CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV               Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       13,469
COMMITMENTS
   4,896      574      396    8,177   12,494   13,469   13,464        0        5

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:     -2,662)
    -630     -240     -260   -1,772   -2,167   -2,662   -2,667        0        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    36.4      4.3      2.9     60.7     92.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       9        2        1       12        8       22       10                  
 
 
CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV               Code-0063AS
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       62,607
COMMITMENTS
  36,840   18,731      175   25,402   43,515   62,417   62,422      190      185

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:     -4,857)
    -657   -1,423   -1,996   -2,154   -1,388   -4,807   -4,807      -50      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    58.8     29.9      0.3     40.6     69.5     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      16        8        2       18       20       35       29                  
 
 
CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV                   Code-0063CA
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       74,731
COMMITMENTS
  29,301   13,854   10,163   35,080   50,580   74,545   74,597      186      134

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:     -2,789)
    -203     -673      746   -3,362   -2,921   -2,819   -2,848       30       59

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    39.2     18.5     13.6     46.9     67.7     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      27        7       15       22       19       53       37                  
 
 
NJ SRECS - ICE FUTURES ENERGY DIV                                    Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:      172,366
COMMITMENTS
  52,826   30,162    2,475  117,065  139,729  172,366  172,366        0        0

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:     14,438)
   7,243    5,411   -2,311    9,506   11,338   14,438   14,438        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.6     17.5      1.4     67.9     81.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       4        9        4       16       15       24       24                  
 
 
PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV                        Code-0063CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:      141,733
COMMITMENTS
  22,905   15,148    7,643  111,185  118,942  141,733  141,733        0        0

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:      8,473)
   2,660      300    3,085    2,728    5,088    8,473    8,473        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.2     10.7      5.4     78.4     83.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       7        2        3       17       12       25       16                  
 
 
CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV                   Code-0063CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       32,483
COMMITMENTS
  17,144    3,594    2,230   13,109   26,659   32,483   32,483        0        0

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:        210)
      -4        0       27      187      183      210      210        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    52.8     11.1      6.9     40.4     82.1    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 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       34,064
COMMITMENTS
   8,160      900        0   25,904   33,164   34,064   34,064        0        0

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:     -1,500)
     -58     -200        0   -1,442   -1,300   -1,500   -1,500        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.0      2.6      0.0     76.0     97.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       8        1        0       11        6       19        7                  
 
 
CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV                Code-0063D9
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       20,074
COMMITMENTS
  10,068      275      958    9,048   18,841   20,074   20,074        0        0

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:      1,360)
   1,050      -35       35      275    1,360    1,360    1,360        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    50.2      1.4      4.8     45.1     93.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
      11        2        2       11       12       23       15                  
 
 
RGGI VINTAGE 2020 - ICE FUTURES ENERGY DIV                           Code-0063DJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       16,298
COMMITMENTS
     762      567       78   15,387   15,643   16,228   16,288       70       10

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:        164)
     150       60       10      -67       84       94      154       70       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.7      3.5      0.5     94.4     96.0     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        2        1       11       10       16       12                  
 
 
CT RECs CLASS 1 - ICE FUTURES ENERGY DIV                             Code-0063DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20          |
--------------------------------------------------------------| 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:       12,018
COMMITMENTS
   1,250    3,156      190   10,578    8,672   12,018   12,018        0        0

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:         72)
     100      256     -160      132      -24       72       72        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.4     26.3      1.6     88.0     72.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        4        1       11        8       14       12                  
 
 
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV                Code-0063DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20          |
--------------------------------------------------------------| 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:       20,751
COMMITMENTS
   2,594    6,275      676   17,456   13,800   20,726   20,751       25        0

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:        128)
    -501     -150      276      353        2      128      128        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.5     30.2      3.3     84.1     66.5     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       5        6        4       12       10       18       19                  
 
 
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV                          Code-0063DN
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       46,427
COMMITMENTS
  20,770   11,370    2,200   23,457   32,857   46,427   46,427        0        0

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:     -1,491)
  -1,400     -599     -101       10     -791   -1,491   -1,491        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    44.7     24.5      4.7     50.5     70.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       6        4        5       15       10       23       17                  
 
 
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV                          Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:       28,988
COMMITMENTS
   2,167      316    2,546   24,080   26,085   28,793   28,947      195       41

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:     -3,875)
  -1,579      316      443   -2,676   -4,604   -3,812   -3,845      -63      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.5      1.1      8.8     83.1     90.0     99.3     99.9      0.7      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       7        1        5       20       24       29       29                  
 
