CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV                                                      Code-0063CA
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1,000 California carbon allowances                                         :
     :          :                                                                            :
All  :    42,044:     4,499     16,160        240     37,223     25,569     41,962     41,969:        82         75
Old  :    42,044:     4,499     16,160        240     37,223     25,569     41,962     41,969:        82         75
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2020                    :
     :      -195:       -20         45         15       -190       -255       -195       -195:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.7       38.4        0.6       88.5       60.8       99.8       99.8:       0.2        0.2
Old  :     100.0:      10.7       38.4        0.6       88.5       60.8       99.8       99.8:       0.2        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:         5          8          4         15         18         23         27:
Old  :        36:         5          8          4         15         18         23         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 65.6       54.4       87.3       73.5       59.3       53.8       77.4       69.8
Old  :                 65.6       54.4       87.3       73.5       59.3       53.8       77.4       69.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NJ SRECS - ICE FUTURES ENERGY DIV                                                                       Code-0063CC
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (10 SRECs)                                                                 :
     :          :                                                                            :
All  :   147,289:    42,146     18,672      4,516    100,627    124,101    147,289    147,289:         0          0
Old  :   147,289:    42,146     18,672      4,516    100,627    124,101    147,289    147,289:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2020                    :
     :       100:         0          0        100          0          0        100        100:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.6       12.7        3.1       68.3       84.3      100.0      100.0:       0.0        0.0
Old  :     100.0:      28.6       12.7        3.1       68.3       84.3      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:         7          6          4         16         16         23         26:
Old  :        34:         7          6          4         16         16         23         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.6       84.4       84.9       91.6       61.3       80.1       83.2       86.3
Old  :                 61.6       84.4       84.9       91.6       61.3       80.1       83.2       86.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV                                                           Code-0063CH
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 100 MWh of renewable energy certificates                                   :
     :          :                                                                            :
All  :   160,960:    20,500     28,219      4,417    136,033    128,323    160,950    160,960:        10          0
Old  :   160,960:    20,500     28,219      4,417    136,033    128,323    160,950    160,960:        10          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2020                    :
     :     4,449:       -94        200        894      3,649      3,355      4,449      4,449:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.7       17.5        2.7       84.5       79.7      100.0      100.0:       0.0        0.0
Old  :     100.0:      12.7       17.5        2.7       84.5       79.7      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:         7          5          6         20         12         29         21:
Old  :        34:         7          5          6         20         12         29         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.6       72.2       71.8       90.4       40.3       68.8       61.4       77.6
Old  :                 46.6       72.2       71.8       90.4       40.3       68.8       61.4       77.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV                                                      Code-0063CJ
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1,000 California carbon allowances                                         :
     :          :                                                                            :
All  :   111,988:    49,671     31,596      4,536     57,113     75,728    111,320    111,861:       668        128
Old  :   111,988:    49,671     31,596      4,536     57,113     75,728    111,320    111,861:       668        128
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2020                    :
     :       820:       214       -140        230        412        730        856        820:       -36          1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.4       28.2        4.1       51.0       67.6       99.4       99.9:       0.6        0.1
Old  :     100.0:      44.4       28.2        4.1       51.0       67.6       99.4       99.9:       0.6        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        63:        25          8         10         25         22         53         38:
Old  :        63:        25          8         10         25         22         53         38:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.6       43.3       73.5       68.4       45.4       35.4       60.8       55.9
Old  :                 49.6       43.3       73.5       68.4       45.4       35.4       60.8       55.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV                                                   Code-0063D9
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1,000 California carbon allowances                                         :
     :          :                                                                            :
All  :    31,501:     4,879      2,984      1,936     24,650     26,580     31,465     31,500:        36          1
Old  :    31,501:     4,879      2,984      1,936     24,650     26,580     31,465     31,500:        36          1
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2020                    :
     :         0:         0         -1          0          0          0          0         -1:         0          1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.5        9.5        6.1       78.3       84.4       99.9      100.0:       0.1        0.0
Old  :     100.0:      15.5        9.5        6.1       78.3       84.4       99.9      100.0:       0.1        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         8          2          1         14         12         22         15:
Old  :        30:         8          2          1         14         12         22         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.4       65.1       72.8       91.2       47.4       64.8       68.4       87.0
Old  :                 49.4       65.1       72.8       91.2       47.4       64.8       68.4       87.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CALIF CARBON CURRENT AUCTION - ICE FUTURES ENERGY DIV                                                   Code-0063DB
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1,000 California carbon allowances                                         :
     :          :                                                                            :
All  :    21,091:        75     16,364        650     20,366      4,077     21,091     21,091:         0          0
Old  :    21,091:        75     16,364        650     20,366      4,077     21,091     21,091:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2020                    :
     :       225:       -25        125        100        150          0        225        225:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.4       77.6        3.1       96.6       19.3      100.0      100.0:       0.0        0.0
Old  :     100.0:       0.4       77.6        3.1       96.6       19.3      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         2          5          1         12          3         15          8:
Old  :        20:         2          5          1         12          3         15          8:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.3       95.4       90.8      100.0       60.3       95.4       90.8       96.4
Old  :                 60.3       95.4       90.8      100.0       60.3       95.4       90.8       96.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CT RECs CLASS 1 - ICE FUTURES ENERGY DIV                                                                Code-0063DK
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 100 MWh of Class 1 Renewable Energy Cert                                   :
     :          :                                                                            :
All  :    17,173:     2,015      3,260        225     14,933     13,688     17,173     17,173:         0          0
Old  :    17,173:     2,015      3,260        225     14,933     13,688     17,173     17,173:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2020                    :
     :         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.7       19.0        1.3       87.0       79.7      100.0      100.0:       0.0        0.0
Old  :     100.0:      11.7       19.0        1.3       87.0       79.7      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         1          7          3         11         10         15         17:
Old  :        26:         1          7          3         11         10         15         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 70.0       73.8       90.9       88.2       69.5       73.4       89.3       87.1
Old  :                 70.0       73.8       90.9       88.2       69.5       73.4       89.3       87.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV                                                   Code-0063DL
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 100 MWh of Class 1 Renewable Energy Cert                                   :
     :          :                                                                            :
All  :    21,049:     2,385      7,120        440     18,199     13,489     21,024     21,049:        25          0
Old  :    21,049:     2,385      7,120        440     18,199     13,489     21,024     21,049:        25          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2020                    :
     :         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.3       33.8        2.1       86.5       64.1       99.9      100.0:       0.1        0.0
Old  :     100.0:      11.3       33.8        2.1       86.5       64.1       99.9      100.0:       0.1        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         2          7          2         11         11         13         20:
Old  :        25:         2          7          2         11         11         13         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.1       65.0       86.3       89.2       63.0       61.9       81.9       82.6
Old  :                 64.1       65.0       86.3       89.2       63.0       61.9       81.9       82.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MARYLAND COMPLIANCE REC TIER1 - ICE FUTURES ENERGY DIV                                                  Code-0063DM
