CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV               Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| 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 10/20/20 (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 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       29,801
COMMITMENTS
   9,247    5,357        0   20,523   24,444   29,770   29,801       31        0

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:        114)
     200        0        0      -86      135      114      135        0      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.0     18.0      0.0     68.9     82.0     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       5        5        0       16       13       21       18                  
 
 
CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV                   Code-0063CA
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:      133,655
COMMITMENTS
  25,825   30,598   14,642   93,078   88,327  133,545  133,568      110       87

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:        949)
     101     -735      884      -46      789      939      938       10       11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.3     22.9     11.0     69.6     66.1     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      27       11       15       31       27       64       47                  
 
 
NJ SRECS - ICE FUTURES ENERGY DIV                                    Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:      141,339
COMMITMENTS
  40,112   16,722    1,900   99,327  122,717  141,339  141,339        0        0

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:        100)
     700        0      100     -700        0      100      100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.4     11.8      1.3     70.3     86.8    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 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:      137,469
COMMITMENTS
  20,683   20,459    3,113  113,673  113,897  137,469  137,469        0        0

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:      2,705)
     249        0      -49    2,505    2,755    2,705    2,705        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.0     14.9      2.3     82.7     82.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       7        4        5       20       12       28       20                  
 
 
CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV                   Code-0063CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       64,871
COMMITMENTS
  23,051    7,959    5,696   35,872   51,192   64,619   64,847      253       24

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:      2,360)
   1,598      800      194      562    1,365    2,354    2,359        6        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    35.5     12.3      8.8     55.3     78.9     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      20        3        7       24       19       45       28                  
 
 
RGGI VINTAGE 2019 - ICE FUTURES ENERGY DIV                           Code-0063CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       27,263
COMMITMENTS
   5,625      850        0   21,638   26,413   27,263   27,263        0        0

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:       -835)
       0        0        0     -835     -835     -835     -835        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.6      3.1      0.0     79.4     96.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       5        1        0       14        7       19        8                  
 
 
CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV                Code-0063D9
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       33,373
COMMITMENTS
   5,116    1,116    3,732   24,525   28,525   33,373   33,373        0        0

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:        327)
       0        0      200      127      127      327      327        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.3      3.3     11.2     73.5     85.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       8        3        2       16       12       26       16                  
 
 
CALIF CARBON CURRENT AUCTION - ICE FUTURES ENERGY DIV                Code-0063DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       22,596
COMMITMENTS
     150   15,554      200   22,246    6,842   22,596   22,596        0        0

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:        320)
       0    1,780        0      320   -1,460      320      320        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.7     68.8      0.9     98.5     30.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        5        1       13        5       16       10                  
 
 
RGGI VINTAGE 2020 - ICE FUTURES ENERGY DIV                           Code-0063DJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       25,041
COMMITMENTS
   3,414    2,837      439   20,871   21,717   24,724   24,993      317       48

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:        260)
     -98       -4       27      307      204      236      228       25       33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.6     11.3      1.8     83.3     86.7     98.7     99.8      1.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        5        3       18       15       22       22                  
 
 
CT RECs CLASS 1 - ICE FUTURES ENERGY DIV                             Code-0063DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| 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:       16,120
COMMITMENTS
   1,815    3,410       50   14,255   12,660   16,120   16,120        0        0

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:        405)
       0      200        0      405      205      405      405        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.3     21.2      0.3     88.4     78.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        6        1       11        8       13       14                  
 
 
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV                Code-0063DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| 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:       19,616
COMMITMENTS
   2,126    6,920      440   17,025   12,256   19,591   19,616       25        0

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:        350)
     100        0        0      250      350      350      350        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.8     35.3      2.2     86.8     62.5     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 COMPLIANCE REC TIER1 - ICE FUTURES ENERGY DIV               Code-0063DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(100 Tier 1 RECs)                                    OPEN INTEREST:       12,690
COMMITMENTS
   6,365      340        0    6,325   12,350   12,690   12,690        0        0

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

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    50.2      2.7      0.0     49.8     97.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        3        0        9        8       13       11                  
 
 
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV                          Code-0063DN
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       48,775
COMMITMENTS
  23,191   13,320    4,251   21,333   31,204   48,775   48,775        0        0

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:        800)
       0        0        0      800      800      800      800        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    47.5     27.3      8.7     43.7     64.0    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 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       22,987
COMMITMENTS
   3,491        0        0   19,003   22,987   22,494   22,987      493        0

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:        392)
    -117        0        0      500      392      383      392        9        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.2      0.0      0.0     82.7    100.0     97.9    100.0      2.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       7        0        0       10        6       17        6                  
 
 
CALIF CARBON ALLOWANCE V2023 - ICE FUTURES ENERGY DIV                Code-0063DX
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       11,176
COMMITMENTS
   2,696      431    1,080    7,375    9,640   11,151   11,151       25       25