 
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV       Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:       34,903
COMMITMENTS
     790    2,035    2,418   30,277   30,433   33,485   34,886    1,418       17

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:     -7,998)
    -497   -1,409     -550   -6,997   -6,023   -8,044   -7,982       46      -16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.3      5.8      6.9     86.7     87.2     95.9    100.0      4.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        5        3       21       20       26       26                  
 
 
USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV               Code-02141R
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
BBL                                                  OPEN INTEREST:        5,189
COMMITMENTS
      18      388      695    4,430    3,918    5,143    5,001       46      188

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:     -2,052)
     -69   -1,287      194   -2,211   -1,147   -2,086   -2,240       34      188

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      7.5     13.4     85.4     75.5     99.1     96.4      0.9      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        3       12       11       15       14                  
 
 
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV                 Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    5,002,144
COMMITMENTS
 246,843  123,648  393,733  4330492  4456960  4971068  4974341   31,076   27,803

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:   -190,236)
 -51,477  -38,496  -26,772 -115,137 -124,691 -193,386 -189,959    3,150     -277

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.9      2.5      7.9     86.6     89.1     99.4     99.4      0.6      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      222)
      30       31       38      147      122      197      171                  
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:    1,252,744
COMMITMENTS
  36,127   32,452  425,590  786,964  792,311  1248681  1250353    4,063    2,392

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:    -16,565)
 -29,529  -55,271   28,154   -9,986   16,608  -11,361  -10,508   -5,204   -6,057

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.9      2.6     34.0     62.8     63.2     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
       9       16       19       46       44       68       66                  
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      283,377
COMMITMENTS
   5,180    4,355        0  249,400  270,655  254,580  275,010   28,797    8,367

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:      1,588)
    -145        0        0      250   -1,015      105   -1,015    1,483    2,603

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.8      1.5      0.0     88.0     95.5     89.8     97.0     10.2      3.0

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 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      147,334
COMMITMENTS
   3,990      896      875  138,709  131,021  143,574  132,792    3,760   14,542

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:      1,546)
     147      -91      -32    1,219      918    1,334      795      212      751

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.7      0.6      0.6     94.1     88.9     97.4     90.1      2.6      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        2        3       22       24       26       28                  
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      341,413
COMMITMENTS
  13,340        0    5,689  312,077  332,348  331,106  338,037   10,307    3,376

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:      5,836)
   2,477      -15     -833    2,811    6,679    4,455    5,831    1,381        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.9      0.0      1.7     91.4     97.3     97.0     99.0      3.0      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       6        0        3       35       32       41       35                  
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      837,402
COMMITMENTS
   4,455   10,557    3,361  819,320  821,371  827,136  835,289   10,266    2,113

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:    -22,895)
  -1,588     -263      243  -23,176  -22,436  -24,521  -22,456    1,626     -439

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5      1.3      0.4     97.8     98.1     98.8     99.7      1.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       4        2        4       37       27       42       32                  
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      380,231
COMMITMENTS
   3,390    6,411    1,555  368,127  363,304  373,072  371,270    7,159    8,961

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:      3,317)
     198        2        8    3,641      566    3,847      576     -530    2,741

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9      1.7      0.4     96.8     95.5     98.1     97.6      1.9      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
       4        5        5       41       41       47       49                  
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      549,175
COMMITMENTS
   1,691    1,030      647  538,870  531,429  541,208  533,106    7,967   16,069

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:      9,819)
     394     -729       32    9,313    2,227    9,739    1,530       80    8,289

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      0.2      0.1     98.1     96.8     98.5     97.1      1.5      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       2        3        3       42       41       46       45                  
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      425,558
COMMITMENTS
       0   11,165      271  415,356  403,822  415,627  415,258    9,931   10,300

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:      5,875)
       0    3,479      121    1,971    2,580    2,092    6,180    3,783     -305

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.6      0.1     97.6     94.9     97.7     97.6      2.3      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       0        5        2       37       29       39       34                  
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      113,695
COMMITMENTS
     152    4,587    1,033  108,638  105,980  109,823  111,600    3,872    2,095

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:      2,883)
      24    1,048     -147    2,480    2,147    2,357    3,048      526     -165

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      4.0      0.9     95.6     93.2     96.6     98.2      3.4      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        4        3       21       22       24       27                  
 
 
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                    Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20          |
--------------------------------------------------------------| 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   26,479   31,218   26,479   31,580    7,119    2,018

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0   -5,638     -248   -5,638     -248    5,638      248

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.1      0.0     78.8     92.9     78.8     94.0     21.2      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        1        0       16       18       16       19                  
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      294,047
COMMITMENTS
       0    9,820        0  288,012  273,444  288,012  283,264    6,035   10,783

