        0.0        0.2       95.0       99.4       96.3       99.6:       3.7        0.4
Old  :     100.0:       1.1        0.0        0.2       95.0       99.4       96.3       99.6:       3.7        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:         2          0          1         23         24         25         25:
Old  :        37:         2          0          1         23         24         25         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.1       79.2       77.4       90.4       56.9       75.9       74.9       86.5
Old  :                 59.1       79.2       77.4       90.4       56.9       75.9       74.9       86.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV                                                         Code-0233A2
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :    41,563:     5,425        310        620     33,083     40,509     39,128     41,439:     2,435        124
Old  :    41,563:     5,425        310        620     33,083     40,509     39,128     41,439:     2,435        124
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2020                        :
     :     1,331:       341          0          0        707      1,331      1,048      1,331:       283          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.1        0.7        1.5       79.6       97.5       94.1       99.7:       5.9        0.3
Old  :     100.0:      13.1        0.7        1.5       79.6       97.5       94.1       99.7:       5.9        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:         5          1          1         22         21         27         23:
Old  :        40:         5          1          1         22         21         27         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.0       61.1       70.6       80.2       51.0       61.1       63.1       74.2
Old  :                 57.0       61.1       70.6       80.2       51.0       61.1       63.1       74.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV                                                 Code-0233A3
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :   616,620:     8,631      2,756      6,668    590,880    597,221    606,179    606,645:    10,441      9,975
Old  :   616,620:     8,631      2,756      6,668    590,880    597,221    606,179    606,645:    10,441      9,975
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2020                        :
     :    10,095:      -979     -2,387        125      9,427     10,805      8,573      8,543:     1,522      1,552
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.4        0.4        1.1       95.8       96.9       98.3       98.4:       1.7        1.6
Old  :     100.0:       1.4        0.4        1.1       95.8       96.9       98.3       98.4:       1.7        1.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        69:         6          2          4         53         43         61         47:
Old  :        69:         6          2          4         53         43         61         47:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.7       45.3       46.6       70.1       26.6       44.8       43.2       65.3
Old  :                 26.7       45.3       46.6       70.1       26.6       44.8       43.2       65.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV                                                Code-0233A5
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :   195,661:       404          0         30    191,899    190,984    192,333    191,014:     3,328      4,647
Old  :   195,661:       404          0         30    191,899    190,984    192,333    191,014:     3,328      4,647
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2020                        :
     :    -9,566:      -527       -465          0    -10,079     -9,659    -10,606    -10,124:     1,040        558
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.2        0.0        0.0       98.1       97.6       98.3       97.6:       1.7        2.4
Old  :     100.0:       0.2        0.0        0.0       98.1       97.6       98.3       97.6:       1.7        2.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         1          0          1         22         20         23         21:
Old  :        24:         1          0          1         22         20         23         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.0       77.0       84.5       90.7       46.0       58.1       60.6       62.8
Old  :                 58.0       77.0       84.5       90.7       46.0       58.1       60.6       62.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ENERGY D                            Code-0233A8
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :   189,473:         0          0          0    183,163    187,341    183,163    187,341:     6,310      2,132
Old  :   189,473:         0          0          0    183,163    187,341    183,163    187,341:     6,310      2,132
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2020                        :
     :     8,799:      -461          0          0      8,203      8,337      7,742      8,337:     1,057        462
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0       96.7       98.9       96.7       98.9:       3.3        1.1
Old  :     100.0:       0.0        0.0        0.0       96.7       98.9       96.7       98.9:       3.3        1.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         0          0          0         24         21         24         21:
Old  :        29:         0          0          0         24         21         24         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 69.0       66.8       84.3       85.2       64.0       65.9       76.6       80.6
Old  :                 69.0       66.8       84.3       85.2       64.0       65.9       76.6       80.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV                                         Code-0233AG
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :   223,920:    19,964      4,550          0    200,778    213,287    220,742    217,837:     3,178      6,083
Old  :   223,920:    19,964      4,550          0    200,778    213,287    220,742    217,837:     3,178      6,083
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2020                        :
     :    14,649:    10,974      1,643        -31      3,369      8,734     14,312     10,346:       337      4,303
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.9        2.0        0.0       89.7       95.3       98.6       97.3:       1.4        2.7
Old  :     100.0:       8.9        2.0        0.0       89.7       95.3       98.6       97.3:       1.4        2.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        64:         7          6          0         26         43         33         49:
Old  :        64:         7          6          0         26         43         33         49:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.1       52.4       64.5       74.1       43.6       51.0       61.2       66.9
Old  :                 45.1       52.4       64.5       74.1       43.6       51.0       61.2       66.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV                                         Code-0233AH
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :   245,143:    43,483      5,108      1,271    193,466    232,843    238,220    239,222:     6,923      5,921
Old  :   245,143:    43,483      5,108      1,271    193,466    232,843    238,220    239,222:     6,923      5,921
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2020                        :
     :    16,261:     8,291        520        813        947      9,379     10,051     10,712:     6,210      5,549
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.7        2.1        0.5       78.9       95.0       97.2       97.6:       2.8        2.4
Old  :     100.0:      17.7        2.1        0.5       78.9       95.0       97.2       97.6:       2.8        2.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        86:        12          4          3         36         54         49         60:
Old  :        86:        12          4          3         36         54         49         60:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.7       48.1       64.9       61.0       43.5       47.5       61.8       57.6
Old  :                 44.7       48.1       64.9       61.0       43.5       47.5       61.8       57.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                                                   Code-0233AM
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :   141,557:         0        372          0    139,397    139,949    139,397    140,321:     2,160      1,236
Old  :   141,557:         0        372          0    139,397    139,949    139,397    140,321:     2,160      1,236
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2020                        :
     :     2,648:         0          0          0      2,524      2,462      2,524      2,462:       124        186
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.3        0.0       98.5       98.9       98.5       99.1:       1.5        0.9
Old  :     100.0:       0.0        0.3        0.0       98.5       98.9       98.5       99.1:       1.5        0.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        44:         0          1          0         22         31         22         32:
Old  :        44:         0          1          0         22         31         22         32:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.6       53.9       76.6       79.7       43.5       49.6       63.6       69.6
Old  :                 53.6       53.9       76.6       79.7       43.5       49.6       63.6       69.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV                                                        Code-0233AN
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : MMBTU                                                                      :
     :          :                                                                            :
All  :    38,878:       837      1,759          0     36,927     36,654     37,764     38,413:     1,114        465
Old  :    38,878:       837      1,759          0     36,927     36,654     37,764     38,413:     1,114        465
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2020                        :
     :       833:         0        124          0        709        461        709        585:       124        248
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.2        4.5        0.0       95.0       94.3       97.1       98.8:       2.9        1.2
Old  :     100.0:       2.2        4.5        0.0       95.0       94.3       97.1       98.8:       2.9        1.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         1          2          0         13         16         14         18:
Old  :        29:         1          2          0         13         16         14         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.2       67.5       83.5       84.2       60.2       67.5       83.5       83.8
Old  :                 60.2       67.5       83.5       84.2       60.2       67.5       83.5       83.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV                               Code-0233AQ
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :   287,144:     5,214      2,896        779    276,653    274,062    282,646    277,737:     4,498      9,407
Old  :   287,144:     5,214      2,896        779    276,653    274,062    282,646    277,737:     4,498      9,407
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2020                        :
     :     1,845:     1,713        104        646        -60        393      2,299      1,143:      -454        702
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.8        1.0        0.3       96.3       95.4       98.4       96.7:       1.6        3.3
Old  :     100.0:       1.8        1.0        0.3       96.3       95.4       98.4       96.7:       1.6        3.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        55:         4          3          4         39         40         45         45:
Old  :        55:         4          3          4         39         40         45         45:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.9       30.1       67.3       53.9       41.9       29.7       61.8       47.6
Old  :                 46.9       30.1       67.3       53.9       41.9       29.7       61.8       47.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV                                                     Code-0233AT
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :   115,758:         0        372          0    115,293    114,363    115,293    114,735:       465      1,023
Old  :   115,758:         0        372          0    115,293    114,363    115,293    114,735:       465      1,023
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2020                        :
     :     1,116:         0          0          0      1,116      1,581      1,116      1,581:         0       -465
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.3        0.0       99.6       98.8       99.6       99.1:       0.4        0.9
Old  :     100.0:       0.0        0.3        0.0       99.6       98.8       99.6       99.1:       0.4        0.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         0          1          0         16         16         16         17:
Old  :        27:         0          1          0         16         16         16         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 90.1       83.9       95.7       94.3       90.1       81.8       95.0       92.0
Old  :                 90.1       83.9       95.7       94.3       90.1       81.8       95.0       92.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV                                        Code-0233AW
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : mmbtu                                                                      :
     :          :                                                                            :
All  :    14,067:         0      1,116          0     11,845     12,269     11,845     13,385:     2,222        682
Old  :    14,067:         0      1,116          0     11,845     12,269     11,845     13,385:     2,222        682
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2020                        :
     :        93:         0         93          0        -93          0        -93         93:       186          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        7.9        0.0       84.2       87.2       84.2       95.2:      15.8        4.8
Old  :     100.0:       0.0        7.9        0.0       84.2       87.2       84.2       95.2:      15.8        4.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         0          2          0         11         12         11         14:
Old  :        22:         0          2          0         11         12         11         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.4       45.8       78.0       74.4       64.4       45.8       75.0       72.8
Old  :                 64.4       45.8       78.0       74.4       64.4       45.8       75.0       72.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENERGY DIV                            Code-0233AY
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :   111,224:     1,459          0          0     99,060    103,563    100,519    103,563:    10,705      7,661
Old  :   111,224:     1,459          0          0     99,060    103,563    100,519    103,563:    10,705      7,661
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2020                        :
