CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV               Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       11,695
COMMITMENTS
   2,909    1,213        0    8,783   10,482   11,692   11,695        3        0

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:       -700)
     400     -375        0   -1,103     -325     -703     -700        3        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.9     10.4      0.0     75.1     89.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        1        0       10        9       14       10                  
 
 
CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV               Code-0063AS
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       27,776
COMMITMENTS
  10,547    5,357        0   17,213   22,398   27,760   27,755       16       21

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:       -910)
     -75     -361        0     -837     -570     -912     -931        2       21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    38.0     19.3      0.0     62.0     80.6     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       5        5        0       17       12       22       17                  
 
 
CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV                   Code-0063CA
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:      128,748
COMMITMENTS
  26,243   33,569   13,072   89,349   82,031  128,663  128,671       85       77

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:    -10,168)
  -2,823    2,573   -3,918   -3,426   -8,824  -10,167  -10,169       -1        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.4     26.1     10.2     69.4     63.7     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      27       10       14       29       27       59       48                  
 
 
NJ SRECS - ICE FUTURES ENERGY DIV                                    Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:      141,714
COMMITMENTS
  38,242   16,722    2,570  100,902  122,422  141,714  141,714        0        0

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:     -7,410)
  -2,810     -400        0   -4,600   -7,010   -7,410   -7,410        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.0     11.8      1.8     71.2     86.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       7        5        3       16       15       23       23                  
 
 
PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV                        Code-0063CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:      128,028
COMMITMENTS
  16,168   19,094    2,617  109,243  106,317  128,028  128,028        0        0

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:        639)
    -195     -200     -270    1,104    1,109      639      639        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.6     14.9      2.0     85.3     83.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       7        4        5       19       11       27       19                  
 
 
CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV                   Code-0063CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       48,806
COMMITMENTS
  14,645    3,608    3,875   30,041   41,299   48,562   48,782      245       24

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:      1,867)
     917        0      212      732    1,655    1,861    1,867        6        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.0      7.4      7.9     61.6     84.6     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      17        3        7       19       18       37       27                  
 
 
RGGI VINTAGE 2019 - ICE FUTURES ENERGY DIV                           Code-0063CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       29,218
COMMITMENTS
   5,625      850        0   23,593   28,368   29,218   29,218        0        0

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:       -375)
       0        0        0     -375     -375     -375     -375        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.3      2.9      0.0     80.7     97.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       5        1        0       14        7       19        8                  
 
 
CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV                Code-0063D9
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       33,158
COMMITMENTS
   4,891      616    3,532   24,735   29,010   33,158   33,158        0        0

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:        600)
       0        0        0      600      600      600      600        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.8      1.9     10.7     74.6     87.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       8        3        2       16       12       26       16                  
 
 
RGGI VINTAGE 2020 - ICE FUTURES ENERGY DIV                           Code-0063DJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       29,442
COMMITMENTS
   3,284    2,469      372   25,498   26,568   29,154   29,410      288       32

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:       -336)
     297      -25        5     -668     -311     -365     -331       29       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.2      8.4      1.3     86.6     90.2     99.0     99.9      1.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        4        3       17       15       21       21                  
 
 
CT RECs CLASS 1 - ICE FUTURES ENERGY DIV                             Code-0063DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| 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:       14,875
COMMITMENTS
   1,715    2,720       50   13,110   12,105   14,875   14,875        0        0

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:        150)
       0       50       50      100       50      150      150        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.5     18.3      0.3     88.1     81.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        6        1       11        9       13       15                  
 
 
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV                Code-0063DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| 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:       18,986
COMMITMENTS
   1,485    6,920      560   16,916   11,506   18,961   18,986       25        0

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.8     36.4      2.9     89.1     60.6     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        5        2       11       11       14       18                  
 
 
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV                          Code-0063DN
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       47,975
COMMITMENTS
  23,191   13,320    4,251   20,533   30,404   47,975   47,975        0        0

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    48.3     27.8      8.9     42.8     63.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       6        4        3       15       13       22       19                  
 
 
RGGI VINTAGE 2021 - ICE FUTURES ENERGY DIV                           Code-0063DW
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       24,098
COMMITMENTS
   3,108        0        0   20,713   24,098   23,821   24,098      277        0

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.9      0.0      0.0     86.0    100.0     98.9    100.0      1.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       5        0        0       10        5       15        5                  
 
 
CALIF CARBON ALLOWANCE V2023 - ICE FUTURES ENERGY DIV                Code-0063DX
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       10,651
COMMITMENTS
   2,561      346      965    7,100    9,315   10,626   10,626       25       25

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:       -270)
      75        0        0     -345     -270     -270     -270        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.0      3.2      9.1     66.7     87.5     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       5        1        2        8       11       13       14                  
 
 
MARINE FUEL OIL 0.5% FOB USGC - ICE FUTURES ENERGY DIV               Code-021397
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:       10,783
COMMITMENTS
       0        0        0   10,536   10,703   10,536   10,703      247       80

