CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV               Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       12,120
COMMITMENTS
   3,014    1,663        0    9,106   10,457   12,120   12,120        0        0

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:       -625)
       0     -325        0     -625     -300     -625     -625        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.9     13.7      0.0     75.1     86.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       5        2        0       11        8       16       10                  
 
 
CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV               Code-0063AS
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       37,162
COMMITMENTS
  15,454    9,917        0   21,708   27,245   37,162   37,162        0        0

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:     -2,294)
    -400     -504        0   -1,709   -1,605   -2,109   -2,109     -185     -185

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    41.6     26.7      0.0     58.4     73.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       7        6        0       16       14       23       20                  
 
 
CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV                   Code-0063CA
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:      135,009
COMMITMENTS
  28,382   30,697   16,342   90,183   87,895  134,907  134,934      102       75

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:    -11,072)
  -2,473   -2,316     -863   -7,682   -7,869  -11,017  -11,047      -55      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.0     22.7     12.1     66.8     65.1     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      21       16       17       31       25       61       49                  
 
 
NJ SRECS - ICE FUTURES ENERGY DIV                                    Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:      184,006
COMMITMENTS
  60,882   23,443    3,265  119,859  157,298  184,006  184,006        0        0

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:     -7,951)
    -700      283        0   -7,251   -8,234   -7,951   -7,951        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    33.1     12.7      1.8     65.1     85.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       5        7        3       15       16       21       25                  
 
 
PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV                        Code-0063CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:      156,472
COMMITMENTS
  22,713   18,922    5,341  128,418  132,209  156,472  156,472        0        0

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:     -3,680)
  -1,145      200     -145   -2,390   -3,735   -3,680   -3,680        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.5     12.1      3.4     82.1     84.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       7        5        6       17       13       26       22                  
 
 
CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV                   Code-0063CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       37,023
COMMITMENTS
   8,473    3,389    1,553   26,831   32,005   36,857   36,947      166       76

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:       -358)
     -66       11     -109     -171     -262     -346     -359      -12        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.9      9.2      4.2     72.5     86.4     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      14        4        5       16       17       31       25                  
 
 
RGGI VINTAGE 2019 - ICE FUTURES ENERGY DIV                           Code-0063CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       33,179
COMMITMENTS
   5,875    1,000        0   27,304   32,179   33,179   33,179        0        0

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.7      3.0      0.0     82.3     97.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       5        1        0       14        7       19        8                  
 
 
CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV                Code-0063D9
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       33,471
COMMITMENTS
   7,255      616    3,532   22,684   29,323   33,471   33,471        0        0

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:          0)
     -68       82      -82      150        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.7      1.8     10.6     67.8     87.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       9        3        2       15       12       26       16                  
 
 
RGGI VINTAGE 2020 - ICE FUTURES ENERGY DIV                           Code-0063DJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       27,169
COMMITMENTS
   3,145    2,293      258   23,446   24,526   26,849   27,077      320       92

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:     -1,360)
     100       16       -1   -1,486   -1,371   -1,387   -1,356       27       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.6      8.4      0.9     86.3     90.3     98.8     99.7      1.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        3        2       16       13       19       17                  
 
 
CT RECs CLASS 1 - ICE FUTURES ENERGY DIV                             Code-0063DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| 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:       13,936
COMMITMENTS
   1,715    2,130        0   12,221   11,806   13,936   13,936        0        0

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:      1,038)
     550      150        0      488      888    1,038    1,038        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.3     15.3      0.0     87.7     84.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        5        0       11       10       12       15                  
 
 
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV                Code-0063DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| 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:       18,060
COMMITMENTS
   1,355    6,840      540   16,140   10,680   18,035   18,060       25        0

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:        407)
    -495      427      330      572     -350      407      407        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.5     37.9      3.0     89.4     59.1     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        6        3       11       10       15       17                  
 
 
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV                          Code-0063DN
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       42,565
COMMITMENTS
  20,086   14,839    2,882   19,597   24,844   42,565   42,565        0        0

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:        400)
       0       70        0      400      330      400      400        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    47.2     34.9      6.8     46.0     58.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        6        4       14       10       21       17                  
 
 
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV                          Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:       40,685
COMMITMENTS
   5,962    1,380    3,516   31,113   35,770   40,591   40,666       94       19

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:      1,354)
      74       20      -31    1,428    1,362    1,471    1,351     -117        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.7      3.4      8.6     76.5     87.9     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       4        2        5       25       28       31       34                  
 
 
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV       Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:       33,100
COMMITMENTS
   1,091    7,889    1,122   30,024   24,089   32,237   33,100      863        0

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:      1,679)
       0     -320       75    1,604    1,924    1,679    1,679        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.3     23.8      3.4     90.7     72.8     97.4    100.0      2.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        4        4       26       15       32       20                  
 