     :        80:        30          0          0       -199       -108       -169       -108:       249        188
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.3        0.0        0.0       89.1       93.1       90.4       93.1:       9.6        6.9
Old  :     100.0:       1.3        0.0        0.0       89.1       93.1       90.4       93.1:       9.6        6.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         1          0          0         19         21         20         21:
Old  :        28:         1          0          0         19         21         20         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.1       56.5       81.5       77.9       62.6       51.1       69.2       66.7
Old  :                 68.1       56.5       81.5       77.9       62.6       51.1       69.2       66.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV                                             Code-0233B1
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :   241,076:         0      1,370      2,140    234,951    231,404    237,091    234,914:     3,985      6,162
Old  :   241,076:         0      1,370      2,140    234,951    231,404    237,091    234,914:     3,985      6,162
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2020                        :
     :     3,114:         0         88         90      2,435      2,936      2,525      3,114:       589          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.6        0.9       97.5       96.0       98.3       97.4:       1.7        2.6
Old  :     100.0:       0.0        0.6        0.9       97.5       96.0       98.3       97.4:       1.7        2.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:         0          3          3         31         33         34         36:
Old  :        45:         0          3          3         31         33         34         36:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.8       41.0       78.2       61.7       47.5       34.1       62.6       48.1
Old  :                 53.8       41.0       78.2       61.7       47.5       34.1       62.6       48.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV                                         Code-0233BB
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :   192,204:         0        336         31    185,816    188,923    185,847    189,290:     6,357      2,914
Old  :   192,204:         0        336         31    185,816    188,923    185,847    189,290:     6,357      2,914
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2020                        :
     :     2,031:         0          0          0      1,973      2,003      1,973      2,003:        58         28
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.2        0.0       96.7       98.3       96.7       98.5:       3.3        1.5
Old  :     100.0:       0.0        0.2        0.0       96.7       98.3       96.7       98.5:       3.3        1.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         0          1          1         22         20         23         21:
Old  :        29:         0          1          1         22         20         23         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.9       73.0       74.4       90.3       49.3       70.6       66.0       80.3
Old  :                 51.9       73.0       74.4       90.3       49.3       70.6       66.0       80.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIV                                   Code-0233BC
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :    93,678:       615          0          0     89,036     85,639     89,651     85,639:     4,027      8,039
Old  :    93,678:       615          0          0     89,036     85,639     89,651     85,639:     4,027      8,039
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2020                        :
     :      -159:        30          0          0       -509     -1,564       -479     -1,564:       320      1,405
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.7        0.0        0.0       95.0       91.4       95.7       91.4:       4.3        8.6
Old  :     100.0:       0.7        0.0        0.0       95.0       91.4       95.7       91.4:       4.3        8.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         1          0          0         19         16         20         16:
Old  :        23:         1          0          0         19         16         20         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.2       66.8       73.5       83.1       48.0       60.3       66.1       69.0
Old  :                 52.2       66.8       73.5       83.1       48.0       60.3       66.1       69.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV                                     Code-0233BD
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :    43,591:         0          0          0     39,294     42,034     39,294     42,034:     4,297      1,557
Old  :    43,591:         0          0          0     39,294     42,034     39,294     42,034:     4,297      1,557
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2020                        :
     :        31:         0          0          0     -1,829         31     -1,829         31:     1,860          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0       90.1       96.4       90.1       96.4:       9.9        3.6
Old  :     100.0:       0.0        0.0        0.0       90.1       96.4       90.1       96.4:       9.9        3.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         0          0          0         19         14         19         14:
Old  :        26:         0          0          0         19         14         19         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.5       81.5       69.7       92.4       41.7       79.4       64.8       87.8
Old  :                 46.5       81.5       69.7       92.4       41.7       79.4       64.8       87.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV                                       Code-0233BH
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :   216,410:     1,899          0          0    206,213    205,852    208,112    205,852:     8,298     10,558
Old  :   216,410:     1,899          0          0    206,213    205,852    208,112    205,852:     8,298     10,558
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2020                        :
     :       172:       -59          0          0      1,025     -1,347        966     -1,347:      -794      1,519
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.9        0.0        0.0       95.3       95.1       96.2       95.1:       3.8        4.9
Old  :     100.0:       0.9        0.0        0.0       95.3       95.1       96.2       95.1:       3.8        4.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         2          0          0         14         17         16         17:
Old  :        26:         2          0          0         14         17         16         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 77.6       64.8       94.0       81.7       73.8       64.5       85.8       76.9
Old  :                 77.6       64.8       94.0       81.7       73.8       64.5       85.8       76.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV                                            Code-0233BL
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :   186,002:     6,328      3,345        787    171,413    173,938    178,528    178,070:     7,474      7,932
Old  :   186,002:     6,328      3,345        787    171,413    173,938    178,528    178,070:     7,474      7,932
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2020                        :
     :     1,849:       -56       -196       -174      1,368      1,599      1,138      1,229:       711        620
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.4        1.8        0.4       92.2       93.5       96.0       95.7:       4.0        4.3
Old  :     100.0:       3.4        1.8        0.4       92.2       93.5       96.0       95.7:       4.0        4.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        50:         3          3          1         33         31         37         34:
Old  :        50:         3          3          1         33         31         37         34:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.5       45.9       65.6       63.2       46.8       41.7       59.7       58.2
Old  :                 51.5       45.9       65.6       63.2       46.8       41.7       59.7       58.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PANHANDLE EASTERN- POOL GAS (INDEX) - ICE FUTURES ENERGY DIV                                            Code-0233BM
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :    18,471:     2,216        217          0     14,140     16,495     16,356     16,712:     2,115      1,759
Old  :    18,471:     2,216        217          0     14,140     16,495     16,356     16,712:     2,115      1,759
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2020                        :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.0        1.2        0.0       76.6       89.3       88.5       90.5:      11.5        9.5
Old  :     100.0:      12.0        1.2        0.0       76.6       89.3       88.5       90.5:      11.5        9.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         1          1          0         13         12         14         13:
Old  :        20:         1          1          0         13         12         14         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.9       71.1       79.3       84.8       54.7       56.6       64.3       66.2
Old  :                 67.9       71.1       79.3       84.8       54.7       56.6       64.3       66.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOCAL CITYGATE FINANCIAL BASIS - ICE FUTURES ENERGY DIV                                                 Code-0233BY
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : MMBtu                                                                      :
     :          :                                                                            :
All  :    46,642:     1,294          0          0     41,354     38,664     42,648     38,664:     3,994      7,978
Old  :    46,642:     1,294          0          0     41,354     38,664     42,648     38,664:     3,994      7,978
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2020                        :
     :        90:       -35          0       -182         29     -5,449       -188     -5,631:       278      5,721
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.8        0.0        0.0       88.7       82.9       91.4       82.9:       8.6       17.1
Old  :     100.0:       2.8        0.0        0.0       88.7       82.9       91.4       82.9:       8.6       17.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         3          0          0         14         12         17         12:
Old  :        20:         3          0          0         14         12         17         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.5       76.4       77.0       81.4       51.2       74.9       73.1       75.4
Old  :                 52.5       76.4       77.0       81.4       51.2       74.9       73.1       75.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV                                             Code-0233CG
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :    69,639:     1,147          0        558     62,641     66,176     64,346     66,734:     5,293      2,905
Old  :    69,639:     1,147          0        558     62,641     66,176     64,346     66,734:     5,293      2,905
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2020                        :
     :     1,832:       -62          0         62     -1,547        159     -1,547        221:     3,379      1,611
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.6        0.0        0.8       90.0       95.0       92.4       95.8:       7.6        4.2
Old  :     100.0:       1.6        0.0        0.8       90.0       95.0       92.4       95.8:       7.6        4.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         2          0          2         14         20         16         22:
Old  :        29:         2          0          2         14         20         16         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 75.8       59.1       85.8       71.9       69.3       58.6       76.7       70.2
Old  :                 75.8       59.1       85.8       71.9       69.3       58.6       76.7       70.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV                                     Code-0233CH
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mm btu                                                                :
     :          :                                                                            :
All  :   243,913:     9,603          0      1,197    220,052    237,390    230,852    238,587:    13,061      5,326
Old  :   243,913:     9,603          0      1,197    220,052    237,390    230,852    238,587:    13,061      5,326
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2020                        :
     :     2,086:     1,357          0        154     -3,820      1,438     -2,309      1,592:     4,395        494
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.9        0.0        0.5       90.2       97.3       94.6       97.8:       5.4        2.2
Old  :     100.0:       3.9        0.0        0.5       90.2       97.3       94.6       97.8:       5.4        2.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        50:         9          0          2         32         37         41         39:
Old  :        50:         9          0          2         32         37         41         39:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.6       44.8       65.5       62.4       45.3       41.7       60.5       55.7
Old  :                 46.6       44.8       65.5       62.4       45.3       41.7       60.5       55.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TRANSCO STN 85 MONTHLY INDEX - ICE FUTURES ENERGY DIV                                                   Code-0233CS
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : mmbtu                                                                      :
     :          :                                                                            :
All  :    15,378:     5,425      1,054          0      9,337     13,549     14,762     14,603:       616        775
Old  :    15,378:     5,425      1,054          0      9,337     13,549     14,762     14,603:       616        775
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2020                        :
     :       682:       651        124          0         31        -31        682         93:         0        589
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.3        6.9        0.0       60.7       88.1       96.0       95.0:       4.0        5.0
Old  :     100.0:      35.3        6.9        0.0       60.7       88.1       96.0       95.0:       4.0        5.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         4          1          0          7         12         11         13:
Old  :        24:         4          1          0          7         12         11         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.6       56.7       89.5       81.5       64.6       56.7       89.5       81.5
Old  :                 64.6       56.7       89.5       81.5       64.6       56.7       89.5       81.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                                                           Code-0233CU