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (100 Tier 1 RECs)                                                          :
     :          :                                                                            :
All  :    12,789:     6,665        390          0      6,124     12,399     12,789     12,789:         0          0
Old  :    12,789:     6,665        390          0      6,124     12,399     12,789     12,789:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2020                    :
     :         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      52.1        3.0        0.0       47.9       97.0      100.0      100.0:       0.0        0.0
Old  :     100.0:      52.1        3.0        0.0       47.9       97.0      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         4          3          0          9          8         13         11:
Old  :        20:         4          3          0          9          8         13         11:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 66.0       72.7       90.1       97.0       66.0       60.7       84.6       82.0
Old  :                 66.0       72.7       90.1       97.0       66.0       60.7       84.6       82.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV                                                             Code-0063DN
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (10 SRECs)                                                                 :
     :          :                                                                            :
All  :    48,321:    20,167     15,071      4,000     24,154     29,250     48,321     48,321:         0          0
Old  :    48,321:    20,167     15,071      4,000     24,154     29,250     48,321     48,321:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2020                    :
     :         0:    -2,124        251       -251      2,375          0          0          0:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.7       31.2        8.3       50.0       60.5      100.0      100.0:       0.0        0.0
Old  :     100.0:      41.7       31.2        8.3       50.0       60.5      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         4          5          3         17         13         23         19:
Old  :        26:         4          5          3         17         13         23         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.7       58.4       78.4       84.4       57.8       50.9       67.3       68.7
Old  :                 60.7       58.4       78.4       84.4       57.8       50.9       67.3       68.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RGGI VINTAGE 2021 - ICE FUTURES ENERGY DIV                                                              Code-0063DW
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1,000 RGGI CO2 Allowances                                                  :
     :          :                                                                            :
All  :    33,651:     7,883          0         59     24,895     33,592     32,836     33,650:       815          1
Old  :    33,651:     7,883          0         59     24,895     33,592     32,836     33,650:       815          1
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2020                    :
     :       632:       -46          0         59        619        573        632        632:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.4        0.0        0.2       74.0       99.8       97.6      100.0:       2.4        0.0
Old  :     100.0:      23.4        0.0        0.2       74.0       99.8       97.6      100.0:       2.4        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         8          0          1         12         10         20         11:
Old  :        26:         8          0          1         12         10         20         11:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.4       95.1       86.7       99.4       61.2       93.8       85.5       96.9
Old  :                 61.4       95.1       86.7       99.4       61.2       93.8       85.5       96.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MARINE FUEL OIL 0.5% FOB USGC - ICE FUTURES ENERGY DIV                                                  Code-021397
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1000 barrels                                                               :
     :          :                                                                            :
All  :     8,000:       120        167         30      7,811      7,803      7,961      8,000:        39          0
Old  :     8,000:       120        167         30      7,811      7,803      7,961      8,000:        39          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2020                    :
     :    -1,763:         0        -21         25     -1,759     -1,747     -1,734     -1,743:       -29        -20
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.5        2.1        0.4       97.6       97.5       99.5      100.0:       0.5        0.0
Old  :     100.0:       1.5        2.1        0.4       97.6       97.5       99.5      100.0:       0.5        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         1          1          2         16         14         18         16:
Old  :        20:         1          1          2         16         14         18         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.6       45.7       85.5       77.7       30.7       30.7       41.3       42.3
Old  :                 61.6       45.7       85.5       77.7       30.7       30.7       41.3       42.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV                                                             Code-02141B
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1000 barrels                                                               :
     :          :                                                                            :
All  :    22,328:     5,758        525        227     16,275     21,554     22,260     22,306:        68         22
Old  :    22,328:     5,758        525        227     16,275     21,554     22,260     22,306:        68         22
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2020                    :
     :    -8,848:      -258        427       -546     -8,075     -8,751     -8,879     -8,870:        31         22
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.8        2.4        1.0       72.9       96.5       99.7       99.9:       0.3        0.1
Old  :     100.0:      25.8        2.4        1.0       72.9       96.5       99.7       99.9:       0.3        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:         4          2          3         27         34         32         38:
Old  :        41:         4          2          3         27         34         32         38:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.4       52.1       73.7       71.2       49.5       38.6       60.9       49.1
Old  :                 53.4       52.1       73.7       71.2       49.5       38.6       60.9       49.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV                                          Code-02141C
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1000 barrels                                                               :
     :          :                                                                            :
All  :    14,584:       125      4,427          0     13,712     10,153     13,837     14,580:       747          4
Old  :    14,584:       125      4,427          0     13,712     10,153     13,837     14,580:       747          4
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2020                    :
     :    -6,006:        21       -202       -315     -5,721     -5,491     -6,015     -6,008:         9          2
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.9       30.4        0.0       94.0       69.6       94.9      100.0:       5.1        0.0
Old  :     100.0:       0.9       30.4        0.0       94.0       69.6       94.9      100.0:       5.1        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         1          3          0         18         17         19         20:
Old  :        28:         1          3          0         18         17         19         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.6       76.2       70.8       92.6       49.5       76.1       68.7       85.7
Old  :                 49.6       76.2       70.8       92.6       49.5       76.1       68.7       85.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV                                                  Code-02141R
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : BBL                                                                        :
     :          :                                                                            :
All  :     4,019:         0        383        439      3,427      3,051      3,866      3,873:       153        146
Old  :     4,019:         0        383        439      3,427      3,051      3,866      3,873:       153        146
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2020                    :
     :      -243:         0         59          0       -220       -302       -220       -243:       -23          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        9.5       10.9       85.3       75.9       96.2       96.4:       3.8        3.6
Old  :     100.0:       0.0        9.5       10.9       85.3       75.9       96.2       96.4:       3.8        3.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         0          3          2         12         11         14         14:
Old  :        20:         0          3          2         12         11         14         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.6       59.6       84.2       83.6       57.6       50.5       71.1       67.2
Old  :                 63.6       59.6       84.2       83.6       57.6       50.5       71.1       67.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV                                                    Code-023391
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 MMBtus                                                                :
     :          :                                                                            :
All  : 6,227,975: 1,002,271     22,890    466,394  4,713,374  5,718,069  6,182,039  6,207,353:    45,936     20,622
Old  : 6,227,975: 1,002,271     22,890    466,394  4,713,374  5,718,069  6,182,039  6,207,353:    45,936     20,622
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2020                    :
     :  -359,747:    26,473    -26,456    -65,003   -318,259   -245,996   -356,789   -337,455:    -2,958    -22,292
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.1        0.4        7.5       75.7       91.8       99.3       99.7:       0.7        0.3
Old  :     100.0:      16.1        0.4        7.5       75.7       91.8       99.3       99.7:       0.7        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       239:        54         17         51        147        124        214        179:
Old  :       239:        54         17         51        147        124        214        179:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.0       41.9       38.0       62.6       21.4       41.8       36.2       61.3