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:        175)
     125        0        0       50      175      175      175        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.1      3.9      9.7     66.0     86.3     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 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:        9,615
COMMITMENTS
      70        0       55    9,311    9,503    9,436    9,558      179       57

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:        -64)
       0        0        5      -61      -61      -56      -56       -8       -8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.7      0.0      0.6     96.8     98.8     98.1     99.4      1.9      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        1       17       21       18       22                  
 
 
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV                          Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:       33,365
COMMITMENTS
   4,192    1,004    1,220   27,764   31,141   33,176   33,365      189        0

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:      1,016)
     193       45     -269    1,092    1,240    1,016    1,016        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.6      3.0      3.7     83.2     93.3     99.4    100.0      0.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        2        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 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:       23,631
COMMITMENTS
     386    3,899      912   21,562   18,820   22,860   23,631      771        0

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:        380)
      74       99     -151      457      432      380      380        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.6     16.5      3.9     91.2     79.6     96.7    100.0      3.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        3        3       22       16       27       20                  
 
 
USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV               Code-02141R
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
BBL                                                  OPEN INTEREST:        3,619
COMMITMENTS
       0      936       57    3,559    2,554    3,616    3,547        3       72

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:        156)
       0        5       12      144      139      156      156        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     25.9      1.6     98.3     70.6     99.9     98.0      0.1      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        3        2       13       12       15       15                  
 
 
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV                 Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    6,486,209
COMMITMENTS
 1280941   43,141  393,811  4765163  6026909  6439915  6463861   46,294   22,348

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:    138,797)
  78,151    9,914    1,437   60,244  127,374  139,832  138,725   -1,035       72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.7      0.7      6.1     73.5     92.9     99.3     99.7      0.7      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      242)
      51       18       54      154      134      221      191                  
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:    1,576,644
COMMITMENTS
 106,493   49,423  472,161  993,523  1050894  1572177  1572478    4,467    4,166

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:      7,730)
  17,324   15,124    1,341  -12,198  -10,306    6,468    6,159    1,263    1,571

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.8      3.1     29.9     63.0     66.7     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      10       16       25       46       48       71       74                  
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      213,389
COMMITMENTS
     730    2,062      276  186,390  205,770  187,396  208,108   25,993    5,281

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:      2,105)
     -60        2     -248   -1,587    2,045   -1,895    1,799    4,000      306

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      1.0      0.1     87.3     96.4     87.8     97.5     12.2      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        3        1       23       18       25       22                  
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      151,437
COMMITMENTS
   5,431        0      546  137,176  139,672  143,153  140,218    8,284   11,219

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:      1,381)
   3,249        0      -61   -2,891    1,587      297    1,526    1,084     -145

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.6      0.0      0.4     90.6     92.2     94.5     92.6      5.5      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       6        0        2       21       23       27       25                  
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      323,534
COMMITMENTS
  19,771    2,906    3,093  289,599  311,705  312,463  317,704   11,071    5,830

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:      6,586)
  -1,961       11      966    8,434    5,098    7,439    6,075     -853      511

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.1      0.9      1.0     89.5     96.3     96.6     98.2      3.4      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       9        3        4       33       38       44       43                  
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,137,731
COMMITMENTS
   2,086   10,072    2,026  1124652  1122234  1128764  1134332    8,967    3,399

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:      6,115)
     120     -824        9    6,116    7,173    6,245    6,358     -130     -243

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      0.9      0.2     98.9     98.6     99.2     99.7      0.8      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       3        2        2       42       29       46       32                  
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      386,729
COMMITMENTS
  15,646    2,174    1,807  355,197  372,191  372,650  376,172   14,079   10,557

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:      7,348)
    -478      302     -604    9,835    7,247    8,753    6,945   -1,405      403

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.0      0.6      0.5     91.8     96.2     96.4     97.3      3.6      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       6        1        4       44       39       50       44                  
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      648,509
COMMITMENTS
   1,535      692    1,574  636,361  643,910  639,470  646,176    9,039    2,333

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:      4,272)
    -310   -1,438      215    4,515    5,381    4,420    4,158     -148      114

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      0.1      0.2     98.1     99.3     98.6     99.6      1.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       3        2        3       40       38       44       42                  
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      515,026
COMMITMENTS
     240      992      277  506,628  506,791  507,145  508,060    7,881    6,966

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:      2,717)
       0      992      277    2,854    1,800    3,131    3,069     -414     -352

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.2      0.1     98.4     98.4     98.5     98.6      1.5      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       1        2        2       40       32       43       34                  
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       97,261
COMMITMENTS
       0    3,093        0   93,530   88,118   93,530   91,211    3,731    6,050

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:      2,568)
       0   -1,399      -28    3,703    2,918    3,675    1,491   -1,107    1,077

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      3.2      0.0     96.2     90.6     96.2     93.8      3.8      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        2        0       17       17       17       19                  
 