 
USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV               Code-02141R
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
BBL                                                  OPEN INTEREST:        5,290
COMMITMENTS
   1,316        0      945    2,903    4,335    5,164    5,280      126       10

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.9      0.0     17.9     54.9     81.9     97.6     99.8      2.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        0        3       15       13       18       16                  
 
 
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV                 Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    5,932,810
COMMITMENTS
 866,111   37,411  480,305  4556919  5397415  5903335  5915131   29,475   17,679

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:   -253,466)
 -25,573  -35,951  -30,913 -197,463 -184,756 -253,949 -251,620      483   -1,846

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.6      0.6      8.1     76.8     91.0     99.5     99.7      0.5      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      233)
      49       14       51      151      138      209      194                  
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:    1,472,713
COMMITMENTS
  39,661   20,052  503,090  927,575  948,699  1470325  1471841    2,388      872

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:   -134,622)
 -44,148  -23,759  -48,964  -41,959  -62,353 -135,072 -135,076      450      455

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.7      1.4     34.2     63.0     64.4     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      12       13       22       47       46       72       68                  
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      276,342
COMMITMENTS
   5,979    2,392       62  242,332  267,980  248,373  270,434   27,969    5,908

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:        273)
     155        0       62      -92      300      125      362      148      -89

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.2      0.9      0.0     87.7     97.0     89.9     97.9     10.1      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        1        1       24       20       27       22                  
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      160,836
COMMITMENTS
   1,164       88    1,233  148,830  154,210  151,227  155,531    9,609    5,305

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:      1,565)
     378       88       45    1,302    1,277    1,725    1,410     -160      155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.7      0.1      0.8     92.5     95.9     94.0     96.7      6.0      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       4        1        3       20       26       25       29                  
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      361,624
COMMITMENTS
  13,493      372    6,292  332,357  352,005  352,142  358,669    9,482    2,955

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:      1,040)
    -649        0   -1,202    1,993      931      142     -271      898    1,311

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.7      0.1      1.7     91.9     97.3     97.4     99.2      2.6      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       8        1        2       38       38       46       41                  
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,163,473
COMMITMENTS
   2,197   11,692    4,340  1146637  1144999  1153174  1161031   10,299    2,442

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:      6,226)
     227    1,102     -125    6,805    5,836    6,907    6,813     -681     -587

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      1.0      0.4     98.6     98.4     99.1     99.8      0.9      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       4        3        4       38       28       44       33                  
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      413,330
COMMITMENTS
   2,542      253      996  402,905  406,909  406,443  408,158    6,887    5,172

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:      2,142)
    -401       29     -610    3,006    1,056    1,995      475      147    1,667

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6      0.1      0.2     97.5     98.4     98.3     98.7      1.7      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       2        2        3       46       41       49       45                  
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      587,393
COMMITMENTS
     477      303      465  573,609  581,015  574,551  581,783   12,842    5,610

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:     13,207)
      45       55       93   12,974   13,148   13,112   13,296       95      -89

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      0.1      0.1     97.7     98.9     97.8     99.0      2.2      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       2        2        2       37       47       40       50                  
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      478,193
COMMITMENTS
   2,034    2,522       62  464,241  466,058  466,337  468,642   11,856    9,551

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:     15,849)
       0      185       62   19,016   15,533   19,078   15,780   -3,229       69

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      0.5      0.0     97.1     97.5     97.5     98.0      2.5      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       1        2        1       39       35       41       37                  
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      106,115
COMMITMENTS
     248    5,392        0  100,426   98,540  100,674  103,932    5,441    2,183

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:        933)
     248      461      -74    1,094    1,646    1,268    2,033     -335   -1,100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      5.1      0.0     94.6     92.9     94.9     97.9      5.1      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        3        0       17       20       18       23                  
 
 
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                    Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       28,091
COMMITMENTS
       0      511        0   27,478   26,944   27,478   27,455      613      636

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:        713)
       0       31        0      620      868      620      899       93     -186

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.8      0.0     97.8     95.9     97.8     97.7      2.2      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        0       14       15       14       16                  
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      330,884
COMMITMENTS
     159    6,282      275  319,053  318,352  319,487  324,909   11,397    5,975

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:     -3,138)
     159      581      120   -5,119   -3,357   -4,840   -2,656    1,702     -482

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.9      0.1     96.4     96.2     96.6     98.2      3.4      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       1        3        1       29       30       30       34                  
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      188,959
COMMITMENTS
       0        0        0  181,779  183,543  181,779  183,543    7,180    5,416

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:      1,562)
       0        0        0    2,567    1,617    2,567    1,617   -1,005      -55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     96.2     97.1     96.2     97.1      3.8      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        0        0       26       24       26       24                  
 
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      295,616
COMMITMENTS
   1,230        0        0  289,373  293,750  290,603  293,750    5,013    1,866

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:        311)
       0        0        0       45      -27       45      -27      266      338

