CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV               Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20          |
--------------------------------------------------------------| 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 10/27/20 (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 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       29,716
COMMITMENTS
   8,147    5,357        0   21,557   24,359   29,704   29,716       12        0

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:        -85)
  -1,100        0        0    1,034      -85      -66      -85      -19        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.4     18.0      0.0     72.5     82.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       5        5        0       17       12       22       17                  
 
 
CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV                   Code-0063CA
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:      125,665
COMMITMENTS
  21,141   31,970   12,036   92,404   81,583  125,580  125,588       85       77

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:     -7,989)
  -4,684    1,372   -2,607     -674   -6,744   -7,964   -7,979      -25      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.8     25.4      9.6     73.5     64.9     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      24       12       14       30       27       60       47                  
 
 
NJ SRECS - ICE FUTURES ENERGY DIV                                    Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:      140,839
COMMITMENTS
  40,012   16,722    2,000   98,827  122,117  140,839  140,839        0        0

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:       -500)
    -100        0      100     -500     -600     -500     -500        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.4     11.9      1.4     70.2     86.7    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 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:      141,838
COMMITMENTS
  21,767   23,259    3,778  116,293  114,801  141,838  141,838        0        0

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:      4,369)
   1,084    2,800      665    2,620      904    4,369    4,369        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.3     16.4      2.7     82.0     80.9    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 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       69,537
COMMITMENTS
  27,801    8,410    6,697   34,697   54,406   69,195   69,512      342       25

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:      4,665)
   4,750      451    1,000   -1,174    3,214    4,576    4,665       90        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    40.0     12.1      9.6     49.9     78.2     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      19        5        7       23       20       44       30                  
 
 
RGGI VINTAGE 2019 - ICE FUTURES ENERGY DIV                           Code-0063CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       26,490
COMMITMENTS
   5,625      850        0   20,865   25,640   26,490   26,490        0        0

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:       -773)
       0        0        0     -773     -773     -773     -773        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.2      3.2      0.0     78.8     96.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       5        1        0       12        9       17       10                  
 
 
CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV                Code-0063D9
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       31,673
COMMITMENTS
   5,116    1,116    3,732   22,825   26,825   31,673   31,673        0        0

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:     -1,700)
       0        0        0   -1,700   -1,700   -1,700   -1,700        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.2      3.5     11.8     72.1     84.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       8        3        2       16       13       26       17                  
 
 
CALIF CARBON CURRENT AUCTION - ICE FUTURES ENERGY DIV                Code-0063DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       22,846
COMMITMENTS
     150   15,054      375   22,321    7,417   22,846   22,846        0        0

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:        250)
       0     -500      175       75      575      250      250        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.7     65.9      1.6     97.7     32.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        5        2       13        5       17       10                  
 
 
RGGI VINTAGE 2020 - ICE FUTURES ENERGY DIV                           Code-0063DJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       31,437
COMMITMENTS
   3,988    2,823      317   26,716   28,206   31,021   31,345      416       92

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:      6,396)
     573      -15     -121    5,845    6,488    6,297    6,352       99       44

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.7      9.0      1.0     85.0     89.7     98.7     99.7      1.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        5        2       18       14       22       20                  
 
 
CT RECs CLASS 1 - ICE FUTURES ENERGY DIV                             Code-0063DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20          |
--------------------------------------------------------------| 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:       16,127
COMMITMENTS
   1,815    3,410       50   14,262   12,667   16,127   16,127        0        0

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:          7)
       0        0        0        7        7        7        7        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.3     21.1      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 11/03/20          |
--------------------------------------------------------------| 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:       19,866
COMMITMENTS
   2,276    6,920      440   17,125   12,506   19,841   19,866       25        0

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:        250)
     150        0        0      100      250      250      250        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.5     34.8      2.2     86.2     63.0     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 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(100 Tier 1 RECs)                                    OPEN INTEREST:       12,990
COMMITMENTS
   6,665      390        0    6,325   12,600   12,990   12,990        0        0

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:        300)
     300       50        0        0      250      300      300        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    51.3      3.0      0.0     48.7     97.0    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 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       50,275
COMMITMENTS
  24,191   14,320    4,251   21,833   31,704   50,275   50,275        0        0

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:      1,500)
   1,000    1,000        0      500      500    1,500    1,500        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    48.1     28.5      8.5     43.4     63.1    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 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       23,371
COMMITMENTS
   3,041        0        0   19,828   23,371   22,869   23,371      502        0

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:        384)
    -450        0        0      825      384      375      384        9        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.0      0.0      0.0     84.8    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 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       13,245
COMMITMENTS
   2,765    1,046      465    9,990   11,709   13,220   13,220       25       25

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:      2,069)
      69      615     -615    2,615    2,069    2,069    2,069        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.9      7.9      3.5     75.4     88.4     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        2        1        9       10       13       13                  
 
 
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV                          Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:       27,419
COMMITMENTS
   5,436      619      163   21,731   26,627   27,330   27,409       89       10

