CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV               Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20          |
--------------------------------------------------------------| 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 10/06/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        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 10/13/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       29,811
COMMITMENTS
   9,047    5,357        0   20,748   24,433   29,795   29,790       16       21

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:         26)
       0        0        0       26       26       26       26        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.3     18.0      0.0     69.6     82.0     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 10/13/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:      132,724
COMMITMENTS
  25,568   31,605   14,067   92,993   86,975  132,629  132,648       95       76

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:       -415)
  -3,022   -2,890    1,143    1,454    1,332     -425     -415       10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.3     23.8     10.6     70.1     65.5     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      24       12       15       31       27       62       47                  
 
 
NJ SRECS - ICE FUTURES ENERGY DIV                                    Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:      141,239
COMMITMENTS
  39,412   16,722    1,800  100,027  122,717  141,239  141,239        0        0

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:       -111)
   1,000        0     -600     -511      489     -111     -111        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.9     11.8      1.3     70.8     86.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       7        5        3       16       16       23       24                  
 
 
PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV                        Code-0063CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:      130,583
COMMITMENTS
  17,474   20,409    2,647  110,462  107,527  130,583  130,583        0        0

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:      1,691)
   1,428    1,125       22      241      544    1,691    1,691        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.4     15.6      2.0     84.6     82.3    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 10/13/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       60,136
COMMITMENTS
  20,514    6,934    5,433   33,792   47,745   59,739   60,112      397       24

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:      8,948)
   4,068    3,025    1,558    3,164    4,366    8,791    8,949      157       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    34.1     11.5      9.0     56.2     79.4     99.3    100.0      0.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      19        3        7       22       19       42       28                  
 
 
RGGI VINTAGE 2019 - ICE FUTURES ENERGY DIV                           Code-0063CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       28,463
COMMITMENTS
   5,625      850        0   22,838   27,613   28,463   28,463        0        0

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:       -700)
       0        0        0     -700     -700     -700     -700        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.8      3.0      0.0     80.2     97.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       5        1        0       16        7       21        8                  
 
 
CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV                Code-0063D9
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       33,046
COMMITMENTS
   5,091    1,116    3,532   24,423   28,398   33,046   33,046        0        0

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:       -112)
     200      500        0     -312     -612     -112     -112        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.4      3.4     10.7     73.9     85.9    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 10/13/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       29,894
COMMITMENTS
   3,526    2,444      387   25,703   27,041   29,617   29,872      277       21

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:        465)
     245      -25        9      209      486      463      470        1       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.8      8.2      1.3     86.0     90.5     99.1     99.9      0.9      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        4        3       18       15       22       21                  
 
 
CT RECs CLASS 1 - ICE FUTURES ENERGY DIV                             Code-0063DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20          |
--------------------------------------------------------------| 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:       15,265
COMMITMENTS
   1,715    2,860       50   13,500   12,355   15,265   15,265        0        0

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:        185)
       0        0        0      185      185      185      185        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.2     18.7      0.3     88.4     80.9    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 10/13/20          |
--------------------------------------------------------------| 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:       19,266
COMMITMENTS
   1,885    6,920      440   16,916   11,906   19,241   19,266       25        0

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:         80)
     200        0     -120        0      200       80       80        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.8     35.9      2.3     87.8     61.8     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 10/13/20          |
--------------------------------------------------------------| 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 10/06/20 (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 10/13/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       24,538
COMMITMENTS
   3,108        0        0   21,153   24,538   24,261   24,538      277        0

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:        440)
       0        0        0      440      440      440      440        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.7      0.0      0.0     86.2    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 10/13/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       11,001
COMMITMENTS
   2,571      431    1,080    7,325    9,465   10,976   10,976       25       25

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:        225)
    -115       85      115      225       25      225      225        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.4      3.9      9.8     66.6     86.0     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        2        2        9       10       14       13                  
 
 
MARINE FUEL OIL 0.5% FOB USGC - ICE FUTURES ENERGY DIV               Code-021397
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:        9,877
COMMITMENTS
      70        0       50    9,570    9,762    9,690    9,812      187       65

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:        778)
       0        0        0      778      778      778      778        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.7      0.0      0.5     96.9     98.8     98.1     99.3      1.9      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        1       16       19       17       20                  
 
 
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV                          Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:       31,742
COMMITMENTS
   3,992      943    1,501   26,105   29,283   31,598   31,727      144       15

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:       -180)
    -101      180     -115       26     -245     -190     -180       10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.6      3.0      4.7     82.2     92.3     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       4        1        4       27       28       32       32                  
 