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      0.0      0.0     97.9     99.4     98.3     99.4      1.7      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        0        0       23       25       24       25                  
 
 
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV                      Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       48,680
COMMITMENTS
   9,912      790        0   36,656   47,560   46,568   48,350    2,112      330

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:      3,034)
   1,328        0        0    1,453    3,250    2,781    3,250      253     -216

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.4      1.6      0.0     75.3     97.7     95.7     99.3      4.3      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       5        2        0       21       20       26       22                  
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      606,253
COMMITMENTS
  14,359    5,126    6,867  577,900  585,735  599,126  597,728    7,127    8,525

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:      9,543)
   1,177      802      377    7,986    7,517    9,540    8,696        3      847

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.4      0.8      1.1     95.3     96.6     98.8     98.6      1.2      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
       9        7        7       55       43       66       55                  
 
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV             Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      206,115
COMMITMENTS
     279        0        0  202,893  201,566  203,172  201,566    2,943    4,549

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:      1,068)
     279        0        0      865    1,158    1,144    1,158      -76      -90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      0.0      0.0     98.4     97.8     98.6     97.8      1.4      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        0       23       21       24       21                  
 
 
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      148,638
COMMITMENTS
       0        0        0  144,911  143,680  144,911  143,680    3,727    4,958

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:      2,151)
       0        0        0      624    1,291      624    1,291    1,527      860

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     97.5     96.7     97.5     96.7      2.5      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       21       18       21       18                  
 
 
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      237,122
COMMITMENTS
  25,396    1,333      644  207,569  234,403  233,609  236,380    3,513      742

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:     29,824)
  17,212    1,030       55   16,276   29,597   33,543   30,682   -3,719     -858

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.7      0.6      0.3     87.5     98.9     98.5     99.7      1.5      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      10        2        1       32       43       42       46                  
 
 
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV      Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      261,923
COMMITMENTS
  54,372    2,020      644  205,878  257,612  260,894  260,276    1,029    1,647

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:     31,963)
  18,057      992        0   14,341   31,026   32,398   32,018     -435      -55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.8      0.8      0.2     78.6     98.4     99.6     99.4      0.4      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      13        1        1       37       44       50       46                  
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      139,632
COMMITMENTS
       0        0        0  136,874  137,956  136,874  137,956    2,758    1,676

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:     10,964)
       0     -248        0   11,053   11,146   11,053   10,898      -89       66

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     98.0     98.8     98.0     98.8      2.0      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       0        0        0       23       29       23       29                  
 
 
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV                     Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
MMBTU                                                OPEN INTEREST:       40,920
COMMITMENTS
     620    1,224        0   39,472   39,479   40,092   40,703      828      217

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:      2,201)
       0        0        0    2,201    2,537    2,201    2,537        0     -336

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.5      3.0      0.0     96.5     96.5     98.0     99.5      2.0      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        1        0       15       18       16       19                  
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      294,298
COMMITMENTS
   3,222    1,434      953  286,770  283,419  290,945  285,806    3,353    8,492

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:       -966)
    -245      542     -181   -1,350   -1,798   -1,776   -1,437      810      471

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1      0.5      0.3     97.4     96.3     98.9     97.1      1.1      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       3        3        3       40       39       44       44                  
 
 
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV                  Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      116,471
COMMITMENTS
       0        0        0  116,165  115,037  116,165  115,037      306    1,434

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:      3,374)
       0        0        0    3,467    3,157    3,467    3,157      -93      217

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     99.7     98.8     99.7     98.8      0.3      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       15       17       15       17                  
 
 
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV     Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       13,722
COMMITMENTS
       0      279        0   11,630   12,708   11,630   12,987    2,092      735

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.0      0.0     84.8     92.6     84.8     94.6     15.2      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       12       13       12       14                  
 
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      115,035
COMMITMENTS
   1,554      112      255  101,128  104,168  102,937  104,535   12,098   10,500

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:        231)
       0        0        0       93      107       93      107      138      124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.4      0.1      0.2     87.9     90.6     89.5     90.9     10.5      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        1        1       18       21       20       22                  
 
 
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV          Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      251,408
COMMITMENTS
       0    1,469    1,408  246,096  240,764  247,504  243,641    3,904    7,767

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:      3,718)
       0    1,211      -93    4,414    2,207    4,321    3,325     -603      393

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.6      0.6     97.9     95.8     98.4     96.9      1.6      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       0        4        2       30       33       32       37                  
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      193,902
COMMITMENTS
       0      660        0  181,216  190,820  181,216  191,480   12,686    2,422

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:       -206)
       0      660        0    1,916     -854    1,916     -194   -2,122      -12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.3      0.0     93.5     98.4     93.5     98.8      6.5      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        2        0       21       19       21       21                  
 
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       99,940
COMMITMENTS
     616      403        0   95,463   92,433   96,079   92,836    3,861    7,104

