CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV               Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       16,131
COMMITMENTS
   5,526      814      656    9,949   14,661   16,131   16,131        0        0

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:     -1,183)
     750     -140      140   -2,073   -1,178   -1,183   -1,178        0       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    34.3      5.0      4.1     61.7     90.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       9        3        2       15       10       26       13                  
 
 
CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV               Code-0063AS
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       67,464
COMMITMENTS
  37,497   20,154    2,171   27,556   44,904   67,224   67,229      240      235

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:       -983)
    -729   -2,209     -821      517    1,996   -1,033   -1,033       50       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    55.6     29.9      3.2     40.8     66.6     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      16        9        5       19       21       39       31                  
 
 
CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV                   Code-0063CA
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       77,520
COMMITMENTS
  29,504   14,527    9,418   38,442   53,501   77,364   77,445      156       75

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:      5,446)
   1,989   -3,404     -386    3,836    9,236    5,439    5,446        7        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    38.1     18.7     12.1     49.6     69.0     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      28        7       15       24       19       56       37                  
 
 
NJ SRECS - ICE FUTURES ENERGY DIV                                    Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:      157,928
COMMITMENTS
  45,583   24,751    4,786  107,559  128,391  157,928  157,928        0        0

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:      3,195)
   3,724      326      126     -655    2,743    3,195    3,195        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.9     15.7      3.0     68.1     81.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       5        7        5       16       15       24       24                  
 
 
PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV                        Code-0063CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:      133,260
COMMITMENTS
  20,245   14,848    4,558  108,457  113,854  133,260  133,260        0        0

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:        270)
      55        0       37      177      233      270      270        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.2     11.1      3.4     81.4     85.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       7        2        3       18       13       26       17                  
 
 
CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV                   Code-0063CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       32,273
COMMITMENTS
  17,148    3,594    2,203   12,922   26,476   32,273   32,273        0        0

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:        232)
     549     -275     -422      105      929      232      232        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    53.1     11.1      6.8     40.0     82.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      11        3        3       10       16       22       21                  
 
 
RGGI VINTAGE 2019 - ICE FUTURES ENERGY DIV                           Code-0063CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       35,564
COMMITMENTS
   8,218    1,100        0   27,346   34,464   35,564   35,564        0        0

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.1      3.1      0.0     76.9     96.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       9        1        0       12        6       21        7                  
 
 
CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV                Code-0063D9
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       18,714
COMMITMENTS
   9,018      310      923    8,773   17,481   18,714   18,714        0        0

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:        797)
   1,357      -65      -10     -550      872      797      797        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    48.2      1.7      4.9     46.9     93.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
      13        2        2        9       13       23       16                  
 
 
RGGI VINTAGE 2020 - ICE FUTURES ENERGY DIV                           Code-0063DJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       16,134
COMMITMENTS
     612      507       68   15,454   15,559   16,134   16,134        0        0

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:        206)
       0       -1        1      206      206      206      206        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.8      3.1      0.4     95.8     96.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        1        1       13       10       17       11                  
 
 
CT RECs CLASS 1 - ICE FUTURES ENERGY DIV                             Code-0063DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of Class 1 Renewable Energy Cert             OPEN INTEREST:       11,946
COMMITMENTS
   1,150    2,900      350   10,446    8,696   11,946   11,946        0        0

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:        135)
      25     -125       60       50      200      135      135        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.6     24.3      2.9     87.4     72.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        4        1       11        8       14       13                  
 
 
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV                Code-0063DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of Class 1 Renewable Energy Cert             OPEN INTEREST:       20,623
COMMITMENTS
   3,095    6,425      400   17,103   13,798   20,598   20,623       25        0

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:        821)
     750    1,000     -375      446      196      821      821        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.0     31.2      1.9     82.9     66.9     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       5        6        2       12       10       17       18                  
 
 
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV                          Code-0063DN
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       47,918
COMMITMENTS
  22,170   11,969    2,301   23,447   33,648   47,918   47,918        0        0

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:        244)
     157      319      -49      136      -26      244      244        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    46.3     25.0      4.8     48.9     70.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       6        4        5       15       10       23       17                  
 
 
MASS SREC CARVE OUT 1 - ICE FUTURES ENERGY DIV                       Code-0063DP
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       14,735
COMMITMENTS
     500    7,400    1,500   12,735    5,835   14,735   14,735        0        0

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.4     50.2     10.2     86.4     39.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        3        2       11        7       14       11                  
 