 
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV       Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:       22,755
COMMITMENTS
     312    3,851      987   20,685   17,917   21,984   22,755      771        0

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:      1,103)
       0      687        1    1,102      415    1,103    1,103        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.4     16.9      4.3     90.9     78.7     96.6    100.0      3.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        4        2       21       17       25       21                  
 
 
USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV               Code-02141R
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
BBL                                                  OPEN INTEREST:        3,355
COMMITMENTS
       0    1,015       20    3,332    2,320    3,352    3,355        3        0

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:         75)
       0      -53        0       75      128       75       75        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     30.3      0.6     99.3     69.2     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        3        1       13       12       14       15                  
 
 
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV                 Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    6,275,245
COMMITMENTS
 1167059   30,103  406,326  4654072  5816808  6227457  6253237   47,788   22,008

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:     35,580)
  35,719   -3,930  -26,899   19,034   66,070   27,854   35,241    7,726      339

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.6      0.5      6.5     74.2     92.7     99.2     99.6      0.8      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      226)
      49       13       47      144      131      203      181                  
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:    1,512,650
COMMITMENTS
  69,106   20,810  479,559  960,906  1009565  1509570  1509933    3,079    2,717

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:     73,163)
  17,092    6,379   17,844   38,359   48,730   73,295   72,953     -132      210

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.6      1.4     31.7     63.5     66.7     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      14       17       25       51       48       78       77                  
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      208,275
COMMITMENTS
   3,128    1,852      392  179,588  199,170  183,108  201,414   25,167    6,861

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:        221)
    -577       31       79     -161       82     -659      192      880       29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.5      0.9      0.2     86.2     95.6     87.9     96.7     12.1      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        2        1       21       17       24       20                  
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      145,751
COMMITMENTS
   1,613        0      182  135,418  133,774  137,213  133,956    8,538   11,795

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:        346)
    -108        0       90     -479      448     -497      538      843     -192

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1      0.0      0.1     92.9     91.8     94.1     91.9      5.9      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        0        1       21       23       23       24                  
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      310,234
COMMITMENTS
  20,242    2,433    1,971  275,841  302,047  298,054  306,451   12,180    3,783

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:      6,759)
   1,639       36   -1,429    4,743    7,494    4,953    6,101    1,806      658

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.5      0.8      0.6     88.9     97.4     96.1     98.8      3.9      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       9        2        2       31       39       41       42                  
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,122,221
COMMITMENTS
   1,606   10,990    1,857  1110444  1106735  1113907  1119582    8,314    2,639

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:      4,146)
   1,066      474      160    3,239    3,359    4,465    3,993     -319      153

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      1.0      0.2     99.0     98.6     99.3     99.8      0.7      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       3        3        3       41       28       46       32                  
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      380,546
COMMITMENTS
  16,616    1,812    2,590  346,498  367,714  365,704  372,116   14,842    8,430

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:     -1,031)
   1,690      604     -357   -3,479     -621   -2,146     -374    1,115     -657

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.4      0.5      0.7     91.1     96.6     96.1     97.8      3.9      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       6        1        4       42       39       48       44                  
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      646,938
COMMITMENTS
   1,481    2,100    1,684  634,427  641,000  637,592  644,784    9,346    2,154

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:      1,642)
     -31       72      120    1,823      663    1,912      855     -270      787

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      0.3      0.3     98.1     99.1     98.6     99.7      1.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       3        1        2       36       37       39       40                  
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      505,779
COMMITMENTS
     240        0        0  496,691  498,621  496,931  498,621    8,848    7,158

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:     11,743)
       0        0        0   10,996   11,833   10,996   11,833      747      -90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     98.2     98.6     98.3     98.6      1.7      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       1        0        0       41       32       42       32                  
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       93,393
COMMITMENTS
       0    4,400       28   88,986   84,390   89,014   88,818    4,379    4,575

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:      3,007)
       0      396      -74    2,869    2,201    2,795    2,523      212      484

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      4.7      0.0     95.3     90.4     95.3     95.1      4.7      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        3        1       13       14       14       17                  
 
 
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                    Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       21,475
COMMITMENTS
   2,759      496        0   16,601   20,514   19,360   21,010    2,115      465

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:        420)
       0        0        0      420      420      420      420        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.8      2.3      0.0     77.3     95.5     90.2     97.8      9.8      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        0       11       11       12       12                  
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      338,558
COMMITMENTS
       0    5,426    1,179  321,103  324,824  322,282  331,429   16,276    7,129