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:        654)
       0      403        0      623      -54      623      349       31      305

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6      0.4      0.0     95.5     92.5     96.1     92.9      3.9      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        0       19       15       20       16                  
 
 
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV  Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       59,638
COMMITMENTS
       0        0        0   58,018   57,754   58,018   57,754    1,620    1,884

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:        434)
       0        0        0      341       93      341       93       93      341

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     97.3     96.8     97.3     96.8      2.7      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       20       12       20       12                  
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      215,750
COMMITMENTS
   2,515        0        0  204,883  206,940  207,398  206,940    8,352    8,810

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:       -866)
      60        0        0     -213   -1,011     -153   -1,011     -713      145

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.2      0.0      0.0     95.0     95.9     96.1     95.9      3.9      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        0        0       14       18       16       18                  
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      178,358
COMMITMENTS
   6,868    2,624      116  164,534  166,396  171,518  169,136    6,840    9,222

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:        598)
      31      -94      -30      499      783      500      659       98      -61

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.9      1.5      0.1     92.2     93.3     96.2     94.8      3.8      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       2        4        3       31       32       36       36                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV          Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       72,707
COMMITMENTS
   1,795        0        0   69,076   71,143   70,871   71,143    1,836    1,564

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:      5,898)
     431        0        0    5,743    6,355    6,174    6,355     -276     -457

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.5      0.0      0.0     95.0     97.8     97.5     97.8      2.5      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        0        0       15       20       17       20                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      259,410
COMMITMENTS
   5,983      776    1,475  243,330  250,927  250,788  253,178    8,622    6,232

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:        849)
    -151      776      154      424      -51      427      879      422      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.3      0.3      0.6     93.8     96.7     96.7     97.6      3.3      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       4        2        2       33       36       38       39                  
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:      144,143
COMMITMENTS
       0    3,530      105  140,341  138,278  140,446  141,913    3,697    2,230

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:      1,322)
       0        0        0    2,604    1,556    2,604    1,556   -1,282     -234

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.4      0.1     97.4     95.9     97.4     98.5      2.6      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       0        2        1       28       30       29       32                  
 
 
TRANSCO ZONE 6 MONTHLY INDEX - ICE FUTURES ENERGY DIV                Code-0233CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       33,592
COMMITMENTS
   1,130        0       31   31,301   33,561   32,462   33,592    1,130        0

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:      1,674)
     -31        0       31    1,674    1,767    1,674    1,798        0     -124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.4      0.0      0.1     93.2     99.9     96.6    100.0      3.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        1        9       13       11       14                  
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      162,540
COMMITMENTS
   3,497    1,712        0  150,771  158,241  154,268  159,953    8,272    2,587

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:      2,092)
     899        0        0    2,010    1,964    2,909    1,964     -817      128

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.2      1.1      0.0     92.8     97.4     94.9     98.4      5.1      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       4        1        0       18       24       22       25                  
 
 
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       45,181
COMMITMENTS
       0        0        0   42,897   43,072   42,897   43,072    2,284    2,109

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:        186)
       0        0        0       31      213       31      213      155      -27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     94.9     95.3     94.9     95.3      5.1      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        0        0       19       20       19       20                  
 
 
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV                   Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MM Btus                                         OPEN INTEREST:      282,792
COMMITMENTS
     186    1,085      186  271,092  280,937  271,464  282,208   11,328      584

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:      2,907)
       0      775        0    2,753    2,194    2,753    2,969      154      -62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      0.4      0.1     95.9     99.3     96.0     99.8      4.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       1        1        1       34       24       35       26                  
 
 
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV                         Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      107,762
COMMITMENTS
   4,769    1,498        0   94,987  105,230   99,756  106,728    8,006    1,034

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:        487)
       0        0        0      336      487      336      487      151        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.4      1.4      0.0     88.1     97.7     92.6     99.0      7.4      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        0       17       15       18       16                  
 
 
TETCO M2 Index (Receipts) - ICE FUTURES ENERGY DIV                   Code-0233DW
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MM Btus                                         OPEN INTEREST:       20,964
COMMITMENTS
   1,444        0        0   18,904   20,874   20,348   20,874      616       90

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:      1,519)
     558        0        0      837    1,889    1,395    1,889      124     -370

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.9      0.0      0.0     90.2     99.6     97.1     99.6      2.9      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        0       14       14       15       14                  
 
 
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV                            Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:      192,754
COMMITMENTS
   1,385      157      246  183,432  184,636  185,063  185,039    7,691    7,715

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:      4,434)
     153      157      246    4,053    4,559    4,452    4,962      -18     -528

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.7      0.1      0.1     95.2     95.8     96.0     96.0      4.0      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        1        1       18       29       21       30                  
 