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:       -486)
       0        0        0     -546     -486     -546     -486       60        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     97.7     99.3     97.7     99.3      2.3      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       16       19       16       19                  
 
 
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV                          Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:       34,980
COMMITMENTS
   4,342      863    1,673   28,798   32,428   34,813   34,964      167       16

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:        666)
     127      134     -155      685      698      657      677        9      -11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.4      2.5      4.8     82.3     92.7     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       4        2        4       27       29       32       34                  
 
 
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV       Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:       24,307
COMMITMENTS
     385    4,277    1,013   22,138   18,992   23,536   24,282      771       25

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:       -339)
       0      -95      -25     -339     -244     -364     -364       25       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.6     17.6      4.2     91.1     78.1     96.8     99.9      3.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        4        3       21       19       25       24                  
 
 
USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV               Code-02141R
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
BBL                                                  OPEN INTEREST:        4,798
COMMITMENTS
      74      464      641    4,022    3,668    4,737    4,773       61       25

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:        244)
    -160       27       89      290      103      219      219       25       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.5      9.7     13.4     83.8     76.4     98.7     99.5      1.3      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        2        3       14       14       17       17                  
 
 
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV                 Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    6,132,210
COMMITMENTS
 1103645   41,046  422,972  4565955  5647550  6092572  6111568   39,638   20,642

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:   -164,031)
 -19,072    8,871  -45,680  -99,095 -127,184 -163,847 -163,993     -184      -38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.0      0.7      6.9     74.5     92.1     99.4     99.7      0.6      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      228)
      44       20       48      144      127      203      180                  
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:    1,359,113
COMMITMENTS
  45,989    6,050  415,336  895,896  936,314  1357221  1357700    1,892    1,413

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:   -350,314)
 -25,806  -51,537 -193,697 -130,817 -104,951 -350,319 -350,185        5     -129

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.4      0.4     30.6     65.9     68.9     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      12       14       24       50       47       74       73                  
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      222,141
COMMITMENTS
   4,288    2,751      601  192,194  212,077  197,083  215,429   25,058    6,712

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:      1,286)
     317      570      -34      936      215    1,219      751       67      535

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.9      1.2      0.3     86.5     95.5     88.7     97.0     11.3      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        3        1       23       18       26       22                  
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      149,680
COMMITMENTS
   2,327        0      897  138,689  143,190  141,913  144,087    7,767    5,593

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:        351)
     909        0       76   -1,716      163     -731      239    1,082      112

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.6      0.0      0.6     92.7     95.7     94.8     96.3      5.2      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       5        0        3       21       23       26       26                  
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      313,242
COMMITMENTS
  19,801    2,498    3,186  279,953  302,791  302,940  308,475   10,302    4,767

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:     -4,803)
     870      -75     -593   -2,507   -6,115   -2,230   -6,783   -2,573    1,980

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.3      0.8      1.0     89.4     96.7     96.7     98.5      3.3      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      10        1        2       39       42       49       45                  
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,150,531
COMMITMENTS
   2,429   10,520    2,280  1136754  1134618  1141463  1147418    9,068    3,113

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:      9,966)
  -1,644      298     -550   10,815    9,537    8,621    9,285    1,345      681

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      0.9      0.2     98.8     98.6     99.2     99.7      0.8      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       4        2        3       41       28       46       32                  
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      404,476
COMMITMENTS
  20,973    1,344    3,064  369,214  394,647  393,251  399,055   11,225    5,421

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:      4,741)
   4,677    1,092        0      145    4,710    4,822    5,802      -81   -1,061

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.2      0.3      0.8     91.3     97.6     97.2     98.7      2.8      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      10        2        3       42       41       52       46                  
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      678,738
COMMITMENTS
   1,004      558    1,606  664,530  674,044  667,140  676,208   11,598    2,530

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:     17,876)
  -1,017     -198      172   18,347   18,023   17,502   17,997      374     -121

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      0.1      0.2     97.9     99.3     98.3     99.6      1.7      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       1        2        2       39       44       41       47                  
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      516,151
COMMITMENTS
     360    2,420      149  506,586  504,468  507,095  507,037    9,056    9,114

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:     13,686)
    -120    2,172      149   12,446   10,603   12,475   12,924    1,211      762

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      0.5      0.0     98.1     97.7     98.2     98.2      1.8      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       1        3        2       41       34       44       37                  
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       96,132
COMMITMENTS
       0    5,168      105   91,223   87,882   91,328   93,155    4,804    2,977

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:        304)
    -240     -210      -30      529      364      259      124       45      180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      5.4      0.1     94.9     91.4     95.0     96.9      5.0      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        3        1       15       17       16       20                  
 
 
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                    Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       31,645
COMMITMENTS
   3,121      706       30   25,424   30,444   28,575   31,180    3,070      465