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:     10,123)
       0    2,701     -701   11,669    7,873   10,968    9,873     -845      250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.6      0.3     94.8     95.9     95.2     97.9      4.8      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       0        3        1       25       23       26       26                  
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      173,312
COMMITMENTS
       0        0        0  166,931  167,746  166,931  167,746    6,381    5,566

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:        346)
       0        0        0       71      346       71      346      275        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     96.3     96.8     96.3     96.8      3.7      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        0        0       22       20       22       20                  
 
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      261,969
COMMITMENTS
     870    3,845      210  258,098  254,206  259,178  258,261    2,791    3,708

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:      6,687)
       0    1,208        0    6,536    5,051    6,536    6,259      151      428

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      1.5      0.1     98.5     97.0     98.9     98.6      1.1      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        1        1       22       16       23       18                  
 
 
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV                      Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       26,195
COMMITMENTS
   7,282        0        0   17,902   25,978   25,184   25,978    1,011      217

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:      3,240)
   3,240        0        0        0    3,240    3,240    3,240        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.8      0.0      0.0     68.3     99.2     96.1     99.2      3.9      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       5        0        0       10       20       15       20                  
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      575,669
COMMITMENTS
  18,936   13,642      820  545,723  555,342  565,479  569,804   10,190    5,865

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:      1,546)
   1,390     -107      169     -912    1,675      647    1,737      899     -191

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.3      2.4      0.1     94.8     96.5     98.2     99.0      1.8      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
       5        4        3       45       38       51       44                  
 
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV             Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      186,821
COMMITMENTS
       0        0        0  183,369  182,814  183,369  182,814    3,452    4,007

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:      3,474)
       0        0        0    3,530    3,703    3,530    3,703      -56     -229

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     98.2     97.9     98.2     97.9      1.8      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       19       18       19       18                  
 
 
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      221,200
COMMITMENTS
       0        0        0  215,669  219,754  215,669  219,754    5,531    1,446

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:      3,453)
    -806        0     -369    3,587    4,854    2,412    4,485    1,041   -1,032

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     97.5     99.3     97.5     99.3      2.5      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        0        0       21       21       21       21                  
 
 
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      177,208
COMMITMENTS
   2,360        0        0  168,683  175,814  171,043  175,814    6,165    1,394

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:      5,264)
       0        0        0    7,456    5,264    7,456    5,264   -2,192        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3      0.0      0.0     95.2     99.2     96.5     99.2      3.5      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        0        0       21       17       22       17                  
 
 
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV      Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      186,235
COMMITMENTS
  17,796    2,059        0  167,091  183,215  184,887  185,274    1,348      961

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:      5,324)
     120       60      -60    5,264    5,324    5,324    5,324        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.6      1.1      0.0     89.7     98.4     99.3     99.5      0.7      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      11        2        0       31       44       42       46                  
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      102,103
COMMITMENTS
       0        0        0  100,817  101,516  100,817  101,516    1,286      587

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:      2,770)
       0        0        0    2,528    2,770    2,528    2,770      242        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     98.7     99.4     98.7     99.4      1.3      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       0        0        0       20       26       20       26                  
 
 
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV                     Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
MMBTU                                                OPEN INTEREST:       22,071
COMMITMENTS
   4,340      248        0   17,359   21,327   21,699   21,575      372      496

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:        360)
       0        0        0      360      360      360      360        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.7      1.1      0.0     78.7     96.6     98.3     97.8      1.7      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        1        0       11       17       13       18                  
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      253,002
COMMITMENTS
  11,133      359      211  234,652  245,895  245,996  246,465    7,006    6,537

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:     -2,245)
    -125      -90     -921   -2,064   -1,358   -3,110   -2,369      865      124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.4      0.1      0.1     92.7     97.2     97.2     97.4      2.8      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       3        1        2       34       33       38       35                  
 
 
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV                  Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       96,279
COMMITMENTS
       0        0        0   95,721   95,628   95,721   95,628      558      651

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:        180)
       0        0        0      180      180      180      180        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       15       15       15       15                  
 
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      101,313
COMMITMENTS
   2,720        0        0   89,692   96,276   92,412   96,276    8,901    5,037

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:      1,912)
       0        0        0    1,036    2,065    1,036    2,065      876     -153

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.7      0.0      0.0     88.5     95.0     91.2     95.0      8.8      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        0        0       18       20       20       20                  
 
 
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV          Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      199,894
COMMITMENTS
      84      528    1,881  194,930  194,056  196,895  196,465    2,999    3,429