 
REX ZONE 3 INDEX - ICE FUTURES ENERGY DIV                            Code-0233ED
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:       24,935
COMMITMENTS
     279        0        0   22,966   23,963   23,245   23,963    1,690      972

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:        558)
     279        0        0      -62      438      217      438      341      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1      0.0      0.0     92.1     96.1     93.2     96.1      6.8      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        0       11       14       12       14                  
 
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                       Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:       16,211
COMMITMENTS
     957    1,898    2,052   13,046   12,110   16,056   16,060      155      151

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:     -2,573)
     -40      152     -714   -1,818   -2,011   -2,572   -2,573       -1        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.9     11.7     12.7     80.5     74.7     99.0     99.1      1.0      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4       12       15       22       23       37       39                  
 
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                        Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       39,569
COMMITMENTS
   3,844    1,510    2,389   33,251   35,019   39,484   38,918       85      651

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:      1,601)
     -25      560      125    1,551      280    1,651      965      -50      636

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.7      3.8      6.0     84.0     88.5     99.8     98.4      0.2      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        6        6       21       25       27       34                  
 
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1 MWh for about 368 Hours)                          OPEN INTEREST:       33,754
COMMITMENTS
   4,175      381    1,079   28,327   32,294   33,581   33,754      173        0

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:        -52)
    -305       65      123      -43     -240     -225      -52      173        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.4      1.1      3.2     83.9     95.7     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       6        2        4       19       22       26       27                  
 
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                      Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1Megawatt for 368 Hours)               OPEN INTEREST:      137,014
COMMITMENTS
  11,054    5,677    8,407  117,300  122,840  136,761  136,924      253       90

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:      2,949)
   1,764     -157     -458    1,635    3,539    2,941    2,924        8       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.1      4.1      6.1     85.6     89.7     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      14        9       11       35       36       52       53                  
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       69,513
COMMITMENTS
     846    3,162    2,564   66,103   63,726   69,513   69,452        0       61

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:        527)
     225     -124       54      248      597      527      527        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.2      4.5      3.7     95.1     91.7    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       5        6        4       27       24       33       33                  
 
 
CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV                 Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 386 Hours)                  OPEN INTEREST:       40,711
COMMITMENTS
   1,175    2,303      300   39,236   38,108   40,711   40,711        0        0

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:        295)
     125      -50        0      170      345      295      295        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.9      5.7      0.7     96.4     93.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        2        1       16       15       20       17                  
 
 
PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV              Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 386 Hours)                  OPEN INTEREST:       60,456
COMMITMENTS
  17,013    1,610    4,553   38,660   54,207   60,226   60,370      230       86

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:        -75)
     -26      -20      -25      -24      -30      -75      -75        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.1      2.7      7.5     63.9     89.7     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       7        2        4       24       23       32       28                  
 
 
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV                Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       76,725
COMMITMENTS
  25,530    3,008    2,907   47,786   70,745   76,223   76,660      502       65

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:        733)
   1,016      168     -168      144      725      992      725     -259        8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    33.3      3.9      3.8     62.3     92.2     99.3     99.9      0.7      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      10        5        5       24       23       35       32                  
 
 
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV                Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       71,617
COMMITMENTS
   1,948      808    1,504   67,643   69,305   71,095   71,617      522        0

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:      1,844)
      41        0        0    1,803    1,844    1,844    1,844        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.7      1.1      2.1     94.5     96.8     99.3    100.0      0.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        2        3       28       28       31       32                  
 
 
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV                      Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       90,500
COMMITMENTS
   1,754    1,020    2,166   86,058   87,314   89,978   90,500      522        0

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:      2,237)
     106        0        0    2,131    2,237    2,237    2,237        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.9      1.1      2.4     95.1     96.5     99.4    100.0      0.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3        3        3       30       28       34       33                  
 
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                      Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       44,432
COMMITMENTS
     280        0      225   43,513   43,886   44,018   44,111      414      321

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:        -90)
       0        0        0      -90      -90      -90      -90        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6      0.0      0.5     97.9     98.8     99.1     99.3      0.9      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        0        1       19       15       22       16                  
 
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours)                           OPEN INTEREST:       28,099
COMMITMENTS
     360    1,295        0   27,265   26,794   27,625   28,089      474       10

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:       -745)
       0        0        0     -745     -745     -745     -745        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3      4.6      0.0     97.0     95.4     98.3    100.0      1.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        3        0       20       17       21       20                  
 
 
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV               Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       20,337
COMMITMENTS
     395      222      300   19,535   19,815   20,230   20,337      107        0

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:      2,250)
    -210      222      210    2,250    1,818    2,250    2,250        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.9      1.1      1.5     96.1     97.4     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        1        1       13       13       17       14                  
 
 
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV                 Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       86,608
COMMITMENTS
  12,564    2,578    1,951   71,708   81,832   86,223   86,361      385      247

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:        750)
    -269     -117       12    1,091      806      834      701      -84       49