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:      4,745)
   2,139      466       30    2,327    4,090    4,496    4,586      249      159

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.9      2.2      0.1     80.3     96.2     90.3     98.5      9.7      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        2        1       13       15       16       17                  
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      337,033
COMMITMENTS
     219    4,250      983  328,611  327,236  329,813  332,469    7,220    4,564

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:     15,675)
     219     -238      655   14,095   15,470   14,969   15,887      706     -212

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      1.3      0.3     97.5     97.1     97.9     98.6      2.1      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       1        4        2       30       30       32       35                  
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      181,899
COMMITMENTS
       0        0        0  176,025  174,128  176,025  174,128    5,874    7,771

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:        681)
       0        0        0      718      495      718      495      -37      186

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     96.8     95.7     96.8     95.7      3.2      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        0        0       25       22       25       22                  
 
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      269,531
COMMITMENTS
   1,230      896      799  264,642  264,671  266,671  266,366    2,860    3,165

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:      5,308)
    -347      896      136    5,395    3,969    5,184    5,001      124      307

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5      0.3      0.3     98.2     98.2     98.9     98.8      1.1      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        1        2       26       22       28       24                  
 
 
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV                      Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       31,325
COMMITMENTS
   4,593      609      379   25,142   29,248   30,114   30,236    1,211    1,089

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:      4,309)
   2,511     -229      379    1,810    4,828    4,700    4,978     -391     -669

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.7      1.9      1.2     80.3     93.4     96.1     96.5      3.9      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       5        2        2       17       20       23       23                  
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      613,349
COMMITMENTS
  17,867   15,895    3,677  581,321  588,637  602,865  608,209   10,484    5,140

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:      6,148)
   1,118      -91     -825    5,476    7,492    5,769    6,576      379     -428

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.9      2.6      0.6     94.8     96.0     98.3     99.2      1.7      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
       7        9        5       52       40       62       51                  
 
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV             Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      189,623
COMMITMENTS
     372        0        0  184,936  185,210  185,308  185,210    4,315    4,413

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:        681)
     372        0        0       43    1,081      415    1,081      266     -400

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      0.0      0.0     97.5     97.7     97.7     97.7      2.3      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        0       19       19       20       19                  
 
 
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      228,094
COMMITMENTS
   2,102        0      107  221,134  225,573  223,343  225,680    4,751    2,414

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:      1,972)
   1,121        0       49      255      312    1,425      361      547    1,611

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9      0.0      0.0     96.9     98.9     97.9     98.9      2.1      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        0        1       20       21       23       22                  
 
 
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      216,278
COMMITMENTS
  14,913    1,751       60  198,287  212,342  213,260  214,153    3,018    2,125

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:     30,886)
  11,379    1,193       60   22,494   28,734   33,933   29,987   -3,047      899

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.9      0.8      0.0     91.7     98.2     98.6     99.0      1.4      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      11        2        1       30       40       41       43                  
 
 
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV      Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      220,521
COMMITMENTS
  25,666    4,223      240  193,637  215,171  219,543  219,634      978      887

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:     34,212)
  11,441    1,193      240   22,398   32,672   34,079   34,105      133      107

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.6      1.9      0.1     87.8     97.6     99.6     99.6      0.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      12        4        2       39       52       51       58                  
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      124,585
COMMITMENTS
       0    1,680        0  123,578  122,053  123,578  123,733    1,007      852

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:     10,207)
       0     -372        0    9,804   10,575    9,804   10,203      403        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.3      0.0     99.2     98.0     99.2     99.3      0.8      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       0        2        0       23       29       23       31                  
 
 
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV                     Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
MMBTU                                                OPEN INTEREST:       33,351
COMMITMENTS
   4,490      308        0   27,769   32,643   32,259   32,951    1,092      400

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:      2,534)
   3,064        0        0     -411    2,534    2,653    2,534     -119        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.5      0.9      0.0     83.3     97.9     96.7     98.8      3.3      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        1        0       14       19       16       20                  
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      278,309
COMMITMENTS
  15,765    3,179      214  257,661  270,169  273,640  273,562    4,669    4,747

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:      3,367)
   2,569    1,542        3      567    2,136    3,139    3,681      228     -314

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.7      1.1      0.1     92.6     97.1     98.3     98.3      1.7      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       3        4        2       38       39       42       44                  
 
 
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV                  Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      106,779
COMMITMENTS
       0        0        0  105,803  106,074  105,803  106,074      976      705

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:       -341)
       0        0        0     -806     -498     -806     -498      465      157

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     99.1     99.3     99.1     99.3      0.9      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        0        0       16       24       16       24                  
 
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      107,061
COMMITMENTS
   2,782        0        0   96,408  101,250   99,190  101,250    7,871    5,811

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:       -301)
   1,812     -343      -60     -970      -19      782     -422   -1,083      121

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.6      0.0      0.0     90.0     94.6     92.6     94.6      7.4      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        0        0       23       22       25       22                  
 