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:      1,266)
      84      -38      -84      903    3,439      903    3,317      363   -2,051

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.3      0.9     97.5     97.1     98.5     98.3      1.5      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       1        1        2       24       33       26       35                  
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      183,293
COMMITMENTS
       0        0        0  176,778  180,808  176,778  180,808    6,515    2,485

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:      1,781)
       0        0        0    2,994    3,339    2,994    3,339   -1,213   -1,558

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     96.4     98.6     96.4     98.6      3.6      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        0        0       21       19       21       19                  
 
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       87,159
COMMITMENTS
       0        0        0   81,997   83,957   81,997   83,957    5,162    3,202

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:      1,061)
       0        0        0      460    1,153      460    1,153      601      -92

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     94.1     96.3     94.1     96.3      5.9      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       16       17       16       17                  
 
 
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV  Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       31,073
COMMITMENTS
   6,226      434        0   21,319   28,397   27,545   28,831    3,528    2,242

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:      5,399)
     270        0        0    5,648    5,550    5,918    5,550     -519     -151

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.0      1.4      0.0     68.6     91.4     88.6     92.8     11.4      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        1        0       16       16       19       17                  
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      212,078
COMMITMENTS
     518      236      598  203,155  199,727  204,271  200,561    7,807   11,517

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:      3,830)
      30      -33     -295    3,414    3,236    3,149    2,908      681      922

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      0.1      0.3     95.8     94.2     96.3     94.6      3.7      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        1       11       14       13       15                  
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      176,441
COMMITMENTS
   5,949      656    1,277  160,454  166,178  167,680  168,111    8,761    8,330

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:        711)
     305      236     -133      206      909      378    1,012      333     -301

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.4      0.4      0.7     90.9     94.2     95.0     95.3      5.0      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       3        2        2       32       31       36       34                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV          Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       46,788
COMMITMENTS
       0        0        0   45,281   44,805   45,281   44,805    1,507    1,983

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:        690)
       0        0        0      690      570      690      570        0      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     96.8     95.8     96.8     95.8      3.2      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       10       18       10       18                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      232,623
COMMITMENTS
   7,851    3,336      210  216,909  224,847  224,970  228,393    7,653    4,230

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:      4,472)
      30      154        0    4,736    4,591    4,766    4,745     -294     -273

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.4      1.4      0.1     93.2     96.7     96.7     98.2      3.3      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       4        3        1       30       33       34       37                  
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:      116,272
COMMITMENTS
       0    2,712        0  111,416  110,254  111,416  112,966    4,856    3,306

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:      1,561)
       0       60        0    1,503    1,377    1,503    1,437       58      124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.3      0.0     95.8     94.8     95.8     97.2      4.2      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       0        2        0       27       28       27       30                  
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      120,828
COMMITMENTS
       0    1,712        0  111,965  114,547  111,965  116,259    8,863    4,569

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:        301)
       0        0        0     -214      301     -214      301      515        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.4      0.0     92.7     94.8     92.7     96.2      7.3      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        0       13       15       13       16                  
 
 
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       34,562
COMMITMENTS
       0      371        0   31,813   31,686   31,813   32,057    2,749    2,505

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:     10,368)
       0       30        0   10,915   10,338   10,915   10,368     -547        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.1      0.0     92.0     91.7     92.0     92.8      8.0      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        1        0       10       20       10       21                  
 
 
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV                   Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MM Btus                                         OPEN INTEREST:      278,833
COMMITMENTS
     300        0        0  266,833  274,587  267,133  274,587   11,700    4,246

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:      5,947)
       0        0        0    5,797    5,052    5,797    5,052      150      895

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      0.0      0.0     95.7     98.5     95.8     98.5      4.2      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        0        0       27       22       28       22                  
 
 
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV                         Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       87,314
COMMITMENTS
       0      679      605   79,678   80,038   80,283   81,322    7,031    5,992

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.8      0.7     91.3     91.7     91.9     93.1      8.1      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        1       14       12       15       13                  
 
 
TETCO M2 Index (Receipts) - ICE FUTURES ENERGY DIV                   Code-0233DW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MM Btus                                         OPEN INTEREST:       15,527
COMMITMENTS
     496        0        0   14,411   15,217   14,907   15,217      620      310

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.2      0.0      0.0     92.8     98.0     96.0     98.0      4.0      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        0        0       10       11       12       11                  
 
 
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV                            Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:      167,619
COMMITMENTS
       0        0        0  161,637  161,544  161,637  161,544    5,982    6,075