 
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV                          Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:       32,863
COMMITMENTS
   3,746        0    2,103   26,756   30,689   32,605   32,792      258       71

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:      6,328)
      78        0     -406    6,656    6,724    6,328    6,318        0       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.4      0.0      6.4     81.4     93.4     99.2     99.8      0.8      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       8        0        4       24       24       32       28                  
 
 
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV       Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:       42,901
COMMITMENTS
   1,287    3,444    2,968   37,274   36,456   41,529   42,868    1,372       33

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:      1,609)
    -300      223      -40    1,949    1,426    1,609    1,609        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.0      8.0      6.9     86.9     85.0     96.8     99.9      3.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        6        3       22       20       28       26                  
 
 
USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV               Code-02141R
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
BBL                                                  OPEN INTEREST:        7,241
COMMITMENTS
      87    1,675      501    6,641    5,065    7,229    7,241       12        0

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:        855)
     -95     -105       97      853      863      855      855        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.2     23.1      6.9     91.7     69.9     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        3       16       13       19       16                  
 
 
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV                 Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    5,192,380
COMMITMENTS
 298,320  162,144  420,505  4445629  4581651  5164454  5164300   27,926   28,080

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:     53,056)
  15,104   14,124   10,617   27,895   31,180   53,616   55,921     -560   -2,865

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.7      3.1      8.1     85.6     88.2     99.5     99.5      0.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      233)
      34       30       45      152      129      209      181                  
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:    1,269,310
COMMITMENTS
  65,656   87,723  397,436  796,950  775,702  1260042  1260861    9,267    8,449

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:   -110,111)
  17,508   34,860 -109,414  -25,633  -42,086 -117,540 -116,640    7,429    6,529

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.2      6.9     31.3     62.8     61.1     99.3     99.3      0.7      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      11       15       17       44       42       63       66                  
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      281,789
COMMITMENTS
   5,325    4,355        0  249,150  271,670  254,475  276,025   27,314    5,764

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:      4,648)
      62     -553      -62    3,504    4,605    3,504    3,990    1,144      658

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.9      1.5      0.0     88.4     96.4     90.3     98.0      9.7      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        1        0       27       21       29       22                  
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      145,788
COMMITMENTS
   3,843      987      907  137,490  130,103  142,240  131,997    3,548   13,791

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:      4,991)
   1,357      206      159    3,065    6,032    4,581    6,397      410   -1,406

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.6      0.7      0.6     94.3     89.2     97.6     90.5      2.4      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        2        3       21       23       25       27                  
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      335,577
COMMITMENTS
  10,863       15    6,522  309,266  325,669  326,651  332,206    8,926    3,371

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:     -7,166)
    -281       15    1,570   -7,370   -7,619   -6,081   -6,034   -1,085   -1,132

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.2      0.0      1.9     92.2     97.0     97.3     99.0      2.7      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       5        1        4       35       32       41       36                  
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      860,297
COMMITMENTS
   6,043   10,820    3,118  842,496  843,807  851,657  857,745    8,640    2,552

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:      6,738)
    -568       62      152    8,097    5,846    7,681    6,060     -943      678

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.7      1.3      0.4     97.9     98.1     99.0     99.7      1.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       6        2        5       39       29       46       35                  
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      376,914
COMMITMENTS
   3,192    6,409    1,547  364,486  362,738  369,225  370,694    7,689    6,220

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:     14,187)
     764    1,313      168   12,054   16,675   12,986   18,156    1,201   -3,969

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8      1.7      0.4     96.7     96.2     98.0     98.3      2.0      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
       3        5        4       42       41       46       49                  
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      539,356
COMMITMENTS
   1,297    1,759      615  529,557  529,202  531,469  531,576    7,887    7,780

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:     13,413)
    -373    1,163      496   13,527   13,526   13,650   15,185     -237   -1,772

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      0.3      0.1     98.2     98.1     98.5     98.6      1.5      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
       2        6        2       43       42       46       49                  
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      419,683
COMMITMENTS
       0    7,686      150  413,385  401,242  413,535  409,078    6,148   10,605

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:     20,421)
       0    3,722      150   21,792   17,181   21,942   21,053   -1,521     -632

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.8      0.0     98.5     95.6     98.5     97.5      1.5      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       0        7        1       38       30       39       37                  
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      110,812
COMMITMENTS
     128    3,539    1,180  106,158  103,833  107,466  108,552    3,346    2,260

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:        621)
      -2       33      -87      819    1,272      730    1,218     -109     -597

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      3.2      1.1     95.8     93.7     97.0     98.0      3.0      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        3        3       20       22       23       26                  
 