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:     -5,946)
   1,244     -385   -1,057   -6,033   -4,514   -5,846   -5,956     -100       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.8      2.3      0.6     79.3     97.1     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        2        3       28       27       32       31                  
 
 
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV       Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:       19,866
COMMITMENTS
     270    4,994       85   18,765   14,787   19,120   19,866      746        0

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:     -3,765)
    -116    1,095     -827   -2,797   -4,033   -3,740   -3,765      -25        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.4     25.1      0.4     94.5     74.4     96.2    100.0      3.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        3        1       20       15       24       18                  
 
 
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV                 Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    6,382,721
COMMITMENTS
 1207811   73,299  408,657  4722296  5881216  6338764  6363172   43,957   19,549

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:   -103,488)
 -73,130   30,158   14,846  -42,867 -145,693 -101,151 -100,689   -2,337   -2,799

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.9      1.1      6.4     74.0     92.1     99.3     99.7      0.7      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      239)
      48       20       52      152      131      217      186                  
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:    1,468,738
COMMITMENTS
  72,893    8,983  454,273  939,503  1003763  1466670  1467019    2,068    1,719

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:   -107,906)
 -33,600  -40,440  -17,888  -54,020  -47,131 -105,508 -105,459   -2,398   -2,447

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.0      0.6     30.9     64.0     68.3     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      16       10       24       48       50       74       74                  
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      217,412
COMMITMENTS
   2,017    2,093      152  188,398  206,519  190,567  208,764   26,845    8,648

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:      4,023)
   1,287       31     -124    2,008      749    3,171      656      852    3,367

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9      1.0      0.1     86.7     95.0     87.7     96.0     12.3      4.0

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 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      154,912
COMMITMENTS
   6,781        0      654  138,368  141,971  145,803  142,625    9,109   12,287

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:      3,475)
   1,350        0      108    1,192    2,299    2,650    2,407      825    1,068

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.4      0.0      0.4     89.3     91.6     94.1     92.1      5.9      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       7        0        3       20       22       27       25                  
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      330,445
COMMITMENTS
  17,924    2,733    2,900  294,836  319,717  315,660  325,350   14,785    5,095

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:      6,911)
  -1,847     -173     -193    5,237    8,012    3,197    7,646    3,714     -735

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.4      0.8      0.9     89.2     96.8     95.5     98.5      4.5      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      10        2        4       32       38       43       43                  
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,108,719
COMMITMENTS
     737    8,149    2,330  1095829  1095811  1098896  1106290    9,823    2,429

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:    -29,012)
  -1,349   -1,923      304  -28,823  -26,423  -29,868  -28,042      856     -970

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      0.7      0.2     98.8     98.8     99.1     99.8      0.9      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       2        2        2       41       25       44       28                  
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      396,026
COMMITMENTS
  13,820    2,174    2,174  364,521  381,287  380,515  385,635   15,511   10,391

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:      9,297)
  -1,826        0      367    9,324    9,096    7,865    9,463    1,432     -166

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.5      0.5      0.5     92.0     96.3     96.1     97.4      3.9      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       5        1        3       45       39       50       43                  
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      660,755
COMMITMENTS
   3,707        0    1,452  646,530  656,430  651,689  657,882    9,066    2,873

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:     12,246)
   2,172     -692     -122   10,169   12,520   12,219   11,706       27      540

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6      0.0      0.2     97.8     99.3     98.6     99.6      1.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       4        0        3       40       37       44       40                  
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      517,200
COMMITMENTS
     240      895      246  508,385  505,005  508,871  506,146    8,329   11,054

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:      2,174)
       0      -97      -31    1,757   -1,786    1,726   -1,914      448    4,088

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.2      0.0     98.3     97.6     98.4     97.9      1.6      2.1

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 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      102,781
COMMITMENTS
       0    2,848        0   99,330   94,407   99,330   97,255    3,451    5,526

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:      5,520)
       0     -245        0    5,800    6,289    5,800    6,044     -280     -524

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.8      0.0     96.6     91.9     96.6     94.6      3.4      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        2        0       19       18       19       20                  
 
 
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                    Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       27,690
COMMITMENTS
   2,759      376      120   23,344   26,222   26,223   26,718    1,467      972

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:        240)
       0     -120      120       60      180      180      180       60       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.0      1.4      0.4     84.3     94.7     94.7     96.5      5.3      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        1        1       18       18       20       19                  
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      338,922
COMMITMENTS
   2,426    5,355    1,542  320,521  325,898  324,489  332,795   14,433    6,127

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:      1,749)
       0    1,077    1,213    2,673     -219    3,886    2,071   -2,137     -322

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.7      1.6      0.5     94.6     96.2     95.7     98.2      4.3      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       1        3        2       26       28       29       31                  
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      182,392
COMMITMENTS
       0      209       31  177,767  175,769  177,798  176,009    4,594    6,383