Old  :                 22.0       41.9       38.0       62.6       21.4       41.8       36.2       61.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                                                    Code-023392
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  : 1,392,064:    42,623     16,288    471,354    874,743    901,767  1,388,719  1,389,409:     3,344      2,655
Old  : 1,392,064:    42,623     16,288    471,354    874,743    901,767  1,388,719  1,389,409:     3,344      2,655
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2020                    :
     :     5,953:   -17,708       -545      5,180     21,947      3,056      9,419      7,691:    -3,466     -1,738
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.1        1.2       33.9       62.8       64.8       99.8       99.8:       0.2        0.2
Old  :     100.0:       3.1        1.2       33.9       62.8       64.8       99.8       99.8:       0.2        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        81:        14         15         26         50         48         78         75:
Old  :        81:        14         15         26         50         48         78         75:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.5       56.0       76.9       76.1        4.5        4.4        5.8        5.8
Old  :                 57.5       56.0       76.9       76.1        4.5        4.4        5.8        5.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                                                         Code-023393
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :   205,599:     1,284      1,966        124    182,209    194,800    183,617    196,890:    21,982      8,709
Old  :   205,599:     1,284      1,966        124    182,209    194,800    183,617    196,890:    21,982      8,709
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2020                    :
     :      -265:         0        130          0       -850     -3,399       -850     -3,269:       585      3,004
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.6        1.0        0.1       88.6       94.7       89.3       95.8:      10.7        4.2
Old  :     100.0:       0.6        1.0        0.1       88.6       94.7       89.3       95.8:      10.7        4.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:         1          5          1         24         20         25         26:
Old  :        35:         1          5          1         24         20         25         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.1       76.5       72.2       86.4       55.0       73.6       68.4       80.5
Old  :                 56.1       76.5       72.2       86.4       55.0       73.6       68.4       80.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                                                        Code-023394
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :   145,447:     1,763      1,656        610    135,896    129,151    138,269    131,417:     7,178     14,030
Old  :   145,447:     1,763      1,656        610    135,896    129,151    138,269    131,417:     7,178     14,030
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2020                    :
     :     3,987:    -1,615      1,656       -203      6,214      1,944      4,396      3,397:      -409        590
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.2        1.1        0.4       93.4       88.8       95.1       90.4:       4.9        9.6
Old  :     100.0:       1.2        1.1        0.4       93.4       88.8       95.1       90.4:       4.9        9.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:         4          2          3         22         25         27         29:
Old  :        38:         4          2          3         22         25         27         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 72.1       44.5       85.2       68.7       67.8       38.9       76.3       63.0
Old  :                 72.1       44.5       85.2       68.7       67.8       38.9       76.3       63.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                                                          Code-023395
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :   290,135:     7,619      3,045      2,759    267,174    270,935    277,552    276,739:    12,583     13,396
Old  :   290,135:     7,619      3,045      2,759    267,174    270,935    277,552    276,739:    12,583     13,396
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2020                    :
     :     5,989:    -1,208        231      1,991      4,245      2,239      5,028      4,461:       961      1,528
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.6        1.0        1.0       92.1       93.4       95.7       95.4:       4.3        4.6
Old  :     100.0:       2.6        1.0        1.0       92.1       93.4       95.7       95.4:       4.3        4.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        53:         8          4          5         28         33         39         39:
Old  :        53:         8          4          5         28         33         39         39:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.3       45.9       71.6       67.5       49.7       38.4       61.7       54.8
Old  :                 57.3       45.9       71.6       67.5       49.7       38.4       61.7       54.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                                                                 Code-023396
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  : 1,033,346:     1,743      7,236      1,127  1,021,326  1,021,079  1,024,196  1,029,442:     9,150      3,904
Old  : 1,033,346:     1,743      7,236      1,127  1,021,326  1,021,079  1,024,196  1,029,442:     9,150      3,904
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2020                    :
     :   -52,184:    -3,654        -88       -684    -49,516    -52,246    -53,854    -53,018:     1,670        834
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.2        0.7        0.1       98.8       98.8       99.1       99.6:       0.9        0.4
Old  :     100.0:       0.2        0.7        0.1       98.8       98.8       99.1       99.6:       0.9        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        50:         4          2          2         41         24         46         27:
Old  :        50:         4          2          2         41         24         46         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.3       61.7       66.6       90.8       47.3       61.4       66.4       88.4
Old  :                 47.3       61.7       66.6       90.8       47.3       61.4       66.4       88.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                                                              Code-023397
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :   381,757:    12,225      5,459        492    351,554    361,262    364,271    367,213:    17,486     14,544
Old  :   381,757:    12,225      5,459        492    351,554    361,262    364,271    367,213:    17,486     14,544
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2020                    :
     :     1,792:       265        604       -238      1,034      1,349      1,061      1,715:       731         77
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.2        1.4        0.1       92.1       94.6       95.4       96.2:       4.6        3.8
Old  :     100.0:       3.2        1.4        0.1       92.1       94.6       95.4       96.2:       4.6        3.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        62:         6          4          3         43         33         50         39:
Old  :        62:         6          4          3         43         33         50         39:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.3       49.2       63.3       66.6       45.3       42.3       62.3       57.6
Old  :                 45.3       49.2       63.3       66.6       45.3       42.3       62.3       57.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                                                                  Code-023398
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :   621,692:     4,843          0      1,029    607,099    614,603    612,971    615,632:     8,721      6,060
Old  :   621,692:     4,843          0      1,029    607,099    614,603    612,971    615,632:     8,721      6,060
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2020                    :
     :     3,016:      -535          0       -112      2,330       -745      1,683       -857:     1,333      3,873
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.8        0.0        0.2       97.7       98.9       98.6       99.0:       1.4        1.0
Old  :     100.0:       0.8        0.0        0.2       97.7       98.9       98.6       99.0:       1.4        1.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        60:         4          0          1         38         43         42         44:
Old  :        60:         4          0          1         38         43         42         44:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.0       48.4       76.6       68.8       61.0       48.1       76.5       66.6
Old  :                 61.0       48.4       76.6       68.8       61.0       48.1       76.5       66.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                                                                 Code-023399
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :   483,669:         0      1,176          0    474,859    465,368    474,859    466,544:     8,810     17,125
Old  :   483,669:         0      1,176          0    474,859    465,368    474,859    466,544:     8,810     17,125
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2020                    :
     :    -5,235:         0         32          0     -5,135     -7,113     -5,135     -7,081:      -100      1,846
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.2        0.0       98.2       96.2       98.2       96.5:       1.8        3.5
Old  :     100.0:       0.0        0.2        0.0       98.2       96.2       98.2       96.5:       1.8        3.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:         0          2          0         34         31         34         33:
Old  :        46:         0          2          0         34         31         34         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.8       53.8       73.6       73.0       52.6       51.9       69.4       66.4
Old  :                 52.8       53.8       73.6       73.0       52.6       51.9       69.4       66.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV                                           Code-02339E
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :    98,027:         0          0          0     91,720     93,648     91,720     93,648:     6,307      4,379
Old  :    98,027:         0          0          0     91,720     93,648     91,720     93,648:     6,307      4,379
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2020                    :
     :       -21:         0          0          0       -638        260       -638        260:       617       -281
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0       93.6       95.5       93.6       95.5:       6.4        4.5
Old  :     100.0:       0.0        0.0        0.0       93.6       95.5       93.6       95.5:       6.4        4.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         0          0          0         14         19         14         19:
Old  :        21:         0          0          0         14         19         14         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 76.9       52.5       89.8       71.5       75.1       50.3       79.6       66.4
Old  :                 76.9       52.5       89.8       71.5       75.1       50.3       79.6       66.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                                                       Code-02339Q
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :    24,380:     1,364          0          0     22,582     24,101     23,946     24,101:       434        279
Old  :    24,380:     1,364          0          0     22,582     24,101     23,946     24,101:       434        279
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2020                    :
     :         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.6        0.0        0.0       92.6       98.9       98.2       98.9:       1.8        1.1
Old  :     100.0:       5.6        0.0        0.0       92.6       98.9       98.2       98.9:       1.8        1.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:         3          0          0         24         18         27         18:
Old  :        40:         3          0          0         24         18         27         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.2       58.5       55.4       78.9       33.2       58.4       54.4       74.5
Old  :                 34.2       58.5       55.4       78.9       33.2       58.4       54.4       74.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV                                         Code-02339U
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :   351,289:     2,180      3,057      1,238    333,098    342,986    336,516    347,281:    14,773      4,008
Old  :   351,289:     2,180      3,057      1,238    333,098    342,986    336,516    347,281:    14,773      4,008
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2020                    :
     :       385:         0        977       -365     -4,975       -782     -5,340       -170:     5,725        555
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.6        0.9        0.4       94.8       97.6       95.8       98.9:       4.2        1.1
Old  :     100.0:       0.6        0.9        0.4       94.8       97.6       95.8       98.9:       4.2        1.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        44:         1          3          2         27         30         30         33:
Old  :        44:         1          3          2         27         30         30         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 71.7       63.6       82.9       77.9       69.5       63.2       78.4       75.2
Old  :                 71.7       63.6       82.9       77.9       69.5       63.2       78.4       75.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV                               Code-02339W
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mm btu                                                                :
     :          :                                                                            :
All  :   181,965:         0        341          0    171,539    174,721    171,539    175,062:    10,426      6,903
Old  :   181,965:         0        341          0    171,539    174,721    171,539    175,062:    10,426      6,903
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2020                    :
     :       605:         0          0          0         36        605         36        605:       569          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.2        0.0       94.3       96.0       94.3       96.2:       5.7        3.8
Old  :     100.0:       0.0        0.2        0.0       94.3       96.0       94.3       96.2:       5.7        3.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         0          1          0         20         20         20         21:
Old  :        30:         0          1          0         20         20         20         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.3       58.5       72.3       82.8       53.3       58.5       69.9       78.9
Old  :                 53.3       58.5       72.3       82.8       53.3       58.5       69.9       78.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY DIV                                Code-02339Y
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :   259,999:         0      7,824          0    255,420    248,543    255,420    256,367:     4,579      3,632
Old  :   259,999:         0      7,824          0    255,420    248,543    255,420    256,367:     4,579      3,632
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2020                    :
     :     1,536:         0        360          0        389      1,114        389      1,474:     1,147         62
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        3.0        0.0       98.2       95.6       98.2       98.6:       1.8        1.4
Old  :     100.0:       0.0        3.0        0.0       98.2       95.6       98.2       98.6:       1.8        1.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:         0          2          0         23         17         23         19:
Old  :        35:         0          2          0         23         17         23         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 73.9       75.4       87.3       89.2       73.8       71.7       85.9       85.2
Old  :                 73.9       75.4       87.3       89.2       73.8       71.7       85.9       85.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV                                                         Code-0233A2
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :    34,270:     5,454          0          0     26,477     33,030     31,931     33,030:     2,339      1,240
Old  :    34,270:     5,454          0          0     26,477     33,030     31,931     33,030:     2,339      1,240
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2020                    :
     :         0:      -813          0          0        -62          0       -875          0:       875          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.9        0.0        0.0       77.3       96.4       93.2       96.4:       6.8        3.6
Old  :     100.0:      15.9        0.0        0.0       77.3       96.4       93.2       96.4:       6.8        3.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:         5          0          0         14         20         19         20:
Old  :        35:         5          0          0         14         20         19         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.8       52.0       71.2       73.5       49.7       49.2       66.9       68.5
Old  :                 51.8       52.0       71.2       73.5       49.7       49.2       66.9       68.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV                                                 Code-0233A3
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :   621,599:     9,207     11,050      5,807    595,606    599,620    610,620    616,477:    10,979      5,122
Old  :   621,599:     9,207     11,050      5,807    595,606    599,620    610,620    616,477:    10,979      5,122
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2020                    :
     :     5,298:       439        514        900        981      4,726      2,320      6,140:     2,978       -842
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.5        1.8        0.9       95.8       96.5       98.2       99.2:       1.8        0.8
Old  :     100.0:       1.5        1.8        0.9       95.8       96.5       98.2       99.2:       1.8        0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        80:         4         10          7         55         44         64         56:
Old  :        80:         4         10          7         55         44         64         56:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.7       43.1       49.1       66.6       30.3       42.0       46.7       64.0
Old  :                 30.7       43.1       49.1       66.6       30.3       42.0       46.7       64.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ENERGY D                            Code-0233A8
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :   217,959:     2,200          0        581    206,202    214,502    208,983    215,083:     8,976      2,876
Old  :   217,959:     2,200          0        581    206,202    214,502    208,983    215,083:     8,976      2,876
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2020                    :
     :     4,356:    -1,014          0        256        426      3,114       -332      3,370:     4,688        986
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.0        0.0        0.3       94.6       98.4       95.9       98.7:       4.1        1.3
Old  :     100.0:       1.0        0.0        0.3       94.6       98.4       95.9       98.7:       4.1        1.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:         3          0          1         21         21         24         22:
Old  :        33:         3          0          1         21         21         24         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 72.5       72.1       82.9       87.4       68.8       72.1       78.9       86.6
Old  :                 72.5       72.1       82.9       87.4       68.8       72.1       78.9       86.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV                                         Code-0233AG
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :   198,766:    10,352      3,677          0    178,129    189,913    188,481    193,590:    10,285      5,176
Old  :   198,766:    10,352      3,677          0    178,129    189,913    188,481    193,590:    10,285      5,176
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2020                    :
     :     2,792:      -527          0          0     -4,076       -575     -4,603       -575:     7,395      3,367
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.2        1.8        0.0       89.6       95.5       94.8       97.4:       5.2        2.6
Old  :     100.0:       5.2        1.8        0.0       89.6       95.5       94.8       97.4:       5.2        2.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        59:         4          4          0         34         33         38         37:
Old  :        59:         4          4          0         34         33         38         37:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.4       52.1       58.8       75.7       39.9       50.8       54.2       66.0
Old  :                 42.4       52.1       58.8       75.7       39.9       50.8       54.2       66.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV                                         Code-0233AH
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :   209,471:    20,616      7,645        248    184,437    196,866    205,301    204,759:     4,170      4,712
Old  :   209,471:    20,616      7,645        248    184,437    196,866    205,301    204,759:     4,170      4,712
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2020                    :
     :     2,364:    -1,658          0          0        752     -1,263       -906     -1,263:     3,270      3,627
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.8        3.6        0.1       88.0       94.0       98.0       97.8:       2.0        2.2