 
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                    Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       27,450
COMMITMENTS
   2,759      496        0   23,284   26,042   26,043   26,538    1,407      912

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:      3,210)
       0        0        0    3,251    3,000    3,251    3,000      -41      210

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.1      1.8      0.0     84.8     94.9     94.9     96.7      5.1      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        1        0       18       18       19       19                  
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      337,173
COMMITMENTS
   2,426    4,278      329  317,848  326,117  320,603  330,724   16,570    6,449

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:     -1,495)
       0   -3,042     -114   -3,510     -350   -3,624   -3,506    2,129    2,011

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.7      1.3      0.1     94.3     96.7     95.1     98.1      4.9      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       1        3        1       25       27       27       30                  
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      180,046
COMMITMENTS
       0      209       31  175,883  173,392  175,914  173,632    4,132    6,414

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:      2,469)
       0      209       31    5,820    2,073    5,851    2,313   -3,382      156

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.1      0.0     97.7     96.3     97.7     96.4      2.3      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        1        1       24       20       25       21                  
 
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      268,904
COMMITMENTS
       0    6,713        0  264,579  259,155  264,579  265,868    4,325    3,036

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:      2,830)
       0    1,962        0    3,465      928    3,465    2,890     -635      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.5      0.0     98.4     96.4     98.4     98.9      1.6      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        1        0       24       19       24       20                  
 
 
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV                      Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       43,812
COMMITMENTS
  19,104        0        0   23,616   43,415   42,720   43,415    1,092      397

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:     14,856)
  10,382        0        0    4,298   14,521   14,680   14,521      176      335

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    43.6      0.0      0.0     53.9     99.1     97.5     99.1      2.5      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       7        0        0       18       23       25       23                  
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      596,793
COMMITMENTS
  24,565   15,350    1,597  559,724  572,576  585,886  589,523   10,907    7,270

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:     11,476)
   1,722    1,658      311    8,761   10,732   10,794   12,701      682   -1,225

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.1      2.6      0.3     93.8     95.9     98.2     98.8      1.8      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
       8        7        6       49       43       60       53                  
 
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV             Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      189,022
COMMITMENTS
       0        0        0  184,359  184,803  184,359  184,803    4,663    4,219

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:      1,147)
       0        0        0      483    1,059      483    1,059      664       88

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       20       19       20       19                  
 
 
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      226,837
COMMITMENTS
   2,251        0      230  219,622  225,349  222,103  225,579    4,734    1,258

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:     -1,594)
    -665        0      118   -1,167   -1,812   -1,714   -1,694      120      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.0      0.0      0.1     96.8     99.3     97.9     99.4      2.1      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        0        1       22       23       23       24                  
 
 
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      212,791
COMMITMENTS
  11,952    3,379      420  195,740  207,195  208,112  210,994    4,679    1,797

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:     30,576)
   5,664    2,899      420   26,984   27,734   33,068   31,053   -2,492     -477

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.6      1.6      0.2     92.0     97.4     97.8     99.2      2.2      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
       6        3        1       31       38       38       42                  
 
 
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV      Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      227,784
COMMITMENTS
  25,528    3,319    1,935  199,293  221,568  226,756  226,822    1,028      962

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:     31,414)
   4,194    1,260    1,425   25,541   28,542   31,160   31,227      254      187

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.2      1.5      0.8     87.5     97.3     99.5     99.6      0.5      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      12        3        4       43       53       56       59                  
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      111,442
COMMITMENTS
       0        0        0  110,312  110,855  110,312  110,855    1,130      587

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:      7,531)
    -240        0        0    8,711    7,531    8,471    7,531     -940        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       0        0        0       25       27       25       27                  
 
 
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV                     Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
MMBTU                                                OPEN INTEREST:       29,705
COMMITMENTS
   3,770      248      720   24,363   27,281   28,853   28,249      852    1,456

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:      4,770)
      30        0      120    4,140    4,596    4,290    4,716      480       54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.7      0.8      2.4     82.0     91.8     97.1     95.1      2.9      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        1        1       20       21       22       23                  
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      253,762
COMMITMENTS
  10,156    1,006    2,846  233,714  243,320  246,716  247,172    7,046    6,590

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:        442)
     -16    1,006    1,526     -218     -856    1,292    1,676     -850   -1,234

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.0      0.4      1.1     92.1     95.9     97.2     97.4      2.8      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       4        3        3       37       35       42       40                  
 
 
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV                  Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      103,983
COMMITMENTS
       0        0        0  103,311  103,188  103,311  103,188      672      795

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:      5,624)
       0        0        0    5,510    5,480    5,510    5,480      114      144

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     99.4     99.2     99.4     99.2      0.6      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        0        0       19       21       19       21                  
 
 
NATURAL GAS INDEX: EP SAN JUAN - ICE FUTURES ENERGY DIV              Code-0233AX
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtu                                           OPEN INTEREST:       17,242
COMMITMENTS
       0        0        0   16,074   15,900   16,074   15,900    1,168    1,342