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:      2,346)
       0        0        0    1,884    2,377    1,884    2,377      462      -31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.1      0.0     97.5     96.4     97.5     96.5      2.5      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        1        1       24       22       25       23                  
 
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      279,118
COMMITMENTS
       0    8,967        0  273,713  268,335  273,713  277,302    5,405    1,816

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:     10,214)
       0    2,254        0    9,134    9,180    9,134   11,434    1,080   -1,220

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      3.2      0.0     98.1     96.1     98.1     99.3      1.9      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        2        0       23       21       23       23                  
 
 
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV                      Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       46,276
COMMITMENTS
  20,416        0        0   23,983   45,849   44,399   45,849    1,877      427

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:      2,464)
   1,312        0        0      367    2,434    1,679    2,434      785       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    44.1      0.0      0.0     51.8     99.1     95.9     99.1      4.1      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       8        0        0       18       23       26       23                  
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      614,394
COMMITMENTS
  16,412   19,148    8,052  576,068  576,967  600,532  604,167   13,862   10,227

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:     17,601)
  -8,153    3,798    6,455   16,344    4,391   14,646   14,644    2,955    2,957

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.7      3.1      1.3     93.8     93.9     97.7     98.3      2.3      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
       7        7        7       51       44       62       54                  
 
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV             Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      190,509
COMMITMENTS
     869        0       62  184,648  186,260  185,579  186,322    4,930    4,187

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:      1,487)
     869        0       62      289    1,457    1,220    1,519      267      -32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5      0.0      0.0     96.9     97.8     97.4     97.8      2.6      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        0        1       20       19       23       20                  
 
 
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      229,316
COMMITMENTS
   2,103        7      440  219,711  227,079  222,254  227,526    7,062    1,790

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:      2,479)
    -148        7      210       89    1,730      151    1,947    2,328      532

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9      0.0      0.2     95.8     99.0     96.9     99.2      3.1      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        1        2       22       23       24       25                  
 
 
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      222,553
COMMITMENTS
  14,218    3,665        0  198,878  212,569  213,096  216,234    9,457    6,319

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:      9,762)
   2,266      286     -420    3,138    5,374    4,984    5,240    4,778    4,522

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.4      1.6      0.0     89.4     95.5     95.8     97.2      4.2      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       6        3        0       30       37       36       40                  
 
 
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV      Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      238,069
COMMITMENTS
  27,211    4,551    2,011  202,383  227,425  231,605  233,987    6,464    4,082

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:     10,285)
   1,683    1,232       76    3,090    5,857    4,849    7,165    5,436    3,120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.4      1.9      0.8     85.0     95.5     97.3     98.3      2.7      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      12        4        2       43       56       56       61                  
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      117,059
COMMITMENTS
       0      210        0  115,719  116,014  115,719  116,224    1,340      835

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:      5,617)
       0      210        0    5,407    5,159    5,407    5,369      210      248

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.2      0.0     98.9     99.1     98.9     99.3      1.1      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       0        1        0       27       28       27       29                  
 
 
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV                     Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
MMBTU                                                OPEN INTEREST:       30,425
COMMITMENTS
   3,830      248      690   24,933   27,597   29,453   28,535      972    1,890

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:        720)
      60        0      -30      570      316      600      286      120      434

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.6      0.8      2.3     81.9     90.7     96.8     93.8      3.2      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        1        1       20       20       22       22                  
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      258,855
COMMITMENTS
   9,525    1,264    3,062  239,651  249,074  252,238  253,400    6,617    5,455

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:      5,093)
    -631      258      216    5,937    5,754    5,522    6,228     -429   -1,135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.7      0.5      1.2     92.6     96.2     97.4     97.9      2.6      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       4        2        4       37       37       43       41                  
 
 
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV                  Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      104,733
COMMITMENTS
       0        0        0  103,971  103,998  103,971  103,998      762      735

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:        750)
       0        0        0      660      810      660      810       90      -60

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        0        0       20       21       20       21                  
 
 
NATURAL GAS INDEX: EP SAN JUAN - ICE FUTURES ENERGY DIV              Code-0233AX
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20          |
--------------------------------------------------------------| 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   15,528   16,074   15,528    1,168    1,714

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0     -372        0     -372        0      372

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     93.2     90.1     93.2     90.1      6.8      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       12       12       12       12                  
 
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       99,488
COMMITMENTS
   3,115        0        0   86,279   93,786   89,394   93,786   10,094    5,702

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:       -355)
    -213        0     -181     -302     -782     -696     -963      341      608

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.1      0.0      0.0     86.7     94.3     89.9     94.3     10.1      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        0        0       19       21       21       21                  
 
 
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV          Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      212,522
COMMITMENTS
       0    3,362    1,796  205,717  201,849  207,513  207,007    5,009    5,515

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:      2,146)
       0     -395        0      153    3,337      153    2,942    1,993     -796

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.6      0.8     96.8     95.0     97.6     97.4      2.4      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       0        5        2       28       33       30       38                  
 
