CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV               Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20          |
--------------------------------------------------------------| 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 11/17/20 (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 11/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       27,196
COMMITMENTS
   3,800    3,496        0   22,914   23,240   26,714   26,736      482      460

CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST:        216)
    -781       -5        0      777       11       -4        6      220      210

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.0     12.9      0.0     84.3     85.5     98.2     98.3      1.8      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       5        4        0       19       11       24       15                  
 
 
CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV                   Code-0063CA
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:      126,364
COMMITMENTS
  19,662   31,175   12,131   93,874   81,632  125,668  124,938      696    1,426

CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST:      5,370)
    -588    2,746      761    4,867      763    5,040    4,270      330    1,100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.6     24.7      9.6     74.3     64.6     99.4     98.9      0.6      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      25       14       18       30       28       65       51                  
 
 
NJ SRECS - ICE FUTURES ENERGY DIV                                    Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:      141,939
COMMITMENTS
  39,996   16,722    3,016   98,927  122,201  141,939  141,939        0        0

CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST:        100)
       0        0      100        0        0      100      100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.2     11.8      2.1     69.7     86.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       7        5        4       16       16       23       25                  
 
 
PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV                        Code-0063CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:      152,550
COMMITMENTS
  21,995   26,869    4,000  126,555  121,681  152,550  152,550        0        0

CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST:      3,660)
     161    1,250       39    3,460    2,371    3,660    3,660        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.4     17.6      2.6     83.0     79.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       8        4        5       20       12       29       20                  
 
 
CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV                   Code-0063CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       99,412
COMMITMENTS
  36,927   20,332    7,255   54,441   71,740   98,623   99,327      789       85

CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST:     11,019)
   3,694    5,079       16    9,051    5,965   12,761   11,061   -1,742      -41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    37.1     20.5      7.3     54.8     72.2     99.2     99.9      0.8      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      18        8        9       25       23       46       37                  
 
 
RGGI VINTAGE 2019 - ICE FUTURES ENERGY DIV                           Code-0063CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       23,580
COMMITMENTS
   2,785      850        0   20,795   22,730   23,580   23,580        0        0

CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.8      3.6      0.0     88.2     96.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        1        0       11        9       15       10                  
 
 
CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV                Code-0063D9
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       33,976
COMMITMENTS
   5,066    1,116    3,832   24,778   28,978   33,676   33,926      300       50

CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST:        531)
       0        0        0      281      531      281      531      250        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.9      3.3     11.3     72.9     85.3     99.1     99.9      0.9      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       7        3        2       17       13       26       17                  
 
 
CALIF CARBON CURRENT AUCTION - ICE FUTURES ENERGY DIV                Code-0063DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       19,216
COMMITMENTS
     175   15,139        0   19,041    4,077   19,216   19,216        0        0

CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST:     -9,285)
       0     -240   -2,850   -6,035   -6,195   -8,885   -9,285     -400        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9     78.8      0.0     99.1     21.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        5        0       12        3       15        8                  
 
 
RGGI VINTAGE 2020 - ICE FUTURES ENERGY DIV                           Code-0063DJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       30,741
COMMITMENTS
   1,701    2,784      228   28,408   27,590   30,337   30,602      404      138

CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST:       -178)
  -2,230      169     -131    2,208     -264     -153     -227      -25       49

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.5      9.1      0.7     92.4     89.8     98.7     99.6      1.3      0.4

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 11/24/20          |
--------------------------------------------------------------| 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:       16,633
COMMITMENTS
   1,815    3,460       50   14,768   13,123   16,633   16,633        0        0

CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST:         50)
       0       50        0       50        0       50       50        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.9     20.8      0.3     88.8     78.9    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 11/24/20          |
--------------------------------------------------------------| 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:       20,296
COMMITMENTS
   2,448    6,920      440   17,383   12,936   20,271   20,296       25        0

CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST:          0)
     123        0        0     -123        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.1     34.1      2.2     85.6     63.7     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        5        2       11       10       14       17                  
 
 
MARYLAND COMPLIANCE REC TIER1 - ICE FUTURES ENERGY DIV               Code-0063DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(100 Tier 1 RECs)                                    OPEN INTEREST:       12,789
COMMITMENTS
   6,665      390        0    6,124   12,399   12,789   12,789        0        0

CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST:       -201)
       0        0        0     -201     -201     -201     -201        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    52.1      3.0      0.0     47.9     97.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        3        0        9        9       13       12                  
 
 
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV                          Code-0063DN
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       48,535
COMMITMENTS
  23,191   14,320    4,251   21,093   29,964   48,535   48,535        0        0

CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    47.8     29.5      8.8     43.5     61.7    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 11/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       26,126
COMMITMENTS
   8,135        0        0   17,472   26,126   25,607   26,126      519        0

CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST:        470)
   2,204        0        0   -1,749      470      455      470       15        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.1      0.0      0.0     66.9    100.0     98.0    100.0      2.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       7        0        0        9        6       16        6                  
 
 
CALIF CARBON ALLOWANCE V2023 - ICE FUTURES ENERGY DIV                Code-0063DX
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       14,015
COMMITMENTS
   2,965    1,046      465   10,385   12,054   13,815   13,565      200      450

CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST:        670)
     275        0        0      395      420      670      420        0      250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.2      7.5      3.3     74.1     86.0     98.6     96.8      1.4      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        2        1       10       10       13       13                  
 
 
MARINE FUEL OIL 0.5% FOB USGC - ICE FUTURES ENERGY DIV               Code-021397
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:       10,732
COMMITMENTS
      70        0       55   10,514   10,609   10,639   10,664       93       68

CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.7      0.0      0.5     98.0     98.9     99.1     99.4      0.9      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        1       14       19       15       20                  
 
 
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV                          Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:       30,732
COMMITMENTS
   5,421      496      679   24,529   29,519   30,629   30,694      103       38

CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST:      1,612)
     -15     -153      366    1,239    1,387    1,590    1,600       22       12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.6      1.6      2.2     79.8     96.1     99.7     99.9      0.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        2        4       28       33       33       37                  
 
 
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV       Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:       22,715
COMMITMENTS
     258    4,634      402   21,309   17,679   21,969   22,715      746        0

CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST:         26)
       0     -170      230     -204      -34       26       26        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1     20.4      1.8     93.8     77.8     96.7    100.0      3.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        3        3       21       18       26       22                  
 
 
USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV               Code-02141R
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
BBL                                                  OPEN INTEREST:        3,622
COMMITMENTS
       0      659       88    3,532    2,776    3,620    3,523        2       99

CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST:        503)
       0      -70       43      460      517      503      490        0       13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     18.2      2.4     97.5     76.6     99.9     97.3      0.1      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        2       15       13       17       15                  
 
 
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV                 Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    6,520,673
COMMITMENTS
 1081567   35,430  464,523  4927887  5995911  6473977  6495864   46,696   24,809

CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST:     80,375)
 -75,855  -41,758   54,487   98,796   69,194   77,428   81,923    2,947   -1,548

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.6      0.5      7.1     75.6     92.0     99.3     99.6      0.7      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      251)
      53       21       56      152      142      222      202                  
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:    1,454,785
COMMITMENTS
  87,408   24,152  463,758  899,252  963,761  1450418  1451671    4,367    3,114

CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST:    -39,764)
   9,358    1,157  -27,967  -22,415  -12,529  -41,024  -39,340    1,260     -424

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.0      1.7     31.9     61.8     66.2     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      20        9       22       46       50       73       74                  
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      207,692
COMMITMENTS
   1,411    1,397        0  183,398  200,184  184,809  201,581   22,883    6,111

CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST:        536)
    -147     -189      -62    4,341    1,165    4,132      914   -3,596     -378

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.7      0.7      0.0     88.3     96.4     89.0     97.1     11.0      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        2        0       24       19       25       21                  
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      146,022
COMMITMENTS
   4,834        0      459  132,569  134,572  137,862  135,031    8,160   10,991

CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST:        219)
      18        0      459     -999      157     -522      616      741     -397

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.3      0.0      0.3     90.8     92.2     94.4     92.5      5.6      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       5        0        3       18       21       23       24                  
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      309,541
COMMITMENTS
  13,904    2,372    1,584  284,042  298,532  299,530  302,488   10,011    7,053

CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST:      2,419)
     602     -277     -473    4,035    2,453    4,164    1,703   -1,745      716

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.5      0.8      0.5     91.8     96.4     96.8     97.7      3.2      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       9        1        5       31       32       40       38                  
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,107,776
COMMITMENTS
   4,735    8,851    1,185  1093003  1095253  1098923  1105289    8,853    2,487

CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST:     -4,679)
     336      187     -236   -4,480   -4,325   -4,380   -4,374     -299     -305

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      0.8      0.1     98.7     98.9     99.2     99.8      0.8      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       5        2        2       42       25       48       28                  
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      394,689
COMMITMENTS
  14,063    3,916      542  362,248  384,953  376,853  389,411   17,836    5,278

CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST:      3,814)
     465       62     -485    4,605    4,233    4,585    3,810     -771        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.6      1.0      0.1     91.8     97.5     95.5     98.7      4.5      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       7        2        3       39       35       46       40                  
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      642,802
COMMITMENTS
   3,346        0    1,685  630,069  639,244  635,100  640,929    7,702    1,873

CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST:      1,325)
     -33        0      248    1,104      469    1,319      717        6      608

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5      0.0      0.3     98.0     99.4     98.8     99.7      1.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       4        0        2       39       43       43       45                  
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      503,448
COMMITMENTS
       0    3,081        0  494,297  489,349  494,297  492,430    9,151   11,018

CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST:      7,828)
       0    2,673      -31    7,553    4,554    7,522    7,196      306      632

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.6      0.0     98.2     97.2     98.2     97.8      1.8      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       0        2        0       38       31       38       33                  
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      100,231
COMMITMENTS
       0      783      273   95,024   96,260   95,297   97,316    4,934    2,915

CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST:      2,265)
       0   -1,950      273      472    4,066      745    2,389    1,520     -124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.8      0.3     94.8     96.0     95.1     97.1      4.9      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        1       16       19       17       20                  
 
 
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                    Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       20,560
COMMITMENTS
   1,416        0        0   17,964   19,978   19,380   19,978    1,180      582

CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST:      2,573)
   1,416        0        0    1,999    2,935    3,415    2,935     -842     -362

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.9      0.0      0.0     87.4     97.2     94.3     97.2      5.7      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        0        0       21       18       24       18                  
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      358,456
COMMITMENTS
   3,856    4,108      970  343,134  347,911  347,960  352,989   10,496    5,467

CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST:     19,784)
     310    1,136      -30   17,578   18,760   17,858   19,866    1,926      -82

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1      1.1      0.3     95.7     97.1     97.1     98.5      2.9      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       2        2        2       26       27       29       30                  
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      177,345
COMMITMENTS
       0      186       31  172,956  169,562  172,987  169,779    4,358    7,566

CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST:      2,284)
       0      186       31    3,236    1,703    3,267    1,920     -983      364

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.1      0.0     97.5     95.6     97.5     95.7      2.5      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        1        1       23       20       24       21                  
 
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      268,804
COMMITMENTS
       0    8,103        0  264,326  257,585  264,326  265,688    4,478    3,116

CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST:      1,853)
       0       31        0    1,848    1,817    1,848    1,848        5        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      3.0      0.0     98.3     95.8     98.3     98.8      1.7      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        2        0       22       17       22       19                  
 
 
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV                      Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       46,407
COMMITMENTS
  19,292        0       93   25,828   45,707   45,213   45,800    1,194      607

CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST:      9,214)
   2,914        0       93    6,422    9,118    9,429    9,211     -215        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    41.6      0.0      0.2     55.7     98.5     97.4     98.7      2.6      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      10        0        1       18       20       28       21                  
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      602,838
COMMITMENTS
  11,061   13,930    5,474  578,762  574,831  595,297  594,235    7,541    8,603

CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST:     15,097)
     811   -5,558    1,367   14,796   20,841   16,974   16,650   -1,877   -1,553

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.8      2.3      0.9     96.0     95.4     98.7     98.6      1.3      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
       5        8        7       54       45       63       56                  
 
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV             Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      181,342
COMMITMENTS
       0        0        0  177,111  176,895  177,111  176,895    4,231    4,447

CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST:       -286)
       0        0        0     -547     -961     -547     -961      261      675

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     97.7     97.5     97.7     97.5      2.3      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       19       18       19       18                  
 
 
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      218,851
COMMITMENTS
   2,387        0      834  211,156  215,906  214,377  216,740    4,474    2,111

CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST:       -359)
   1,894        0        1   -2,455     -531     -560     -530      201      171

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1      0.0      0.4     96.5     98.7     98.0     99.0      2.0      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        0        2       21       20       24       22                  
 
 
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      200,029
COMMITMENTS
  10,803    1,662        0  184,219  196,341  195,022  198,003    5,007    2,026

CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST:     21,102)
   5,113      930        0   13,447   20,067   18,560   20,997    2,542      105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.4      0.8      0.0     92.1     98.2     97.5     99.0      2.5      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
       4        3        0       32       41       36       44                  
 
 
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV      Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      216,229
COMMITMENTS
  20,834    4,334    2,321  192,604  208,627  215,759  215,282      470      947

CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST:     22,280)
   2,964   -1,019    2,321   17,005   20,911   22,290   22,213      -10       67

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.6      2.0      1.1     89.1     96.5     99.8     99.6      0.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      10        5        4       44       51       56       58                  
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      112,515
COMMITMENTS
   1,674      210        0  108,110  111,875  109,784  112,085    2,731      430

CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST:      6,349)
    -124     -248        0    6,103    6,721    5,979    6,473      370     -124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.5      0.2      0.0     96.1     99.4     97.6     99.6      2.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       1        1        0       27       26       28       27                  
 
 
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV                     Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
MMBTU                                                OPEN INTEREST:       20,977
COMMITMENTS
       0      690        0   19,254   18,862   19,254   19,552    1,723    1,425

CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST:      1,488)
       0        0        0    1,362    1,395    1,362    1,395      126       93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      3.3      0.0     91.8     89.9     91.8     93.2      8.2      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        0       16       12       16       13                  
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      249,627
COMMITMENTS
  11,953    1,207    1,525  230,474  242,086  243,952  244,818    5,675    4,809

CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST:      5,673)
   1,536       24     -170    6,006    5,264    7,372    5,118   -1,699      555

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.8      0.5      0.6     92.3     97.0     97.7     98.1      2.3      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       5        2        4       36       38       43       42                  
 
 
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV                  Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      116,817
COMMITMENTS
       0        0        0  115,877  115,720  115,877  115,720      940    1,097

CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST:      5,940)
       0        0        0    5,874    5,444    5,874    5,444       66      496

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     99.2     99.1     99.2     99.1      0.8      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        0        0       13       22       13       22                  
 
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       91,995
COMMITMENTS
   1,835        0        0   79,564   86,625   81,399   86,625   10,596    5,370

CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST:       -769)
    -217        0        0     -780     -833     -997     -833      228       64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.0      0.0      0.0     86.5     94.2     88.5     94.2     11.5      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        0       19       19       20       19                  
 
 
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV          Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      210,845
COMMITMENTS
       0    1,658    1,672  204,000  204,695  205,672  208,025    5,173    2,820

CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST:      4,543)
       0      353      174    3,934    6,030    4,108    6,557      435   -2,014

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.8      0.8     96.8     97.1     97.5     98.7      2.5      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       0        3        2       25       34       27       37                  
 
 
NORTHERN NATURAL GAS - DEMARCATION POOL (BASIS) - ICE FUTURES ENERGY Code-0233BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       36,937
COMMITMENTS
     217        0        0   32,665   33,910   32,882   33,910    4,055    3,027

CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST:        794)
     217        0        0      429      841      646      841      148      -47

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6      0.0      0.0     88.4     91.8     89.0     91.8     11.0      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        0       14       13       15       13                  
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      192,941
COMMITMENTS
       0      239       93  180,242  188,160  180,335  188,492   12,606    4,449

CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST:        729)
       0      239       93    1,407      523    1,500      855     -771     -126

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.1      0.0     93.4     97.5     93.5     97.7      6.5      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        1        1       20       20       21       21                  
 
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       88,505
COMMITMENTS
       0        0        0   81,644   85,526   81,644   85,526    6,861    2,979

CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST:        738)
       0        0        0      240    2,467      240    2,467      498   -1,729

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     92.2     96.6     92.2     96.6      7.8      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       16       18       16       18                  
 
 
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV  Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       31,260
COMMITMENTS
   6,311        0        0   22,387   29,436   28,698   29,436    2,562    1,824

CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST:        899)
     279        0        0    1,690    1,079    1,969    1,079   -1,070     -180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.2      0.0      0.0     71.6     94.2     91.8     94.2      8.2      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        0        0       10       15       14       15                  
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      214,439
COMMITMENTS
   3,098        0      797  202,488  203,368  206,383  204,165    8,056   10,274

CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST:      1,342)
    -425        0      336    1,251    1,127    1,162    1,463      180     -121

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.4      0.0      0.4     94.4     94.8     96.2     95.2      3.8      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        0        1       10       15       13       16                  
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      176,283
COMMITMENTS
   5,329    1,407      805  161,839  166,788  167,973  169,000    8,310    7,283

CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST:        -87)
       8      997     -213     -259   -1,357     -464     -573      377      486

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.0      0.8      0.5     91.8     94.6     95.3     95.9      4.7      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       2        2        2       31       31       35       33                  
 
 
SOCAL CITYGATE FINANCIAL BASIS - ICE FUTURES ENERGY DIV              Code-0233BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
MMBtu                                                OPEN INTEREST:       34,287
COMMITMENTS
   4,993        0        0   22,430   33,052   27,423   33,052    6,864    1,235

CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.6      0.0      0.0     65.4     96.4     80.0     96.4     20.0      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       6        0        0       10       11       16       11                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV          Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       56,102
COMMITMENTS
   3,384      510        0   51,269   53,587   54,653   54,097    1,449    2,005

CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST:      5,606)
     744        0        0    4,675    6,699    5,419    6,699      187   -1,093

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.0      0.9      0.0     91.4     95.5     97.4     96.4      2.6      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        1        0       16       19       19       20                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      236,973
COMMITMENTS
   3,084    4,423      310  225,895  223,361  229,289  228,094    7,684    8,879

CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST:       -536)
    -186      125       93     -710   -1,328     -803   -1,110      267      574

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3      1.9      0.1     95.3     94.3     96.8     96.3      3.2      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       2        4        1       32       34       34       39                  
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:      114,943
COMMITMENTS
       0      310        0  111,217  110,537  111,217  110,847    3,726    4,096

CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST:      1,102)
       0      310        0    1,296      956    1,296    1,266     -194     -164

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.3      0.0     96.8     96.2     96.8     96.4      3.2      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        1        0       25       29       25       30                  
 
 
TRANSCO ZONE 6 MONTHLY INDEX - ICE FUTURES ENERGY DIV                Code-0233CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       23,164
COMMITMENTS
     270      480        0   21,779   22,318   22,049   22,798    1,115      366

CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.2      2.1      0.0     94.0     96.3     95.2     98.4      4.8      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        0        9       13       10       14                  
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      120,112
COMMITMENTS
       0    1,498        0  111,354  113,416  111,354  114,914    8,758    5,198

CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST:      1,222)
       0        0        0    1,160      310    1,160      310       62      912

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.2      0.0     92.7     94.4     92.7     95.7      7.3      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        0       13       16       13       17                  
 
 
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       44,883
COMMITMENTS
     278      177       93   41,868   43,154   42,239   43,424    2,644    1,459

CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST:      3,906)
     278      -93       93    2,897    3,751    3,268    3,751      638      155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6      0.4      0.2     93.3     96.1     94.1     96.7      5.9      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        1        1       16       19       18       20                  
 
 
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV                   Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MM Btus                                         OPEN INTEREST:      349,488
COMMITMENTS
       0    3,522      214  337,447  340,804  337,661  344,540   11,827    4,948

CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST:     14,841)
       0    2,694        0   13,680   11,173   13,680   13,867    1,161      974

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.0      0.1     96.6     97.5     96.6     98.6      3.4      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       0        3        1       34       26       35       29                  
 