Old  :     100.0:       9.8        3.6        0.1       88.0       94.0       98.0       97.8:       2.0        2.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        82:         5          6          2         46         46         53         52:
Old  :        82:         5          6          2         46         46         53         52:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.5       48.2       57.6       67.4       40.4       47.7       53.9       64.8
Old  :                 41.5       48.2       57.6       67.4       40.4       47.7       53.9       64.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                                                   Code-0233AM
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :   121,046:     3,906          0        155    115,571    119,248    119,632    119,403:     1,414      1,643
Old  :   121,046:     3,906          0        155    115,571    119,248    119,632    119,403:     1,414      1,643
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2020                    :
     :     1,668:         0          0          0      1,668      1,141      1,668      1,141:         0        527
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.2        0.0        0.1       95.5       98.5       98.8       98.6:       1.2        1.4
Old  :     100.0:       3.2        0.0        0.1       95.5       98.5       98.8       98.6:       1.2        1.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:         4          0          1         26         27         30         28:
Old  :        46:         4          0          1         26         27         30         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.7       60.0       60.1       79.4       39.1       55.0       56.6       74.5
Old  :                 39.7       60.0       60.1       79.4       39.1       55.0       56.6       74.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV                                                        Code-0233AN
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : MMBTU                                                                      :
     :          :                                                                            :
All  :    22,998:         0          0          0     22,018     20,951     22,018     20,951:       980      2,047
Old  :    22,998:         0          0          0     22,018     20,951     22,018     20,951:       980      2,047
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2020                    :
     :       708:         0          0          0        708        677        708        677:         0         31
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0       95.7       91.1       95.7       91.1:       4.3        8.9
Old  :     100.0:       0.0        0.0        0.0       95.7       91.1       95.7       91.1:       4.3        8.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         0          0          0         16         13         16         13:
Old  :        25:         0          0          0         16         13         16         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 70.6       60.6       82.0       81.8       70.6       58.4       82.0       79.6
Old  :                 70.6       60.6       82.0       81.8       70.6       58.4       82.0       79.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV                               Code-0233AQ
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :   240,931:     7,673      1,892        938    226,677    233,343    235,288    236,173:     5,643      4,758
Old  :   240,931:     7,673      1,892        938    226,677    233,343    235,288    236,173:     5,643      4,758
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2020                    :
     :      -269:       315         69       -428        145     -1,286         32     -1,645:      -301      1,376
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.2        0.8        0.4       94.1       96.9       97.7       98.0:       2.3        2.0
Old  :     100.0:       3.2        0.8        0.4       94.1       96.9       97.7       98.0:       2.3        2.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        51:         3          3          3         33         35         38         39:
Old  :        51:         3          3          3         33         35         38         39:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.2       39.3       65.0       61.4       44.1       38.0       61.8       55.6
Old  :                 46.2       39.3       65.0       61.4       44.1       38.0       61.8       55.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV                                                     Code-0233AT
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :   132,480:         0          0          0    131,810    131,063    131,810    131,063:       670      1,417
Old  :   132,480:         0          0          0    131,810    131,063    131,810    131,063:       670      1,417
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2020                    :
     :     2,141:         0          0          0      2,141      1,676      2,141      1,676:         0        465
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0       99.5       98.9       99.5       98.9:       0.5        1.1
Old  :     100.0:       0.0        0.0        0.0       99.5       98.9       99.5       98.9:       0.5        1.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         0          0          0         12         22         12         22:
Old  :        29:         0          0          0         12         22         12         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 95.4       83.7       98.4       91.7       92.0       81.0       93.3       87.0
Old  :                 95.4       83.7       98.4       91.7       92.0       81.0       93.3       87.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENERGY DIV                            Code-0233AY
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :    90,158:         0        394          0     78,494     76,956     78,494     77,350:    11,664     12,808
Old  :    90,158:         0        394          0     78,494     76,956     78,494     77,350:    11,664     12,808
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2020                    :
     :       400:         0        -56          0      1,374       -527      1,374       -583:      -974        983
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.4        0.0       87.1       85.4       87.1       85.8:      12.9       14.2
Old  :     100.0:       0.0        0.4        0.0       87.1       85.4       87.1       85.8:      12.9       14.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         0          1          0         19         17         19         18:
Old  :        24:         0          1          0         19         17         19         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.1       48.3       75.5       73.3       41.5       36.0       49.1       45.3
Old  :                 58.1       48.3       75.5       73.3       41.5       36.0       49.1       45.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV                                             Code-0233B1
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :   208,066:       217      1,391          0    201,196    199,708    201,413    201,099:     6,653      6,967
Old  :   208,066:       217      1,391          0    201,196    199,708    201,413    201,099:     6,653      6,967
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2020                    :
     :     3,424:         0        511       -604      4,351      5,429      3,747      5,336:      -323     -1,912
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.1        0.7        0.0       96.7       96.0       96.8       96.7:       3.2        3.3
Old  :     100.0:       0.1        0.7        0.0       96.7       96.0       96.8       96.7:       3.2        3.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:         1          2          0         26         32         27         34:
Old  :        45:         1          2          0         26         32         27         34:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.7       43.1       83.1       63.5       54.3       34.9       73.8       50.2
Old  :                 56.7       43.1       83.1       63.5       54.3       34.9       73.8       50.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NORTHERN NATURAL GAS - DEMARCATION POOL (BASIS) - ICE FUTURES ENERGY DIV                                Code-0233BA
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :    35,875:         0          0          0     30,991     33,720     30,991     33,720:     4,884      2,155
Old  :    35,875:         0          0          0     30,991     33,720     30,991     33,720:     4,884      2,155
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2020                    :
     :        12:         0          0          0        235        -44        235        -44:      -223         56
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0       86.4       94.0       86.4       94.0:      13.6        6.0
Old  :     100.0:       0.0        0.0        0.0       86.4       94.0       86.4       94.0:      13.6        6.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         0          0          0         12         15         12         15:
Old  :        20:         0          0          0         12         15         12         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.6       62.9       78.8       81.3       54.2       61.7       75.0       78.3
Old  :                 54.6       62.9       78.8       81.3       54.2       61.7       75.0       78.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV                                         Code-0233BB
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :   192,313:         0      1,095          0    186,633    186,608    186,633    187,703:     5,680      4,610
Old  :   192,313:         0      1,095          0    186,633    186,608    186,633    187,703:     5,680      4,610
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2020                    :
     :     1,247:         0        -28          0      1,041      1,022      1,041        994:       206        253
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.6        0.0       97.0       97.0       97.0       97.6:       3.0        2.4
Old  :     100.0:       0.0        0.6        0.0       97.0       97.0       97.0       97.6:       3.0        2.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         0          3          0         21         22         21         25:
Old  :        32:         0          3          0         21         22         21         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.7       77.2       68.0       90.1       43.9       75.7       61.7       81.6
Old  :                 45.7       77.2       68.0       90.1       43.9       75.7       61.7       81.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIV                                   Code-0233BC
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :    88,500:         0          0          0     82,622     84,477     82,622     84,477:     5,878      4,023
Old  :    88,500:         0          0          0     82,622     84,477     82,622     84,477:     5,878      4,023
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2020                    :
     :       394:         0          0          0        432         81        432         81:       -38        313