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:      1,515)
       0        0        0    1,215    1,428    1,215    1,428      300       87

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     93.2     92.2     93.2     92.2      6.8      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       12       13       12       13                  
 
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       99,843
COMMITMENTS
   3,328        0      181   86,581   94,568   90,090   94,749    9,753    5,094

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:       -146)
    -147     -715     -469     -164       63     -780   -1,121      634      975

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.3      0.0      0.2     86.7     94.7     90.2     94.9      9.8      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        0        1       19       21       22       22                  
 
 
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV          Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      210,376
COMMITMENTS
       0    3,757    1,796  205,564  198,512  207,360  204,065    3,016    6,311

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:      8,322)
       0    2,084      298    8,189    2,701    8,487    5,083     -165    3,239

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.8      0.9     97.7     94.4     98.6     97.0      1.4      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       0        8        2       29       31       31       39                  
 
 
NORTHERN NATURAL GAS - DEMARCATION POOL (BASIS) - ICE FUTURES ENERGY Code-0233BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       39,671
COMMITMENTS
     389        0       31   34,528   36,121   34,948   36,152    4,723    3,519

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

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.0      0.0      0.1     87.0     91.1     88.1     91.1     11.9      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        1       13       12       14       13                  
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      190,810
COMMITMENTS
       0        0        0  183,393  187,841  183,393  187,841    7,417    2,969

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:      3,906)
       0        0        0    2,614    3,570    2,614    3,570    1,292      336

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        0        0       22       20       22       20                  
 
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       87,703
COMMITMENTS
       0        0        0   82,208   85,130   82,208   85,130    5,495    2,573

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:        763)
       0        0        0    1,071    1,668    1,071    1,668     -308     -905

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     93.7     97.1     93.7     97.1      6.3      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       17       18       17       18                  
 
 
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV  Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       39,154
COMMITMENTS
   7,432       44      390   28,132   38,351   35,954   38,785    3,200      369

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:      3,754)
   1,206     -390      390    2,434    3,664    4,030    3,664     -276       90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.0      0.1      1.0     71.8     97.9     91.8     99.1      8.2      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        1        1       18       19       23       20                  
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      212,536
COMMITMENTS
   2,374      698    1,102  202,253  200,215  205,729  202,015    6,807   10,521

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:      1,234)
   1,698      698      274      812      838    2,784    1,810   -1,550     -576

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1      0.3      0.5     95.2     94.2     96.8     95.0      3.2      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       5        1        3       11       16       16       20                  
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      183,852
COMMITMENTS
   5,720    1,711    1,106  167,622  173,640  174,448  176,457    9,404    7,395

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:      5,295)
     -86    1,016       21    3,046    4,787    2,981    5,824    2,314     -529

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.1      0.9      0.6     91.2     94.4     94.9     96.0      5.1      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       3        4        2       31       31       36       35                  
 
 
SOCAL CITYGATE FINANCIAL BASIS - ICE FUTURES ENERGY DIV              Code-0233BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
MMBtu                                                OPEN INTEREST:       35,688
COMMITMENTS
   4,967        0        0   26,496   33,714   31,463   33,714    4,225    1,974

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

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.9      0.0      0.0     74.2     94.5     88.2     94.5     11.8      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       5        0        0       11       11       16       11                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV          Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       52,130
COMMITMENTS
   2,521      480        0   47,385   49,432   49,906   49,912    2,224    2,218

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:      2,940)
     841      240        0    1,890    2,345    2,731    2,585      209      355

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.8      0.9      0.0     90.9     94.8     95.7     95.7      4.3      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        1        0       12       20       15       21                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      232,897
COMMITMENTS
   7,521    4,229      691  217,267  223,258  225,479  228,178    7,418    4,719

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:         61)
    -270      463      421      186     -758      337      126     -276      -65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.2      1.8      0.3     93.3     95.9     96.8     98.0      3.2      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       4        4        3       31       34       36       40                  
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:      123,884
COMMITMENTS
       0    4,511       62  119,294  114,870  119,356  119,443    4,528    4,441

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:      5,087)
       0    1,859       62    9,466    4,608    9,528    6,529   -4,441   -1,442

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      3.6      0.0     96.3     92.7     96.3     96.4      3.7      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       0        4        1       27       29       28       33                  
 
 
TRANSCO ZONE 6 MONTHLY INDEX - ICE FUTURES ENERGY DIV                Code-0233CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       26,890
COMMITMENTS
     930      480        0   25,655   26,134   26,585   26,614      305      276

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

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.5      1.8      0.0     95.4     97.2     98.9     99.0      1.1      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        0        8       12       10       13                  
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      121,981
COMMITMENTS
       0    1,712        0  113,691  116,850  113,691  118,562    8,290    3,419

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:         34)
       0        0        0      910      336      910      336     -876     -302