 
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV                         Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      102,490
COMMITMENTS
       0        0        0   93,663  100,353   93,663  100,353    8,827    2,137

CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST:      3,233)
       0        0        0    3,233    3,202    3,233    3,202        0       31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     91.4     97.9     91.4     97.9      8.6      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       14       13       14       13                  
 
 
TETCO M2 Index (Receipts) - ICE FUTURES ENERGY DIV                   Code-0233DW
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MM Btus                                         OPEN INTEREST:       21,919
COMMITMENTS
   2,332        0        0   18,856   21,615   21,188   21,615      731      304

CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST:      3,913)
     682        0        0    3,014    3,789    3,696    3,789      217      124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.6      0.0      0.0     86.0     98.6     96.7     98.6      3.3      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        0        0        8       15       11       15                  
 
 
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV                            Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:      184,666
COMMITMENTS
       0      350      177  178,045  179,750  178,222  180,277    6,444    4,389

CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST:      5,607)
       0      350      177    4,725    5,409    4,902    5,936      705     -329

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.2      0.1     96.4     97.3     96.5     97.6      3.5      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        1        1       18       28       19       29                  
 
 
REX ZONE 3 INDEX - ICE FUTURES ENERGY DIV                            Code-0233ED
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:       17,643
COMMITMENTS
       0        0        0   17,338   16,737   17,338   16,737      305      906

CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     98.3     94.9     98.3     94.9      1.7      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       10       13       10       13                  
 
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                       Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:        7,702
COMMITMENTS
     677      783      790    5,828    6,068    7,295    7,640      407       61

CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST:       -504)
      -9     -141      -69     -356     -254     -433     -464      -70      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.8     10.2     10.3     75.7     78.8     94.7     99.2      5.3      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       8        7       13       19       20       33       34                  
 
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                        Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       35,054
COMMITMENTS
   6,291    1,227    1,050   27,688   32,777   35,029   35,054       25        0

CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST:        110)
    -312      170       40      442        0      170      210      -60     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.9      3.5      3.0     79.0     93.5     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       7        4        7       21       24       30       33                  
 
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1 MWh for about 368 Hours)                          OPEN INTEREST:       32,479
COMMITMENTS
   5,400    2,290      260   26,819   29,929   32,479   32,479        0        0

CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST:        -65)
    -150       25       10       75     -100      -65      -65        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.6      7.1      0.8     82.6     92.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       4        3        2       18       21       23       25                  
 
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                      Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1Megawatt for 368 Hours)               OPEN INTEREST:      136,596
COMMITMENTS
  22,204    4,990    3,040  110,766  128,269  136,010  136,299      586      297

CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST:      2,389)
      54      -33     -108    2,360    2,460    2,306    2,319       83       70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.3      3.7      2.2     81.1     93.9     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      15       13       12       36       37       56       57                  
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       60,291
COMMITMENTS
   5,994      785    1,504   52,793   57,946   60,291   60,235        0       56

CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST:        403)
      48       35       25      330      343      403      403        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.9      1.3      2.5     87.6     96.1    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       7        3        7       23       26       33       34                  
 
 
CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV                 Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 386 Hours)                  OPEN INTEREST:       34,353
COMMITMENTS
     300    2,266      150   33,903   31,937   34,353   34,353        0        0

CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST:        250)
       0        0       75      175      175      250      250        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9      6.6      0.4     98.7     93.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        5        2       15       13       18       18                  
 
 
PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV              Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20          |
--------------------------------------------------------------| 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:       51,851
COMMITMENTS
  14,406    5,027    1,798   35,475   44,945   51,679   51,770      172       81

CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST:       -826)
    -271       93        0     -295     -909     -566     -816     -260      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.8      9.7      3.5     68.4     86.7     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       5        3        3       24       27       30       32                  
 
 
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV                Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       69,007
COMMITMENTS
  19,883    4,260    2,478   46,244   61,934   68,605   68,672      402      335

CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST:       -398)
    -330      420     -237      198     -133     -369       50      -29     -448

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.8      6.2      3.6     67.0     89.8     99.4     99.5      0.6      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       7        6        3       26       24       34       32                  
 
 
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV                Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       64,934
COMMITMENTS
   1,470      364    1,766   61,306   62,804   64,542   64,934      392        0

CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST:        728)
     155     -135      -70      643      933      728      728        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.3      0.6      2.7     94.4     96.7     99.4    100.0      0.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3        2        3       26       28       30       32                  
 
 
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV                      Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       83,394
COMMITMENTS
   1,458      615    2,126   79,406   80,617   82,990   83,358      404       36

CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST:      2,933)
     255      -50     -155    2,833    3,138    2,933    2,933        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.7      0.7      2.5     95.2     96.7     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       4        2        3       30       26       35       30                  
 
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                      Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       37,514
COMMITMENTS
     150      220        0   37,107   36,656   37,257   36,876      257      638

CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST:       -225)
      50       50        0     -270     -295     -220     -245       -5       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      0.6      0.0     98.9     97.7     99.3     98.3      0.7      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        2        0       20       16       23       18                  
 
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours)                           OPEN INTEREST:       26,969
COMMITMENTS
     960      750        0   25,643   25,984   26,603   26,734      366      235

CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST:        146)
     600      150        0     -454     -194      146      -44        0      190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.6      2.8      0.0     95.1     96.3     98.6     99.1      1.4      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        3        0       21       18       23       21                  
 
 
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV                 Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       95,556
COMMITMENTS
   9,933    4,279    2,369   82,886   88,818   95,189   95,467      367       89

CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST:        655)
    -370     -725      241      782    1,165      653      681        2      -26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.4      4.5      2.5     86.7     92.9     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      13       11       14       42       35       61       54                  
 
 
ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV                    Code-06439V
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       24,186
COMMITMENTS
      50    1,248        0   24,076   22,938   24,126   24,186       60        0

CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST:        810)
       0      483        0      810      327      810      810        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      5.2      0.0     99.5     94.8     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        0       12       18       13       20                  
 
 
ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439W
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       23,941
COMMITMENTS
      50    1,248        0   23,831   22,693   23,881   23,941       60        0

CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST:      1,116)
       0      483        0    1,116      633    1,116    1,116        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      5.2      0.0     99.5     94.8     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        2        0       11       18       12       20                  
 
 
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       60,257
COMMITMENTS
   2,458    1,650      650   56,849   57,569   59,957   59,869      300      388

CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST:        678)
     713      -10      -50        1      738      664      678       14        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.1      2.7      1.1     94.3     95.5     99.5     99.4      0.5      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       5        2        4       24       22       30       27                  
 
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       40,907
COMMITMENTS
     250      160        0   40,625   40,107   40,875   40,267       32      640

CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST:         30)
     100       50        0      -70      -20       30       30        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6      0.4      0.0     99.3     98.0     99.9     98.4      0.1      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        2        0       25       18       28       20                  
 
 
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV                    Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       42,029
COMMITMENTS
     325    1,155        0   41,131   40,729   41,456   41,884      573      145

CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST:       -429)
    -780      260      -70      301     -619     -549     -429      120        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8      2.7      0.0     97.9     96.9     98.6     99.7      1.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        7        0       23       23       25       30                  
 
 
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV                     Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       58,749
COMMITMENTS
   2,043        0       84   55,789   58,395   57,916   58,479      833      270

CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST:        714)
      46        0        0      623      639      669      639       45       75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.5      0.0      0.1     95.0     99.4     98.6     99.5      1.4      0.5

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 11/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       62,224
COMMITMENTS
   2,336      155      283   59,050   61,583   61,669   62,021      555      203

CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST:        396)
     -10       25       21      380      460      391      506        5     -110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.8      0.2      0.5     94.9     99.0     99.1     99.7      0.9      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        2        2       27       19       30       23                  
 
 
ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV              Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20          |
--------------------------------------------------------------| 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:       90,973
COMMITMENTS
   2,452    1,057    2,216   86,125   87,665   90,793   90,938      180       35

CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST:      1,391)
     -61     -502     -198    1,638    2,135    1,379    1,435       12      -44

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.7      1.2      2.4     94.7     96.4     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3        3        3       25       27       28       33                  
 
 
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:      109,947
COMMITMENTS
   3,447    2,588    3,214  102,811  104,008  109,472  109,810      475      137

CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST:      3,103)
     912     -113     -119    2,323    3,478    3,116    3,246      -13     -143

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.1      2.4      2.9     93.5     94.6     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       4       12        8       28       30       38       44                  
 
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                            Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       54,529
COMMITMENTS
     615    3,975      250   53,649   50,214   54,514   54,439       15       90

CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST:        332)
      50       75        0      307      212      357      287      -25       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1      7.3      0.5     98.4     92.1    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        1        2       19       14       22       17                  
 
 
CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV                 Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 386 Hours)                  OPEN INTEREST:       46,185
COMMITMENTS
     150    1,900      150   45,885   44,135   46,185   46,185        0        0

CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST:        190)
       0        0        0      190      190      190      190        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      4.1      0.3     99.4     95.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        5        1       15       14       16       20                  
 
 
PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV                  Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20          |
--------------------------------------------------------------| 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:       54,232
COMMITMENTS
     700    1,398      449   52,883   52,299   54,032   54,146      200       86

CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST:       -225)
    -102        0        3     -175     -244     -274     -241       49       16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3      2.6      0.8     97.5     96.4     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        2        3       22       21       27       25                  
 
 
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV                       Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       60,371
COMMITMENTS
     795    4,754      471   58,351   54,773   59,617   59,998      754      373

CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST:       -183)
    -584       45      -35      355     -246     -264     -236       81       53

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3      7.9      0.8     96.7     90.7     98.8     99.4      1.2      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       4        4        3       21       22       27       27                  
 
 
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       26,643
COMMITMENTS
       0    3,663      164   26,129   22,691   26,293   26,518      350      125

CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST:        670)
       0       60        0      667      570      667      630        3       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     13.7      0.6     98.1     85.2     98.7     99.5      1.3      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        5        1       16       14       17       19                  
 
 
NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV                Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours)                           OPEN INTEREST:       23,805
COMMITMENTS
       0    1,090        0   23,337   22,675   23,337   23,765      468       40

CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST:        340)
       0       60        0      337      240      337      300        3       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      4.6      0.0     98.0     95.3     98.0     99.8      2.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        2        0       17       14       17       16                  
 
 
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       28,415
COMMITMENTS
   1,780      398      781   25,202   26,534   27,763   27,713      652      702

CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST:        350)
      -5       35       -5      360      325      350      355        0       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.3      1.4      2.7     88.7     93.4     97.7     97.5      2.3      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       4        2        3       18       16       24       19                  
 
 
NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV               Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours)                            OPEN INTEREST:       16,787
COMMITMENTS
     493      900      297   14,991   15,074   15,781   16,271    1,006      516

CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST:        170)
    -100       10        0      270      260      170      270        0     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.9      5.4      1.8     89.3     89.8     94.0     96.9      6.0      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        3        2       12       11       14       16                  
 
 
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       53,648
COMMITMENTS
   4,014    7,618    1,602   47,849   44,270   53,465   53,490      183      158

CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST:        476)
    -141      230      110      602      211      571      551      -95      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.5     14.2      3.0     89.2     82.5     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       4        8        6       28       25       36       35                  
 
 
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours)                            OPEN INTEREST:       32,981
COMMITMENTS
   1,389    3,215    1,188   30,138   28,273   32,715   32,676      266      305

CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST:        383)
     134      390        0      526      182      660      572     -277     -189

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.2      9.7      3.6     91.4     85.7     99.2     99.1      0.8      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        6        4       23       20       29       27                  
 
 
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV                          Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       16,737
COMMITMENTS
   1,155        0        0   15,537   16,710   16,692   16,710       45       27

CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST:        -75)
       0        0        0      -75      -75      -75      -75        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.9      0.0      0.0     92.8     99.8     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        0        0       17       16       21       16                  
 
 
PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV               Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours)                           OPEN INTEREST:       21,753
COMMITMENTS
   1,500        0       75   20,152   21,678   21,727   21,753       26        0

CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST:        105)
       0        0        0      105      105      105      105        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.9      0.0      0.3     92.6     99.7     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       5        0        1       14       10       19       11                  
 
 
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       10,435
COMMITMENTS
     625        0      320    8,873   10,005    9,818   10,325      617      110

CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST:        -25)
       0        0        0      -25      -25      -25      -25        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.0      0.0      3.1     85.0     95.9     94.1     98.9      5.9      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        0        3       14       13       18       16                  
 
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV              Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:        9,808
COMMITMENTS
     455        0      415    8,393    9,263    9,263    9,678      545      130

CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST:        -18)
       0        0        0      -18      -18      -18      -18        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.6      0.0      4.2     85.6     94.4     94.4     98.7      5.6      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        0        2       14       13       18       15                  
 
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV    Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       51,096
COMMITMENTS
   1,510        0    2,615   46,765   48,456   50,890   51,071      206       25

CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST:        600)
       0        0        0      600      600      600      600        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.0      0.0      5.1     91.5     94.8     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       5        0        1       21       14       26       15                  
 
 
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       51,481
COMMITMENTS
   1,515        0    2,490   47,260   48,966   51,265   51,456      216       25

CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST:        600)
       0        0        0      600      600      600      600        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.9      0.0      4.8     91.8     95.1     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       5        0        1       21       13       26       14                  
 
 
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      116,191
COMMITMENTS
   1,676    9,088    2,123  112,254  104,931  116,053  116,142      138       49

CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST:      1,790)
     356      -74       -9    1,437    1,873    1,784    1,790        6        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.4      7.8      1.8     96.6     90.3     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       4       12        7       41       33       51       46                  
 
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
352 MWh                                              OPEN INTEREST:      125,091
COMMITMENTS
   2,195    8,276    3,610  119,199  113,178  125,004  125,064       87       27

CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST:      1,781)
     419     -522      109    1,242    2,194    1,770    1,781       11        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.8      6.6      2.9     95.3     90.5     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
       8        7        8       44       37       58       48                  
 
 
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      606,910
COMMITMENTS
  39,251   22,068   69,837  497,240  514,611  606,328  606,516      582      394

CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST:      7,426)
  -1,417   -2,491    2,919    5,649    6,812    7,151    7,240      275      186

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.5      3.6     11.5     81.9     84.8     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      26       25       29       49       48       88       89                  
 
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       16,035
COMMITMENTS
   3,000      600       65   12,835   15,290   15,900   15,955      135       80

CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST:         60)
       0        0        0       60       60       60       60        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.7      3.7      0.4     80.0     95.4     99.2     99.5      0.8      0.5

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 11/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       13,166
COMMITMENTS
   2,685      600       65   10,181   12,421   12,931   13,086      235       80

CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST:         10)
       0        0        0       10       10       10       10        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.4      4.6      0.5     77.3     94.3     98.2     99.4      1.8      0.6

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 11/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours)                            OPEN INTEREST:        7,911
COMMITMENTS
     500        0        0    7,404    7,881    7,904    7,881        7       30

CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST:        492)
     160        0        0      357      482      517      482      -25       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.3      0.0      0.0     93.6     99.6     99.9     99.6      0.1      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        0        0       21       15       25       15                  
 