 
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                    Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       33,598
COMMITMENTS
       0      362        0   32,117   31,466   32,117   31,828    1,481    1,770

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:      5,774)
       0        0        0    5,455    5,331    5,455    5,331      319      443

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.1      0.0     95.6     93.7     95.6     94.7      4.4      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        1        0       16       17       16       18                  
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      285,174
COMMITMENTS
       0    8,598       62  282,284  269,298  282,346  277,958    2,828    7,216

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:      5,782)
       0    3,009       62    5,524    4,016    5,586    7,087      196   -1,305

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      3.0      0.0     99.0     94.4     99.0     97.5      1.0      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       0        4        1       25       26       26       30                  
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      204,705
COMMITMENTS
       0        0        0  199,479  199,176  199,479  199,176    5,226    5,529

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:     13,582)
       0        0        0   13,727   11,068   13,727   11,068     -145    2,514

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     97.4     97.3     97.4     97.3      2.6      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        0        0       28       22       28       22                  
 
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      308,076
COMMITMENTS
       0    2,736        0  304,799  302,508  304,799  305,244    3,277    2,832

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:     15,278)
       0        0        0   17,222   15,406   17,222   15,406   -1,944     -128

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.9      0.0     98.9     98.2     98.9     99.1      1.1      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        1        0       23       25       23       26                  
 
 
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV                      Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       48,545
COMMITMENTS
   6,609        0        0   40,666   48,189   47,275   48,189    1,270      356

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:      9,238)
   1,450        0        0    7,829    9,068    9,279    9,068      -41      170

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.6      0.0      0.0     83.8     99.3     97.4     99.3      2.6      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       4        0        0       16       18       20       18                  
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      585,994
COMMITMENTS
  28,592    4,885    7,305  539,904  564,104  575,801  576,294   10,193    9,700

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:      9,902)
    -354    4,424       30    9,842    5,702    9,518   10,156      384     -254

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.9      0.8      1.2     92.1     96.3     98.3     98.3      1.7      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
       7        7        6       51       44       60       56                  
 
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV             Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      195,937
COMMITMENTS
     812      995    1,108  191,073  184,996  192,993  187,099    2,944    8,838

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:      5,239)
     631      135     -129    5,714    5,258    6,216    5,264     -977      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      0.5      0.6     97.5     94.4     98.5     95.5      1.5      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        2        2       24       22       27       24                  
 
 
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV             Code-0233A6
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       49,563
COMMITMENTS
       0      418        0   48,004   48,078   48,004   48,496    1,559    1,067

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:      4,017)
    -301        0     -341    3,927    4,240    3,285    3,899      732      118

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.8      0.0     96.9     97.0     96.9     97.8      3.1      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       15       10       15       11                  
 
 
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       92,517
COMMITMENTS
       0      232        0   85,887   88,018   85,887   88,250    6,630    4,267

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:        201)
       0      232        0     -402    1,465     -402    1,697      603   -1,496

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.3      0.0     92.8     95.1     92.8     95.4      7.2      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        0       16       15       16       16                  
 
 
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      288,893
COMMITMENTS
     232    1,798      682  280,727  285,720  281,641  288,200    7,252      693

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:     23,902)
    -370    1,798      254   23,757   21,763   23,641   23,815      261       87

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      0.6      0.2     97.2     98.9     97.5     99.8      2.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       1        2        1       31       27       33       29                  
 
 
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV      Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      275,008
COMMITMENTS
   6,916    9,360      682  266,099  264,478  273,697  274,520    1,311      488

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:     22,915)
       0    2,197     -116   25,494   21,175   25,378   23,256   -2,463     -341

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.5      3.4      0.2     96.8     96.2     99.5     99.8      0.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       5        3        1       40       31       46       34                  
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      128,495
COMMITMENTS
       0    1,361        0  125,143  126,475  125,143  127,836    3,352      659

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:     11,354)
       0      493        0   10,321   11,236   10,321   11,729    1,033     -375

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.1      0.0     97.4     98.4     97.4     99.5      2.6      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       0        2        0       21       26       21       28                  
 
 
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV                     Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
MMBTU                                                OPEN INTEREST:       32,327
COMMITMENTS
     383        0        0   31,159   32,093   31,542   32,093      785      234

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:      6,812)
       0        0        0    7,058    6,791    7,058    6,791     -246       21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.2      0.0      0.0     96.4     99.3     97.6     99.3      2.4      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        0        0       19       18       20       18                  
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      267,601
COMMITMENTS
     171    1,524    1,733  261,500  254,846  263,404  258,103    4,197    9,498