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : mmbtu                                                                      :
     :          :                                                                            :
All  :   138,265:         0      3,012          1    134,623    132,102    134,624    135,115:     3,641      3,150
Old  :   138,265:         0      3,012          1    134,623    132,102    134,624    135,115:     3,641      3,150
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2020                        :
     :       237:         0       -118          0        106        231        106        113:       131        124
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        2.2        0.0       97.4       95.5       97.4       97.7:       2.6        2.3
Old  :     100.0:       0.0        2.2        0.0       97.4       95.5       97.4       97.7:       2.6        2.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:         0          2          1         28         29         29         31:
Old  :        39:         0          2          1         28         29         29         31:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.3       53.0       69.3       73.0       43.0       37.6       53.2       51.7
Old  :                 48.3       53.0       69.3       73.0       43.0       37.6       53.2       51.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TRANSCO ZONE 6 MONTHLY INDEX - ICE FUTURES ENERGY DIV                                                   Code-0233CV
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : mmbtu                                                                      :
     :          :                                                                            :
All  :    36,113:       651          0          0     34,354     35,927     35,005     35,927:     1,108        186
Old  :    36,113:       651          0          0     34,354     35,927     35,005     35,927:     1,108        186
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2020                        :
     :         0:         0          0          0       -310          0       -310          0:       310          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.8        0.0        0.0       95.1       99.5       96.9       99.5:       3.1        0.5
Old  :     100.0:       1.8        0.0        0.0       95.1       99.5       96.9       99.5:       3.1        0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         1          0          0         10         11         11         11:
Old  :        20:         1          0          0         10         11         11         11:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 84.2       72.6       93.9       95.6       66.0       63.4       74.9       78.4
Old  :                 84.2       72.6       93.9       95.6       66.0       63.4       74.9       78.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV                                      Code-0233CW
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mm btu                                                                :
     :          :                                                                            :
All  :   150,461:     2,107      2,419          0    139,391    145,592    141,498    148,011:     8,963      2,450
Old  :   150,461:     2,107      2,419          0    139,391    145,592    141,498    148,011:     8,963      2,450
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2020                        :
     :       428:         0        124          0       -459     -1,121       -459       -997:       887      1,425
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.4        1.6        0.0       92.6       96.8       94.0       98.4:       6.0        1.6
Old  :     100.0:       1.4        1.6        0.0       92.6       96.8       94.0       98.4:       6.0        1.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:         2          2          0         21         26         23         28:
Old  :        38:         2          2          0         21         26         23         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 72.1       58.7       82.9       77.1       55.7       51.4       64.1       63.3
Old  :                 72.1       58.7       82.9       77.1       55.7       51.4       64.1       63.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV                                     Code-0233CZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mm btu                                                                :
     :          :                                                                            :
All  :    60,369:     1,661      2,007          0     54,482     55,680     56,143     57,687:     4,226      2,682
Old  :    60,369:     1,661      2,007          0     54,482     55,680     56,143     57,687:     4,226      2,682
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2020                        :
     :     2,533:         0         62          0       -381      2,256       -381      2,318:     2,914        215
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.8        3.3        0.0       90.2       92.2       93.0       95.6:       7.0        4.4
Old  :     100.0:       2.8        3.3        0.0       90.2       92.2       93.0       95.6:       7.0        4.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         1          2          0         11         11         12         13:
Old  :        20:         1          2          0         11         11         12         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 72.4       64.7       88.1       86.3       67.6       63.0       80.3       79.9
Old  :                 72.4       64.7       88.1       86.3       67.6       63.0       80.3       79.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DIV                                  Code-0233D4
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mm btu                                                                :
     :          :                                                                            :
All  :    41,608:         0          0          0     38,263     40,563     38,263     40,563:     3,345      1,045
Old  :    41,608:         0          0          0     38,263     40,563     38,263     40,563:     3,345      1,045
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2020                        :
     :        62:      -217          0          0       -682       -155       -899       -155:       961        217
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0       92.0       97.5       92.0       97.5:       8.0        2.5
Old  :     100.0:       0.0        0.0        0.0       92.0       97.5       92.0       97.5:       8.0        2.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         0          0          0         17         22         17         22:
Old  :        32:         0          0          0         17         22         17         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.4       52.2       79.9       73.3       62.7       52.2       74.0       69.6
Old  :                 64.4       52.2       79.9       73.3       62.7       52.2       74.0       69.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV                                                      Code-0233DR
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 MM Btus                                                               :
     :          :                                                                            :
All  :   282,023:         0      4,269          0    271,164    277,088    271,164    281,357:    10,859        666
Old  :   282,023:         0      4,269          0    271,164    277,088    271,164    281,357:    10,859        666
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2020                        :
     :     3,682:         0      1,456          0      3,888      1,958      3,888      3,414:      -206        268
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        1.5        0.0       96.1       98.3       96.1       99.8:       3.9        0.2
Old  :     100.0:       0.0        1.5        0.0       96.1       98.3       96.1       99.8:       3.9        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:         0          3          0         34         25         34         28:
Old  :        45:         0          3          0         34         25         34         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.6       61.6       66.1       89.4       48.4       59.9       63.4       86.2
Old  :                 50.6       61.6       66.1       89.4       48.4       59.9       63.4       86.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV                                                            Code-0233DT
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mm btu                                                                :
     :          :                                                                            :
All  :   103,561:     3,746      1,870          0     92,737    100,153     96,483    102,023:     7,078      1,538
Old  :   103,561:     3,746      1,870          0     92,737    100,153     96,483    102,023:     7,078      1,538
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2020                        :
     :     3,213:         0        124          0      3,611      2,844      3,611      2,968:      -398        245
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.6        1.8        0.0       89.5       96.7       93.2       98.5:       6.8        1.5
Old  :     100.0:       3.6        1.8        0.0       89.5       96.7       93.2       98.5:       6.8        1.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         1          2          0         19         15         20         17:
Old  :        30:         1          2          0         19         15         20         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.0       67.6       67.1       86.8       46.4       64.6       63.8       82.5
Old  :                 49.0       67.6       67.1       86.8       46.4       64.6       63.8       82.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TETCO M2 Index (Receipts) - ICE FUTURES ENERGY DIV                                                      Code-0233DW
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 MM Btus                                                               :
     :          :                                                                            :
All  :    20,438:     1,054          0          0     17,714     19,818     18,768     19,818:     1,670        620
Old  :    20,438:     1,054          0          0     17,714     19,818     18,768     19,818:     1,670        620
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2020                        :
     :       732:         0          0          0        -74        546        -74        546:       806        186
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.2        0.0        0.0       86.7       97.0       91.8       97.0:       8.2        3.0
Old  :     100.0:       5.2        0.0        0.0       86.7       97.0       91.8       97.0:       8.2        3.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         1          0          0         14         13         15         13:
Old  :        23:         1          0          0         14         13         15         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.9       58.5       80.4       84.4       62.9       55.8       80.1       81.6
Old  :                 62.9       58.5       80.4       84.4       62.9       55.8       80.1       81.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV                                                               Code-0233EB
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 MMBtus                                                                :
     :          :                                                                            :
All  :   199,273:     1,379          0          0    191,137    191,669    192,516    191,669:     6,757      7,604
Old  :   199,273:     1,379          0          0    191,137    191,669    192,516    191,669:     6,757      7,604
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2020                        :
     :     2,678:         0          0          0      2,194      1,710      2,194      1,710:       484        968
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.7        0.0        0.0       95.9       96.2       96.6       96.2:       3.4        3.8
Old  :     100.0:       0.7        0.0        0.0       95.9       96.2       96.6       96.2:       3.4        3.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:         1          0          0         21         32         22         32:
Old  :        37:         1          0          0         21         32         22         32:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.0       44.2       86.5       67.2       65.6       40.3       72.2       60.3
Old  :                 67.0       44.2       86.5       67.2       65.6       40.3       72.2       60.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
REX ZONE 3 INDEX - ICE FUTURES ENERGY DIV                                                               Code-0233ED
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 MMBtus                                                                :
     :          :                                                                            :
All  :    26,525:       899          0          0     24,330     24,328     25,229     24,328:     1,296      2,197
Old  :    26,525:       899          0          0     24,330     24,328     25,229     24,328:     1,296      2,197
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2020                        :
     :       837:         0          0          0        961       -589        961       -589:      -124      1,426
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.4        0.0        0.0       91.7       91.7       95.1       91.7:       4.9        8.3
Old  :     100.0:       3.4        0.0        0.0       91.7       91.7       95.1       91.7:       4.9        8.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         2          0          0         12         17         14         17:
Old  :        27:         2          0          0         12         17         14         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 70.3       41.7       89.4       69.1       70.3       40.5       89.4       67.9
Old  :                 70.3       41.7       89.4       69.1       70.3       40.5       89.4       67.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                                                          Code-064363
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 800 MWh)                                                     :
     :          :                                                                            :
All  :    12,469:       730      1,224      1,732      9,713      9,131     12,175     12,087:       294        382
Old  :    12,469:       730      1,224      1,732      9,713      9,131     12,175     12,087:       294        382
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2020                        :
     :    -2,156:       116       -393       -469     -1,959     -1,547     -2,313     -2,409:       157        253
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.9        9.8       13.9       77.9       73.2       97.6       96.9:       2.4        3.1