 
NORTHERN NATURAL GAS - DEMARCATION POOL (BASIS) - ICE FUTURES ENERGY Code-0233BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       39,628
COMMITMENTS
     389        0       31   34,393   35,845   34,813   35,876    4,815    3,752

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:        -43)
       0        0        0     -135     -276     -135     -276       92      233

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.0      0.0      0.1     86.8     90.5     87.8     90.5     12.2      9.5

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 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      196,238
COMMITMENTS
       0        0        0  186,453  193,121  186,453  193,121    9,785    3,117

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:      5,428)
       0        0        0    3,060    5,280    3,060    5,280    2,368      148

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     95.0     98.4     95.0     98.4      5.0      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 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       88,292
COMMITMENTS
       0        0        0   82,273   85,555   82,273   85,555    6,019    2,737

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:        589)
       0        0        0       65      425       65      425      524      164

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     93.2     96.9     93.2     96.9      6.8      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       17       19       17       19                  
 
 
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV  Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       40,325
COMMITMENTS
   6,731        0      434   28,473   38,573   35,638   39,007    4,687    1,318

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:      1,171)
    -701      -44       44      341      222     -316      222    1,487      949

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.7      0.0      1.1     70.6     95.7     88.4     96.7     11.6      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       5        0        1       18       18       23       19                  
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      213,018
COMMITMENTS
   2,427        0      923  200,408  199,354  203,758  200,277    9,260   12,741

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:        482)
      53     -698     -179   -1,845     -861   -1,971   -1,738    2,453    2,220

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1      0.0      0.4     94.1     93.6     95.7     94.0      4.3      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        0        2       11       15       15       17                  
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      185,955
COMMITMENTS
   5,720      844       90  170,247  176,910  176,057  177,844    9,898    8,111

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:      2,103)
       0     -867   -1,016    2,625    3,270    1,609    1,387      494      716

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.1      0.5      0.0     91.6     95.1     94.7     95.6      5.3      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       3        2        1       33       32       37       34                  
 
 
SOCAL CITYGATE FINANCIAL BASIS - ICE FUTURES ENERGY DIV              Code-0233BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
MMBtu                                                OPEN INTEREST:       37,706
COMMITMENTS
   5,236        0        0   27,912   34,625   33,148   34,625    4,558    3,081

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:      2,018)
     269        0        0    1,416      911    1,685      911      333    1,107

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.9      0.0      0.0     74.0     91.8     87.9     91.8     12.1      8.2

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 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       52,220
COMMITMENTS
   2,671      510        0   44,195   49,012   46,866   49,522    5,354    2,698

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:         90)
     150       30        0   -3,190     -420   -3,040     -390    3,130      480

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.1      1.0      0.0     84.6     93.9     89.7     94.8     10.3      5.2

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 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      249,203
COMMITMENTS
   5,836    4,413      691  230,741  238,716  237,268  243,820   11,935    5,383

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:     16,306)
  -1,685      184        0   13,474   15,458   11,789   15,642    4,517      664

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.3      1.8      0.3     92.6     95.8     95.2     97.8      4.8      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       3        4        3       30       33       34       39                  
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:      125,583
COMMITMENTS
       0    3,853       62  121,323  116,479  121,385  120,394    4,198    5,189

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:      1,699)
       0     -658        0    2,029    1,609    2,029      951     -330      748

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      3.1      0.0     96.6     92.8     96.7     95.9      3.3      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       0        4        1       28       28       29       32                  
 
 
TRANSCO ZONE 6 MONTHLY INDEX - ICE FUTURES ENERGY DIV                Code-0233CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       27,704
COMMITMENTS
   1,324      480        0   25,889   26,858   27,213   27,338      491      366

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:        814)
     394        0        0      234      724      628      724      186       90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.8      1.7      0.0     93.4     96.9     98.2     98.7      1.8      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        1        0        8       12       11       13                  
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      123,757
COMMITMENTS
       0    1,712        0  115,077  115,916  115,077  117,628    8,680    6,129

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:      1,776)
       0        0        0    1,386     -934    1,386     -934      390    2,710

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.4      0.0     93.0     93.7     93.0     95.0      7.0      5.0

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 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       43,702
COMMITMENTS
       0      611        0   40,780   40,082   40,780   40,693    2,922    3,009

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:      1,785)
       0      -90        0    1,665      325    1,665      235      120    1,550

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.4      0.0     93.3     91.7     93.3     93.1      6.7      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        1        0       16       20       16       21                  
 
 
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV                   Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MM Btus                                         OPEN INTEREST:      350,661
COMMITMENTS
     540    3,832        0  340,888  342,876  341,428  346,708    9,233    3,953

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:     21,485)
     -90      681        0   19,200   19,782   19,110   20,463    2,375    1,022

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      1.1      0.0     97.2     97.8     97.4     98.9      2.6      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       1        2        0       31       26       32       28                  
 