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:      8,873)
       0    1,222      -62    5,728    4,146    5,666    5,306    3,207    3,567

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      3.3      0.0     97.9     93.0     97.9     96.3      2.1      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       0        4        0       27       26       27       30                  
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      209,968
COMMITMENTS
       0        0        0  203,897  201,865  203,897  201,865    6,071    8,103

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:      5,263)
       0        0        0    4,418    2,689    4,418    2,689      845    2,574

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     97.1     96.1     97.1     96.1      2.9      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        0        0       29       22       29       22                  
 
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      320,407
COMMITMENTS
       0    3,190        0  311,697  315,027  311,697  318,217    8,710    2,190

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:     12,331)
       0      454        0    6,898   12,519    6,898   12,973    5,433     -642

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.0      0.0     97.3     98.3     97.3     99.3      2.7      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        2        0       23       25       23       27                  
 
 
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV                      Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       49,533
COMMITMENTS
   6,493        0        0   41,522   48,929   48,015   48,929    1,518      604

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:        988)
    -116        0        0      856      740      740      740      248      248

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.1      0.0      0.0     83.8     98.8     96.9     98.8      3.1      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       4        0        0       16       18       20       18                  
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      605,770
COMMITMENTS
  28,345    4,543    7,274  557,014  581,919  592,633  593,736   13,137   12,034

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:     19,776)
    -247     -342      -31   17,110   17,815   16,832   17,442    2,944    2,334

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.7      0.7      1.2     92.0     96.1     97.8     98.0      2.2      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
       7        5        7       52       45       62       55                  
 
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV             Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      189,324
COMMITMENTS
     879      202    1,560  183,703  178,593  186,142  180,355    3,182    8,969

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:     -6,613)
      67     -793      452   -7,370   -6,403   -6,851   -6,744      238      131

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5      0.1      0.8     97.0     94.3     98.3     95.3      1.7      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        1        2       25       22       28       24                  
 
 
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV             Code-0233A6
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       49,955
COMMITMENTS
       0      418        0   46,846   48,470   46,846   48,888    3,109    1,067

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:        392)
       0        0        0   -1,158      392   -1,158      392    1,550        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.8      0.0     93.8     97.0     93.8     97.9      6.2      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       14       10       14       11                  
 
 
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       93,196
COMMITMENTS
       0      214        0   86,476   88,590   86,476   88,804    6,720    4,392

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:        679)
       0      -18        0      589      572      589      554       90      125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.2      0.0     92.8     95.1     92.8     95.3      7.2      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        0       16       16       16       17                  
 
 
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      305,222
COMMITMENTS
   3,335    3,451      682  284,659  298,184  288,676  302,317   16,546    2,905

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:     16,329)
   3,103    1,653        0    3,932   12,464    7,035   14,117    9,294    2,212

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1      1.1      0.2     93.3     97.7     94.6     99.0      5.4      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       5        3        1       32       30       38       33                  
 
 
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV      Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      292,038
COMMITMENTS
  10,173   11,075      695  276,609  277,048  287,477  288,818    4,561    3,220

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:     17,030)
   3,257    1,715       13   10,510   12,570   13,780   14,298    3,250    2,732

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.5      3.8      0.2     94.7     94.9     98.4     98.9      1.6      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
       8        4        2       43       37       52       42                  
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      132,681
COMMITMENTS
     261    1,332        0  128,952  128,238  129,213  129,570    3,468    3,111

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:      4,186)
     261      -29        0    3,809    1,763    4,070    1,734      116    2,452

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      1.0      0.0     97.2     96.7     97.4     97.7      2.6      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        2        0       21       26       22       28                  
 
 
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV                     Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
MMBTU                                                OPEN INTEREST:       32,683
COMMITMENTS
     383        0        0   30,659   29,012   31,042   29,012    1,641    3,671

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:        356)
       0        0        0     -500   -3,081     -500   -3,081      856    3,437

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.2      0.0      0.0     93.8     88.8     95.0     88.8      5.0     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        0        0       18       17       19       17                  
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      268,579
COMMITMENTS
     171    3,538    2,019  262,813  253,668  265,003  259,225    3,576    9,354

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:        978)
       0    2,014      286    1,313   -1,178    1,599    1,122     -621     -144

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      1.3      0.8     97.9     94.4     98.7     96.5      1.3      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       1        2        3       38       35       41       39                  
 
 
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV                  Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      140,934
COMMITMENTS
       0        0        0  139,951  139,855  139,951  139,855      983    1,079