Old  :     100.0:       5.9        9.8       13.9       77.9       73.2       97.6       96.9:       2.4        3.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:         4         10         11         24         22         35         36:
Old  :        40:         4         10         11         24         22         35         36:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.8       43.7       67.4       59.0       32.2       29.9       43.2       40.1
Old  :                 46.8       43.7       67.4       59.0       32.2       29.9       43.2       40.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                                                           Code-064391
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 400 MWh)                                                     :
     :          :                                                                            :
All  :    36,484:     4,282      1,880      1,639     30,548     32,725     36,469     36,244:        15        240
Old  :    36,484:     4,282      1,880      1,639     30,548     32,725     36,469     36,244:        15        240
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2020                        :
     :    -2,371:       659       -430       -450     -2,580     -1,491     -2,371     -2,371:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.7        5.2        4.5       83.7       89.7      100.0       99.3:       0.0        0.7
Old  :     100.0:      11.7        5.2        4.5       83.7       89.7      100.0       99.3:       0.0        0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:         3          7          5         19         23         24         34:
Old  :        38:         3          7          5         19         23         24         34:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.7       54.7       81.6       76.5       54.5       47.8       67.4       62.1
Old  :                 57.7       54.7       81.6       76.5       54.5       47.8       67.4       62.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                                                       Code-064392
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (1 MWh for about 368 Hours)                                                :
     :          :                                                                            :
All  :    32,068:     3,900        231        754     27,414     31,083     32,068     32,068:         0          0
Old  :    32,068:     3,900        231        754     27,414     31,083     32,068     32,068:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2020                        :
     :    -2,052:       475        -23       -500     -2,027     -1,529     -2,052     -2,052:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.2        0.7        2.4       85.5       96.9      100.0      100.0:       0.0        0.0
Old  :     100.0:      12.2        0.7        2.4       85.5       96.9      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         4          2          4         15         19         21         23:
Old  :        28:         4          2          4         15         19         21         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.4       66.9       82.6       90.6       59.9       59.2       77.3       80.4
Old  :                 61.4       66.9       82.6       90.6       59.9       59.2       77.3       80.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                                                         Code-064394
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 1Megawatt for 368 Hours)                                     :
     :          :                                                                            :
All  :   143,960:    16,118      5,127      7,717    118,958    129,064    142,793    141,908:     1,167      2,052
Old  :   143,960:    16,118      5,127      7,717    118,958    129,064    142,793    141,908:     1,167      2,052
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2020                        :
     :     3,868:     1,014       -552        286      1,654      2,210      2,954      1,944:       914      1,924
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.2        3.6        5.4       82.6       89.7       99.2       98.6:       0.8        1.4
Old  :     100.0:      11.2        3.6        5.4       82.6       89.7       99.2       98.6:       0.8        1.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        65:        15         11         12         37         37         57         55:
Old  :        65:        15         11         12         37         37         57         55:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.6       32.5       61.2       55.4       34.5       26.8       43.8       40.6
Old  :                 44.6       32.5       61.2       55.4       34.5       26.8       43.8       40.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                                                         Code-064395
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 400 Megawatt Hours)                                          :
     :          :                                                                            :
All  :    70,016:     1,879      2,448      1,951     66,186     65,556     70,016     69,955:         0         61
Old  :    70,016:     1,879      2,448      1,951     66,186     65,556     70,016     69,955:         0         61
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2020                        :
     :      -403:       407       -144          0       -809       -258       -403       -403:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.7        3.5        2.8       94.5       93.6      100.0       99.9:       0.0        0.1
Old  :     100.0:       2.7        3.5        2.8       94.5       93.6      100.0       99.9:       0.0        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        44:         6          6          4         28         26         34         36:
Old  :        44:         6          6          4         28         26         34         36:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.7       74.2       79.6       86.1       59.0       60.5       68.4       69.3
Old  :                 61.7       74.2       79.6       86.1       59.0       60.5       68.4       69.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV                                                    Code-064396
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (1 MW per Hour for about 386 Hours)                                        :
     :          :                                                                            :
All  :    41,496:     1,250      2,278        150     40,096     39,068     41,496     41,496:         0          0
Old  :    41,496:     1,250      2,278        150     40,096     39,068     41,496     41,496:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2020                        :
     :       223:         0       -100          0        223        323        223        223:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.0        5.5        0.4       96.6       94.1      100.0      100.0:       0.0        0.0
Old  :     100.0:       3.0        5.5        0.4       96.6       94.1      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         3          2          1         14         15         18         17:
Old  :        26:         3          2          1         14         15         18         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 75.0       80.4       93.1       93.3       70.3       64.8       76.8       76.9
Old  :                 75.0       80.4       93.1       93.3       70.3       64.8       76.8       76.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV                                                 Code-06439A
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (1 MW per Hour for about 386 Hours)                                        :
     :          :                                                                            :
All  :    57,233:    15,991      2,182      4,061     36,811     50,685     56,863     56,928:       370        305
Old  :    57,233:    15,991      2,182      4,061     36,811     50,685     56,863     56,928:       370        305
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2020                        :
     :        53:       -28         40        -15          1       -177        -42       -152:        95        205
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.9        3.8        7.1       64.3       88.6       99.4       99.5:       0.6        0.5
Old  :     100.0:      27.9        3.8        7.1       64.3       88.6       99.4       99.5:       0.6        0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:         7          2          4         24         24         32         29:
Old  :        37:         7          2          4         24         24         32         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.4       65.9       70.6       81.7       45.2       56.8       58.9       68.5
Old  :                 48.4       65.9       70.6       81.7       45.2       56.8       58.9       68.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV                                                   Code-06439B
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 800MWh                                                                     :
     :          :                                                                            :
All  :    71,278:    23,147      3,074      2,748     44,320     65,301     70,215     71,123:     1,063        155
Old  :    71,278:    23,147      3,074      2,748     44,320     65,301     70,215     71,123:     1,063        155
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2020                        :
     :      -258:       -28         48        -15       -503       -340       -546       -307:       288         49
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.5        4.3        3.9       62.2       91.6       98.5       99.8:       1.5        0.2
Old  :     100.0:      32.5        4.3        3.9       62.2       91.6       98.5       99.8:       1.5        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:         7          4          6         24         24         34         31:
Old  :        40:         7          4          6         24         24         34         31:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.5       67.1       71.1       82.6       50.9       61.9       64.3       72.8
Old  :                 52.5       67.1       71.1       82.6       50.9       61.9       64.3       72.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV                                                   Code-06439C
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    70,814:     2,390        758      1,317     66,307     68,054     70,014     70,129:       800        685
Old  :    70,814:     2,390        758      1,317     66,307     68,054     70,014     70,129:       800        685
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2020                        :
     :       -90:        75         10        -60       -413       -725       -398       -775:       308        685
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.4        1.1        1.9       93.6       96.1       98.9       99.0:       1.1        1.0
Old  :     100.0:       3.4        1.1        1.9       93.6       96.1       98.9       99.0:       1.1        1.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:         2          1          3         28         29         31         32:
Old  :        38:         2          1          3         28         29         31         32:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.5       60.8       64.7       84.8       40.3       60.8       61.1       79.2
Old  :                 43.5       60.8       64.7       84.8       40.3       60.8       61.1       79.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV                                                         Code-06439F
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    89,319:     2,370        933      2,066     83,841     85,620     88,277     88,619:     1,042        700
Old  :    89,319:     2,370        933      2,066     83,841     85,620     88,277     88,619:     1,042        700
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2020                        :
     :       435:       243         64          0       -358       -329       -115       -265:       550        700
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.7        1.0        2.3       93.9       95.9       98.8       99.2:       1.2        0.8
Old  :     100.0:       2.7        1.0        2.3       93.9       95.9       98.8       99.2:       1.2        0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:         3          2          4         30         28         34         33:
Old  :        42:         3          2          4         30         28         34         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.4       64.9       63.2       83.0       42.6       64.9       62.1       77.5
Old  :                 43.4       64.9       63.2       83.0       42.6       64.9       62.1       77.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                                                         Code-06439K
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    42,725:       280          0        200     41,821     42,219     42,301     42,419:       424        306
Old  :    42,725:       280          0        200     41,821     42,219     42,301     42,419:       424        306
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2020                        :
     :      -900:         0          0          0       -900       -900       -900       -900:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.7        0.0        0.5       97.9       98.8       99.0       99.3:       1.0        0.7
Old  :     100.0:       0.7        0.0        0.5       97.9       98.8       99.0       99.3:       1.0        0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         3          0          1         19         15         22         16:
Old  :        24:         3          0          1         19         15         22         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.1       81.5       83.8       94.9       57.4       76.1       71.0       77.7
Old  :                 68.1       81.5       83.8       94.9       57.4       76.1       71.0       77.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                                                    Code-06439L
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (1 MW for about 368 Hours)                                                 :
     :          :                                                                            :
All  :    26,976:       360      1,201          0     26,171     25,757     26,531     26,958:       445         18
Old  :    26,976:       360      1,201          0     26,171     25,757     26,531     26,958:       445         18
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2020                        :
     :       432:         0          0          0        435        425        435        425:        -3          7
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.3        4.5        0.0       97.0       95.5       98.4       99.9:       1.6        0.1
Old  :     100.0:       1.3        4.5        0.0       97.0       95.5       98.4       99.9:       1.6        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         1          3          0         20         17         21         20:
Old  :        25:         1          3          0         20         17         21         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.2       65.2       77.0       82.9       45.3       53.7       58.6       63.0
Old  :                 59.2       65.2       77.0       82.9       45.3       53.7       58.6       63.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV                                                  Code-06439N
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 800 Mwh                                                                    :
     :          :                                                                            :
All  :    24,184:     2,100        222        300     21,680     23,662     24,080     24,184:       104          0
Old  :    24,184:     2,100        222        300     21,680     23,662     24,080     24,184:       104          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2020                        :
     :     1,451:         0          0          0      1,451      1,451      1,451      1,451:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.7        0.9        1.2       89.6       97.8       99.6      100.0:       0.4        0.0
Old  :     100.0:       8.7        0.9        1.2       89.6       97.8       99.6      100.0:       0.4        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         2          1          1         13         12         16         13:
Old  :        20:         2          1          1         13         12         16         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.0       79.5       83.3       95.6       52.4       72.6       70.6       75.3
Old  :                 56.0       79.5       83.3       95.6       52.4       72.6       70.6       75.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV                                                    Code-06439R
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 800 Mwh                                                                    :
     :          :                                                                            :
All  :    87,394:     9,996      3,040      2,905     73,953     80,839     86,854     86,784:       540        610
Old  :    87,394:     9,996      3,040      2,905     73,953     80,839     86,854     86,784:       540        610
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2020                        :
     :     1,103:      -162       -157          3      1,212      1,114      1,053        959:        50        144
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.4        3.5        3.3       84.6       92.5       99.4       99.3:       0.6        0.7
Old  :     100.0:      11.4        3.5        3.3       84.6       92.5       99.4       99.3:       0.6        0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        69:        16          9         14         39         38         61         55:
Old  :        69:        16          9         14         39         38         61         55:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.3       40.9       56.3       64.7       20.8       24.0       31.0       31.4
Old  :                 33.3       40.9       56.3       64.7       20.8       24.0       31.0       31.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV                                                       Code-06439V
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 800 Mwh                                                                    :
     :          :                                                                            :
All  :    16,128:       750        150          0     15,354     15,978     16,104     16,128:        24          0
Old  :    16,128:       750        150          0     15,354     15,978     16,104     16,128:        24          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2020                        :
     :       612:         0          0          0        612        612        612        612:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.7        0.9        0.0       95.2       99.1       99.9      100.0:       0.1        0.0
Old  :     100.0:       4.7        0.9        0.0       95.2       99.1       99.9      100.0:       0.1        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         2          1          0          8         15         10         16:
Old  :        20:         2          1          0          8         15         10         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 66.2       60.6       96.4       83.5       48.9       54.4       65.8       67.8
Old  :                 66.2       60.6       96.4       83.5       48.9       54.4       65.8       67.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV                                                    Code-06439W
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    16,168:       750        150          0     15,394     16,018     16,144     16,168:        24          0
Old  :    16,168:       750        150          0     15,394     16,018     16,144     16,168:        24          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2020                        :
     :       612:         0          0          0        612        612        612        612:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.6        0.9        0.0       95.2       99.1       99.9      100.0:       0.1        0.0
Old  :     100.0:       4.6        0.9        0.0       95.2       99.1       99.9      100.0:       0.1        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         2          1          0          9         15         11         16:
Old  :        21:         2          1          0          9         15         11         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 66.0       60.4       96.1       83.2       48.9       54.3       65.7       67.9
Old  :                 66.0       60.4       96.1       83.2       48.9       54.3       65.7       67.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV                                                 Code-0643A8
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    51,643:     4,120      2,700        285     46,908     48,255     51,313     51,240:       330        403
Old  :    51,643:     4,120      2,700        285     46,908     48,255     51,313     51,240:       330        403
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2020                        :
     :     1,312:         0          0          0      1,312      1,312      1,312      1,312:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.0        5.2        0.6       90.8       93.4       99.4       99.2:       0.6        0.8
Old  :     100.0:       8.0        5.2        0.6       90.8       93.4       99.4       99.2:       0.6        0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         3          3          3         20         20         24         25:
Old  :        32:         3          3          3         20         20         24         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.1       48.1       72.7       75.9       46.7       34.7       59.5       49.2
Old  :                 48.1       48.1       72.7       75.9       46.7       34.7       59.5       49.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                                                        Code-0643AZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    47,593:       540        100        175     46,736     46,982     47,451     47,257:       142        336
Old  :    47,593:       540        100        175     46,736     46,982     47,451     47,257:       142        336
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2020                        :
     :      -605:         0          0          0       -595       -620       -595       -620:       -10         15
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.1        0.2        0.4       98.2       98.7       99.7       99.3:       0.3        0.7
Old  :     100.0:       1.1        0.2        0.4       98.2       98.7       99.7       99.3:       0.3        0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         3          1          1         24         18         27         20:
Old  :        32:         3          1          1         24         18         27         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.6       75.5       73.8       91.4       39.9       63.1       53.9       65.6
Old  :                 52.6       75.5       73.8       91.4       39.9       63.1       53.9       65.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV                                                       Code-0643B3
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 800 Mwh                                                                    :
     :          :                                                                            :
All  :    42,354:       395      1,075        250     40,761     40,971     41,406     42,296:       948         58
Old  :    42,354:       395      1,075        250     40,761     40,971     41,406     42,296:       948         58
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2020                        :
     :     1,079:        75          0          0        882      1,071        957      1,071:       122          8
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.9        2.5        0.6       96.2       96.7       97.8       99.9:       2.2        0.1
Old  :     100.0:       0.9        2.5        0.6       96.2       96.7       97.8       99.9:       2.2        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         3          3          1         22         22         25         26:
Old  :        30:         3          3          1         22         22         25         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.7       63.6       78.6       83.6       40.2       48.9       51.2       55.9
Old  :                 52.7       63.6       78.6       83.6       40.2       48.9       51.2       55.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV                                                        Code-0643BC
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    65,640:     1,725        250        110     62,619     65,040     64,454     65,400:     1,186        240
Old  :    65,640:     1,725        250        110     62,619     65,040     64,454     65,400:     1,186        240
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2020                        :
     :       165:        60          0          0       -105        165        -45        165:       210          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.6        0.4        0.2       95.4       99.1       98.2       99.6:       1.8        0.4
Old  :     100.0:       2.6        0.4        0.2       95.4       99.1       98.2       99.6:       1.8        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         3          2          3         21         14         25         18:
Old  :        29:         3          2          3         21         14         25         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.3       90.2       79.1       96.2       56.4       86.1       75.9       89.0
Old  :                 57.3       90.2       79.1       96.2       56.4       86.1       75.9       89.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV                                                          Code-0643BE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    71,446:     2,591        875         75     68,184     70,280     70,850     71,230:       596        216
Old  :    71,446:     2,591        875         75     68,184     70,280     70,850     71,230:       596        216
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2020                        :
     :       165:         5         30          0         64        109         69        139:        96         26
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.6        1.2        0.1       95.4       98.4       99.2       99.7:       0.8        0.3
Old  :     100.0:       3.6        1.2        0.1       95.4       98.4       99.2       99.7:       0.8        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:         3          3          1         24         16         27         20:
Old  :        33:         3          3          1         24         16         27         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.6       85.7       74.5       95.3       51.6       81.1       73.2       87.3
Old  :                 51.6       85.7       74.5       95.3       51.6       81.1       73.2       87.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV                                                 Code-0643BF
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (1 MW per Hour for about 368 Hours)                                        :
     :          :                                                                            :
All  :    85,758:     1,965        523      2,053     81,322     83,110     85,340     85,686:       418         72
Old  :    85,758:     1,965        523      2,053     81,322     83,110     85,340     85,686:       418         72
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2020                        :
     :     1,752:      -279          0       -466      2,497      2,218      1,752      1,752:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.3        0.6        2.4       94.8       96.9       99.5       99.9:       0.5        0.1
Old  :     100.0:       2.3        0.6        2.4       94.8       96.9       99.5       99.9:       0.5        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:         3          2          5         26         24         31         29:
Old  :        39:         3          2          5         26         24         31         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.5       58.8       73.0       83.8       56.5       56.9       70.7       78.3
Old  :                 57.5       58.8       73.0       83.8       56.5       56.9       70.7       78.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV                                                        Code-0643BG
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 800MWh                                                                     :
     :          :                                                                            :
All  :   104,946:     1,965      2,781      3,209     99,412     98,948    104,586    104,938:       360          8
Old  :   104,946:     1,965      2,781      3,209     99,412     98,948    104,586    104,938:       360          8
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2020                        :
     :     2,008:       595        178     -1,232      2,615      3,074      1,978      2,020:        30        -12
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.9        2.6        3.1       94.7       94.3       99.7      100.0:       0.3        0.0
Old  :     100.0:       1.9        2.6        3.1       94.7       94.3       99.7      100.0:       0.3        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        53:         4         10          7         30         32         38         45:
Old  :        53:         4         10          7         30         32         38         45:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.0       51.6       70.4       76.8       50.0       51.4       65.7       72.0
Old  :                 52.0       51.6       70.4       76.8       50.0       51.4       65.7       72.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                                                               Code-0643BM