 
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV                         Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      102,295
COMMITMENTS
   1,971        0        0   92,603   99,799   94,574   99,799    7,721    2,496

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:      8,287)
   1,971     -169   -1,115    6,217   11,300    7,073   10,016    1,214   -1,729

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.9      0.0      0.0     90.5     97.6     92.5     97.6      7.5      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        0       15       14       16       14                  
 
 
TETCO M2 Index (Receipts) - ICE FUTURES ENERGY DIV                   Code-0233DW
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MM Btus                                         OPEN INTEREST:       23,627
COMMITMENTS
   2,146        0        0   20,651   23,199   22,797   23,199      830      428

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:        540)
      90        0        0      300      386      390      386      150      154

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.1      0.0      0.0     87.4     98.2     96.5     98.2      3.5      1.8

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 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:      175,925
COMMITMENTS
     996        0        0  169,326  170,733  170,322  170,733    5,603    5,192

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:      5,521)
       0        0        0    4,553    3,683    4,553    3,683      968    1,838

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6      0.0      0.0     96.2     97.0     96.8     97.0      3.2      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        0        0       19       26       20       26                  
 
 
REX ZONE 3 INDEX - ICE FUTURES ENERGY DIV                            Code-0233ED
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:       18,514
COMMITMENTS
       0        0        0   17,496   15,771   17,496   15,771    1,018    2,743

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:        210)
       0        0        0      210   -1,340      210   -1,340        0    1,550

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     94.5     85.2     94.5     85.2      5.5     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       10       15       10       15                  
 
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                       Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:        9,473
COMMITMENTS
     874    1,822      711    7,243    6,677    8,829    9,211      644      262

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:        -70)
     -64      409     -259       63     -410     -260     -260      190      190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.2     19.2      7.5     76.5     70.5     93.2     97.2      6.8      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       5       11       12       19       20       33       34                  
 
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                        Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       33,639
COMMITMENTS
   6,698      402      925   25,761   32,312   33,384   33,639      255        0

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:     -1,415)
      -2      -17      -18   -1,395   -1,380   -1,415   -1,415        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.9      1.2      2.7     76.6     96.1     99.2    100.0      0.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       7        3        4       20       21       28       27                  
 
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1 MWh for about 368 Hours)                          OPEN INTEREST:       31,224
COMMITMENTS
   5,175    1,815      335   25,714   29,074   31,224   31,224        0        0

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:     -1,818)
    -275      625     -350   -1,193   -2,093   -1,818   -1,818        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.6      5.8      1.1     82.4     93.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       4        2        3       18       21       24       24                  
 
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                      Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1Megawatt for 368 Hours)               OPEN INTEREST:      140,126
COMMITMENTS
  25,107    5,769    3,913  109,713  129,781  138,733  139,463    1,393      663

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:      2,597)
    -967      285      240    2,508    1,613    1,781    2,138      816      459

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.9      4.1      2.8     78.3     92.6     99.0     99.5      1.0      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      16       11       13       38       37       58       57                  
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       63,310
COMMITMENTS
   6,494    1,120    1,771   55,045   60,378   63,310   63,269        0       41

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:        534)
     773      125       -1     -238      410      534      534        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.3      1.8      2.8     86.9     95.4    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       9        4        6       23       25       35       32                  
 
 
CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV                 Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20          |
--------------------------------------------------------------| 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:       35,878
COMMITMENTS
     150    2,041       75   35,653   33,762   35,878   35,878        0        0

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:        -50)
       0       25        0      -50      -75      -50      -50        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      5.7      0.2     99.4     94.1    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 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 386 Hours)                  OPEN INTEREST:       54,503
COMMITMENTS
  14,620    4,649    2,054   37,612   47,486   54,286   54,189      217      314

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:        535)
       0      168        2      518      146      520      316       15      219

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.8      8.5      3.8     69.0     87.1     99.6     99.4      0.4      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       4        3        3       25       27       30       32                  
 
 
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV                Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       69,961
COMMITMENTS
  21,310    3,365    2,922   45,381   63,392   69,613   69,679      348      282

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:        352)
     -30      265       22      315     -117      307      170       45      182

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.5      4.8      4.2     64.9     90.6     99.5     99.6      0.5      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       9        4        5       28       26       38       34                  
 
 
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV                Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       68,316
COMMITMENTS
   1,495      628    1,828   64,416   65,360   67,739   67,816      577      500

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:      2,140)
      50       46      -18    1,958    1,612    1,990    1,640      150      500

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.2      0.9      2.7     94.3     95.7     99.2     99.3      0.8      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        3        3       27       28       31       32                  
 
 
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV                      Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       85,222
COMMITMENTS
   1,339      762    2,281   80,743   81,628   84,363   84,671      859      551

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:      2,433)
     198       -5        0    1,790    1,888    1,988    1,883      445      550

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.6      0.9      2.7     94.7     95.8     99.0     99.4      1.0      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       4        2        3       31       27       36       31                  
 