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0       93.4       95.5       93.4       95.5:       6.6        4.5
Old  :     100.0:       0.0        0.0        0.0       93.4       95.5       93.4       95.5:       6.6        4.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         0          0          0         16         18         16         18:
Old  :        22:         0          0          0         16         18         16         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.5       71.2       80.1       89.9       57.3       71.2       75.9       88.4
Old  :                 59.5       71.2       80.1       89.9       57.3       71.2       75.9       88.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV                                     Code-0233BD
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :    32,847:     3,807        450        264     25,997     29,294     30,068     30,008:     2,779      2,839
Old  :    32,847:     3,807        450        264     25,997     29,294     30,068     30,008:     2,779      2,839
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2020                    :
     :     2,807:      -465        450         31      2,838      1,948      2,404      2,429:       403        378
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.6        1.4        0.8       79.1       89.2       91.5       91.4:       8.5        8.6
Old  :     100.0:      11.6        1.4        0.8       79.1       89.2       91.5       91.4:       8.5        8.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         4          1          2         11         11         16         13:
Old  :        25:         4          1          2         11         11         16         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.7       56.6       73.0       79.9       40.9       55.7       65.2       75.4
Old  :                 48.7       56.6       73.0       79.9       40.9       55.7       65.2       75.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV                                       Code-0233BH
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :   223,772:     5,523          0          0    209,973    203,857    215,496    203,857:     8,276     19,915
Old  :   223,772:     5,523          0          0    209,973    203,857    215,496    203,857:     8,276     19,915
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2020                    :
     :       547:      -527          0        -62       -185        342       -774        280:     1,321        267
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.5        0.0        0.0       93.8       91.1       96.3       91.1:       3.7        8.9
Old  :     100.0:       2.5        0.0        0.0       93.8       91.1       96.3       91.1:       3.7        8.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         3          0          0         13         20         16         20:
Old  :        27:         3          0          0         13         20         16         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 81.2       55.0       92.9       78.4       79.7       53.4       90.0       75.4
Old  :                 81.2       55.0       92.9       78.4       79.7       53.4       90.0       75.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV                                            Code-0233BL
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :   166,409:     5,709      1,452        763    151,281    157,711    157,753    159,926:     8,656      6,483
Old  :   166,409:     5,709      1,452        763    151,281    157,711    157,753    159,926:     8,656      6,483
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2020                    :
     :       625:         0         19          0        -17       -689        -17       -670:       642      1,295
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.4        0.9        0.5       90.9       94.8       94.8       96.1:       5.2        3.9
Old  :     100.0:       3.4        0.9        0.5       90.9       94.8       94.8       96.1:       5.2        3.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:         3          3          1         32         30         36         33:
Old  :        47:         3          3          1         32         30         36         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.9       45.8       70.5       63.5       51.4       40.2       64.2       56.5
Old  :                 54.9       45.8       70.5       63.5       51.4       40.2       64.2       56.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV                                             Code-0233CG
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :    57,947:     1,185          0        124     53,531     52,223     54,840     52,347:     3,107      5,600
Old  :    57,947:     1,185          0        124     53,531     52,223     54,840     52,347:     3,107      5,600
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2020                    :
     :       -31:       -62          0         62     -1,705     -2,604     -1,705     -2,542:     1,674      2,511
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.0        0.0        0.2       92.4       90.1       94.6       90.3:       5.4        9.7
Old  :     100.0:       2.0        0.0        0.2       92.4       90.1       94.6       90.3:       5.4        9.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         2          0          1         15         17         17         18:
Old  :        28:         2          0          1         15         17         17         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 73.3       72.2       86.0       80.9       67.0       70.1       77.2       77.0
Old  :                 73.3       72.2       86.0       80.9       67.0       70.1       77.2       77.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV                                     Code-0233CH
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mm btu                                                                :
     :          :                                                                            :
All  :   245,697:     3,205      4,375          0    231,912    231,184    235,117    235,559:    10,580     10,138
Old  :   245,697:     3,205      4,375          0    231,912    231,184    235,117    235,559:    10,580     10,138
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2020                    :
     :       129:         0        133          0     -4,289       -631     -4,289       -498:     4,418        627
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.3        1.8        0.0       94.4       94.1       95.7       95.9:       4.3        4.1
Old  :     100.0:       1.3        1.8        0.0       94.4       94.1       95.7       95.9:       4.3        4.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:         2          4          0         30         33         32         37:
Old  :        47:         2          4          0         30         33         32         37:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.8       49.1       71.2       66.2       46.2       48.9       68.5       64.6
Old  :                 47.8       49.1       71.2       66.2       46.2       48.9       68.5       64.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                                                           Code-0233CU
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : mmbtu                                                                      :
     :          :                                                                            :
All  :   119,484:         0          0          0    115,668    114,103    115,668    114,103:     3,816      5,381
Old  :   119,484:         0          0          0    115,668    114,103    115,668    114,103:     3,816      5,381
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2020                    :
     :     2,288:         0          0          0      2,349      1,882      2,349      1,882:       -61        406
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0       96.8       95.5       96.8       95.5:       3.2        4.5
Old  :     100.0:       0.0        0.0        0.0       96.8       95.5       96.8       95.5:       3.2        4.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         0          0          0         26         24         26         24:
Old  :        32:         0          0          0         26         24         26         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.3       58.5       65.2       74.5       37.6       40.9       54.5       56.9
Old  :                 39.3       58.5       65.2       74.5       37.6       40.9       54.5       56.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV                                      Code-0233CW
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mm btu                                                                :
     :          :                                                                            :
All  :   121,094:         0          0          0    111,938    116,749    111,938    116,749:     9,156      4,345
Old  :   121,094:         0          0          0    111,938    116,749    111,938    116,749:     9,156      4,345
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2020                    :
     :        -5:         0          0          0       -532        513       -532        513:       527       -518
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0       92.4       96.4       92.4       96.4:       7.6        3.6
Old  :     100.0:       0.0        0.0        0.0       92.4       96.4       92.4       96.4:       7.6        3.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         0          0          0         14         18         14         18:
Old  :        25:         0          0          0         14         18         14         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 74.2       68.5       87.4       86.4       67.0       60.5       74.7       74.4
Old  :                 74.2       68.5       87.4       86.4       67.0       60.5       74.7       74.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DIV                                  Code-0233D4
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mm btu                                                                :
     :          :                                                                            :
All  :    39,982:       248          0          0     36,462     36,625     36,710     36,625:     3,272      3,357
Old  :    39,982:       248          0          0     36,462     36,625     36,710     36,625:     3,272      3,357
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2020                    :
     :       420:         0          0          0        358       -665        358       -665:        62      1,085
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.6        0.0        0.0       91.2       91.6       91.8       91.6:       8.2        8.4
Old  :     100.0:       0.6        0.0        0.0       91.2       91.6       91.8       91.6:       8.2        8.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         1          0          0         13         22         14         22:
Old  :        29:         1          0          0         13         22         14         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.2       54.4       83.4       73.2       54.8       54.4       75.7       73.2