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:     16,294)
       0        0        0   16,046   15,988   16,046   15,988      248      306

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     99.3     99.2     99.3     99.2      0.7      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       10       14       10       14                  
 
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      101,827
COMMITMENTS
       0        0        0   90,992   86,732   90,992   86,732   10,835   15,095

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:        446)
       0        0        0      562   -1,985      562   -1,985     -116    2,431

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     89.4     85.2     89.4     85.2     10.6     14.8

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 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      231,391
COMMITMENTS
     724      410      604  225,140  225,847  226,468  226,861    4,923    4,530

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:      4,428)
       0        0        0    3,610    4,896    3,610    4,896      818     -468

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      0.2      0.3     97.3     97.6     97.9     98.0      2.1      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       1        1        1       25       31       27       32                  
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      197,995
COMMITMENTS
       0      754        0  191,336  194,206  191,336  194,960    6,659    3,035

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:        466)
       0      168        0     -507    1,331     -507    1,499      973   -1,033

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.4      0.0     96.6     98.1     96.6     98.5      3.4      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        2        0       21       18       21       20                  
 
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       87,613
COMMITMENTS
     939        0      155   78,317   86,093   79,411   86,248    8,202    1,365

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:      2,239)
     660        0      155    1,142    1,910    1,957    2,065      282      174

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1      0.0      0.2     89.4     98.3     90.6     98.4      9.4      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        0        1       22       15       24       16                  
 
 
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV  Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       34,463
COMMITMENTS
     620        0        0   30,849   32,096   31,469   32,096    2,994    2,367

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:        145)
    -310        0        0      116   -1,686     -194   -1,686      339    1,831

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.8      0.0      0.0     89.5     93.1     91.3     93.1      8.7      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        0       16       14       17       14                  
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      189,324
COMMITMENTS
   3,315        0      668  177,420  176,936  181,403  177,604    7,921   11,720

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:      2,162)
    -338        0      215    2,215   -1,097    2,092     -882       70    3,044

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.8      0.0      0.4     93.7     93.5     95.8     93.8      4.2      6.2

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 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      188,598
COMMITMENTS
       0    8,824    6,699  167,954  158,191  174,653  173,714   13,945   14,884

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:      8,789)
       0      294       -3    7,957    6,386    7,954    6,677      835    2,112

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      4.7      3.6     89.1     83.9     92.6     92.1      7.4      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       0        3        2       27       29       29       32                  
 
 
SOCAL CITYGATE FINANCIAL BASIS - ICE FUTURES ENERGY DIV              Code-0233BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
MMBtu                                                OPEN INTEREST:       52,912
COMMITMENTS
     434        0        0   48,455   48,603   48,889   48,603    4,023    4,309

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8      0.0      0.0     91.6     91.9     92.4     91.9      7.6      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0       16       14       17       14                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV          Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       62,743
COMMITMENTS
     367      877        0   56,329   60,232   56,696   61,109    6,047    1,634

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:     14,026)
       0      124        0    9,010   12,843    9,010   12,967    5,016    1,059

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6      1.4      0.0     89.8     96.0     90.4     97.4      9.6      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        2        0       19       16       20       18                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      251,352
COMMITMENTS
     104    2,549    4,619  237,964  236,777  242,687  243,945    8,665    7,407

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:     14,779)
     104     -177      168   10,856   12,409   11,128   12,400    3,651    2,379

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.0      1.8     94.7     94.2     96.6     97.1      3.4      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       1        5        2       36       36       38       42                  
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:      137,075
COMMITMENTS
     294    1,121      984  131,981  128,820  133,259  130,925    3,816    6,150

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:      1,929)
    -121     -176      454    1,334   -3,128    1,667   -2,850      262    4,779

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      0.8      0.7     96.3     94.0     97.2     95.5      2.8      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        3        3       27       27       30       31                  
 
 
TRANSCO ZONE 6 MONTHLY INDEX - ICE FUTURES ENERGY DIV                Code-0233CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       21,237
COMMITMENTS
     364      290      116   19,636   19,988   20,116   20,394    1,121      843

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:        296)
      58        0      -58      135      168      135      110      161      186

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.7      1.4      0.5     92.5     94.1     94.7     96.0      5.3      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        1        9       11       11       13                  
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      167,701
COMMITMENTS
     600        0        0  159,221  163,111  159,821  163,111    7,880    4,590

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:      2,029)
       0        0        0      489     -307      489     -307    1,540    2,336

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      0.0      0.0     94.9     97.3     95.3     97.3      4.7      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        0        0       21       22       22       22                  
 