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:        617)
       0        0        0       71      129       71      129      546      488

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     96.4     96.4     96.4     96.4      3.6      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        0        0       18       25       18       25                  
 
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                       Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:        9,482
COMMITMENTS
     901    1,454      985    7,148    6,980    9,034    9,418      448       64

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:        372)
     -50     -191      202      221      362      372      372        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.5     15.3     10.4     75.4     73.6     95.3     99.3      4.7      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       5       12       14       19       19       34       35                  
 
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                        Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       34,134
COMMITMENTS
   6,687      191      773   26,479   33,170   33,939   34,134      195        0

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:        150)
      25        0       25       40      125       90      150       60        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.6      0.6      2.3     77.6     97.2     99.4    100.0      0.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       7        2        3       19       21       26       26                  
 
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1 MWh for about 368 Hours)                          OPEN INTEREST:       31,023
COMMITMENTS
   5,275      375      650   25,098   29,998   31,023   31,023        0        0

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:        260)
     150       25        0      110      235      260      260        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.0      1.2      2.1     80.9     96.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        2        3       18       18       24       21                  
 
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                      Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1Megawatt for 368 Hours)               OPEN INTEREST:      133,996
COMMITMENTS
  25,361    5,727    3,668  104,426  124,458  133,455  133,853      541      143

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:        838)
     -54      241       75      825      559      846      875       -8      -37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.9      4.3      2.7     77.9     92.9     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      15       11       14       37       40       56       61                  
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       60,095
COMMITMENTS
   3,933      920    1,519   54,643   57,615   60,095   60,054        0       41

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:      1,111)
     179     -425      365      567    1,171    1,111    1,111        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.5      1.5      2.5     90.9     95.9    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       7        4        4       23       26       33       31                  
 
 
CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV                 Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20          |
--------------------------------------------------------------| 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:       34,845
COMMITMENTS
     150    1,863       75   34,620   32,907   34,845   34,845        0        0

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:       -113)
       0      150     -150       37     -113     -113     -113        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      5.3      0.2     99.4     94.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        4        1       13       12       15       16                  
 
 
PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV              Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20          |
--------------------------------------------------------------| 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:       53,217
COMMITMENTS
  14,584    4,402    2,071   36,360   46,642   53,015   53,115      202      102

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:         59)
      48        5       -1      167       20      214       24     -155       35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.4      8.3      3.9     68.3     87.6     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       5        2        3       22       26       28       30                  
 
 
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV                Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       68,417
COMMITMENTS
  21,306    2,986    3,049   43,749   62,292   68,104   68,327      313       90

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:        221)
      28        0       50      183      136      261      186      -40       35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.1      4.4      4.5     63.9     91.0     99.5     99.9      0.5      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      10        2        4       26       26       37       31                  
 
 
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV                Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       64,725
COMMITMENTS
   1,562      459    1,884   60,852   62,382   64,298   64,725      427        0

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:        210)
    -120        0       85      245      125      210      210        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.4      0.7      2.9     94.0     96.4     99.3    100.0      0.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        2        3       25       25       28       29                  
 
 
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV                      Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       81,691
COMMITMENTS
   1,235      767    2,196   77,846   78,728   81,277   81,691      414        0

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:        347)
     -70        7       85      330      255      345      347        2        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.5      0.9      2.7     95.3     96.4     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        2        3       31       27       34       31                  
 
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                      Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       38,270
COMMITMENTS
     175      195        0   37,798   37,826   37,973   38,021      297      249

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:     -1,795)
     -25      -25        0   -1,795   -1,755   -1,820   -1,780       25      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5      0.5      0.0     98.8     98.8     99.2     99.3      0.8      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       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 10/13/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours)                           OPEN INTEREST:       26,861
COMMITMENTS
     360      600        0   26,120   26,256   26,480   26,856      381        5

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:       -859)
       0      -46        0     -844     -818     -844     -864      -15        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3      2.2      0.0     97.2     97.7     98.6    100.0      1.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        0       21       19       22       20                  
 
 
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV                 Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       95,174
COMMITMENTS
   9,756    4,834    3,205   81,800   87,045   94,761   95,084      413       90

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:     -4,210)
    -868     -215      168   -3,490   -4,204   -4,190   -4,251      -20       41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.3      5.1      3.4     85.9     91.5     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      15        8       14       38       33       58       50                  
 
 
ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV                    Code-06439V
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       20,743
COMMITMENTS
      75      175      600   20,008   19,968   20,683   20,743       60        0

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:          0)
     -25      -25        0       25       25        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      0.8      2.9     96.5     96.3     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        1       12       16       14       18                  
 