 
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV          Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      214,909
COMMITMENTS
       0    2,579    1,965  210,265  205,023  212,230  209,567    2,679    5,342

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:      2,148)
       0    1,010        0    2,303    1,136    2,303    2,146     -155        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.2      0.9     97.8     95.4     98.8     97.5      1.2      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       0        5        2       29       35       31       40                  
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      187,069
COMMITMENTS
       0    2,542        0  179,849  181,547  179,849  184,089    7,220    2,980

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:      1,341)
       0    2,542        0    1,310     -717    1,310    1,825       31     -484

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.4      0.0     96.1     97.0     96.1     98.4      3.9      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        4        0       22       21       22       25                  
 
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       89,365
COMMITMENTS
       0        0        0   84,613   82,745   84,613   82,745    4,752    6,620

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:      1,502)
       0        0        0    1,382    1,562    1,382    1,562      120      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     94.7     92.6     94.7     92.6      5.3      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       18       16       18       16                  
 
 
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV  Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       31,799
COMMITMENTS
   5,776      762      242   21,899   28,009   27,917   29,013    3,882    2,786

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:      1,808)
     503      522       62     -311   -1,112      254     -528    1,554    2,336

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.2      2.4      0.8     68.9     88.1     87.8     91.2     12.2      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        2        2       18       15       22       18                  
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      215,118
COMMITMENTS
   1,813      626      781  204,750  203,279  207,344  204,686    7,774   10,432

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:      4,022)
     -78      626     -472    4,355    3,618    3,805    3,772      217      250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8      0.3      0.4     95.2     94.5     96.4     95.2      3.6      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        1        1       12       14       15       15                  
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      195,585
COMMITMENTS
   4,394    3,029        0  182,450  183,679  186,844  186,708    8,741    8,877

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:      9,121)
     302    1,085        0    9,415    7,595    9,717    8,680     -596      441

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.2      1.5      0.0     93.3     93.9     95.5     95.5      4.5      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       2        3        0       37       34       39       37                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV          Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       55,938
COMMITMENTS
   1,864      690        0   52,914   53,364   54,778   54,054    1,160    1,884

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:      1,364)
     124        0        0      992    1,364    1,116    1,364      248        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.3      1.2      0.0     94.6     95.4     97.9     96.6      2.1      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        1        0       14       20       17       21                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      236,976
COMMITMENTS
   7,408    2,488      412  221,268  229,850  229,088  232,750    7,888    4,226

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:      5,934)
      93     -184       28    5,280    6,997    5,401    6,841      533     -907

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.1      1.0      0.2     93.4     97.0     96.7     98.2      3.3      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       4        3        3       31       34       35       40                  
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:      122,513
COMMITMENTS
     310    3,342       19  118,281  114,376  118,610  117,737    3,903    4,776

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:      2,260)
       0        0        0    2,617    1,969    2,617    1,969     -357      291

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      2.7      0.0     96.5     93.4     96.8     96.1      3.2      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       1        3        1       30       29       32       32                  
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      129,859
COMMITMENTS
     620    1,712        0  122,359  124,905  122,979  126,617    6,880    3,242

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:       -864)
     620        0        0   -1,123   -1,378     -503   -1,378     -361      514

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5      1.3      0.0     94.2     96.2     94.7     97.5      5.3      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        1        0       20       22       21       23                  
 
 
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       35,144
COMMITMENTS
       0      161      180   32,132   31,758   32,312   32,099    2,832    3,045

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:      1,937)
       0      161      180      925      253    1,105      594      832    1,343

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.5      0.5     91.4     90.4     91.9     91.3      8.1      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        1        1       13       20       14       21                  
 
 
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV                   Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MM Btus                                         OPEN INTEREST:      295,183
COMMITMENTS
       0    3,292      210  291,663  290,373  291,873  293,875    3,310    1,308

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:     26,438)
       0    2,549      210   26,166   23,713   26,376   26,472       62      -34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.1      0.1     98.8     98.4     98.9     99.6      1.1      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       0        3        1       38       28       39       31                  
 
 
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV                         Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       96,905
COMMITMENTS
     352        0    1,284   89,921   90,712   91,557   91,996    5,348    4,909

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:        644)
       0        0        0      706      613      706      613      -62       31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      0.0      1.3     92.8     93.6     94.5     94.9      5.5      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        1       19       15       20       16                  
 
 
TETCO M2 Index (Receipts) - ICE FUTURES ENERGY DIV                   Code-0233DW
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MM Btus                                         OPEN INTEREST:       20,247
COMMITMENTS
     496        0       60   19,261   19,757   19,817   19,817      430      430

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:      5,022)
     496        0       60    4,520    4,834    5,076    4,894      -54      128

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.4      0.0      0.3     95.1     97.6     97.9     97.9      2.1      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        0        1       14       13       16       14                  
 