 
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       41,327
COMMITMENTS
     418    1,498        0   36,471   38,036   36,889   39,534    4,438    1,793

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:      3,519)
       0        0        0      348    3,395      348    3,395    3,171      124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.0      3.6      0.0     88.2     92.0     89.3     95.7     10.7      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        1        0       14       18       15       19                  
 
 
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV                   Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MM Btus                                         OPEN INTEREST:      276,711
COMMITMENTS
       0      232        0  260,796  275,465  260,796  275,697   15,915    1,014

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:     -1,322)
       0        0        0   -2,392   -1,958   -2,392   -1,958    1,070      636

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.1      0.0     94.2     99.5     94.2     99.6      5.8      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       0        1        0       29       16       29       17                  
 
 
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV                         Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      111,495
COMMITMENTS
   7,622    8,774        0   93,676   96,138  101,298  104,912   10,197    6,583

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:      7,632)
       0        0        0    5,282    3,643    5,282    3,643    2,350    3,989

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.8      7.9      0.0     84.0     86.2     90.9     94.1      9.1      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        0       13       12       14       13                  
 
 
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV                            Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:      207,865
COMMITMENTS
       0      836      372  202,871  205,034  203,243  206,242    4,622    1,623

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:     -1,236)
       0        0        0   -2,425   -1,704   -2,425   -1,704    1,189      468

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.4      0.2     97.6     98.6     97.8     99.2      2.2      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        1        1       22       26       23       27                  
 
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                       Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:       25,416
COMMITMENTS
   3,323    2,721    3,164   17,325   19,053   23,812   24,939    1,604      477

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:     -3,777)
    -421     -442     -719   -3,707   -2,816   -4,847   -3,977    1,070      200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.1     10.7     12.4     68.2     75.0     93.7     98.1      6.3      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       9        9       14       24       21       40       37                  
 
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                        Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       41,738
COMMITMENTS
   3,750    4,024    1,075   36,793   36,639   41,618   41,738      120        0

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:     -1,645)
    -225      281       25   -1,445   -1,951   -1,645   -1,645        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.0      9.6      2.6     88.2     87.8     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        8        4       22       21       26       31                  
 
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:       31,930
COMMITMENTS
   3,475    1,106    1,003   27,212   29,821   31,690   31,930      240        0

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:       -862)
    -450      175      200     -852   -1,237   -1,102     -862      240        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.9      3.5      3.1     85.2     93.4     99.2    100.0      0.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        5        4       20       17       24       24                  
 
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                      Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:      143,574
COMMITMENTS
   2,587    8,241   11,738  128,648  121,410  142,973  141,389      601    2,185

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:      7,185)
       5   -1,845    1,729    5,073    5,250    6,807    5,134      378    2,051

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.8      5.7      8.2     89.6     84.6     99.6     98.5      0.4      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       8       12       11       30       33       45       49                  
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       74,701
COMMITMENTS
   2,250    2,107    2,913   69,538   69,661   74,701   74,681        0       20

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:      1,110)
     155      145       20      964      945    1,140    1,110      -30        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.0      2.8      3.9     93.1     93.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       4        5        5       23       24       30       31                  
 
 
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV                  Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:       34,004
COMMITMENTS
     551      500      499   32,954   33,005   34,004   34,004        0        0

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:        348)
     -25        0       75      298      273      348      348        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.6      1.5      1.5     96.9     97.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       4        2        3       12       16       16       21                  
 
 
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV                    Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:       64,625
COMMITMENTS
  16,669      397    6,139   41,765   57,658   64,573   64,194       52      431

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:      2,695)
      57      -51        0    2,620    2,347    2,677    2,296       18      399

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.8      0.6      9.5     64.6     89.2     99.9     99.3      0.1      0.7

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 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       85,092
COMMITMENTS
  25,001    2,173    5,059   54,555   77,595   84,615   84,827      477      265

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:      2,915)
       9      175        5    2,766    2,470    2,780    2,650      135      265

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.4      2.6      5.9     64.1     91.2     99.4     99.7      0.6      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       6        6        5       26       27       34       36                  
 
 
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV                Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       75,057
COMMITMENTS
   2,735    1,380    1,189   69,417   71,845   73,341   74,414    1,716      643

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:      1,199)
     500       60     -105      -49      715      346      670      853      529

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.6      1.8      1.6     92.5     95.7     97.7     99.1      2.3      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        1        2       28       25       31       27                  
 
 
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV                      Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       94,436
COMMITMENTS
   2,780    1,535    1,836   87,670   90,388   92,286   93,759    2,150      677

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:      1,201)
     431      146      -30     -379      468       22      584    1,179      617