 
ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439W
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       20,094
COMMITMENTS
      75      175      600   19,359   19,319   20,034   20,094       60        0

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:          0)
     -25      -25        0       25       25        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      0.9      3.0     96.3     96.1     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        1       11       16       13       18                  
 
 
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       60,244
COMMITMENTS
   1,070    3,425    1,110   57,768   55,321   59,948   59,856      296      388

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:     -1,412)
     100    1,150     -875     -627   -1,682   -1,402   -1,407      -10       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.8      5.7      1.8     95.9     91.8     99.5     99.4      0.5      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       4        3        5       21       21       27       27                  
 
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       43,818
COMMITMENTS
     275      135        0   43,506   43,407   43,781   43,542       37      276

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:     -2,487)
     -25     -125        0   -2,462   -2,342   -2,487   -2,467        0      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6      0.3      0.0     99.3     99.1     99.9     99.4      0.1      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        1        0       24       20       27       21                  
 
 
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV                    Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       42,586
COMMITMENTS
   1,450    1,500       70   40,593   40,896   42,113   42,466      473      120

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:     -1,722)
       0      -58     -100   -1,622   -1,557   -1,722   -1,715        0       -7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.4      3.5      0.2     95.3     96.0     98.9     99.7      1.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        5        1       24       20       27       26                  
 
 
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV                     Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       57,751
COMMITMENTS
   1,975        0       85   54,968   57,426   57,028   57,511      723      240

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:        170)
       5        0        0      165      170      170      170        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.4      0.0      0.1     95.2     99.4     98.7     99.6      1.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        0        2       22       16       25       18                  
 
 
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       60,459
COMMITMENTS
   2,361       85      240   57,418   59,906   60,019   60,231      440      228

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:         60)
      28        5        0       32       55       60       60        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.9      0.1      0.4     95.0     99.1     99.3     99.6      0.7      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        1        1       26       18       29       20                  
 
 
ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV              Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20          |
--------------------------------------------------------------| 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:       83,299
COMMITMENTS
   3,664    1,227    2,224   76,887   79,773   82,775   83,224      524       75

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:      2,696)
     -26      297       76    2,646    2,308    2,696    2,681        0       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.4      1.5      2.7     92.3     95.8     99.4     99.9      0.6      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        4        3       24       22       27       28                  
 
 
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:      100,470
COMMITMENTS
   1,863    1,438    4,091   94,038   94,838   99,992  100,367      478      103

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:      3,156)
      29      130      201    2,885    2,785    3,115    3,116       41       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.9      1.4      4.1     93.6     94.4     99.5     99.9      0.5      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       5        8        8       28       25       37       38                  
 
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                            Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       55,300
COMMITMENTS
     555    3,509       13   54,732   51,733   55,300   55,255        0       45

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:        178)
       0     -125        0      178      303      178      178        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.0      6.3      0.0     99.0     93.5    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        3        1       16       16       20       19                  
 
 
CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV                 Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20          |
--------------------------------------------------------------| 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:       46,685
COMMITMENTS
       0    1,175        0   46,685   45,510   46,685   46,685        0        0

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.5      0.0    100.0     97.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        3        0       13       10       13       13                  
 
 
PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV                  Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20          |
--------------------------------------------------------------| 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:       55,919
COMMITMENTS
     946    1,566      436   54,367   53,865   55,749   55,867      170       52

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:       -130)
      -5        0        0     -125     -130     -130     -130        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.7      2.8      0.8     97.2     96.3     99.7     99.9      0.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       4        3        2       24       23       29       27                  
 
 
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV                       Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       62,534
COMMITMENTS
   1,819    5,098      550   59,499   56,524   61,868   62,172      666      362

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:       -127)
     -28       -5        0     -129     -122     -157     -127       30        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.9      8.2      0.9     95.1     90.4     98.9     99.4      1.1      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       4        4        5       23       22       29       29                  
 
 
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       24,531
COMMITMENTS
      70    3,058      157   24,025   21,221   24,252   24,436      279       95

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:        680)
       0        0        0      680      680      680      680        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3     12.5      0.6     97.9     86.5     98.9     99.6      1.1      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        4        1       18       16       20       20                  
 
 
NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV                Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours)                           OPEN INTEREST:       23,794
COMMITMENTS
       0    1,020        0   23,348   22,774   23,348   23,794      446        0

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:        675)
       0        0        0      675      675      675      675        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      4.3      0.0     98.1     95.7     98.1    100.0      1.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        3        0       17       15       17       18                  
 