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:     10,366)
      49      704      117    9,360    9,286    9,526   10,107      840      259

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      0.6      0.6     97.7     95.2     98.4     96.5      1.6      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       1        3        3       37       33       40       37                  
 
 
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV                  Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      124,640
COMMITMENTS
       0        0        0  123,905  123,867  123,905  123,867      735      773

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:      6,264)
       0        0        0    5,800    6,235    5,800    6,235      464       29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     99.4     99.4     99.4     99.4      0.6      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0        9       14        9       14                  
 
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      101,381
COMMITMENTS
       0        0        0   90,430   88,717   90,430   88,717   10,951   12,664

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:        -30)
       0        0        0      208    1,790      208    1,790     -238   -1,820

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     89.2     87.5     89.2     87.5     10.8     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       16       18       16       18                  
 
 
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV          Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      226,963
COMMITMENTS
     724      410      604  221,530  220,951  222,858  221,965    4,105    4,998

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:     14,596)
    -406     -165      264   15,278   14,703   15,136   14,802     -540     -206

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      0.2      0.3     97.6     97.4     98.2     97.8      1.8      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       1        1        1       25       30       27       31                  
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      197,529
COMMITMENTS
       0      586        0  191,843  192,875  191,843  193,461    5,686    4,068

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:      6,245)
       0      586        0    5,788    4,796    5,788    5,382      457      863

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.3      0.0     97.1     97.6     97.1     97.9      2.9      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        2        0       22       20       22       22                  
 
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       85,374
COMMITMENTS
     279        0        0   77,175   84,183   77,454   84,183    7,920    1,191

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:      2,443)
     279        0        0    2,288    2,406    2,567    2,406     -124       37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      0.0      0.0     90.4     98.6     90.7     98.6      9.3      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        0       22       15       23       15                  
 
 
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV  Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       34,318
COMMITMENTS
     930        0        0   30,733   33,782   31,663   33,782    2,655      536

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.7      0.0      0.0     89.6     98.4     92.3     98.4      7.7      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        0       17       14       18       14                  
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      187,162
COMMITMENTS
   3,653        0      453  175,205  178,033  179,311  178,486    7,851    8,676

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:      2,549)
     735      -20       55    1,717    4,603    2,507    4,638       42   -2,089

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.0      0.0      0.2     93.6     95.1     95.8     95.4      4.2      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        0        1       18       18       20       19                  
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      179,809
COMMITMENTS
       0    8,530    6,702  159,997  151,805  166,699  167,037   13,110   12,772

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:     18,640)
       0      353       62   18,359   16,409   18,421   16,824      219    1,816

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      4.7      3.7     89.0     84.4     92.7     92.9      7.3      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       0        3        2       25       28       27       31                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV          Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       48,717
COMMITMENTS
     367      753        0   47,319   47,389   47,686   48,142    1,031      575

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:      6,225)
       0      753        0    6,349    6,448    6,349    7,201     -124     -976

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8      1.5      0.0     97.1     97.3     97.9     98.8      2.1      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        2        0       17       18       18       20                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      236,573
COMMITMENTS
       0    2,726    4,451  227,108  224,368  231,559  231,545    5,014    5,028

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:     11,018)
       0     -506      758   10,295   13,673   11,053   13,925      -35   -2,907

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.2      1.9     96.0     94.8     97.9     97.9      2.1      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       0        6        2       39       36       41       42                  
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:      135,146
COMMITMENTS
     415    1,297      530  130,647  131,948  131,592  133,775    3,554    1,371

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:      3,029)
    -379      615      477    2,486    1,933    2,584    3,025      445        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      1.0      0.4     96.7     97.6     97.4     99.0      2.6      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        3        1       28       27       29       31                  
 
 
TRANSCO ZONE 6 MONTHLY INDEX - ICE FUTURES ENERGY DIV                Code-0233CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       20,941
COMMITMENTS
     306      290      174   19,501   19,820   19,981   20,284      960      657

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.5      1.4      0.8     93.1     94.6     95.4     96.9      4.6      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        1       10       11       12       13                  
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      165,672
COMMITMENTS
     600        0        0  158,732  163,418  159,332  163,418    6,340    2,254

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:      9,362)
       0        0        0   10,582   10,920   10,582   10,920   -1,220   -1,558

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      0.0      0.0     95.8     98.6     96.2     98.6      3.8      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        0        0       19       20       20       20                  
 