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 400MWh                                                                     :
     :          :                                                                            :
All  :    64,433:       200      4,640         25     64,208     59,768     64,433     64,433:         0          0
Old  :    64,433:       200      4,640         25     64,208     59,768     64,433     64,433:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2020                        :
     :     2,831:         0        276          0      2,831      2,555      2,831      2,831:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.3        7.2        0.0       99.7       92.8      100.0      100.0:       0.0        0.0
Old  :     100.0:       0.3        7.2        0.0       99.7       92.8      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         1          5          1         15         15         17         20:
Old  :        28:         1          5          1         15         15         17         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 78.8       89.2       96.2       95.3       77.8       86.4       91.7       90.9
Old  :                 78.8       89.2       96.2       95.3       77.8       86.4       91.7       90.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV                                                    Code-0643BR
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (1 MW per Hour for about 386 Hours)                                        :
     :          :                                                                            :
All  :    57,890:     1,050        875          0     56,840     57,015     57,890     57,890:         0          0
Old  :    57,890:     1,050        875          0     56,840     57,015     57,890     57,890:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2020                        :
     :     1,500:         0          0          0      1,500      1,500      1,500      1,500:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.8        1.5        0.0       98.2       98.5      100.0      100.0:       0.0        0.0
Old  :     100.0:       1.8        1.5        0.0       98.2       98.5      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         1          3          0         12          9         13         12:
Old  :        21:         1          3          0         12          9         13         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 84.4       95.9       95.9       99.3       84.4       92.0       92.1       93.6
Old  :                 84.4       95.9       95.9       99.3       84.4       92.0       92.1       93.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV                                                     Code-0643BS
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (1 MW per Hour for about 386 Hours)                                        :
     :          :                                                                            :
All  :    59,027:     1,780      1,720        792     56,301     56,417     58,873     58,929:       154         98
Old  :    59,027:     1,780      1,720        792     56,301     56,417     58,873     58,929:       154         98
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2020                        :
     :       846:        81          0          0        932        859      1,013        859:      -167        -13
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.0        2.9        1.3       95.4       95.6       99.7       99.8:       0.3        0.2
Old  :     100.0:       3.0        2.9        1.3       95.4       95.6       99.7       99.8:       0.3        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:         5          4          3         23         23         29         29:
Old  :        35:         5          4          3         23         23         29         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.6       79.8       72.2       89.7       45.7       73.9       65.3       79.6
Old  :                 49.6       79.8       72.2       89.7       45.7       73.9       65.3       79.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV                                                          Code-0643BT
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 800 MWh                                                                    :
     :          :                                                                            :
All  :    67,045:     2,823      5,200        836     63,171     60,542     66,830     66,578:       215        467
Old  :    67,045:     2,823      5,200        836     63,171     60,542     66,830     66,578:       215        467
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2020                        :
     :       835:       297        -16        -35        593        803        855        752:       -20         83
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.2        7.8        1.2       94.2       90.3       99.7       99.3:       0.3        0.7
Old  :     100.0:       4.2        7.8        1.2       94.2       90.3       99.7       99.3:       0.3        0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:         6          5          6         24         22         33         30:
Old  :        37:         6          5          6         24         22         33         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.5       73.5       75.2       87.2       52.9       67.5       70.6       77.5
Old  :                 54.5       73.5       75.2       87.2       52.9       67.5       70.6       77.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV                                                           Code-0643BW
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 800MWh                                                                     :
     :          :                                                                            :
All  :    25,505:         0        885          0     24,975     24,130     24,975     25,015:       530        490
Old  :    25,505:         0        885          0     24,975     24,130     24,975     25,015:       530        490
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2020                        :
     :         0:         0          0          0       -346       -230       -346       -230:       346        230
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        3.5        0.0       97.9       94.6       97.9       98.1:       2.1        1.9
Old  :     100.0:       0.0        3.5        0.0       97.9       94.6       97.9       98.1:       2.1        1.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         0          1          0         18         15         18         16:
Old  :        23:         0          1          0         18         15         18         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 72.3       78.5       87.6       93.4       70.4       74.4       84.5       89.4
Old  :                 72.3       78.5       87.6       93.4       70.4       74.4       84.5       89.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV                                                   Code-0643BX
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (1 MW for about 368 Hours)                                                 :
     :          :                                                                            :
All  :    25,156:         0        225          0     24,538     24,506     24,538     24,731:       618        425
Old  :    25,156:         0        225          0     24,538     24,506     24,538     24,731:       618        425
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2020                        :
     :         0:         0          0          0       -310       -240       -310       -240:       310        240
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.9        0.0       97.5       97.4       97.5       98.3:       2.5        1.7
Old  :     100.0:       0.0        0.9        0.0       97.5       97.4       97.5       98.3:       2.5        1.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         0          1          0         18         14         18         15:
Old  :        22:         0          1          0         18         14         18         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 71.0       85.4       86.7       95.5       69.4       79.0       82.8       87.9
Old  :                 71.0       85.4       86.7       95.5       69.4       79.0       82.8       87.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV                                                           Code-0643BY
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 800MWh                                                                     :
     :          :                                                                            :
All  :    30,262:     1,460      1,721        630     27,864     27,213     29,954     29,564:       308        698
Old  :    30,262:     1,460      1,721        630     27,864     27,213     29,954     29,564:       308        698
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2020                        :
     :       145:        15        -20         45       -121        145        -61        170:       206        -25
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.8        5.7        2.1       92.1       89.9       99.0       97.7:       1.0        2.3
Old  :     100.0:       4.8        5.7        2.1       92.1       89.9       99.0       97.7:       1.0        2.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         1          4          4         20         18         24         23:
Old  :        28:         1          4          4         20         18         24         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 70.6       57.3       86.2       77.0       63.6       55.1       78.5       73.8
Old  :                 70.6       57.3       86.2       77.0       63.6       55.1       78.5       73.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV                                                  Code-0643BZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (1MW for about 368 Hours)                                                  :
     :          :                                                                            :
All  :    18,611:       685      1,926        197     16,838     15,406     17,720     17,529:       891      1,082
Old  :    18,611:       685      1,926        197     16,838     15,406     17,720     17,529:       891      1,082
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2020                        :
     :       296:         0        -45         45        566       -336        611       -336:      -315        632
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.7       10.3        1.1       90.5       82.8       95.2       94.2:       4.8        5.8
Old  :     100.0:       3.7       10.3        1.1       90.5       82.8       95.2       94.2:       4.8        5.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         1          4          2         14         11         16         16:
Old  :        22:         1          4          2         14         11         16         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 75.4       63.7       89.0       81.1       75.4       59.7       86.5       74.2
Old  :                 75.4       63.7       89.0       81.1       75.4       59.7       86.5       74.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV                                                           Code-0643C3
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 800MWh                                                                     :
     :          :                                                                            :
All  :    60,098:     5,311      6,400      1,369     53,019     52,168     59,699     59,937:       399        161
Old  :    60,098:     5,311      6,400      1,369     53,019     52,168     59,699     59,937:       399        161
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2020                        :
     :       378:       -34        125        -32        143        175         77        268:       301        110
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.8       10.6        2.3       88.2       86.8       99.3       99.7:       0.7        0.3
Old  :     100.0:       8.8       10.6        2.3       88.2       86.8       99.3       99.7:       0.7        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:         6          3          4         29         23         36         29:
Old  :        41:         6          3          4         29         23         36         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.8       73.4       69.9       86.8       49.3       62.9       63.4       73.6
Old  :                 53.8       73.4       69.9       86.8       49.3       62.9       63.4       73.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV                                                         Code-0643C4
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (1MW for about 368 Hours)                                                  :
     :          :                                                                            :
All  :    37,288:     1,346      2,755        516     35,034     33,897     36,896     37,168:       392        120
Old  :    37,288:     1,346      2,755        516     35,034     33,897     36,896     37,168:       392        120
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2020                        :
     :        40:         0          0          0       -208        -25       -208        -25:       248         65
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.6        7.4        1.4       94.0       90.9       98.9       99.7:       1.1        0.3
Old  :     100.0:       3.6        7.4        1.4       94.0       90.9       98.9       99.7:       1.1        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:         3          4          5         25         18         31         24:
Old  :        35:         3          4          5         25         18         31         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.6       69.2       78.2       83.5       54.6       65.3       64.4       72.3
Old  :                 61.6       69.2       78.2       83.5       54.6       65.3       64.4       72.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV                                                             Code-0643CB
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 400MWh                                                                     :
     :          :                                                                            :
All  :    17,821:       800        210        125     16,821     17,486     17,746     17,821:        75          0
Old  :    17,821:       800        210        125     16,821     17,486     17,746     17,821:        75          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2020                        :
     :    -1,138:       -50        -54        -50     -1,023     -1,034     -1,123     -1,138:       -15          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.5        1.2        0.7       94.4       98.1       99.6      100.0:       0.4        0.0
Old  :     100.0:       4.5        1.2        0.7       94.4       98.1       99.6      100.0:       0.4        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         3          3          1         19         17         22         21:
Old  :        32:         3          3          1         19         17         22         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.5       82.0       81.3       91.9       60.8       75.5       75.1       83.4
Old  :                 64.5       82.0       81.3       91.9       60.8       75.5       75.1       83.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV                                                          Code-0643CZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    12,148:       380        100        500     10,448     11,068     11,328     11,668:       820        480
Old  :    12,148:       380        100        500     10,448     11,068     11,328     11,668:       820        480
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2020                        :
     :       -95:         0          0          0       -143       -410       -143       -410:        48        315
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.1        0.8        4.1       86.0       91.1       93.2       96.0:       6.8        4.0
Old  :     100.0:       3.1        0.8        4.1       86.0       91.1       93.2       96.0:       6.8        4.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         3          1          1         14         13         17         15:
Old  :        22:         3          1          1         14         13         17         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.0       60.8       78.4       82.2       44.0       55.1       64.3       68.9
Old  :                 55.0       60.8       78.4       82.2       44.0       55.1       64.3       68.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV                                                 Code-0643D1
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    11,123:       350        100        495      9,528     10,048     10,373     10,643:       750        480
Old  :    11,123:       350        100        495      9,528     10,048     10,373     10,643:       750        480
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2020                        :
     :      -125:         0          0          0       -154       -440       -154       -440:        29        315
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.1        0.9        4.5       85.7       90.3       93.3       95.7:       6.7        4.3
Old  :     100.0:       3.1        0.9        4.5       85.7       90.3       93.3       95.7:       6.7        4.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         3          1          1         12         12         15         14:
Old  :        22:         3          1          1         12         12         15         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.2       61.4       79.3       83.0       47.3       55.5       63.3       70.8
Old  :                 59.2       61.4       79.3       83.0       47.3       55.5       63.3       70.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV                                       Code-0643D7
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    36,525:     1,150      3,190      2,035     32,915     31,165     36,100     36,390:       425        135
Old  :    36,525:     1,150      3,190      2,035     32,915     31,165     36,100     36,390:       425        135
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2020                        :
     :     1,120:         0          0          0        860        985        860        985:       260        135
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.1        8.7        5.6       90.1       85.3       98.8       99.6:       1.2        0.4
Old  :     100.0:       3.1        8.7        5.6       90.1       85.3       98.8       99.6:       1.2        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         3          4          2         20         15         25         19:
Old  :        31:         3          4          2         20         15         25         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.9       63.5       83.0       89.3       66.2       57.8       74.8       76.7
Old  :                 68.9       63.5       83.0       89.3       66.2       57.8       74.8       76.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV                                                           Code-0643D8
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    36,770:     1,175      3,015      2,005     32,765     31,645     35,945     36,665:       825        105
Old  :    36,770:     1,175      3,015      2,005     32,765     31,645     35,945     36,665:       825        105
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2020                        :
     :     1,190:        25          0          0        505      1,085        530      1,085:       660        105
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.2        8.2        5.5       89.1       86.1       97.8       99.7:       2.2        0.3
Old  :     100.0:       3.2        8.2        5.5       89.1       86.1       97.8       99.7:       2.2        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         3          4          2         20         16         25         20:
Old  :        31:         3          4          2         20         16         25         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 65.6       64.9       79.8       89.8       62.9       57.6       71.4       77.2
Old  :                 65.6       64.9       79.8       89.8       62.9       57.6       71.4       77.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV                                                      Code-0643DB
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :   118,786:     1,355      6,342      2,190    114,576    108,109    118,121    116,641:       665      2,145
Old  :   118,786:     1,355      6,342      2,190    114,576    108,109    118,121    116,641:       665      2,145
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2020                        :
     :     1,388:      -125          1         -1        932       -677        806       -677:       582      2,065
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.1        5.3        1.8       96.5       91.0       99.4       98.2:       0.6        1.8
Old  :     100.0:       1.1        5.3        1.8       96.5       91.0       99.4       98.2:       0.6        1.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        57:         6          8          7         38         32         47         44:
Old  :        57:         6          8          7         38         32         47         44:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.7       51.7       59.7       71.1       36.8       46.9       54.5       58.5
Old  :                 40.7       51.7       59.7       71.1       36.8       46.9       54.5       58.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                                                        Code-0643DC
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 352 MWh                                                                    :
     :          :                                                                            :
All  :   131,022:     1,475      5,549      4,928    124,219    119,168    130,622    129,645:       400      1,377
Old  :   131,022:     1,475      5,549      4,928    124,219    119,168    130,622    129,645:       400      1,377
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2020                        :
     :     1,199:       153        149       -108        826       -139        871        -98:       328      1,297
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.1        4.2        3.8       94.8       91.0       99.7       98.9:       0.3        1.1
Old  :     100.0:       1.1        4.2        3.8       94.8       91.0       99.7       98.9:       0.3        1.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        60:         6         10          9         42         33         54         46:
Old  :        60:         6         10          9         42         33         54         46:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.6       54.0       55.1       73.2       31.1       50.1       48.2       64.0
Old  :                 33.6       54.0       55.1       73.2       31.1       50.1       48.2       64.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                                                   Code-0643DF
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :   543,729:    41,933     15,717     56,180    444,213    467,978    542,326    539,874:     1,403      3,854
Old  :   543,729:    41,933     15,717     56,180    444,213    467,978    542,326    539,874:     1,403      3,854
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2020                        :
     :    10,100:     2,528      1,490      1,482      5,695      3,885      9,705      6,857:       395      3,243
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.7        2.9       10.3       81.7       86.1       99.7       99.3:       0.3        0.7
Old  :     100.0:       7.7        2.9       10.3       81.7       86.1       99.7       99.3:       0.3        0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        93:        27         14         32         50         42         90         76:
Old  :        93:        27         14         32         50         42         90         76:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.3       37.5       60.2       58.4       14.0       16.2       18.7       21.3
Old  :                 42.3       37.5       60.2       58.4       14.0       16.2       18.7       21.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                                                        Code-0643DL
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    17,068:     4,118          0        715     11,993     15,833     16,826     16,548:       242        520
Old  :    17,068:     4,118          0        715     11,993     15,833     16,826     16,548:       242        520
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2020                        :
     :         0:       -37          0          0        -90       -460       -127       -460:       127        460
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.1        0.0        4.2       70.3       92.8       98.6       97.0:       1.4        3.0
Old  :     100.0:      24.1        0.0        4.2       70.3       92.8       98.6       97.0:       1.4        3.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         6          0          4         16         12         22         16:
Old  :        26:         6          0          4         16         12         22         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.9       74.5       76.4       91.6       54.1       64.2       69.2       74.0
Old  :                 57.9       74.5       76.4       91.6       54.1       64.2       69.2       74.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                                               Code-0643DM
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    13,636:     3,554        300        365      9,527     12,511     13,446     13,176:       190        460
Old  :    13,636:     3,554        300        365      9,527     12,511     13,446     13,176:       190        460
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2020                        :
     :         0:         0          0          0        -75       -460        -75       -460:        75        460
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.1        2.2        2.7       69.9       91.7       98.6       96.6:       1.4        3.4
Old  :     100.0:      26.1        2.2        2.7       69.9       91.7       98.6       96.6:       1.4        3.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         5          1          3         16         12         22         15:
Old  :        25:         5          1          3         16         12         22         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.8       70.9       82.8       90.2       56.0       60.7       70.4       72.3
Old  :                 58.8       70.9       82.8       90.2       56.0       60.7       70.4       72.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV                                                 Code-0643IB
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 16 MWh                                                                     :
     :          :                                                                            :
All  :    13,275:       360      1,995        655     11,730     10,145     12,745     12,795:       530        480
Old  :    13,275:       360      1,995        655     11,730     10,145     12,745     12,795:       530        480
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2020                        :
     :     2,460:    -1,055      1,185         40      3,555      1,180      2,540      2,405:       -80         55
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.7       15.0        4.9       88.4       76.4       96.0       96.4:       4.0        3.6
Old  :     100.0:       2.7       15.0        4.9       88.4       76.4       96.0       96.4:       4.0        3.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:         2          8          4         21         18         27         26:
Old  :        35:         2          8          4         21         18         27         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.7       52.8       72.6       70.9       49.6       47.4       63.6       61.4
Old  :                 52.7       52.8       72.6       70.9       49.6       47.4       63.6       61.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV                                                   Code-0643ID
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (1MW for about 352 Hours)                                                  :
     :          :                                                                            :
All  :    15,818:     1,895        997        255     13,668     14,534     15,818     15,786:         0         32
Old  :    15,818:     1,895        997        255     13,668     14,534     15,818     15,786:         0         32
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2020                        :
     :       294:       -25          0          0        329        291        304        291:       -10          3
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.0        6.3        1.6       86.4       91.9      100.0       99.8:       0.0        0.2
Old  :     100.0:      12.0        6.3        1.6       86.4       91.9      100.0       99.8:       0.0        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:         4          2          3         18         24         24         27:
Old  :        38:         4          2          3         18         24         24         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 79.7       61.4       90.0       76.8       76.4       60.2       84.4       74.7
Old  :                 79.7       61.4       90.0       76.8       76.4       60.2       84.4       74.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV                                                         Code-066413
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1000  metric tonnes                                                        :
     :          :                                                                            :
All  :     5,158:       781        534        115      3,829      3,665      4,725      4,314:       433        844