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.9      1.6      1.9     92.8     95.7     97.7     99.3      2.3      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        3        2       31       27       34       31                  
 
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                      Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       44,394
COMMITMENTS
     400      120      230   43,326   43,608   43,956   43,958      438      436

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:       -278)
       0        0        0     -290     -110     -290     -110       12     -168

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9      0.3      0.5     97.6     98.2     99.0     99.0      1.0      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        1       19       15       21       16                  
 
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:       27,346
COMMITMENTS
     360      855       35   26,393   26,452   26,788   27,342      558        4

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:       -186)
       0      -35      -10     -176     -141     -186     -186        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3      3.1      0.1     96.5     96.7     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 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       90,585
COMMITMENTS
  22,696    1,656    3,592   63,816   85,219   90,105   90,468      480      117

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:      2,209)
   2,312      136     -163      -64    2,296    2,085    2,269      124      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.1      1.8      4.0     70.4     94.1     99.5     99.9      0.5      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      19        6       13       31       32       53       48                  
 
 
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       40,342
COMMITMENTS
  12,096      300      300   27,646   39,400   40,042   40,000      300      342

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:      1,484)
   2,000        0        0     -516    1,484    1,484    1,484        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.0      0.7      0.7     68.5     97.7     99.3     99.2      0.7      0.8

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 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       49,697
COMMITMENTS
     500      144      281   48,791   48,932   49,572   49,357      125      340

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:        -94)
       0      -60       35     -124      195      -89      170       -5     -264

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.0      0.3      0.6     98.2     98.5     99.7     99.3      0.3      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        2        2       23       20       27       22                  
 
 
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV                    Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       40,637
COMMITMENTS
     100    2,073        0   39,138   38,437   39,238   40,510    1,399      127

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:       -716)
    -300      -45        0     -637     -684     -937     -729      221       13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      5.1      0.0     96.3     94.6     96.6     99.7      3.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        7        0       20       20       21       27                  
 
 
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV                     Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       69,037
COMMITMENTS
   2,503    1,400        0   64,734   67,292   67,237   68,692    1,800      345

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:      1,405)
      20        0        0      208    1,405      228    1,405    1,177        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.6      2.0      0.0     93.8     97.5     97.4     99.5      2.6      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 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       73,117
COMMITMENTS
   3,376    1,200       60   68,118   71,547   71,554   72,807    1,563      310

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:      2,291)
    -170        0        0    1,243    2,161    1,073    2,161    1,218      130

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.6      1.6      0.1     93.2     97.9     97.9     99.6      2.1      0.4

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 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       82,033
COMMITMENTS
   1,447    1,369      336   79,969   80,303   81,752   82,008      281       25

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:      2,321)
    -150   -1,556      268    2,228    3,624    2,346    2,336      -25      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.8      1.7      0.4     97.5     97.9     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       4        4        3       27       30       32       36                  
 
 
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:      102,990
COMMITMENTS
   2,131    4,055    1,394   99,101   97,436  102,627  102,886      363      104

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:      3,215)
    -441   -3,516      624    3,005    6,086    3,188    3,194       27       21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.1      3.9      1.4     96.2     94.6     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       4       13        9       31       30       42       45                  
 
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                            Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       56,632
COMMITMENTS
     400    5,532      275   55,937   50,825   56,612   56,632       20        0

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:      1,250)
     -25       75      100    1,175    1,075    1,250    1,250        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.7      9.8      0.5     98.8     89.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        5        4       17       13       21       20                  
 
 
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV                        Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
25MWh                                                OPEN INTEREST:       48,405
COMMITMENTS
     425      726      799   47,181   46,880   48,405   48,405        0        0

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:        815)
    -125     -300      500      440      615      815      815        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9      1.5      1.7     97.5     96.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        4        3       10        9       14       14                  
 
 
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV                        Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       62,953
COMMITMENTS
   1,554    1,730      592   60,710   60,337   62,856   62,659       97      294

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:         21)
     -18       90        0       -6      -66      -24       24       45       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.5      2.7      0.9     96.4     95.8     99.8     99.5      0.2      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       4        2        2       22       22       27       25                  
 
 
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV                       Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       72,465
COMMITMENTS
   1,972    2,258    4,667   65,766   65,308   72,405   72,233       60      232

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:        812)
      -7      120        0      824      567      817      687       -5      125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.7      3.1      6.4     90.8     90.1     99.9     99.7      0.1      0.3

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 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       26,852
COMMITMENTS
     865      800        5   25,659   25,767   26,529   26,572      323      280