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.5      3.0      2.3     82.8     94.5     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      17        8       11       35       35       55       51                  
 
 
ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV                    Code-06439V
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       13,104
COMMITMENTS
     750      150        0   12,354   12,954   13,104   13,104        0        0

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:        144)
       0        0        0      144      144      144      144        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.7      1.1      0.0     94.3     98.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        0       10       13       12       14                  
 
 
ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439W
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       13,044
COMMITMENTS
     750      150        0   12,294   12,894   13,044   13,044        0        0

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:        144)
       0        0        0      144      144      144      144        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.7      1.1      0.0     94.3     98.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        0       10       13       12       14                  
 
 
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       46,161
COMMITMENTS
   5,245    1,000      310   40,282   44,443   45,837   45,753      324      408

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:      2,310)
       0        0        0    2,310    2,310    2,310    2,310        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.4      2.2      0.7     87.3     96.3     99.3     99.1      0.7      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4        3        3       19       19       23       25                  
 
 
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643AP
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       13,088
COMMITMENTS
   1,509      100       25   11,339   12,619   12,873   12,744      215      344

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:      2,415)
     120        0        0    2,275    2,415    2,395    2,415       20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.5      0.8      0.2     86.6     96.4     98.4     97.4      1.6      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        1       12       14       15       15                  
 
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       49,102
COMMITMENTS
     690      100      200   48,055   48,466   48,945   48,766      157      336

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:         93)
       0        0        0       93       93       93       93        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.4      0.2      0.4     97.9     98.7     99.7     99.3      0.3      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        1        1       24       19       27       21                  
 
 
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV                    Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       42,065
COMMITMENTS
     455    1,265       60   41,039   40,728   41,554   42,053      511       12

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:        -42)
       0        0        0      -52      -42      -52      -42       10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1      3.0      0.1     97.6     96.8     98.8    100.0      1.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        4        2       25       23       29       28                  
 
 
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV                     Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       69,050
COMMITMENTS
   1,473      200       73   66,503   68,537   68,049   68,810    1,001      240

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:        300)
       0        0        0      294      300      294      300        6        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.1      0.3      0.1     96.3     99.3     98.6     99.7      1.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        1        1       22       15       25       17                  
 
 
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       73,821
COMMITMENTS
   2,022      725      104   71,195   72,807   73,321   73,636      500      185

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:        406)
      25      175        0      381      231      406      406        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.7      1.0      0.1     96.4     98.6     99.3     99.7      0.7      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        3        2       25       16       28       21                  
 
 
ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV              Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 368 Hours)                  OPEN INTEREST:       84,425
COMMITMENTS
   1,375      473    2,713   79,897   81,169   83,985   84,355      440       70

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:      1,108)
     162     -313      343      603    1,078    1,108    1,108        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.6      0.6      3.2     94.6     96.1     99.5     99.9      0.5      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        2        5       29       24       34       29                  
 
 
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:      103,673
COMMITMENTS
   2,378    1,563    3,705   97,263   98,340  103,346  103,608      327       65

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:        312)
     422   -1,127      428     -539      980      312      282        0       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.3      1.5      3.6     93.8     94.9     99.7     99.9      0.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       9        6        8       32       33       43       46                  
 
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                            Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       60,613
COMMITMENTS
     325    4,934      100   60,173   55,579   60,598   60,613       15        0

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:        -64)
     225      139        0     -289     -203      -64      -64        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5      8.1      0.2     99.3     91.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        4        1       16       15       18       20                  
 
 
CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV                 Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 386 Hours)                  OPEN INTEREST:       54,715
COMMITMENTS
   1,250      875      225   53,240   53,615   54,715   54,715        0        0

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:         25)
       0      -25        0       25       50       25       25        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.3      1.6      0.4     97.3     98.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        4        2       14        9       16       14                  
 
 
PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV                  Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 386 Hours)                  OPEN INTEREST:       58,567
COMMITMENTS
   1,767    1,597      938   55,531   55,881   58,236   58,416      331      151

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:        629)
     217        0      -12      424      635      629      623        0        6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.0      2.7      1.6     94.8     95.4     99.4     99.7      0.6      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        4        3       22       22       26       28                  
 
 
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV                       Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       65,754
COMMITMENTS
   2,718    5,078    1,139   61,741   59,139   65,598   65,356      156      398

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:        945)
     522        6      -85      508    1,021      945      942        0        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.1      7.7      1.7     93.9     89.9     99.8     99.4      0.2      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       5        6        4       23       22       30       30                  
 
 
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       26,256
COMMITMENTS
       0      925        0   26,164   25,111   26,164   26,036       92      220

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:        445)
       0        0        0      445      425      445      425        0       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      3.5      0.0     99.6     95.6     99.6     99.2      0.4      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        0       19       15       19       16                  
 
 
NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV                Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours)                           OPEN INTEREST:       26,020
COMMITMENTS
       0      225        0   25,636   25,655   25,636   25,880      384      140