 
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV                            Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:      181,553
COMMITMENTS
       0        0        0  176,477  175,711  176,477  175,711    5,076    5,842

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:        614)
       0        0        0      674    1,011      674    1,011      -60     -397

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     97.2     96.8     97.2     96.8      2.8      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        0        0       22       33       22       33                  
 
 
REX ZONE 3 INDEX - ICE FUTURES ENERGY DIV                            Code-0233ED
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:       19,804
COMMITMENTS
     876        0        0   17,894   18,549   18,770   18,549    1,034    1,255

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:      1,457)
     186        0        0    1,023    1,662    1,209    1,662      248     -205

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.4      0.0      0.0     90.4     93.7     94.8     93.7      5.2      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        0        0       10       17       12       17                  
 
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                       Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:       10,132
COMMITMENTS
   1,707    1,355      811    7,188    7,771    9,706    9,937      426      195

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:     -1,717)
     147     -147     -528   -1,336   -1,152   -1,717   -1,827        0      110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.9     13.4      8.0     70.9     76.7     95.8     98.1      4.2      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       6       11       13       19       20       33       36                  
 
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                        Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       35,836
COMMITMENTS
   6,099      346      951   28,651   34,539   35,701   35,836      135        0

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:        230)
     203        0        5       22      225      230      230        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.0      1.0      2.7     80.0     96.4     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       6        4        4       21       21       27       29                  
 
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1 MWh for about 368 Hours)                          OPEN INTEREST:       31,534
COMMITMENTS
   5,703        0      450   25,381   31,084   31,534   31,534        0        0

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:         14)
      25        0        0      259       14      284       14     -270        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.1      0.0      1.4     80.5     98.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       6        0        3       18       20       24       23                  
 
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                      Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1Megawatt for 368 Hours)               OPEN INTEREST:      138,999
COMMITMENTS
  23,508    4,666    4,762  110,178  129,388  138,448  138,816      551      183

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:     -1,166)
     583      238     -680   -1,069     -714   -1,166   -1,156        0      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.9      3.4      3.4     79.3     93.1     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      18        8       14       36       39       56       59                  
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       62,539
COMMITMENTS
   3,549      930    1,539   57,451   59,936   62,539   62,405        0      134

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:      1,549)
    -266      225      125    1,690    1,199    1,549    1,549        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.7      1.5      2.5     91.9     95.8    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       4        5        4       22       27       29       33                  
 
 
CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV                 Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| 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:       37,284
COMMITMENTS
     525    2,039      250   36,509   34,995   37,284   37,284        0        0

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:      2,649)
       0      600        0    2,649    2,049    2,649    2,649        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.4      5.5      0.7     97.9     93.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        4        2       14       12       17       16                  
 
 
PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV              Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| 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:       54,388
COMMITMENTS
  14,823    4,077    2,451   36,697   47,787   53,971   54,315      417       73

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:         65)
      12       95      -99       22       69      -65       65      130        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.3      7.5      4.5     67.5     87.9     99.2     99.9      0.8      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       7        2        3       22       26       30       30                  
 
 
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV                Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       69,321
COMMITMENTS
  21,385    2,711    3,250   44,262   63,295   68,897   69,256      424       65

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:       -661)
     -34        4       21     -653     -696     -666     -671        5       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.8      3.9      4.7     63.9     91.3     99.4     99.9      0.6      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      11        3        6       26       27       38       35                  
 
 
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV                Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       67,479
COMMITMENTS
   2,766      648    1,449   62,812   65,382   67,027   67,479      452        0

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:        -50)
      15       25        0      -65      -75      -50      -50        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.1      1.0      2.1     93.1     96.9     99.3    100.0      0.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3        3        2       27       26       31       30                  
 
 
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV                      Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       84,847
COMMITMENTS
   2,438      871    1,881   80,066   82,080   84,385   84,832      462       15

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:        227)
       1       15        0      216      212      217      227       10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.9      1.0      2.2     94.4     96.7     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       3        2        2       31       27       35       30                  
 
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                      Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       39,715
COMMITMENTS
     200      220        0   39,243   39,231   39,443   39,451      272      264

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:        348)
       0        0        0      360      360      360      360      -12      -12

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        0       18       15       20       16                  
 
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours)                           OPEN INTEREST:       27,872
COMMITMENTS
     360      646        0   27,116   27,226   27,476   27,872      396        0

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:         15)
       0        0        0       15       15       15       15        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3      2.3      0.0     97.3     97.7     98.6    100.0      1.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        0       21       19       22       21                  
 
 
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV               Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       23,306
COMMITMENTS
   2,050       87      345   20,819   22,874   23,214   23,306       92        0

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:        250)
       0        0        0      250      250      250      250        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.8      0.4      1.5     89.3     98.1     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        1       13       12       16       13                  
 
 
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV                 Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       92,973
COMMITMENTS
  12,057    4,946    2,921   77,572   84,946   92,550   92,813      423      160