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                      Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       38,155
COMMITMENTS
     175      195        0   37,713   37,411   37,888   37,606      267      549

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:         45)
       0        0        0       75     -255       75     -255      -30      300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5      0.5      0.0     98.8     98.1     99.3     98.6      0.7      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        0       20       15       22       16                  
 
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours)                           OPEN INTEREST:       28,051
COMMITMENTS
     360      600        0   27,310   27,446   27,670   28,046      381        5

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:         84)
       0        0        0       84       84       84       84        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 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       96,608
COMMITMENTS
  10,403    5,131    2,461   83,382   88,902   96,246   96,494      362      114

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:     -1,533)
    -203      -68     -529     -803     -958   -1,535   -1,555        2       22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.8      5.3      2.5     86.3     92.0     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      17        6       14       40       33       61       49                  
 
 
ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV                    Code-06439V
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       19,863
COMMITMENTS
      75      175        0   19,728   19,688   19,803   19,863       60        0

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:       -960)
       0        0     -600     -360     -360     -960     -960        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      0.9      0.0     99.3     99.1     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        2        0       13       16       14       18                  
 
 
ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439W
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       19,674
COMMITMENTS
      75      175        0   19,539   19,499   19,614   19,674       60        0

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:       -384)
       0        0     -600      216      216     -384     -384        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      0.9      0.0     99.3     99.1     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        0       12       16       13       18                  
 
 
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       61,345
COMMITMENTS
   1,420    1,575      810   58,819   58,572   61,049   60,957      296      388

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:       -580)
    -200        0     -600      220       20     -580     -580        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.3      2.6      1.3     95.9     95.5     99.5     99.4      0.5      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       5        2        4       23       21       29       26                  
 
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       43,678
COMMITMENTS
     325      135        0   43,296   42,967   43,621   43,102       57      576

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:       -155)
       0        0        0     -165     -455     -165     -455       10      300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.7      0.3      0.0     99.1     98.4     99.9     98.7      0.1      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        1        0       25       20       28       21                  
 
 
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV                    Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       44,408
COMMITMENTS
   1,725    1,830       50   42,170   42,408   43,945   44,288      463      120

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:       -151)
     100       50      -20     -236     -181     -156     -151        5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.9      4.1      0.1     95.0     95.5     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 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       60,923
COMMITMENTS
   2,032        0      109   57,841   60,574   59,982   60,683      941      240

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:        290)
     -55        0        0      127      290       72      290      218        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.3      0.0      0.2     94.9     99.4     98.5     99.6      1.5      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        0        2       23       17       26       19                  
 
 
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       63,440
COMMITMENTS
   2,513      223      262   60,035   62,745   62,810   63,230      630      210

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:        544)
     -32       10        0      387      609      355      619      189      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.0      0.4      0.4     94.6     98.9     99.0     99.7      1.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        2        2       28       21       31       25                  
 
 
ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV              Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20          |
--------------------------------------------------------------| 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:       90,937
COMMITMENTS
   3,354    1,301    2,806   84,622   86,810   90,782   90,917      155       20

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:        808)
     -65       60      368      505      380      808      808        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.7      1.4      3.1     93.1     95.5     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2        4        3       25       25       28       31                  
 
 
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:      109,765
COMMITMENTS
   2,567    1,785    3,926  102,755  103,782  109,248  109,493      517      272

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:      1,755)
    -161      168      421    1,504    1,208    1,764    1,797       -9      -42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.3      1.6      3.6     93.6     94.5     99.5     99.8      0.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       5       10        7       28       30       36       44                  
 
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                            Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       56,533
COMMITMENTS
     555    3,622      363   55,615   52,503   56,533   56,488        0       45

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:        181)
     175        3      125     -119       53      181      181        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.0      6.4      0.6     98.4     92.9    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        3        3       17       14       22       19                  
 
 
CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV                 Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20          |
--------------------------------------------------------------| 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:       48,345
COMMITMENTS
     300    2,050        0   48,045   46,295   48,345   48,345        0        0

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:        -50)
       0        0        0      -50      -50      -50      -50        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        6        0       15       14       16       20                  
 
 
PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV                  Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20          |
--------------------------------------------------------------| 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:       55,766
COMMITMENTS
     925    1,533      468   54,201   53,713   55,594   55,714      172       52

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:        589)
      -2        0       -1      590      590      587      589        2        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.7      2.7      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 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       61,272
COMMITMENTS
   2,008    4,998      627   57,938   55,175   60,573   60,800      699      472

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:       -250)
      29       -5        0     -352     -355     -323     -360       73      110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.3      8.2      1.0     94.6     90.0     98.9     99.2      1.1      0.8

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 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       26,144
COMMITMENTS
      70    3,548      159   25,419   22,172   25,648   25,879      496      265

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:        472)
       0        8        2      325      292      327      302      145      170

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3     13.6      0.6     97.2     84.8     98.1     99.0      1.9      1.0