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:        -15)
       0        0        5     -145     -280     -140     -275      125      260

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.2      3.0      0.0     95.6     96.0     98.8     99.0      1.2      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        1       16       12       18       14                  
 
 
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       26,231
COMMITMENTS
     745       50        0   25,022   25,856   25,767   25,906      464      325

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:         15)
       0        0        0      -90     -240      -90     -240      105      255

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.8      0.2      0.0     95.4     98.6     98.2     98.8      1.8      1.2

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 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       34,709
COMMITMENTS
       0    2,069    1,459   32,617   30,845   34,076   34,373      633      336

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:        426)
     -71     -455      216     -283      403     -138      164      564      262

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      6.0      4.2     94.0     88.9     98.2     99.0      1.8      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        5        5       20       19       25       24                  
 
 
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:       22,097
COMMITMENTS
     373    3,045      352   20,140   17,885   20,865   21,282    1,232      815

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:        430)
     -10      -76       10      149     -309      149     -375      281      805

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.7     13.8      1.6     91.1     80.9     94.4     96.3      5.6      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        4        1       15       16       16       21                  
 
 
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       58,434
COMMITMENTS
   2,619    4,093    1,589   53,656   52,443   57,864   58,125      570      309

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:        747)
    -215      315       70      366       63      221      448      526      299

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.5      7.0      2.7     91.8     89.7     99.0     99.5      1.0      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       7        4        7       28       28       37       37                  
 
 
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       38,948
COMMITMENTS
     491      794    1,095   37,139   36,841   38,725   38,730      223      218

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:       -368)
    -160        0      160     -534     -746     -534     -586      166      218

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3      2.0      2.8     95.4     94.6     99.4     99.4      0.6      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        2        5       26       24       31       29                  
 
 
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV                          Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       19,606
COMMITMENTS
     725      859      226   18,545   18,506   19,496   19,591      110       15

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:       -555)
    -425      300      -50      -70     -805     -545     -555      -10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.7      4.4      1.2     94.6     94.4     99.4     99.9      0.6      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        4        1       16       17       19       21                  
 
 
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV     Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       11,382
COMMITMENTS
     100    1,835      200   10,872    9,167   11,172   11,202      210      180

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:        250)
       0        0        0      215       70      215       70       35      180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9     16.1      1.8     95.5     80.5     98.2     98.4      1.8      1.6

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 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       11,644
COMMITMENTS
     100    2,325      125   11,204    8,419   11,429   10,869      215      775

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:        350)
       0      100        0      265     -525      265     -425       85      775

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9     20.0      1.1     96.2     72.3     98.2     93.3      1.8      6.7

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 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       14,551
COMMITMENTS
   1,075      320      730   12,375   13,401   14,180   14,451      371      100

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:          6)
     -75      120        0      212     -169      137      -49     -131       55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.4      2.2      5.0     85.0     92.1     97.5     99.3      2.5      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        3        2       16       15       19       18                  
 
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV              Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       14,114
COMMITMENTS
   1,155      130      685   11,638   13,195   13,478   14,010      636      104

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:       -171)
    -195        0      120     -257     -350     -332     -230      161       59

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.2      0.9      4.9     82.5     93.5     95.5     99.3      4.5      0.7

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 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       38,011
COMMITMENTS
     570    1,280    2,945   34,030   33,524   37,545   37,749      466      262

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:        505)
      20      255       30      155       18      205      303      300      202

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.5      3.4      7.7     89.5     88.2     98.8     99.3      1.2      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        2        4       20       12       24       17                  
 
 
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       37,962
COMMITMENTS
     570      825    3,085   33,755   33,830   37,410   37,740      552      222

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:        505)
    -175       60      225       70       -2      120      283      385      222

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.5      2.2      8.1     88.9     89.1     98.5     99.4      1.5      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        3        5       20       13       25       19                  
 
 
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      108,847
COMMITMENTS
   1,535    8,309    1,313  104,141   98,103  106,989  107,725    1,858    1,122

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:      1,422)
       0      216      175     -538      -56     -363      335    1,785    1,087

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.4      7.6      1.2     95.7     90.1     98.3     99.0      1.7      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       4        8        6       39       32       47       42                  
 
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
352 MWh                                              OPEN INTEREST:      124,179
COMMITMENTS
   2,129    7,450    2,394  118,214  113,544  122,737  123,388    1,442      791

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:      1,968)
     -87     -251      205      475    1,293      593    1,247    1,375      721

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.7      6.0      1.9     95.2     91.4     98.8     99.4      1.2      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       5        9        9       41       37       52       49                  
 