 
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       37,808
COMMITMENTS
     418    1,498        0   36,123   34,641   36,541   36,139    1,267    1,669

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:      3,711)
       0     -397      -31    4,791    3,624    4,760    3,196   -1,049      515

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1      4.0      0.0     95.5     91.6     96.6     95.6      3.4      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        1        0       14       17       15       18                  
 
 
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV                   Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MM Btus                                         OPEN INTEREST:      278,033
COMMITMENTS
       0      232        0  263,188  277,423  263,188  277,655   14,845      378

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:      2,624)
       0      232        0    3,221    2,421    3,221    2,653     -597      -29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.1      0.0     94.7     99.8     94.7     99.9      5.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       0        1        0       29       17       29       18                  
 
 
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV                         Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      103,863
COMMITMENTS
   7,622    8,774        0   88,394   92,495   96,016  101,269    7,847    2,594

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:       -613)
       0        0        0     -302     -613     -302     -613     -311        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.3      8.4      0.0     85.1     89.1     92.4     97.5      7.6      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        0       13       13       14       14                  
 
 
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV                            Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:      209,101
COMMITMENTS
       0      836      372  205,296  206,738  205,668  207,946    3,433    1,155

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:       -473)
       0       79      -79      497     -163      418     -163     -891     -310

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.4      0.2     98.2     98.9     98.4     99.4      1.6      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        1        1       23       26       24       27                  
 
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                       Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:       29,193
COMMITMENTS
   3,744    3,163    3,883   21,032   21,870   28,659   28,916      534      277

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:      1,726)
     486      264      500      740      992    1,726    1,757        0      -31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.8     10.8     13.3     72.0     74.9     98.2     99.1      1.8      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      10       10       18       26       26       45       45                  
 
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                        Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       43,383
COMMITMENTS
   3,975    3,743    1,050   38,238   38,590   43,263   43,383      120        0

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:      1,110)
    -745    1,555       45    1,810     -490    1,110    1,110        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.2      8.6      2.4     88.1     89.0     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        8        6       25       23       32       33                  
 
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:       32,792
COMMITMENTS
   3,925      931      803   28,064   31,058   32,792   32,792        0        0

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:        450)
    -150      275      -25      625      200      450      450        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.0      2.8      2.4     85.6     94.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        4        3       20       21       24       27                  
 
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                      Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:      136,389
COMMITMENTS
   2,582   10,086   10,009  123,575  116,160  136,166  136,255      223      134

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:      2,941)
     -15    1,573     -771    3,782    2,363    2,996    3,165      -55     -224

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.9      7.4      7.3     90.6     85.2     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       8       12       12       30       33       45       50                  
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       73,591
COMMITMENTS
   2,095    1,963    2,893   68,574   68,716   73,561   73,571       30       20

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:      1,545)
     580      269       99      866    1,177    1,545    1,545        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.8      2.7      3.9     93.2     93.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       6        4        5       21       24       29       31                  
 
 
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV                  Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:       33,656
COMMITMENTS
     576      500      424   32,656   32,732   33,656   33,656        0        0

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:        514)
     175       50       74      265      390      514      514        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.7      1.5      1.3     97.0     97.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       4        2        3       12       17       16       22                  
 
 
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV                    Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:       61,930
COMMITMENTS
  16,612      448    6,139   39,145   55,311   61,896   61,898       34       32

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:      1,361)
     534       53       25    1,224    1,283    1,783    1,361     -422        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.8      0.7      9.9     63.2     89.3     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       6        2        5       25       25       33       30                  
 
 
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV                Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       82,177
COMMITMENTS
  24,992    1,998    5,054   51,789   75,125   81,835   82,177      342        0

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:        745)
      15      105       -2      722      642      735      745       10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.4      2.4      6.2     63.0     91.4     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       5        6        6       27       28       35       38                  
 
 
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV                Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       73,858
COMMITMENTS
   2,235    1,320    1,294   69,466   71,130   72,995   73,744      863      114

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:        255)
       0        0        0      255      250      255      250        0        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.0      1.8      1.8     94.1     96.3     98.8     99.8      1.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        1        2       27       25       30       27                  
 
 
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV                      Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       93,235
COMMITMENTS
   2,349    1,389    1,866   88,049   89,920   92,264   93,175      971       60

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:        156)
     -30        0       30      166      126      166      156      -10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.5      1.5      2.0     94.4     96.4     99.0     99.9      1.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        2        3       30       27       34       31                  
 
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                      Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       44,672
COMMITMENTS
     400      120      230   43,616   43,718   44,246   44,068      426      604