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 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours)                           OPEN INTEREST:       23,987
COMMITMENTS
       0    1,080        0   23,345   22,737   23,345   23,817      642      170

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:         20)
       0        0        0     -140     -150     -140     -150      160      170

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      4.5      0.0     97.3     94.8     97.3     99.3      2.7      0.7

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 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       28,566
COMMITMENTS
   1,296      433      804   25,558   26,584   27,658   27,821      908      745

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:        256)
      74        4       56     -260      144     -130      204      386       52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.5      1.5      2.8     89.5     93.1     96.8     97.4      3.2      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        3        4       18       16       23       20                  
 
 
NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV               Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours)                            OPEN INTEREST:       17,882
COMMITMENTS
     873    1,131      185   15,750   16,105   16,808   17,421    1,074      461

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:        590)
       0       75        0      590      515      590      590        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.9      6.3      1.0     88.1     90.1     94.0     97.4      6.0      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        4        2       12       11       14       17                  
 
 
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       56,856
COMMITMENTS
   4,504    7,528    2,142   49,745   47,121   56,391   56,791      465       65

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:        583)
     185      255       47       66      256      298      558      285       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.9     13.2      3.8     87.5     82.9     99.2     99.9      0.8      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 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours)                            OPEN INTEREST:       33,941
COMMITMENTS
   1,245    3,041    1,203   31,044   29,490   33,492   33,734      449      207

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:         14)
      -3      180      -26     -103     -183     -132      -29      146       43

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.7      9.0      3.5     91.5     86.9     98.7     99.4      1.3      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        5        5       26       21       33       27                  
 
 
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV                          Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       16,212
COMMITMENTS
     935        0        0   15,232   16,185   16,167   16,185       45       27

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:       -970)
     -75      -75        0     -880     -895     -955     -970      -15        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.8      0.0      0.0     94.0     99.8     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        0        0       17       14       21       14                  
 
 
PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV               Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours)                           OPEN INTEREST:       21,288
COMMITMENTS
   1,525        0       50   19,687   21,238   21,262   21,288       26        0

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:       -473)
     500        0        0     -960     -473     -460     -473      -13        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.2      0.0      0.2     92.5     99.8     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       5        0        1       14        9       19       10                  
 
 
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       10,555
COMMITMENTS
     620        0      375    8,801    9,875    9,796   10,250      759      305

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:        120)
     105      -75       75     -133     -170       47     -170       73      290

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.9      0.0      3.6     83.4     93.6     92.8     97.1      7.2      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        0        3       16       14       20       17                  
 
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV              Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:        9,878
COMMITMENTS
     450        0      470    8,261    9,103    9,181    9,573      697      305

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:        120)
     105      -75       75     -114     -170       66     -170       54      290

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.6      0.0      4.8     83.6     92.2     92.9     96.9      7.1      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        0        2       15       14       19       16                  
 
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV    Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       50,747
COMMITMENTS
   1,515       50    2,700   46,115   47,837   50,330   50,587      417      160

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:      1,760)
       0        0        0    1,535    1,625    1,535    1,625      225      135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.0      0.1      5.3     90.9     94.3     99.2     99.7      0.8      0.3

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 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       50,982
COMMITMENTS
   1,570       50    2,525   46,045   48,277   50,140   50,852      842      130

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:      1,760)
       0        0        0    1,120    1,655    1,120    1,655      640      105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.1      0.1      5.0     90.3     94.7     98.3     99.7      1.7      0.3

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 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      118,254
COMMITMENTS
   1,772    8,717    1,973  114,330  104,792  118,075  115,482      179    2,772

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:      1,005)
     187      261      133      555   -2,134      875   -1,740      130    2,745

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.5      7.4      1.7     96.7     88.6     99.8     97.7      0.2      2.3

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 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
352 MWh                                              OPEN INTEREST:      129,184
COMMITMENTS
   1,849    7,550    4,010  122,808  114,591  128,667  126,151      517    3,033

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:      1,964)
     -50      -95      452    1,117   -1,403    1,519   -1,046      445    3,010

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.4      5.8      3.1     95.1     88.7     99.6     97.7      0.4      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
       8        9       10       47       35       62       47                  
 
 
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      616,332
COMMITMENTS
  45,408   24,523   68,939  500,594  519,633  614,941  613,095    1,391    3,236

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:     20,872)
   2,514      726    1,337   15,911   16,425   19,762   18,488    1,110    2,384

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.4      4.0     11.2     81.2     84.3     99.8     99.5      0.2      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      25       23       29       49       48       86       88                  
 
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       16,465
COMMITMENTS
   3,130      600       65   13,105   15,300   16,300   15,965      165      500

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:         60)
       0        0        0      -20     -420      -20     -420       80      480

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.0      3.6      0.4     79.6     92.9     99.0     97.0      1.0      3.0

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 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       13,721
COMMITMENTS
   2,855      600       65   10,524   12,556   13,444   13,221      277      500