 
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      493,131
COMMITMENTS
  24,845   25,609   49,445  417,425  416,158  491,715  491,212    1,416    1,919

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:     31,362)
   3,401     -148    2,289   24,648   27,623   30,338   29,764    1,024    1,598

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.0      5.2     10.0     84.6     84.4     99.7     99.6      0.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      18       25       26       45       42       76       81                  
 
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       15,662
COMMITMENTS
   5,570        0       75    9,767   14,907   15,412   14,982      250      680

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:        600)
     600        0        0     -105      -80      495      -80      105      680

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    35.6      0.0      0.5     62.4     95.2     98.4     95.7      1.6      4.3

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 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       14,712
COMMITMENTS
   4,615        0       15    9,692   14,021   14,322   14,036      390      676

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:        600)
     600        0        0      -95      -76      505      -76       95      676

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.4      0.0      0.1     65.9     95.3     97.3     95.4      2.7      4.6

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 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:        5,720
COMMITMENTS
   3,150      550        0    2,550    5,170    5,700    5,720       20        0

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:        250)
     250        0        0        0      250      250      250        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    55.1      9.6      0.0     44.6     90.4     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        1        0       11       14       15       15                  
 
 
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV                      Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000  metric tonnes                                  OPEN INTEREST:        4,086
COMMITMENTS
     124      108       77    3,433    3,081    3,634    3,266      452      820

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:       -606)
      -9      -51       16     -482     -554     -475     -589     -131      -17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.0      2.6      1.9     84.0     75.4     88.9     79.9     11.1     20.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        2        2       26       26       28       30                  
 
 
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV                 Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       29,720
COMMITMENTS
   3,152      153       30   26,177   29,478   29,359   29,661      361       59

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:     -2,952)
    -367        0       30   -2,538   -2,945   -2,875   -2,915      -77      -37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.6      0.5      0.1     88.1     99.2     98.8     99.8      1.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       2        1        1       35       38       37       40                  
 
 
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV              Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       19,119
COMMITMENTS
      40        0       55   18,959   18,041   19,054   18,096       65    1,023

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:     -3,103)
     -35        0        0   -3,013   -3,046   -3,048   -3,046      -55      -57

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      0.0      0.3     99.2     94.4     99.7     94.6      0.3      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        0        1       19       24       21       25                  
 
 
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV               Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:        7,420
COMMITMENTS
     332       35       25    6,271    7,147    6,628    7,207      792      213

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:     -1,898)
    -204      -75       10   -1,703   -1,772   -1,897   -1,837       -1      -61

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.5      0.5      0.3     84.5     96.3     89.3     97.1     10.7      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       4        1        2       21       25       26       27                  
 
 
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV              Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       38,293
COMMITMENTS
     628    1,436       45   37,015   36,487   37,688   37,968      605      325

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:     -9,249)
    -678     -607     -151   -7,838   -8,764   -8,667   -9,522     -582      273

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.6      3.8      0.1     96.7     95.3     98.4     99.2      1.6      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       5        2        2       24       36       29       40                  
 
 
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV              Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       53,285
COMMITMENTS
   1,528    1,998    1,086   50,006   49,693   52,620   52,777      665      508

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:     -8,027)
    -263     -382     -307   -7,672   -7,415   -8,242   -8,104      215       77

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.9      3.7      2.0     93.8     93.3     98.8     99.0      1.2      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
       5        9       10       62       63       72       77                  
 
 
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV                 Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 BARRELS                                         OPEN INTEREST:       23,908
COMMITMENTS
       0        0        0   23,698   23,348   23,698   23,348      210      560

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:       -205)
       0        0        0     -220     -220     -220     -220       15       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     99.1     97.7     99.1     97.7      0.9      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        0        0       27       22       27       22                  
 
 
ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV               Code-06742R
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:        9,580
COMMITMENTS
      45      195       30    9,405    9,155    9,480    9,380      100      200

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:        320)
       0        0        0      320      320      320      320        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5      2.0      0.3     98.2     95.6     99.0     97.9      1.0      2.1

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 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 BARRELS                                         OPEN INTEREST:        9,752
COMMITMENTS
       0        0       90    9,467    9,487    9,557    9,577      195      175

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:        -60)
     -75        0       90     -120     -150     -105      -60       45        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.9     97.1     97.3     98.0     98.2      2.0      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        1       12       12       13       13                  
 
 
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV               Code-06742U
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:      227,809
COMMITMENTS
       0        0        0  213,314  213,483  213,314  213,483   14,495   14,326

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     93.6     93.7     93.6     93.7      6.4      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       12       14       12       14                  



Updated February 07, 2020