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:        480)
       0        0        0      480      480      480      480        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.9      0.0     98.5     98.6     98.5     99.5      1.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        0       19       15       19       16                  
 
 
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       31,304
COMMITMENTS
   1,350    2,141      515   29,380   28,043   31,245   30,699       59      605

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:         43)
       0        0        0       41       65       41       65        2      -22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.3      6.8      1.6     93.9     89.6     99.8     98.1      0.2      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        4        4       21       19       25       24                  
 
 
NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV               Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours)                            OPEN INTEREST:       18,985
COMMITMENTS
     675    2,133      162   16,950   16,235   17,787   18,530    1,198      455

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:         85)
       0       50      -20      105       55       85       85        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.6     11.2      0.9     89.3     85.5     93.7     97.6      6.3      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        4        2       11       10       13       15                  
 
 
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       59,502
COMMITMENTS
   4,803    5,884    1,940   52,603   51,639   59,346   59,463      156       39

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:        387)
     264      289      108       29      -10      401      387      -14        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.1      9.9      3.3     88.4     86.8     99.7     99.9      0.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       7        2        4       31       26       38       32                  
 
 
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours)                            OPEN INTEREST:       37,540
COMMITMENTS
   1,316    2,178      763   35,308   34,532   37,387   37,473      153       67

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:         54)
      30      218      -90      114      -74       54       54        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.5      5.8      2.0     94.1     92.0     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        4        5       27       19       33       25                  
 
 
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV                          Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       19,865
COMMITMENTS
     751      464      200   18,704   19,201   19,655   19,865      210        0

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:        195)
    -100        0        0      190      195       90      195      105        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.8      2.3      1.0     94.2     96.7     98.9    100.0      1.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       4        4        1       19       19       23       24                  
 
 
PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV               Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours)                           OPEN INTEREST:       19,526
COMMITMENTS
     575      150        0   18,820   19,376   19,395   19,526      131        0

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0      -40        0      -40        0       40        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.9      0.8      0.0     96.4     99.2     99.3    100.0      0.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        2        0       13        9       15       11                  
 
 
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       12,390
COMMITMENTS
     445      100      490   11,000   11,630   11,935   12,220      455      170

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:      1,245)
       0        0        0    1,245    1,110    1,245    1,110        0      135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.6      0.8      4.0     88.8     93.9     96.3     98.6      3.7      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        1        1       14       13       17       15                  
 
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV              Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       11,381
COMMITMENTS
     415      100      485   10,041   10,626   10,941   11,211      440      170

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:      1,245)
       0        0        0    1,245    1,110    1,245    1,110        0      135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.6      0.9      4.3     88.2     93.4     96.1     98.5      3.9      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        1        1       13       12       16       14                  
 
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV    Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       35,736
COMMITMENTS
   1,250    3,715    1,925   32,395   30,096   35,570   35,736      166        0

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:         30)
     -50      -50        0      -55       80     -105       30      135        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.5     10.4      5.4     90.7     84.2     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        4        2       19       15       24       19                  
 
 
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       36,131
COMMITMENTS
   1,250    3,500    1,855   32,860   30,776   35,965   36,131      166        0

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:         20)
     -50      -50        0      -65       70     -115       20      135        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.5      9.7      5.1     90.9     85.2     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        4        2       19       16       24       20                  
 
 
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      116,629
COMMITMENTS
     490    5,996    2,554  113,508  107,999  116,552  116,549       77       80

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:      1,903)
    -230     -295      200    1,929    1,998    1,899    1,903        4        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      5.1      2.2     97.3     92.6     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       3        9        5       41       32       47       43                  
 
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
352 MWh                                              OPEN INTEREST:      130,309
COMMITMENTS
     595    5,451    4,721  124,933  120,057  130,249  130,229       60       80

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:      2,361)
    -164      105      242    2,275    2,014    2,353    2,361        8        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5      4.2      3.6     95.9     92.1    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       4       11        9       44       34       55       47                  
 
 
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      545,705
COMMITMENTS
  34,190   20,334   54,518  456,662  470,689  545,370  545,541      335      164

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:      5,870)
  -1,796   -2,227      969    6,663    7,129    5,836    5,870       34        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.3      3.7     10.0     83.7     86.3     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      28       14       25       49       41       84       73                  
 
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       17,259
COMMITMENTS
   4,303      100      565   12,261   16,524   17,129   17,189      130       70

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:        720)
    -335     -500      500      745      720      910      720     -190        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.9      0.6      3.3     71.0     95.7     99.2     99.6      0.8      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       5        1        2       16       14       22       16                  
 
 
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       14,096
COMMITMENTS
   3,858      300      355    9,753   13,441   13,966   14,096      130        0