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:      6,248)
     620       22      404    5,410    5,821    6,435    6,248     -187        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.0      5.3      3.1     83.4     91.4     99.5     99.8      0.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      14        7       14       40       35       59       51                  
 
 
ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV                    Code-06439V
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       20,151
COMMITMENTS
     100    1,100      600   19,391   18,451   20,091   20,151       60        0

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:      1,658)
    -600      400      600    1,658      658    1,658    1,658        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5      5.5      3.0     96.2     91.6     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        3        1       12       15       14       18                  
 
 
ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439W
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       19,502
COMMITMENTS
     100    1,100      600   18,742   17,802   19,442   19,502       60        0

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:      1,278)
    -600      400      600    1,278      278    1,278    1,278        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5      5.6      3.1     96.1     91.3     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        3        1       11       15       13       18                  
 
 
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       54,218
COMMITMENTS
   1,870    2,275    1,985   50,057   49,565   53,912   53,825      306      393

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:      3,488)
     700   -1,100      750    2,038    3,838    3,488    3,488        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.4      4.2      3.7     92.3     91.4     99.4     99.3      0.6      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       5        3        5       20       21       27       27                  
 
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       45,662
COMMITMENTS
     300      260        0   45,325   45,106   45,625   45,366       37      296

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:      1,310)
       0        0        0    1,310    1,310    1,310    1,310        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.7      0.6      0.0     99.3     98.8     99.9     99.4      0.1      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        2        0       24       20       27       22                  
 
 
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV                    Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       44,720
COMMITMENTS
   1,470    1,558      150   42,627   42,887   44,247   44,595      473      125

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:       -444)
     -20       30        0     -424     -474     -444     -444        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.3      3.5      0.3     95.3     95.9     98.9     99.7      1.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        6        2       24       22       28       29                  
 
 
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV                     Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       61,867
COMMITMENTS
   2,235      125       60   58,814   61,442   61,109   61,627      758      240

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:        700)
     570        0      -25      155      725      700      700        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.6      0.2      0.1     95.1     99.3     98.8     99.6      1.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        2        1       22       16       25       19                  
 
 
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       65,600
COMMITMENTS
   2,405      726      273   62,456   64,401   65,134   65,400      466      200

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:        270)
     570       50     -125     -175      325      270      250        0       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.7      1.1      0.4     95.2     98.2     99.3     99.7      0.7      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        3        2       27       18       30       23                  
 
 
ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV              Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| 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:       83,990
COMMITMENTS
   3,621    1,040    2,056   78,158   80,879   83,835   83,975      155       15

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:        662)
     144      260     -213      731      615      662      662        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.3      1.2      2.4     93.1     96.3     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2        4        3       27       24       30       30                  
 
 
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:      102,990
COMMITMENTS
   2,099    2,245    3,821   96,670   96,854  102,590  102,920      400       70

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:        352)
      71       50      -81      319      348      309      317       43       35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.0      2.2      3.7     93.9     94.0     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       4        8        9       29       26       38       39                  
 
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                            Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       58,949
COMMITMENTS
     405    3,977      108   58,436   54,799   58,949   58,884        0       65

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:     -1,792)
      50     -122       13   -1,855   -1,698   -1,792   -1,807        0       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.7      6.7      0.2     99.1     93.0    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        2        4       17       15       21       20                  
 
 
CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV                 Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| 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:       48,545
COMMITMENTS
       0      525        0   48,545   48,020   48,545   48,545        0        0

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:     -2,265)
       0        0        0   -2,265   -2,265   -2,265   -2,265        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        4        0       13       11       13       15                  
 
 
PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV                  Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| 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:       57,267
COMMITMENTS
   1,142    1,636      491   55,524   55,073   57,157   57,200      110       67

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:     -2,887)
    -570      -60       28   -2,345   -2,855   -2,887   -2,887        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.0      2.9      0.9     97.0     96.2     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       5        5        2       24       23       30       29                  
 
 
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV                       Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       65,301
COMMITMENTS
   2,460    4,900      856   61,434   59,241   64,750   64,997      551      304

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:     -2,111)
    -503       28       33   -1,656   -2,167   -2,126   -2,106       15       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.8      7.5      1.3     94.1     90.7     99.2     99.5      0.8      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       5        6        6       24       23       32       32                  
 
 
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       23,709
COMMITMENTS
      70    2,825        0   23,321   20,779   23,391   23,604      318      105

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:         16)
      70        0        0     -114       -4      -44       -4       60       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3     11.9      0.0     98.4     87.6     98.7     99.6      1.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        3        0       18       14       19       17                  
 
 
NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV                Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours)                           OPEN INTEREST:       23,349
COMMITMENTS
       0    1,005        0   22,792   22,344   22,792   23,349      557        0

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:       -197)
       0        0        0     -257     -197     -257     -197       60        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      4.3      0.0     97.6     95.7     97.6    100.0      2.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        3        0       15       13       15       16                  
 