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:      2,250)
       0        0        0    2,250    2,250    2,250    2,250        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9      0.3      0.5     97.6     97.9     99.0     98.6      1.0      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        1       18       15       20       16                  
 
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:       27,532
COMMITMENTS
     360      890       45   26,569   26,593   26,974   27,528      558        4

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:      2,464)
       0      110        0    2,494    2,454    2,494    2,564      -30     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3      3.2      0.2     96.5     96.6     98.0    100.0      2.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        3        1       20       18       22       21                  
 
 
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV                 Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       88,376
COMMITMENTS
  20,385    1,520    3,756   63,879   82,923   88,020   88,199      356      177

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:      1,462)
     822      187       86      616    1,211    1,525    1,484      -63      -22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.1      1.7      4.2     72.3     93.8     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      21        4       13       32       32       55       47                  
 
 
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       38,858
COMMITMENTS
  10,096      300      300   28,162   37,916   38,558   38,516      300      342

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:        320)
     200        0        0      120      320      320      320        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.0      0.8      0.8     72.5     97.6     99.2     99.1      0.8      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       8        1        1       17       21       25       23                  
 
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       49,791
COMMITMENTS
     500      204      246   48,915   48,737   49,661   49,187      130      604

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:      2,136)
       0        0        0    2,136    2,136    2,136    2,136        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.0      0.4      0.5     98.2     97.9     99.7     98.8      0.3      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        2        2       22       19       26       21                  
 
 
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV                    Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       41,353
COMMITMENTS
     400    2,118        0   39,775   39,121   40,175   41,239    1,178      114

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:       -357)
       0      195        0     -137     -552     -137     -357     -220        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.0      5.1      0.0     96.2     94.6     97.2     99.7      2.8      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        7        0       20       20       22       27                  
 
 
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV                     Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       67,632
COMMITMENTS
   2,483    1,400        0   64,526   65,887   67,009   67,287      623      345

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:      1,265)
       0        0        0    1,250    1,265    1,250    1,265       15        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.7      2.1      0.0     95.4     97.4     99.1     99.5      0.9      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        2        0       24       15       26       17                  
 
 
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       70,826
COMMITMENTS
   3,546    1,200       60   66,875   69,386   70,481   70,646      345      180

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:      1,916)
      25        0        0    1,876    1,956    1,901    1,956       15      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.0      1.7      0.1     94.4     98.0     99.5     99.7      0.5      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       4        1        1       25       17       29       19                  
 
 
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       79,712
COMMITMENTS
   1,597    2,925       68   77,741   76,679   79,406   79,672      306       40

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:       -772)
    -105      346        3     -700   -1,146     -802     -797       30       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.0      3.7      0.1     97.5     96.2     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       3        5        3       27       29       31       36                  
 
 
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       99,775
COMMITMENTS
   2,572    7,571      770   96,096   91,350   99,439   99,692      336       83

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:        -30)
     244      664        5     -286     -699      -37      -30        7        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.6      7.6      0.8     96.3     91.6     99.7     99.9      0.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       4       15        9       31       30       42       47                  
 
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                            Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       55,382
COMMITMENTS
     425    5,457      175   54,762   49,750   55,362   55,382       20        0

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:        625)
     150      100     -125      600      650      625      625        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8      9.9      0.3     98.9     89.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        4        3       16       13       19       19                  
 
 
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV                        Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
25MWh                                                OPEN INTEREST:       47,590
COMMITMENTS
     550    1,026      299   46,741   46,265   47,590   47,590        0        0

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:        349)
     -75      -75      124      300      300      349      349        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.2      2.2      0.6     98.2     97.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        3        2        9        9       12       13                  
 
 
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV                        Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       62,932
COMMITMENTS
   1,572    1,640      592   60,716   60,403   62,880   62,635       52      297

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:        -63)
      51        0        0     -114      -98      -63      -98        0       35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.5      2.6      0.9     96.5     96.0     99.9     99.5      0.1      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        1        2       22       21       27       23                  
 
 
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV                       Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       71,653
COMMITMENTS
   1,979    2,138    4,667   64,942   64,741   71,588   71,546       65      107

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:         57)
     -70      -80       95       32       24       57       39        0       18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.8      3.0      6.5     90.6     90.4     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       9        3        3       23       18       33       23                  
 
 
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       26,867
COMMITMENTS
     865      800        0   25,804   26,047   26,669   26,847      198       20

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:        170)
       0      225        0      170      -55      170      170        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.2      3.0      0.0     96.0     96.9     99.3     99.9      0.7      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        0       16       12       17       14                  
 