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.4      0.0     93.2     95.8     93.2     97.2      6.8      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        0       14       17       14       18                  
 
 
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       41,917
COMMITMENTS
       0      701        0   39,115   39,757   39,115   40,458    2,802    1,459

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:      4,140)
       0      300        0    4,056    3,450    4,056    3,750       84      390

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.7      0.0     93.3     94.8     93.3     96.5      6.7      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        1        0       16       22       16       23                  
 
 
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV                   Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MM Btus                                         OPEN INTEREST:      329,176
COMMITMENTS
     630    3,151        0  321,688  323,094  322,318  326,245    6,858    2,931

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:     42,338)
     330    3,151        0   44,284   40,713   44,614   43,864   -2,276   -1,526

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      1.0      0.0     97.7     98.2     97.9     99.1      2.1      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       1        2        0       32       27       33       29                  
 
 
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV                         Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       94,008
COMMITMENTS
       0      169    1,115   86,386   88,499   87,501   89,783    6,507    4,225

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:      5,128)
       0     -300      300    5,684    7,136    5,984    7,136     -856   -2,008

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.2      1.2     91.9     94.1     93.1     95.5      6.9      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        1       15       14       16       15                  
 
 
TETCO M2 Index (Receipts) - ICE FUTURES ENERGY DIV                   Code-0233DW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MM Btus                                         OPEN INTEREST:       23,087
COMMITMENTS
   2,056        0        0   20,351   22,813   22,407   22,813      680      274

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:      7,560)
   1,560        0        0    5,940    7,596    7,500    7,596       60      -36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.9      0.0      0.0     88.1     98.8     97.1     98.8      2.9      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        0        0       12       16       14       16                  
 
 
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV                            Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:      170,404
COMMITMENTS
     996        0        0  164,773  167,050  165,769  167,050    4,635    3,354

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:      2,855)
     996        0        0    3,037    2,646    4,033    2,646   -1,178      209

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6      0.0      0.0     96.7     98.0     97.3     98.0      2.7      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        0        0       22       30       23       30                  
 
 
REX ZONE 3 INDEX - ICE FUTURES ENERGY DIV                            Code-0233ED
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:       18,304
COMMITMENTS
       0        0        0   17,286   17,111   17,286   17,111    1,018    1,193

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:      4,560)
       0        0        0    4,410    4,746    4,410    4,746      150     -186

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     94.4     93.5     94.4     93.5      5.6      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       10       14       10       14                  
 
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                       Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:        9,542
COMMITMENTS
     939    1,413      971    7,180    7,087    9,089    9,471      454       72

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:         72)
      53       94      -61       74       38       67       72        5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.8     14.8     10.2     75.2     74.3     95.2     99.2      4.8      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       6       11       14       20       19       35       35                  
 
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                        Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       35,054
COMMITMENTS
   6,700      419      943   27,156   33,692   34,799   35,054      255        0

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:        -41)
    -340      150       70      229     -261      -41      -41        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.1      1.2      2.7     77.5     96.1     99.3    100.0      0.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       8        2        5       20       22       29       28                  
 
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1 MWh for about 368 Hours)                          OPEN INTEREST:       33,042
COMMITMENTS
   5,450    1,190      685   26,907   31,167   33,042   33,042        0        0

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:        840)
     125      550      -65      780      355      840      840        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.5      3.6      2.1     81.4     94.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       4        2        3       19       21       25       24                  
 
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                      Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1Megawatt for 368 Hours)               OPEN INTEREST:      137,529
COMMITMENTS
  26,074    5,484    3,673  107,205  128,168  136,952  137,325      577      204

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:      1,482)
     316       -9       49    1,088    1,390    1,453    1,430       29       52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.0      4.0      2.7     78.0     93.2     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      15       11       13       38       39       57       59                  
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       62,776
COMMITMENTS
   5,721      995    1,772   55,283   59,968   62,776   62,735        0       41

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:      1,595)
   1,084      300       25      486    1,270    1,595    1,595        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.1      1.6      2.8     88.1     95.5    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       8        4        5       24       24       34       31                  
 
 
CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV                 Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| 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:       35,928
COMMITMENTS
     150    2,016       75   35,703   33,837   35,928   35,928        0        0

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:        852)
       0      375        0      852      477      852      852        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      5.6      0.2     99.4     94.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        5        1       14       12       16       17                  
 
 
PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV              Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| 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:       53,968
COMMITMENTS
  14,620    4,481    2,052   37,094   47,340   53,766   53,873      202       95

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:        970)
      36       79      -19      953      917      970      977        0       -7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.1      8.3      3.8     68.7     87.7     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       4        2        3       24       26       29       30                  
 
 
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV                Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       69,609
COMMITMENTS
  21,340    3,100    2,900   45,066   63,509   69,306   69,509      303      100

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:      1,433)
     -36      166     -151    1,630    1,418    1,443    1,433      -10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.7      4.5      4.2     64.7     91.2     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       9        2        4       28       25       38       30                  
 