 
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV                      Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000  metric tonnes                                  OPEN INTEREST:        7,482
COMMITMENTS
     374      250      266    6,251    5,895    6,891    6,411      591    1,071

CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST:        267)
       8      -18       34      170      164      212      180       55       87

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.0      3.3      3.6     83.5     78.8     92.1     85.7      7.9     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       6        2        6       33       32       40       39                  
 
 
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV                 Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       33,159
COMMITMENTS
   1,080       73      160   31,707   32,791   32,947   33,024      212      135

CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST:        804)
     200       23        0      625      774      825      797      -21        7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.3      0.2      0.5     95.6     98.9     99.4     99.6      0.6      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       2        1        1       41       40       44       41                  
 
 
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV              Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       22,323
COMMITMENTS
     857        0       30   21,235   21,962   22,122   21,992      201      331

CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST:      1,533)
     295        0      -50    1,253    1,571    1,498    1,521       35       12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.8      0.0      0.1     95.1     98.4     99.1     98.5      0.9      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        0        1       21       28       24       29                  
 
 
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV               Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       13,228
COMMITMENTS
     160      315      421   12,317   11,865   12,898   12,601      330      627

CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST:        760)
     -59        0        0      761      664      702      664       58       96

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.2      2.4      3.2     93.1     89.7     97.5     95.3      2.5      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       1        3        4       41       36       45       40                  
 
 
PROPANE OPIS CONWAY INWELL FP - ICE FUTURES ENERGY DIV               Code-06641E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:        5,883
COMMITMENTS
      25      194       93    5,355    5,237    5,473    5,524      410      359

CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST:        610)
       0       60        0      630      640      630      700      -20      -90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      3.3      1.6     91.0     89.0     93.0     93.9      7.0      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        2        2       13       17       15       20                  
 
 
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV              Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       28,588
COMMITMENTS
     895    1,042      128   27,550   27,364   28,573   28,534       15       54

CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST:        922)
     -90       65        0    1,065    1,022      975    1,087      -53     -165

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.1      3.6      0.4     96.4     95.7     99.9     99.8      0.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       2        3        2       32       43       36       46                  
 
 
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV              Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       60,158
COMMITMENTS
   5,603    1,811    1,466   52,720   56,646   59,789   59,923      369      235

CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST:        261)
     874      278     -438       14      777      450      617     -189     -356

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.3      3.0      2.4     87.6     94.2     99.4     99.6      0.6      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
       8        8       10       74       70       87       83                  
 
 
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV                   Code-06641H
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 Metric  Tonnes                                  OPEN INTEREST:        3,194
COMMITMENTS
     156        0      204    1,834    2,526    2,194    2,730    1,000      464

CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST:        220)
     -25        0       50       28       68       53      118      167      102

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.9      0.0      6.4     57.4     79.1     68.7     85.5     31.3     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       5        0        3       18       21       23       24                  
 
 
CRUDE DIFF-WCS HOUSTON/WTI 1ST - ICE FUTURES ENERGY DIV              Code-06739C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 Barrels                                         OPEN INTEREST:       19,221
COMMITMENTS
       0        0        0   19,131   19,221   19,131   19,221       90        0

CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST:       -465)
       0        0        0     -555      135     -555      135       90     -600

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     99.5    100.0     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       15       12       15       12                  
 
 
WTI CRUDE OIL 1ST LINE - ICE FUTURES ENERGY DIV                      Code-06741Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 US barrels per lot                              OPEN INTEREST:       98,591
COMMITMENTS
  51,586    2,053   17,196   22,532   63,138   91,313   82,387    7,278   16,204

CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST:      2,921)
      61     -182    2,059    1,282    1,636    3,401    3,513     -480     -592

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    52.3      2.1     17.4     22.9     64.0     92.6     83.6      7.4     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       5        4        8       11        9       20       17                  
 
 
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV                 Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 BARRELS                                         OPEN INTEREST:       44,463
COMMITMENTS
      60        0        0   42,723   42,789   42,783   42,789    1,680    1,674

CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST:     -5,741)
     -10        0        0   -5,306   -5,409   -5,316   -5,409     -425     -332

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      0.0      0.0     96.1     96.2     96.2     96.2      3.8      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        0        0       24       27       25       27                  
 
 
ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV               Code-06742R
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:        2,982
COMMITMENTS
       0      980        0    2,920    1,942    2,920    2,922       62       60

CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST:        160)
       0        0        0      150      175      150      175       10      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     32.9      0.0     97.9     65.1     97.9     98.0      2.1      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        2        0       10       13       10       15                  
 
 
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV                  Code-06742T
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 BARRELS                                         OPEN INTEREST:       18,358
COMMITMENTS
       0        0        0   18,322   18,271   18,322   18,271       36       87

CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST:     -1,369)
       0        0        0     -864   -1,172     -864   -1,172     -505     -197

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     99.8     99.5     99.8     99.5      0.2      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       15       15       15       15                  
 
 
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV               Code-06742U
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:      202,560
COMMITMENTS
       0        0        0  192,871  191,322  192,871  191,322    9,689   11,238

CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST:      1,145)
       0        0        0    1,725    1,789    1,725    1,789     -580     -644

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     95.2     94.5     95.2     94.5      4.8      5.5

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



Updated November 30, 2020