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:        140)
     175        0        0     -105     -340       70     -340       70      480

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.8      4.4      0.5     76.7     91.5     98.0     96.4      2.0      3.6

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 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours)                            OPEN INTEREST:        7,058
COMMITMENTS
     740        0        0    6,281    7,038    7,021    7,038       37       20

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:        486)
       0        0        0      481      486      481      486        5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.5      0.0      0.0     89.0     99.7     99.5     99.7      0.5      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       4        0        0       19       13       23       13                  
 
 
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV                      Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000  metric tonnes                                  OPEN INTEREST:        6,609
COMMITMENTS
     406      209      201    5,554    5,257    6,161    5,667      448      942

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:       -355)
    -106      -11     -108     -146        7     -360     -112        5     -243

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.1      3.2      3.0     84.0     79.5     93.2     85.7      6.8     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       5        3        4       28       30       34       36                  
 
 
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV                 Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       29,145
COMMITMENTS
     701       50      160   28,062   28,805   28,923   29,015      222      130

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:     -4,023)
     -30       50      -50   -3,883   -3,987   -3,963   -3,987      -60      -36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.4      0.2      0.5     96.3     98.8     99.2     99.6      0.8      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       3        1        1       37       38       41       39                  
 
 
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV              Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       18,725
COMMITMENTS
     462        0       80   18,057   18,341   18,599   18,421      126      304

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:         90)
     342      -46      -27     -200      214      115      141      -25      -51

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.5      0.0      0.4     96.4     97.9     99.3     98.4      0.7      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        0        1       18       26       21       27                  
 
 
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV               Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       11,379
COMMITMENTS
     199      332      402   10,441   10,038   11,042   10,772      337      607

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:     -1,413)
     170      -13      -81   -1,483   -1,436   -1,394   -1,530      -19      117

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.7      2.9      3.5     91.8     88.2     97.0     94.7      3.0      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       2        3        3       35       33       39       37                  
 
 
PROPANE OPIS CONWAY INWELL FP - ICE FUTURES ENERGY DIV               Code-06641E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:        5,137
COMMITMENTS
      25      134       93    4,589    4,545    4,707    4,772      430      365

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:         64)
     -10      -62        0      219       96      209       34     -145       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5      2.6      1.8     89.3     88.5     91.6     92.9      8.4      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        2       11       17       13       20                  
 
 
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV              Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       27,177
COMMITMENTS
   1,425      696      418   25,246   25,984   27,089   27,098       88       79

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:     -6,132)
    -325      -73     -200   -5,641   -5,862   -6,166   -6,135       34        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.2      2.6      1.5     92.9     95.6     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       2        3        2       29       40       33       43                  
 
 
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV              Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       57,593
COMMITMENTS
   4,343    1,550    1,645   51,280   54,138   57,268   57,333      325      260

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:     -4,810)
    -963       47     -430   -3,293   -4,225   -4,686   -4,608     -124     -202

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.5      2.7      2.9     89.0     94.0     99.4     99.5      0.6      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      10        7       11       69       62       84       75                  
 
 
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV                   Code-06641H
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 Metric  Tonnes                                  OPEN INTEREST:        2,406
COMMITMENTS
     208        0       26    1,396    1,988    1,630    2,014      776      392

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:       -649)
      51        0      -65     -557     -324     -571     -389      -78     -260

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.6      0.0      1.1     58.0     82.6     67.7     83.7     32.3     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        0        1       15       20       19       21                  
 
 
CRUDE DIFF-WCS HOUSTON/WTI 1ST - ICE FUTURES ENERGY DIV              Code-06739C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 Barrels                                         OPEN INTEREST:       19,041
COMMITMENTS
       0        0        0   19,041   19,041   19,041   19,041        0        0

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       15       14       15       14                  
 
 
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV                 Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 BARRELS                                         OPEN INTEREST:       45,810
COMMITMENTS
     100        0        0   44,235   44,309   44,335   44,309    1,475    1,501

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:      1,955)
      20        0        0    1,755    1,820    1,775    1,820      180      135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      0.0      0.0     96.6     96.7     96.8     96.7      3.2      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       1        0        0       26       31       27       31                  
 
 
ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV               Code-06742R
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20          |
--------------------------------------------------------------| 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 10/27/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     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 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 BARRELS                                         OPEN INTEREST:       18,167
COMMITMENTS
       0        0        0   17,981   18,123   17,981   18,123      186       44

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:      1,015)
       0        0        0      895    1,015      895    1,015      120        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     99.0     99.8     99.0     99.8      1.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        0        0       18       18       18       18                  
 
 
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV               Code-06742U
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:      197,185
COMMITMENTS
       0        0        0  188,196  186,399  188,196  186,399    8,989   10,786

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:        180)
       0        0        0   -1,770   -1,360   -1,770   -1,360    1,950    1,540

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     95.4     94.5     95.4     94.5      4.6      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       11       15       11       15                  



Updated November 06, 2020