 
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       26,216
COMMITMENTS
     745       50        0   25,112   26,096   25,857   26,146      359       70

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:         25)
       0        0        0       25       25       25       25        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.8      0.2      0.0     95.8     99.5     98.6     99.7      1.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        0       16       12       17       13                  
 
 
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       34,283
COMMITMENTS
      71    2,524    1,243   32,900   30,442   34,214   34,209       69       74

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:        282)
     -10       73       -6      318      230      302      297      -20      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      7.4      3.6     96.0     88.8     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        5        5       20       19       26       24                  
 
 
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:       21,667
COMMITMENTS
     383    3,121      342   19,991   18,194   20,716   21,657      951       10

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:        191)
      25        8        0      157      203      182      211        9      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.8     14.4      1.6     92.3     84.0     95.6    100.0      4.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        5        1       14       15       15       21                  
 
 
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       57,687
COMMITMENTS
   2,834    3,778    1,519   53,290   52,380   57,643   57,677       44       10

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:        752)
     348       20       61      373      666      782      747      -30        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.9      6.5      2.6     92.4     90.8     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       7        5        8       28       28       38       38                  
 
 
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       39,316
COMMITMENTS
     651      794      935   37,673   37,587   39,259   39,316       57        0

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:       -101)
     -40        0       40      -41     -141      -41     -101      -60        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.7      2.0      2.4     95.8     95.6     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       4        2        5       27       25       33       30                  
 
 
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV                          Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       20,161
COMMITMENTS
   1,150      559      276   18,615   19,311   20,041   20,146      120       15

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:         10)
    -200       50        0      210      -40       10       10        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.7      2.8      1.4     92.3     95.8     99.4     99.9      0.6      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        4        1       16       17       20       21                  
 
 
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV     Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       11,132
COMMITMENTS
     100    1,835      200   10,657    9,097   10,957   11,132      175        0

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:        300)
       0      300        0      300        0      300      300        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9     16.5      1.8     95.7     81.7     98.4    100.0      1.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        4        1       13       12       16       16                  
 
 
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV        Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       11,294
COMMITMENTS
     100    2,225      125   10,939    8,944   11,164   11,294      130        0

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:        300)
       0      300        0      300        0      300      300        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9     19.7      1.1     96.9     79.2     98.8    100.0      1.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        4        1       14       12       17       16                  
 
 
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       14,545
COMMITMENTS
   1,150      200      730   12,163   13,570   14,043   14,500      502       45

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.9      1.4      5.0     83.6     93.3     96.5     99.7      3.5      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        3        2       15       14       18       17                  
 
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV              Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       14,285
COMMITMENTS
   1,350      130      565   11,895   13,545   13,810   14,240      475       45

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.5      0.9      4.0     83.3     94.8     96.7     99.7      3.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        2        2       15       14       18       17                  
 
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV    Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       37,506
COMMITMENTS
     550    1,025    2,915   33,875   33,506   37,340   37,446      166       60

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.5      2.7      7.8     90.3     89.3     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        3        3       20       12       23       17                  
 
 
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       37,457
COMMITMENTS
     745      765    2,860   33,685   33,832   37,290   37,457      167        0

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:         60)
       0        0        0       60       60       60       60        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.0      2.0      7.6     89.9     90.3     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        3        4       20       13       24       19                  
 
 
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      107,425
COMMITMENTS
   1,535    8,093    1,138  104,679   98,159  107,352  107,390       73       35

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:      1,013)
     600     -115     -125      538    1,253    1,013    1,013        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.4      7.5      1.1     97.4     91.4     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       4        7        5       39       32       47       40                  
 
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
352 MWh                                              OPEN INTEREST:      122,211
COMMITMENTS
   2,216    7,701    2,189  117,739  112,251  122,144  122,141       67       70

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:        768)
     545     -395     -146      354    1,309      753      768       15        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.8      6.3      1.8     96.3     91.9     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       5        9        8       41       37       52       48                  
 
 
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      461,769
COMMITMENTS
  21,444   25,757   47,156  392,777  388,536  461,377  461,448      392      321

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:     27,405)
   1,467     -549    3,854   22,086   23,869   27,407   27,174       -2      231

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.6      5.6     10.2     85.1     84.1     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      19       22       23       44       43       74       77                  
 
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       15,062
COMMITMENTS
   4,970        0       75    9,872   14,987   14,917   15,062      145        0

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:         10)
      50        0        0      -40       10       10       10        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    33.0      0.0      0.5     65.5     99.5     99.0    100.0      1.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        0        1       19        8       22        9                  
 