 
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       28,418
COMMITMENTS
   1,450      638      860   25,537   26,239   27,847   27,737      571      681

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:      2,761)
       0        0        0    2,761    2,761    2,761    2,761        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.1      2.2      3.0     89.9     92.3     98.0     97.6      2.0      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        3        4       19       17       23       21                  
 
 
NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV               Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours)                            OPEN INTEREST:       17,136
COMMITMENTS
     536    1,237      227   15,275   15,208   16,038   16,672    1,098      464

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:        675)
     300        0        0      375      675      675      675        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.1      7.2      1.3     89.1     88.7     93.6     97.3      6.4      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        3        2       13       11       15       16                  
 
 
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       56,116
COMMITMENTS
   4,494    6,650    1,654   49,798   47,772   55,946   56,076      170       40

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:        144)
    -140      168       65      231     -125      156      108      -12       36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.0     11.9      2.9     88.7     85.1     99.7     99.9      0.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       7        5        6       31       23       41       31                  
 
 
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours)                            OPEN INTEREST:       34,316
COMMITMENTS
   1,301    2,787    1,025   31,678   30,327   34,004   34,139      312      177

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:       -239)
       0      163        5     -232     -455     -227     -287      -12       48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.8      8.1      3.0     92.3     88.4     99.1     99.5      0.9      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        4        4       25       18       31       23                  
 
 
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV                          Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       17,182
COMMITMENTS
     780      136       75   16,266   16,956   17,121   17,167       61       15

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:        -25)
      30       25        0      -55      -50      -25      -25        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.5      0.8      0.4     94.7     98.7     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       4        3        2       16       19       20       24                  
 
 
PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV               Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours)                           OPEN INTEREST:       22,293
COMMITMENTS
   1,075       25       50   21,116   22,218   22,241   22,293       52        0

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:       -169)
     -50        0        0     -119     -169     -169     -169        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.8      0.1      0.2     94.7     99.7     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        1        1       14       12       18       14                  
 
 
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       10,723
COMMITMENTS
     440      100      420    9,174   10,068   10,034   10,588      689      135

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:         80)
     100        0      -20        0      100       80       80        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.1      0.9      3.9     85.6     93.9     93.6     98.7      6.4      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        1        1       16       14       19       16                  
 
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV              Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:        9,943
COMMITMENTS
     310      100      475    8,505    9,233    9,290    9,808      653      135

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:        230)
     100        0      -20      150      250      230      230        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.1      1.0      4.8     85.5     92.9     93.4     98.6      6.6      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        1        1       14       14       17       16                  
 
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV    Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       46,403
COMMITMENTS
   1,885      150    2,670   41,545   43,573   46,100   46,393      303       10

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:      1,800)
     300        0        0    1,500    1,800    1,800    1,800        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.1      0.3      5.8     89.5     93.9     99.3    100.0      0.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       5        2        2       19       14       24       18                  
 
 
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       46,693
COMMITMENTS
   1,980      150    2,495   41,915   44,038   46,390   46,683      303       10

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:      1,800)
     300        0        0    1,500    1,800    1,800    1,800        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.2      0.3      5.3     89.8     94.3     99.4    100.0      0.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       5        2        2       19       14       24       18                  
 
 
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      116,231
COMMITMENTS
   1,515    8,571    1,928  112,736  105,703  116,179  116,202       52       29

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:      4,193)
      50     -477        0    4,143    4,670    4,193    4,193        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3      7.4      1.7     97.0     90.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       5       11        9       41       32       54       44                  
 
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
352 MWh                                              OPEN INTEREST:      127,175
COMMITMENTS
   2,337    7,006    4,846  119,898  115,284  127,081  127,136       94       39

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:      4,496)
     290     -532      193    3,961    4,823    4,444    4,484       52       12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.8      5.5      3.8     94.3     90.6     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
       6       10       12       44       36       58       50                  
 
 
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      561,662
COMMITMENTS
  41,755   20,880   61,679  456,505  478,097  559,939  560,655    1,723    1,006

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:        -89)
     183      240   -2,455      935    1,654   -1,337     -560    1,248      471

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.4      3.7     11.0     81.3     85.1     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      27       20       31       50       47       90       86                  
 
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       17,075
COMMITMENTS
   3,405      424      291   13,219   16,220   16,915   16,935      160      140

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:         45)
       0        0        0       45       45       45       45        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.9      2.5      1.7     77.4     95.0     99.1     99.2      0.9      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       4        2        4       16       14       22       18                  
 
 
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       14,311
COMMITMENTS
   3,030      625       90   11,051   13,476   14,171   14,191      140      120

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:         30)
       0        0        0       30       30       30       30        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.2      4.4      0.6     77.2     94.2     99.0     99.2      1.0      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       4        2        3       17       14       22       18                  
 