 
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV                Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       66,176
COMMITMENTS
   1,445      582    1,846   62,458   63,748   65,749   66,176      427        0

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:        915)
     -42      123      -63    1,020      855      915      915        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.2      0.9      2.8     94.4     96.3     99.4    100.0      0.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        3        3       25       26       28       30                  
 
 
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV                      Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       82,789
COMMITMENTS
   1,141      767    2,281   78,953   79,740   82,375   82,788      414        1

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:        712)
    -139        0       60      791      651      712      711        0        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.4      0.9      2.8     95.4     96.3     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       2        2        3       31       28       34       32                  
 
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                      Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       38,110
COMMITMENTS
     175      195        0   37,638   37,666   37,813   37,861      297      249

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

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 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours)                           OPEN INTEREST:       27,967
COMMITMENTS
     360      600        0   27,226   27,362   27,586   27,962      381        5

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:      1,245)
       0        0        0    1,245    1,245    1,245    1,245        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3      2.1      0.0     97.4     97.8     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 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       98,140
COMMITMENTS
  10,606    5,199    2,990   84,184   89,859   97,780   98,048      360       92

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:        412)
     825      -26     -397       33      835      461      412      -49        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.8      5.3      3.0     85.8     91.6     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      17        7       14       38       34       59       51                  
 
 
ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV                    Code-06439V
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       20,823
COMMITMENTS
      75      175      600   20,088   20,048   20,763   20,823       60        0

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:          1)
       0        0        0        1        1        1        1        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:       22)
       1        2        1       13       16       15       18                  
 
 
ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439W
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       20,058
COMMITMENTS
      75      175      600   19,323   19,283   19,998   20,058       60        0

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:        -53)
       0        0        0      -53      -53      -53      -53        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       12       16       14       18                  
 
 
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       61,925
COMMITMENTS
   1,620    1,575    1,410   58,599   58,552   61,629   61,537      296      388

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:       -485)
     250     -300     -300     -435      115     -485     -485        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.6      2.5      2.3     94.6     94.6     99.5     99.4      0.5      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       6        2        5       23       21       30       27                  
 
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       43,833
COMMITMENTS
     325      135        0   43,461   43,422   43,786   43,557       47      276

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

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.7      0.3      0.0     99.2     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 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       44,559
COMMITMENTS
   1,625    1,780       70   42,406   42,589   44,101   44,439      458      120

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:      2,520)
     -50      160        0    2,560    2,360    2,510    2,520       10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.6      4.0      0.2     95.2     95.6     99.0     99.7      1.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       4        5        1       23       20       27       26                  
 
 
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV                     Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       60,633
COMMITMENTS
   2,087        0      109   57,714   60,284   59,910   60,393      723      240

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:      1,189)
     -33        0       24    1,198    1,165    1,189    1,189        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.4      0.0      0.2     95.2     99.4     98.8     99.6      1.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        0        2       23       16       26       18                  
 
 
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       62,896
COMMITMENTS
   2,545      213      262   59,648   62,136   62,455   62,611      441      285

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:        926)
      -5       61       22      908      833      925      916        1       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.0      0.3      0.4     94.8     98.8     99.3     99.5      0.7      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        2        2       27       19       30       23                  
 
 
ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV              Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| 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:       90,129
COMMITMENTS
   3,419    1,241    2,438   84,117   86,430   89,974   90,109      155       20

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:      2,657)
     185     -250      113    2,728    2,849    3,026    2,712     -369      -55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.8      1.4      2.7     93.3     95.9     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2        4        3       25       24       28       30                  
 
 
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:      108,010
COMMITMENTS
   2,728    1,617    3,505  101,251  102,574  107,484  107,696      526      314

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:      3,738)
     430       69     -380    3,651    3,825    3,701    3,514       37      224

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.5      1.5      3.2     93.7     95.0     99.5     99.7      0.5      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       6        8        8       28       29       37       42                  
 
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                            Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       56,352
COMMITMENTS
     380    3,619      238   55,734   52,450   56,352   56,307        0       45

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:        442)
    -100       51       75      467      316      442      442        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.7      6.4      0.4     98.9     93.1    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        3        3       17       15       21       20                  
 
 
CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV                 Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 386 Hours)                  OPEN INTEREST:       48,395
COMMITMENTS
     300    2,050        0   48,095   46,345   48,395   48,395        0        0

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:      1,535)
     300      875        0    1,235      660    1,535    1,535        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6      4.2      0.0     99.4     95.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        6        0       13       13       14       19                  
 
 
PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV                  Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| 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:       55,177
COMMITMENTS
     927    1,533      469   53,611   53,123   55,007   55,125      170       52

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:       -151)
     126      -33       33     -310     -151     -151     -151        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 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       61,522
COMMITMENTS
   1,979    5,003      627   58,290   55,530   60,896   61,160      626      362