 
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       26,892
COMMITMENTS
   1,161      633      784   24,420   24,782   26,365   26,199      527      693

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:         30)
    -249      150      -21      305     -125       35        4       -5       26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.3      2.4      2.9     90.8     92.2     98.0     97.4      2.0      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        3        4       19       17       24       21                  
 
 
NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV               Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours)                            OPEN INTEREST:       16,394
COMMITMENTS
     903    1,056      187   14,230   14,690   15,320   15,933    1,074      461

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:         42)
       2        0        0       40       40       42       40        0        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.5      6.4      1.1     86.8     89.6     93.4     97.2      6.6      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        3        2       12       11       14       16                  
 
 
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       54,740
COMMITMENTS
   4,596    7,130    1,764   48,224   45,784   54,584   54,678      156       62

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:       -141)
     184      125       91     -413     -361     -138     -145       -3        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.4     13.0      3.2     88.1     83.6     99.7     99.9      0.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       8        5        7       28       23       39       32                  
 
 
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours)                            OPEN INTEREST:       33,132
COMMITMENTS
   1,291    2,886      976   30,564   29,121   32,831   32,983      301      149

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:       -305)
     -10       58       12     -312     -332     -310     -262        5      -43

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.9      8.7      2.9     92.2     87.9     99.1     99.6      0.9      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        5        4       26       20       32       26                  
 
 
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV                          Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       16,949
COMMITMENTS
   1,007       75        0   15,882   16,850   16,889   16,925       60       24

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:      1,594)
     177        0        0    1,402    1,585    1,579    1,585       15        9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.9      0.4      0.0     93.7     99.4     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        1        0       16       15       20       16                  
 
 
PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV               Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours)                           OPEN INTEREST:       21,710
COMMITMENTS
   1,050        0       50   20,571   21,660   21,671   21,710       39        0

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:         35)
       0        0        0       35       35       35       35        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.8      0.0      0.2     94.8     99.8     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        0        1       14       10       18       11                  
 
 
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       10,193
COMMITMENTS
     525       75      290    8,722    9,693    9,537   10,058      656      135

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:        240)
       0        0        0      240      240      240      240        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.2      0.7      2.8     85.6     95.1     93.6     98.7      6.4      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        1        1       14       13       17       15                  
 
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV              Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:        9,513
COMMITMENTS
     345       75      395    8,150    8,908    8,890    9,378      623      135

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:        340)
       0        0        0      340      340      340      340        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.6      0.8      4.2     85.7     93.6     93.5     98.6      6.5      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        1        1       13       13       16       15                  
 
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV    Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       48,177
COMMITMENTS
   1,650       50    2,670   43,575   45,447   47,895   48,167      282       10

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:      2,065)
       0        0        0    2,065    2,065    2,065    2,065        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.4      0.1      5.5     90.4     94.3     99.4    100.0      0.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       5        1        2       20       16       25       19                  
 
 
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       48,402
COMMITMENTS
   1,705       50    2,495   43,920   45,847   48,120   48,392      282       10

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:      2,065)
       0        0        0    2,065    2,065    2,065    2,065        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.5      0.1      5.2     90.7     94.7     99.4    100.0      0.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       5        1        2       20       15       25       18                  
 
 
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      111,817
COMMITMENTS
   1,900    8,004    1,847  108,022  101,947  111,769  111,798       48       19

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:        156)
     -65      -13       67      159      102      161      156       -5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.7      7.2      1.7     96.6     91.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
       6       12        8       42       32       55       45                  
 
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
352 MWh                                              OPEN INTEREST:      120,909
COMMITMENTS
   1,780    7,525    3,546  115,521  109,823  120,847  120,894       62       15

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:      1,207)
     120     -202      -70    1,162    1,490    1,212    1,218       -5      -11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.5      6.2      2.9     95.5     90.8     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
       7       10       11       46       37       61       50                  
 
 
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      556,830
COMMITMENTS
  42,118   21,757   62,952  451,426  471,330  556,496  556,040      334      790

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:      7,675)
    -774     -189    2,565    5,966    5,118    7,757    7,494      -82      181

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.6      3.9     11.3     81.1     84.6     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      24       21       28       48       47       83       85                  
 
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       16,285
COMMITMENTS
   3,130      600       65   12,905   15,620   16,100   16,285      185        0

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:        170)
       0        0        0      170      380      170      380        0     -210

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.2      3.7      0.4     79.2     95.9     98.9    100.0      1.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       4        1        2       17       16       21       19                  
 