 
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV                Code-0643ID
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours)                            OPEN INTEREST:        8,887
COMMITMENTS
     430      285      630    7,777    7,969    8,837    8,884       50        3

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:        -20)
       0        0        0      -20      -20      -20      -20        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.8      3.2      7.1     87.5     89.7     99.4    100.0      0.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        3        2       20       17       25       20                  
 
 
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV                      Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000  metric tonnes                                  OPEN INTEREST:        6,723
COMMITMENTS
     576      249      223    5,409    5,339    6,208    5,811      515      912

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:        224)
    -399      -39       84      676      438      361      483     -137     -259

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.6      3.7      3.3     80.5     79.4     92.3     86.4      7.7     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       5        4        6       30       31       38       38                  
 
 
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV                 Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       36,529
COMMITMENTS
      60        0      210   35,752   36,173   36,022   36,383      507      146

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:      1,377)
       0      -28        0    1,362    1,391    1,362    1,363       15       14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      0.0      0.6     97.9     99.0     98.6     99.6      1.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       1        0        1       38       39       40       40                  
 
 
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV              Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       19,256
COMMITMENTS
       0        1      142   19,036   18,482   19,178   18,625       78      631

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:        334)
       0      -20        0      384      404      384      384      -50      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.7     98.9     96.0     99.6     96.7      0.4      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        1        1       20       29       21       30                  
 
 
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV               Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       12,543
COMMITMENTS
     234      235      395   11,467   11,479   12,096   12,109      447      434

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:      1,039)
       0      -39      132      909    1,073    1,041    1,166       -2     -127

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.9      1.9      3.1     91.4     91.5     96.4     96.5      3.6      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       4        3        3       39       32       46       35                  
 
 
PROPANE OPIS CONWAY INWELL FP - ICE FUTURES ENERGY DIV               Code-06641E
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:        3,958
COMMITMENTS
       0      138      128    3,235    3,307    3,363    3,573      595      385

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:        125)
       0      -60       30       95      155      125      125        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      3.5      3.2     81.7     83.6     85.0     90.3     15.0      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        2       10       17       12       19                  
 
 
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV              Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       31,927
COMMITMENTS
   1,732      496      652   29,528   30,562   31,912   31,710       15      217

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:        347)
       0        0        0      347      347      347      347        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.4      1.6      2.0     92.5     95.7    100.0     99.3      0.0      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       6        3        2       33       39       40       43                  
 
 
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV              Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       63,753
COMMITMENTS
   6,214    1,464    2,226   54,744   59,638   63,184   63,328      569      425

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:      2,620)
      62     -105      342    2,137    2,342    2,541    2,579       79       41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.7      2.3      3.5     85.9     93.5     99.1     99.3      0.9      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
       9        9       11       66       64       81       78                  
 
 
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV                   Code-06641H
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 Metric  Tonnes                                  OPEN INTEREST:        2,902
COMMITMENTS
     261       26       83    1,922    2,275    2,266    2,384      636      518

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:        136)
      36        0       33      117      204      186      237      -50     -101

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.0      0.9      2.9     66.2     78.4     78.1     82.2     21.9     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       6        1        4       16       22       22       27                  
 
 
WTI CRUDE OIL 1ST LINE - ICE FUTURES ENERGY DIV                      Code-06741Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 US barrels per lot                              OPEN INTEREST:      111,138
COMMITMENTS
  58,188    1,216   14,093   27,961   75,998  100,242   91,307   10,896   19,831

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:        462)
     150      -89      411       69      201      631      523     -169      -61

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    52.4      1.1     12.7     25.2     68.4     90.2     82.2      9.8     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        2        5       10       12       16       17                  
 
 
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV                 Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 BARRELS                                         OPEN INTEREST:       40,794
COMMITMENTS
       0        0        0   39,962   39,982   39,962   39,982      832      812

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:      3,135)
       0        0        0    3,135    3,135    3,135    3,135        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       0        0        0       27       27       27       27                  
 
 
ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV               Code-06742R
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:        3,959
COMMITMENTS
       0      930        0    3,942    2,936    3,942    3,866       17       93

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:     -1,650)
       0        0        0   -1,650   -1,605   -1,650   -1,605        0      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     23.5      0.0     99.6     74.2     99.6     97.7      0.4      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       12       11       12       12                  
 
 
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV                  Code-06742T
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 BARRELS                                         OPEN INTEREST:       12,682
COMMITMENTS
       0        0        0   12,632   12,642   12,632   12,642       50       40

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:        465)
       0        0        0      530      459      530      459      -65        6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     99.6     99.7     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       19       15       19       15                  
 
 
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV               Code-06742U
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:      202,599
COMMITMENTS
       0        0        0  190,304  192,778  190,304  192,778   12,295    9,821

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:    -12,274)
       0        0        0  -11,530  -11,054  -11,530  -11,054     -744   -1,220

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     93.9     95.2     93.9     95.2      6.1      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       12       15       12       15                  



Updated October 02, 2020