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:        -81)
     282      -94       69     -385      -56      -34      -81      -47        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.2      8.1      1.0     94.7     90.3     99.0     99.4      1.0      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       6        4        5       23       22       31       29                  
 
 
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       25,672
COMMITMENTS
      70    3,540      157   25,094   21,880   25,321   25,577      351       95

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:        250)
       0       12        0      226      238      226      250       24        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3     13.8      0.6     97.7     85.2     98.6     99.6      1.4      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 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours)                           OPEN INTEREST:       23,967
COMMITMENTS
       0    1,080        0   23,485   22,887   23,485   23,967      482        0

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:         75)
       0        0        0       75       75       75       75        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      4.5      0.0     98.0     95.5     98.0    100.0      2.0      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 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       28,310
COMMITMENTS
   1,222      429      748   25,818   26,440   27,788   27,617      522      693

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:        538)
       5        0        0      538      538      543      538       -5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.3      1.5      2.6     91.2     93.4     98.2     97.6      1.8      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        2        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 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours)                            OPEN INTEREST:       17,292
COMMITMENTS
     873    1,056      185   15,160   15,590   16,218   16,831    1,074      461

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:        660)
     -50        0        0      710      660      660      660        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.0      6.1      1.1     87.7     90.2     93.8     97.3      6.2      2.7

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 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       56,273
COMMITMENTS
   4,319    7,273    2,095   49,679   46,865   56,093   56,233      180       40

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:        494)
    -261      168      296      459       32      494      496        0       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.7     12.9      3.7     88.3     83.3     99.7     99.9      0.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       6        6        8       29       24       39       34                  
 
 
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours)                            OPEN INTEREST:       33,927
COMMITMENTS
   1,248    2,861    1,229   31,147   29,673   33,624   33,763      303      164

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:        405)
      -7       40      140      270      210      403      390        2       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.7      8.4      3.6     91.8     87.5     99.1     99.5      0.9      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        5        4       26       22       32       28                  
 
 
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV                          Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       17,182
COMMITMENTS
   1,010       75        0   16,112   17,080   17,122   17,155       60       27

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:        100)
       0        0        0      100      100      100      100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.9      0.4      0.0     93.8     99.4     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        1        0       17       16       21       17                  
 
 
PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV               Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours)                           OPEN INTEREST:       21,761
COMMITMENTS
   1,025        0       50   20,647   21,711   21,722   21,761       39        0

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:          1)
       0        0        0        1        1        1        1        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.7      0.0      0.2     94.9     99.8     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        0        1       15       10       19       11                  
 
 
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       10,435
COMMITMENTS
     515       75      300    8,934   10,045    9,749   10,420      686       15

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:         10)
     -10        0       10      -20        0      -20       10       30        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.9      0.7      2.9     85.6     96.3     93.4     99.9      6.6      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        1        2       16       14       19       17                  
 
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV              Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:        9,758
COMMITMENTS
     345       75      395    8,375    9,273    9,115    9,743      643       15

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

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.5      0.8      4.0     85.8     95.0     93.4     99.8      6.6      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        1        1       15       14       18       16                  
 
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV    Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       48,987
COMMITMENTS
   1,515       50    2,700   44,580   46,212   48,795   48,962      192       25

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:        215)
     -25        0        0      240      200      215      200        0       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.1      0.1      5.5     91.0     94.3     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       5        1        2       20       14       25       17                  
 
 
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       49,222
COMMITMENTS
   1,570       50    2,525   44,925   46,622   49,020   49,197      202       25

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:        215)
     -25        0        0      230      200      205      200       10       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.2      0.1      5.1     91.3     94.7     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       5        1        2       20       14       25       17                  
 
 
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      117,249
COMMITMENTS
   1,585    8,456    1,840  113,775  106,926  117,200  117,222       49       27

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:        732)
    -390       57       13    1,109      694      732      764        0      -32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.4      7.2      1.6     97.0     91.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
       5       12        8       43       33       55       46                  
 
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
352 MWh                                              OPEN INTEREST:      127,220
COMMITMENTS
   1,899    7,645    3,558  121,691  115,994  127,148  127,197       72       23

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:        987)
      69     -175        7      901    1,187      977    1,019       10      -32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.5      6.0      2.8     95.7     91.2     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
       9        9       10       47       37       63       49                  
 
 
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      595,460
COMMITMENTS
  42,894   23,797   67,602  484,683  503,208  595,179  594,607      281      853

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:     19,607)
   1,213    1,078      355   18,073   18,189   19,642   19,622      -35      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.2      4.0     11.4     81.4     84.5    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      27       21       29       50       49       87       89                  
 
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       16,405
COMMITMENTS
   3,130      600       65   13,125   15,720   16,320   16,385       85       20

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:        120)
       0        0        0      220      100      220      100     -100       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.1      3.7      0.4     80.0     95.8     99.5     99.9      0.5      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        1        2       18       16       22       19                  
 