 
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       14,112
COMMITMENTS
   4,015        0       15    9,787   14,097   13,817   14,112      295        0

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:       -100)
     -75        0        0      -25     -100     -100     -100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.5      0.0      0.1     69.4     99.9     97.9    100.0      2.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        0        1       18        7       20        8                  
 
 
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV                Code-0643ID
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:        5,470
COMMITMENTS
   2,900      550        0    2,550    4,920    5,450    5,470       20        0

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:        300)
       0      100        0      300      200      300      300        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    53.0     10.1      0.0     46.6     89.9     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        1        0       11       14       15       15                  
 
 
ARGUS CIF ARA Lg Finl Propane - ICE FUTURES ENERGY DIV               Code-066411
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 metric tonnes                                   OPEN INTEREST:        1,986
COMMITMENTS
     267        0      136    1,255    1,374    1,658    1,510      328      476

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:         60)
     -21        0      -21       83       39       41       18       19       42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.4      0.0      6.8     63.2     69.2     83.5     76.0     16.5     24.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        0        3       15       18       18       21                  
 
 
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV                      Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000  metric tonnes                                  OPEN INTEREST:        4,692
COMMITMENTS
     133      159       61    3,915    3,635    4,109    3,855      583      837

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:         63)
      23       -5       35       64       62      122       92      -59      -29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.8      3.4      1.3     83.4     77.5     87.6     82.2     12.4     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        3        2       26       26       28       31                  
 
 
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV                 Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       32,672
COMMITMENTS
   3,519      153        0   28,715   32,423   32,234   32,576      438       96

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:      1,413)
      55       55        0    1,603    1,408    1,658    1,463     -245      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.8      0.5      0.0     87.9     99.2     98.7     99.7      1.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        1        0       34       37       36       38                  
 
 
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV              Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       22,222
COMMITMENTS
      75        0       55   21,972   21,087   22,102   21,142      120    1,080

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:      2,240)
      10        0       25    2,195    2,215    2,230    2,240       10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      0.0      0.2     98.9     94.9     99.5     95.1      0.5      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        0        1       20       24       22       25                  
 
 
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV               Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:        9,318
COMMITMENTS
     536      110       15    7,974    8,919    8,525    9,044      793      274

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:        688)
      30        0       10      650      911      690      921       -2     -233

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.8      1.2      0.2     85.6     95.7     91.5     97.1      8.5      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       4        1        1       29       31       33       33                  
 
 
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV              Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       47,542
COMMITMENTS
   1,306    2,043      196   44,853   45,251   46,355   47,490    1,187       52

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:      1,396)
     -45      -15       20    1,136    1,391    1,111    1,396      285        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.7      4.3      0.4     94.3     95.2     97.5     99.9      2.5      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       7        2        4       29       41       37       46                  
 
 
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV              Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       61,312
COMMITMENTS
   1,791    2,380    1,393   57,678   57,108   60,862   60,881      450      431

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:      2,157)
    -103        8      126    2,386    2,323    2,409    2,457     -252     -300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.9      3.9      2.3     94.1     93.1     99.3     99.3      0.7      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
       6       10       12       64       68       77       83                  
 
 
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV                   Code-06641H
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 Metric  Tonnes                                  OPEN INTEREST:        2,058
COMMITMENTS
      57       97      109    1,397    1,370    1,563    1,576      495      482

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.8      4.7      5.3     67.9     66.6     75.9     76.6     24.1     23.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        3       14       14       17       17                  
 
 
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV                 Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 BARRELS                                         OPEN INTEREST:       24,113
COMMITMENTS
       0        0        0   23,918   23,568   23,918   23,568      195      545

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:        642)
       0        0        0      642      642      642      642        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     99.2     97.7     99.2     97.7      0.8      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        0        0       26       24       26       24                  
 
 
ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV               Code-06742R
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:        9,260
COMMITMENTS
      45      195       30    9,085    8,835    9,160    9,060      100      200

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:       -710)
      -5      -50        0     -695     -640     -700     -690      -10      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5      2.1      0.3     98.1     95.4     98.9     97.8      1.1      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        1       11       15       12       17                  
 
 
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV                  Code-06742T
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 BARRELS                                         OPEN INTEREST:        9,812
COMMITMENTS
      75        0        0    9,587    9,637    9,662    9,637      150      175

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8      0.0      0.0     97.7     98.2     98.5     98.2      1.5      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        0       12       12       13       12                  



Updated January 31, 2020