Old  :     5,158:       781        534        115      3,829      3,665      4,725      4,314:       433        844
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2020                        :
     :      -839:        75        -63        -56       -728       -704       -709       -823:      -130        -16
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.1       10.4        2.2       74.2       71.1       91.6       83.6:       8.4       16.4
Old  :     100.0:      15.1       10.4        2.2       74.2       71.1       91.6       83.6:       8.4       16.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:         4          3          5         26         27         32         33:
Old  :        36:         4          3          5         26         27         32         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.5       29.7       54.4       47.5       27.8       26.4       43.2       36.5
Old  :                 31.5       29.7       54.4       47.5       27.8       26.4       43.2       36.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV                                                    Code-066416
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 42000 gallons(1000 barrels)                                                :
     :          :                                                                            :
All  :    30,485:     2,026          0          0     28,017     30,302     30,043     30,302:       442        183
Old  :    30,485:     2,026          0          0     28,017     30,302     30,043     30,302:       442        183
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2020                        :
     :    -2,409:       208          0          0     -2,647     -2,468     -2,439     -2,468:        30         59
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.6        0.0        0.0       91.9       99.4       98.6       99.4:       1.4        0.6
Old  :     100.0:       6.6        0.0        0.0       91.9       99.4       98.6       99.4:       1.4        0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:         2          0          0         32         36         34         36:
Old  :        42:         2          0          0         32         36         34         36:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.5       58.7       67.0       73.3       34.1       42.3       48.2       56.5
Old  :                 44.5       58.7       67.0       73.3       34.1       42.3       48.2       56.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV                                                 Code-06641A
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 42000 gallons(1000 barrels)                                                :
     :          :                                                                            :
All  :    20,041:         0        106        167     19,708     19,105     19,875     19,378:       166        663
Old  :    20,041:         0        106        167     19,708     19,105     19,875     19,378:       166        663
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2020                        :
     :    -1,679:         0        -58          0     -1,540     -1,415     -1,540     -1,473:      -139       -206
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.5        0.8       98.3       95.3       99.2       96.7:       0.8        3.3
Old  :     100.0:       0.0        0.5        0.8       98.3       95.3       99.2       96.7:       0.8        3.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         0          2          1         15         27         16         29:
Old  :        31:         0          2          1         15         27         16         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 87.3       45.0       94.6       71.2       50.6       24.9       52.5       39.1
Old  :                 87.3       45.0       94.6       71.2       50.6       24.9       52.5       39.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV                                                  Code-06641D
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 42000 gallons(1000 barrels)                                                :
     :          :                                                                            :
All  :    10,092:       344        318        309      9,048      9,044      9,701      9,671:       391        421
Old  :    10,092:       344        318        309      9,048      9,044      9,701      9,671:       391        421
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2020                        :
     :    -1,572:      -102        109       -107     -1,292     -1,615     -1,501     -1,613:       -71         41
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.4        3.2        3.1       89.7       89.6       96.1       95.8:       3.9        4.2
Old  :     100.0:       3.4        3.2        3.1       89.7       89.6       96.1       95.8:       3.9        4.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:         3          2          3         34         26         39         29:
Old  :        47:         3          2          3         34         26         39         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.6       33.8       53.4       54.7       33.5       26.9       46.5       40.5
Old  :                 33.6       33.8       53.4       54.7       33.5       26.9       46.5       40.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV                                                 Code-06641F
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 42000 gallons(1000 barrels)                                                :
     :          :                                                                            :
All  :    23,822:     1,018        310        239     22,350     22,883     23,607     23,432:       215        390
Old  :    23,822:     1,018        310        239     22,350     22,883     23,607     23,432:       215        390
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2020                        :
     :    -4,637:    -1,034       -417         69     -3,687     -4,325     -4,652     -4,673:        15         36
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.3        1.3        1.0       93.8       96.1       99.1       98.4:       0.9        1.6
Old  :     100.0:       4.3        1.3        1.0       93.8       96.1       99.1       98.4:       0.9        1.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        58:         2          1          2         28         43         32         45:
Old  :        58:         2          1          2         28         43         32         45:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 70.5       34.1       83.7       49.9       67.7       33.4       76.8       47.1
Old  :                 70.5       34.1       83.7       49.9       67.7       33.4       76.8       47.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV                                                 Code-06641G
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 42000 gallons(1000 barrels)                                                :
     :          :                                                                            :
All  :    48,230:     3,932        860      1,311     42,185     45,025     47,428     47,196:       802      1,034
Old  :    48,230:     3,932        860      1,311     42,185     45,025     47,428     47,196:       802      1,034
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2020                        :
     :    -5,254:       371         91       -755     -5,008     -4,831     -5,392     -5,495:       138        241
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.2        1.8        2.7       87.5       93.4       98.3       97.9:       1.7        2.1
Old  :     100.0:       8.2        1.8        2.7       87.5       93.4       98.3       97.9:       1.7        2.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        87:         9          5          7         64         60         76         69:
Old  :        87:         9          5          7         64         60         76         69:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.5       45.8       37.2       57.0       19.9       41.3       30.7       48.8
Old  :                 23.5       45.8       37.2       57.0       19.9       41.3       30.7       48.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV                                                      Code-06641H
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1000 Metric  Tonnes                                                        :
     :          :                                                                            :
All  :     2,173:        43          0         72      1,312      1,736      1,427      1,808:       746        365
Old  :     2,173:        43          0         72      1,312      1,736      1,427      1,808:       746        365
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2020                        :
     :      -556:      -145        -34         -1       -178       -541       -324       -576:      -232         20
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.0        0.0        3.3       60.4       79.9       65.7       83.2:      34.3       16.8
Old  :     100.0:       2.0        0.0        3.3       60.4       79.9       65.7       83.2:      34.3       16.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         2          0          1         15         20         17         21:
Old  :        23:         2          0          1         15         20         17         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.6       36.4       49.2       55.1       22.8       33.7       32.4       46.0
Old  :                 32.6       36.4       49.2       55.1       22.8       33.7       32.4       46.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV                                                    Code-06742G
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1000 BARRELS                                                               :
     :          :                                                                            :
All  :    31,768:         0          0          0     30,743     30,705     30,743     30,705:     1,025      1,063
Old  :    31,768:         0          0          0     30,743     30,705     30,743     30,705:     1,025      1,063
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2020                        :
     :     1,116:         0          0          0      1,116      1,116      1,116      1,116:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0       96.8       96.7       96.8       96.7:       3.2        3.3
Old  :     100.0:       0.0        0.0        0.0       96.8       96.7       96.8       96.7:       3.2        3.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:         0          0          0         26         22         26         22:
Old  :        37:         0          0          0         26         22         26         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.7       56.0       74.9       79.5       50.6       55.8       68.9       77.1
Old  :                 53.7       56.0       74.9       79.5       50.6       55.8       68.9       77.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV                                                  Code-06742R
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1000 barrels                                                               :
     :          :                                                                            :
All  :     6,088:        44          0          0      6,004      5,893      6,048      5,893:        40        195
Old  :     6,088:        44          0          0      6,004      5,893      6,048      5,893:        40        195
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2020                        :
     :         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.7        0.0        0.0       98.6       96.8       99.3       96.8:       0.7        3.2
Old  :     100.0:       0.7        0.0        0.0       98.6       96.8       99.3       96.8:       0.7        3.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         1          0          0          9         13         10         13:
Old  :        20:         1          0          0          9         13         10         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 84.5       57.7       98.0       87.9       82.1       55.9       92.8       84.7
Old  :                 84.5       57.7       98.0       87.9       82.1       55.9       92.8       84.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV                                                     Code-06742T
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1000 BARRELS                                                               :
     :          :                                                                            :
All  :    10,300:         0          0          0     10,160     10,247     10,160     10,247:       140         53
Old  :    10,300:         0          0          0     10,160     10,247     10,160     10,247:       140         53
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2020                        :
     :       135:         0          0          0        135        135        135        135:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0       98.6       99.5       98.6       99.5:       1.4        0.5
Old  :     100.0:       0.0        0.0        0.0       98.6       99.5       98.6       99.5:       1.4        0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         0          0          0         15         16         15         16:
Old  :        23:         0          0          0         15         16         15         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 81.5       71.3       93.2       88.2       78.0       70.9       87.5       85.3
Old  :                 81.5       71.3       93.2       88.2       78.0       70.9       87.5       85.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV                                                  Code-06742U
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1000 barrels                                                               :
     :          :                                                                            :
All  :   198,206:         0      1,200          0    186,327    186,469    186,327    187,669:    11,879     10,537
Old  :   198,206:         0      1,200          0    186,327    186,469    186,327    187,669:    11,879     10,537
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2020                        :
     :     2,754:         0          0          0      2,505      2,970      2,505      2,970:       249       -216
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.6        0.0       94.0       94.1       94.0       94.7:       6.0        5.3
Old  :     100.0:       0.0        0.6        0.0       94.0       94.1       94.0       94.7:       6.0        5.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         0          1          0         12         16         12         17:
Old  :        22:         0          1          0         12         16         12         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 74.7       59.5       90.1       83.3       74.0       59.5       88.8       81.7
Old  :                 74.7       59.5       90.1       83.3       74.0       59.5       88.8       81.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated August 07, 2020