 
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       13,581
COMMITMENTS
   2,680      600       65   10,629   12,896   13,374   13,561      207       20

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:        -90)
       0        0        0     -132     -110     -132     -110       42       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.7      4.4      0.5     78.3     95.0     98.5     99.9      1.5      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       4        1        2       18       16       22       19                  
 
 
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV                Code-0643ID
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours)                            OPEN INTEREST:        6,572
COMMITMENTS
     740        0        0    5,800    6,552    6,540    6,552       32       20

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:        509)
      10        0        0      499      509      509      509        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.3      0.0      0.0     88.3     99.7     99.5     99.7      0.5      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       4        0        0       18       13       22       13                  
 
 
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV                      Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000  metric tonnes                                  OPEN INTEREST:        6,964
COMMITMENTS
     512      220      309    5,700    5,250    6,521    5,779      443    1,185

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:         23)
     -10        3       19       90       21       99       43      -76      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.4      3.2      4.4     81.8     75.4     93.6     83.0      6.4     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       7        4        8       28       28       38       37                  
 
 
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV                 Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       33,169
COMMITMENTS
     731        0      210   31,946   32,793   32,887   33,003      282      166

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:      1,200)
      96        0        0    1,355    1,214    1,451    1,214     -251      -14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.2      0.0      0.6     96.3     98.9     99.1     99.5      0.9      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       3        0        1       38       38       42       39                  
 
 
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV              Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       18,635
COMMITMENTS
     120       46      107   18,257   18,127   18,484   18,280      151      355

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:        202)
     120      -12       22       70      215      212      225      -10      -23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6      0.2      0.6     98.0     97.3     99.2     98.1      0.8      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        1        1       20       28       22       29                  
 
 
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV               Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       12,792
COMMITMENTS
      29      345      483   11,924   11,474   12,436   12,302      356      490

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:        155)
       0       93      -35      263       97      228      155      -73        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      2.7      3.8     93.2     89.7     97.2     96.2      2.8      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       1        4        3       37       32       41       36                  
 
 
PROPANE OPIS CONWAY INWELL FP - ICE FUTURES ENERGY DIV               Code-06641E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:        5,073
COMMITMENTS
      35      196       93    4,370    4,449    4,498    4,738      575      335

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

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.7      3.9      1.8     86.1     87.7     88.7     93.4     11.3      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        2       11       16       13       19                  
 
 
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV              Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       33,309
COMMITMENTS
   1,750      769      618   30,887   31,846   33,255   33,233       54       76

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:      2,470)
     485       99       12    1,934    2,431    2,431    2,542       39      -72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.3      2.3      1.9     92.7     95.6     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       2        3        3       30       41       35       44                  
 
 
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV              Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       62,403
COMMITMENTS
   5,306    1,503    2,075   54,573   58,363   61,954   61,941      449      462

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:        751)
    -311       48      199      853      533      741      780       10      -29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.5      2.4      3.3     87.5     93.5     99.3     99.3      0.7      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      10        9       11       68       61       84       75                  
 
 
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV                   Code-06641H
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 Metric  Tonnes                                  OPEN INTEREST:        3,055
COMMITMENTS
     157        0       91    1,953    2,312    2,201    2,403      854      652

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:        241)
      24        0       43      179      194      246      237       -5        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.1      0.0      3.0     63.9     75.7     72.0     78.7     28.0     21.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        0        2       16       19       20       21                  
 
 
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV                 Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 BARRELS                                         OPEN INTEREST:       43,855
COMMITMENTS
      80        0        0   42,480   42,489   42,560   42,489    1,295    1,366

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:      3,565)
       0        0        0    3,210    3,205    3,210    3,205      355      360

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      0.0      0.0     96.9     96.9     97.0     96.9      3.0      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       1        0        0       25       29       26       29                  
 
 
ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV               Code-06742R
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:        2,817
COMMITMENTS
       0      980        0    2,765    1,762    2,765    2,742       52       75

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:     -1,712)
       0     -250        0   -1,727   -1,444   -1,727   -1,694       15      -18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     34.8      0.0     98.2     62.5     98.2     97.3      1.8      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        0        9       12        9       14                  
 
 
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV                  Code-06742T
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 BARRELS                                         OPEN INTEREST:       17,152
COMMITMENTS
       0        0        0   17,086   17,108   17,086   17,108       66       44

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:      1,541)
       0        0        0    1,541    1,541    1,541    1,541        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        0        0       19       17       19       17                  
 
 
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV               Code-06742U
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:      197,005
COMMITMENTS
       0        0        0  189,966  187,759  189,966  187,759    7,039    9,246

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:    -17,186)
       0        0        0  -15,522  -16,013  -15,522  -16,013   -1,664   -1,173

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     96.4     95.3     96.4     95.3      3.6      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       12       16       12       16                  



Updated October 30, 2020