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:        435)
    -335     -300      300      645      435      610      435     -175        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.4      2.1      2.5     69.2     95.4     99.1    100.0      0.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       5        1        2       15       14       21       16                  
 
 
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV                Code-0643ID
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours)                            OPEN INTEREST:       16,940
COMMITMENTS
   2,320    1,250      225   14,371   15,435   16,916   16,910       24       30

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:        784)
    -100      200       75      809      509      784      784        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.7      7.4      1.3     84.8     91.1     99.9     99.8      0.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        2        3       16       27       22       30                  
 
 
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV                      Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000  metric tonnes                                  OPEN INTEREST:        5,258
COMMITMENTS
     225      415      129    4,302    3,926    4,656    4,470      602      788

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:        381)
     -20       34       21      327      236      328      291       53       90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.3      7.9      2.5     81.8     74.7     88.6     85.0     11.4     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        2        3       26       28       30       32                  
 
 
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV                 Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       33,157
COMMITMENTS
   1,919        0        0   30,861   33,061   32,780   33,061      377       96

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:        498)
     -46        0        0      559      452      513      452      -15       46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.8      0.0      0.0     93.1     99.7     98.9     99.7      1.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       1        0        0       34       40       35       40                  
 
 
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV              Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       26,600
COMMITMENTS
     239        0      231   26,003   25,754   26,473   25,985      127      615

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:         50)
      10        0      -10        0      -20        0      -30       50       80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9      0.0      0.9     97.8     96.8     99.5     97.7      0.5      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        0        2       28       28       30       30                  
 
 
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV               Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       11,540
COMMITMENTS
     101      185      373   10,441   10,442   10,915   11,000      625      540

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:      1,054)
      10      -10      118      831      841      959      949       95      105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9      1.6      3.2     90.5     90.5     94.6     95.3      5.4      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        1        3       31       31       34       34                  
 
 
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV              Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       35,054
COMMITMENTS
   2,630      649       52   32,192   33,962   34,874   34,663      180      391

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:      1,468)
     490      187      -37    1,022    1,318    1,475    1,468       -7        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.5      1.9      0.1     91.8     96.9     99.5     98.9      0.5      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       2        4        2       33       44       37       48                  
 
 
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV              Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       54,374
COMMITMENTS
   2,881    1,275    2,089   48,660   50,334   53,630   53,698      744      676

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:      2,055)
    -344     -127       89    2,227    2,102    1,972    2,064       83       -9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.3      2.3      3.8     89.5     92.6     98.6     98.8      1.4      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
       8        9       11       64       58       81       69                  
 
 
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV                   Code-06641H
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 Metric  Tonnes                                  OPEN INTEREST:        2,744
COMMITMENTS
      19       35       78    1,854    2,129    1,951    2,242      793      502

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:        360)
       0        9       -6      168      304      162      307      198       53

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.7      1.3      2.8     67.6     77.6     71.1     81.7     28.9     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        1       16       23       17       25                  
 
 
WTI CRUDE OIL 1ST LINE - ICE FUTURES ENERGY DIV                      Code-06741Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 US barrels per lot                              OPEN INTEREST:      104,774
COMMITMENTS
  26,642    2,250   19,656   28,730   65,363   75,028   87,269   29,746   17,504

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.4      2.1     18.8     27.4     62.4     71.6     83.3     28.4     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       6        3        6       11       11       20       17                  
 
 
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV                 Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 BARRELS                                         OPEN INTEREST:       33,967
COMMITMENTS
       0        0        0   32,547   32,507   32,547   32,507    1,420    1,460

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:        962)
       0        0        0      962      962      962      962        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     95.8     95.7     95.8     95.7      4.2      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        0        0       22       20       22       20                  
 
 
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV                  Code-06742T
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 BARRELS                                         OPEN INTEREST:        7,170
COMMITMENTS
       0        0        0    6,860    7,160    6,860    7,160      310       10

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:        260)
       0        0        0      260      260      260      260        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     95.7     99.9     95.7     99.9      4.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       13       13       13       13                  
 
 
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV               Code-06742U
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:      211,270
COMMITMENTS
       0    1,590        0  205,055  194,624  205,055  196,214    6,215   15,056

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:    -13,456)
       0     -180        0  -12,189  -12,469  -12,189  -12,649   -1,267     -807

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.8      0.0     97.1     92.1     97.1     92.9      2.9      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        0       15       18       15       19                  
 
 
GASOLINE CRK-RBOB/BRENT 1st - ICE FUTURES ENERGY DIV                 Code-111415
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 Barrels                                         OPEN INTEREST:       27,189
COMMITMENTS
  11,937    2,478    4,076    8,721   19,038   24,734   25,592    2,455    1,597

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:       -402)
    -120     -158     -192      -60        5     -372     -345      -30      -57

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    43.9      9.1     15.0     32.1     70.0     91.0     94.1      9.0      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       5        2        5       17       14       23       20                  



Updated July 06, 2020