 
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       13,681
COMMITMENTS
   2,680      600       65   10,661   12,896   13,406   13,561      275      120

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:        130)
       0        0        0       20      200       20      200      110      -70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.6      4.4      0.5     77.9     94.3     98.0     99.1      2.0      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        1        2       17       15       21       18                  
 
 
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV                Code-0643ID
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours)                            OPEN INTEREST:        5,963
COMMITMENTS
     730        0        0    5,201    5,943    5,931    5,943       32       20

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:     -3,122)
     300     -285     -630   -2,774   -2,224   -3,104   -3,139      -18       17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.2      0.0      0.0     87.2     99.7     99.5     99.7      0.5      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        0        0       17       12       21       12                  
 
 
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV                      Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000  metric tonnes                                  OPEN INTEREST:        6,605
COMMITMENTS
     537      180      245    5,075    5,016    5,857    5,441      748    1,164

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:        660)
     -52      -38       23      359      499      330      484      330      176

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.1      2.7      3.7     76.8     75.9     88.7     82.4     11.3     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       7        3        6       26       27       35       34                  
 
 
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV                 Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       31,307
COMMITMENTS
     445        0      210   30,204   30,926   30,859   31,136      448      171

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:       -283)
      85        0        0     -384     -294     -299     -294       16       11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.4      0.0      0.7     96.5     98.8     98.6     99.5      1.4      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       2        0        1       37       37       40       38                  
 
 
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV              Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       18,483
COMMITMENTS
       0       58       85   18,332   17,984   18,417   18,127       66      356

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:        757)
       0        0        0      757      924      757      924        0     -167

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.3      0.5     99.2     97.3     99.6     98.1      0.4      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        1        1       21       30       22       31                  
 
 
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV               Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       12,306
COMMITMENTS
      29      232      518   11,340   11,061   11,887   11,811      419      495

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:        490)
       0       17       25      455      448      480      490       10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      1.9      4.2     92.2     89.9     96.6     96.0      3.4      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       1        4        3       37       30       41       34                  
 
 
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV              Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       28,824
COMMITMENTS
   1,390      621      496   26,923   27,559   28,809   28,676       15      148

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:         86)
       0      -37       37       49       86       86       86        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.8      2.2      1.7     93.4     95.6     99.9     99.5      0.1      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       3        2        3       28       34       33       37                  
 
 
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV              Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       59,918
COMMITMENTS
   5,492    1,375    1,913   52,005   56,085   59,410   59,373      508      545

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:      2,456)
    -133      -78      233    2,383    2,111    2,483    2,266      -27      190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.2      2.3      3.2     86.8     93.6     99.2     99.1      0.8      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      11        9       11       67       58       84       72                  
 
 
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV                   Code-06641H
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 Metric  Tonnes                                  OPEN INTEREST:        2,465
COMMITMENTS
     110        0       19    1,474    1,855    1,603    1,874      862      591

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:        183)
     -55        0      -19       29       42      -45       23      228      160

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.5      0.0      0.8     59.8     75.3     65.0     76.0     35.0     24.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        0        1       14       17       17       18                  
 
 
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV                 Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 BARRELS                                         OPEN INTEREST:       45,049
COMMITMENTS
      80        0        0   43,999   44,051   44,079   44,051      970      998

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:      2,560)
      80        0        0    2,342    2,380    2,422    2,380      138      180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      0.0      0.0     97.7     97.8     97.8     97.8      2.2      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       1        0        0       30       31       31       31                  
 
 
ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV               Code-06742R
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:        4,559
COMMITMENTS
       0    1,330        0    4,522    3,136    4,522    4,466       37       93

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:        305)
       0      300        0      290       10      290      310       15       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     29.2      0.0     99.2     68.8     99.2     98.0      0.8      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        2        0       12       11       12       13                  
 
 
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV                  Code-06742T
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 BARRELS                                         OPEN INTEREST:       15,736
COMMITMENTS
       0        0        0   15,655   15,690   15,655   15,690       81       46

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:      2,994)
       0        0        0    3,008    3,018    3,008    3,018      -14      -24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     99.5     99.7     99.5     99.7      0.5      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        0        0       20       17       20       17                  
 
 
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV               Code-06742U
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:      209,087
COMMITMENTS
       0        0        0  199,139  198,608  199,139  198,608    9,948   10,479

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:      4,498)
       0        0        0    7,105    3,975    7,105    3,975   -2,607      523

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     95.2     95.0     95.2     95.0      4.8      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       13       16       13       16                  



Updated October 16, 2020