Old  :                 59.2       54.4       83.4       73.2       54.8       54.4       75.7       73.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV                                                      Code-0233DR
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 MM Btus                                                               :
     :          :                                                                            :
All  :   347,943:       426      2,027        112    334,347    338,935    334,885    341,074:    13,058      6,869
Old  :   347,943:       426      2,027        112    334,347    338,935    334,885    341,074:    13,058      6,869
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2020                    :
     :       977:         0         62        -62        619        977        557        977:       420          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.1        0.6        0.0       96.1       97.4       96.2       98.0:       3.8        2.0
Old  :     100.0:       0.1        0.6        0.0       96.1       97.4       96.2       98.0:       3.8        2.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:         1          3          1         29         23         31         26:
Old  :        41:         1          3          1         29         23         31         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.7       68.7       71.9       89.4       56.3       67.6       69.6       88.2
Old  :                 57.7       68.7       71.9       89.4       56.3       67.6       69.6       88.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV                                                            Code-0233DT
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mm btu                                                                :
     :          :                                                                            :
All  :   102,993:         0          0          0     94,456    100,831     94,456    100,831:     8,537      2,162
Old  :   102,993:         0          0          0     94,456    100,831     94,456    100,831:     8,537      2,162
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2020                    :
     :     2,646:         0          0          0      2,646      2,646      2,646      2,646:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0       91.7       97.9       91.7       97.9:       8.3        2.1
Old  :     100.0:       0.0        0.0        0.0       91.7       97.9       91.7       97.9:       8.3        2.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         0          0          0         14         13         14         13:
Old  :        21:         0          0          0         14         13         14         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.3       63.9       74.7       92.8       48.3       63.9       74.0       84.9
Old  :                 48.3       63.9       74.7       92.8       48.3       63.9       74.0       84.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TETCO M2 Index (Receipts) - ICE FUTURES ENERGY DIV                                                      Code-0233DW
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 MM Btus                                                               :
     :          :                                                                            :
All  :    16,328:     1,147          0          0     14,564     15,150     15,711     15,150:       617      1,178
Old  :    16,328:     1,147          0          0     14,564     15,150     15,711     15,150:       617      1,178
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2020                    :
     :         0:         0          0          0        -28       -899        -28       -899:        28        899
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.0        0.0        0.0       89.2       92.8       96.2       92.8:       3.8        7.2
Old  :     100.0:       7.0        0.0        0.0       89.2       92.8       96.2       92.8:       3.8        7.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         2          0          0          8         13         10         13:
Old  :        20:         2          0          0          8         13         10         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 79.5       60.1       94.7       80.1       79.5       56.6       88.1       73.5
Old  :                 79.5       60.1       94.7       80.1       79.5       56.6       88.1       73.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV                                                               Code-0233EB
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 MMBtus                                                                :
     :          :                                                                            :
All  :   182,056:         0        580          0    174,941    174,273    174,941    174,853:     7,115      7,203
Old  :   182,056:         0        580          0    174,941    174,273    174,941    174,853:     7,115      7,203
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2020                    :
     :     2,807:         0         56          0      1,781      1,947      1,781      2,003:     1,026        804
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.3        0.0       96.1       95.7       96.1       96.0:       3.9        4.0
Old  :     100.0:       0.0        0.3        0.0       96.1       95.7       96.1       96.0:       3.9        4.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         0          1          0         18         25         18         26:
Old  :        31:         0          1          0         18         25         18         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 73.6       52.7       86.7       72.4       71.8       51.7       81.2       71.4
Old  :                 73.6       52.7       86.7       72.4       71.8       51.7       81.2       71.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                                                          Code-064363
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 800 MWh)                                                     :
     :          :                                                                            :
All  :     4,745:       550        726          0      3,785      3,843      4,335      4,569:       410        176
Old  :     4,745:       550        726          0      3,785      3,843      4,335      4,569:       410        176
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2020                    :
     :         0:       -44          0          0          0       -132        -44       -132:        44        132
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.6       15.3        0.0       79.8       81.0       91.4       96.3:       8.6        3.7
Old  :     100.0:      11.6       15.3        0.0       79.8       81.0       91.4       96.3:       8.6        3.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         4          5          0         14         11         18         16:
Old  :        27:         4          5          0         14         11         18         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.7       70.0       74.2       84.8       40.0       54.5       51.3       65.0
Old  :                 61.7       70.0       74.2       84.8       40.0       54.5       51.3       65.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                                                           Code-064391
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 400 MWh)                                                     :
     :          :                                                                            :
All  :    33,296:     3,723      1,267      1,680     27,873     30,349     33,276     33,296:        20          0
Old  :    33,296:     3,723      1,267      1,680     27,873     30,349     33,276     33,296:        20          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2020                    :
     :      -995:    -1,069        540         75         -1     -1,610       -995       -995:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.2        3.8        5.0       83.7       91.1       99.9      100.0:       0.1        0.0
Old  :     100.0:      11.2        3.8        5.0       83.7       91.1       99.9      100.0:       0.1        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:         5          7          7         21         23         30         33:
Old  :        38:         5          7          7         21         23         30         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.6       55.4       65.8       75.9       36.2       48.2       51.2       56.8
Old  :                 40.6       55.4       65.8       75.9       36.2       48.2       51.2       56.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                                                       Code-064392
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (1 MWh for about 368 Hours)                                                :
     :          :                                                                            :
All  :    30,867:     2,905      1,635      1,750     26,212     27,482     30,867     30,867:         0          0
Old  :    30,867:     2,905      1,635      1,750     26,212     27,482     30,867     30,867:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2020                    :
     :    -1,364:    -1,225        210        415       -554     -1,989     -1,364     -1,364:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.4        5.3        5.7       84.9       89.0      100.0      100.0:       0.0        0.0
Old  :     100.0:       9.4        5.3        5.7       84.9       89.0      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:         4          4          7         19         17         26         25:
Old  :        33:         4          4          7         19         17         26         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.1       65.6       73.2       85.4       50.1       56.5       66.3       73.5
Old  :                 51.1       65.6       73.2       85.4       50.1       56.5       66.3       73.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                                                         Code-064394
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 1Megawatt for 368 Hours)                                     :
     :          :                                                                            :
All  :   135,792:    22,996      4,574      2,448    109,690    128,300    135,134    135,322:       658        470
Old  :   135,792:    22,996      4,574      2,448    109,690    128,300    135,134    135,322:       658        470
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2020                    :
     :      -143:        50        223       -101       -430       -210       -481        -88:       338        -55
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.9        3.4        1.8       80.8       94.5       99.5       99.7:       0.5        0.3
Old  :     100.0:      16.9        3.4        1.8       80.8       94.5       99.5       99.7:       0.5        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        62:        14          8         11         36         38         53         54:
Old  :        62:        14          8         11         36         38         53         54:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.5       36.2       64.1       57.0       36.7       27.0       46.5       41.7
Old  :                 46.5       36.2       64.1       57.0       36.7       27.0       46.5       41.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                                                         Code-064395
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 400 Megawatt Hours)                                          :
     :          :                                                                            :
All  :    60,438:     5,261        727      2,070     53,107     57,596     60,438     60,393:         0         45
Old  :    60,438:     5,261        727      2,070     53,107     57,596     60,438     60,393:         0         45
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2020                    :
     :       208:       -84        193          7        285         13        208        213:         0         -5
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.7        1.2        3.4       87.9       95.3      100.0       99.9:       0.0        0.1
Old  :     100.0:       8.7        1.2        3.4       87.9       95.3      100.0       99.9:       0.0        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:         7          5          7         25         27         35         37:
Old  :        45:         7          5          7         25         27         35         37:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.4       75.3       82.2       89.9       60.4       60.8       71.8       72.1
Old  :                 62.4       75.3       82.2       89.9       60.4       60.8       71.8       72.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV                                                    Code-064396
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (1 MW per Hour for about 386 Hours)                                        :
     :          :                                                                            :
All  :    33,762:       375      2,159        150     33,237     31,453     33,762     33,762:         0          0
Old  :    33,762:       375      2,159        150     33,237     31,453     33,762     33,762:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2020                    :
     :        75:        75        150          0          0        -75         75         75:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.1        6.4        0.4       98.4       93.2      100.0      100.0:       0.0        0.0
Old  :     100.0:       1.1        6.4        0.4       98.4       93.2      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         1          6          2         14         14         17         20:
Old  :        27:         1          6          2         14         14         17         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 80.9       82.8       96.0       92.7       76.0       70.2       81.6       78.0
Old  :                 80.9       82.8       96.0       92.7       76.0       70.2       81.6       78.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV                                                 Code-06439A
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (1 MW per Hour for about 386 Hours)                                        :
     :          :                                                                            :
All  :    50,481:    14,520      5,354      1,347     34,262     43,192     50,129     49,893:       352        588
Old  :    50,481:    14,520      5,354      1,347     34,262     43,192     50,129     49,893:       352        588
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2020                    :
     :       223:         2        -10         10        257        -30        269        -30:       -46        253
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.8       10.6        2.7       67.9       85.6       99.3       98.8:       0.7        1.2
Old  :     100.0:      28.8       10.6        2.7       67.9       85.6       99.3       98.8:       0.7        1.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:         5          3          3         22         25         28         30:
Old  :        36:         5          3          3         22         25         28         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.4       67.0       70.8       82.2       47.5       59.3       62.9       70.9
Old  :                 50.4       67.0       70.8       82.2       47.5       59.3       62.9       70.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV                                                   Code-06439B
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 800MWh                                                                     :
     :          :                                                                            :
All  :    65,697:    19,808      5,033      1,958     43,162     58,174     64,928     65,165:       769        532
Old  :    65,697:    19,808      5,033      1,958     43,162     58,174     64,928     65,165:       769        532
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2020                    :
     :       195:       -28         30          5       -151         -2       -174         33:       369        162
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.2        7.7        3.0       65.7       88.5       98.8       99.2:       1.2        0.8
Old  :     100.0:      30.2        7.7        3.0       65.7       88.5       98.8       99.2:       1.2        0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:         7          5          3         24         25         32         32:
Old  :        41:         7          5          3         24         25         32         32:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.4       62.2       74.1       80.8       56.6       55.2       69.0       67.4
Old  :                 57.4       62.2       74.1       80.8       56.6       55.2       69.0       67.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV                                                   Code-06439C
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    65,611:     1,444        723      1,824     61,765     62,579     65,033     65,126:       578        485
Old  :    65,611:     1,444        723      1,824     61,765     62,579     65,033     65,126:       578        485
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2020                    :
     :     1,053:        80          0          0        766        568        846        568:       207        485
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.2        1.1        2.8       94.1       95.4       99.1       99.3:       0.9        0.7
Old  :     100.0:       2.2        1.1        2.8       94.1       95.4       99.1       99.3:       0.9        0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:         3          3          3         28         28         32         33:
Old  :        43:         3          3          3         28         28         32         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.5       63.3       67.4       81.6       40.4       63.2       59.2       76.3
Old  :                 42.5       63.3       67.4       81.6       40.4       63.2       59.2       76.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV                                                         Code-06439F
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    86,185:     1,569        957      2,186     81,649     82,467     85,404     85,610:       781        575
Old  :    86,185:     1,569        957      2,186     81,649     82,467     85,404     85,610:       781        575
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2020                    :
     :     1,782:        84          0          0      1,293      1,267      1,377      1,267:       405        515
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.8        1.1        2.5       94.7       95.7       99.1       99.3:       0.9        0.7
Old  :     100.0:       1.8        1.1        2.5       94.7       95.7       99.1       99.3:       0.9        0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:         3          3          3         29         25         33         30:
Old  :        43:         3          3          3         29         25         33         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.8       67.1       64.8       82.5       40.7       66.9       61.2       80.0
Old  :                 41.8       67.1       64.8       82.5       40.7       66.9       61.2       80.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                                                         Code-06439K
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    36,510:        75        195          0     36,418     35,616     36,493     35,811:        17        699
Old  :    36,510:        75        195          0     36,418     35,616     36,493     35,811:        17        699
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2020                    :
     :        25:         0          0          0         20         25         20         25:         5          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.2        0.5        0.0       99.7       97.6      100.0       98.1:       0.0        1.9
Old  :     100.0:       0.2        0.5        0.0       99.7       97.6      100.0       98.1:       0.0        1.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         2          2          0         19         18         21         20:
Old  :        28:         2          2          0         19         18         21         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 73.7       77.0       88.3       90.7       67.5       72.5       79.1       80.5
Old  :                 73.7       77.0       88.3       90.7       67.5       72.5       79.1       80.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                                                    Code-06439L
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (1 MW for about 368 Hours)                                                 :
     :          :                                                                            :
All  :    28,857:     1,560        750          0     26,946     28,034     28,506     28,784:       351         73
Old  :    28,857:     1,560        750          0     26,946     28,034     28,506     28,784:       351         73
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2020                    :
     :       141:         0          0          0        141         78        141         78:         0         63
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.4        2.6        0.0       93.4       97.1       98.8       99.7:       1.2        0.3
Old  :     100.0:       5.4        2.6        0.0       93.4       97.1       98.8       99.7:       1.2        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         2          3          0         21         18         23         21:
Old  :        27:         2          3          0         21         18         23         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.1       60.5       79.7       84.2       38.1       43.8       50.7       53.6
Old  :                 59.1       60.5       79.7       84.2       38.1       43.8       50.7       53.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV                                                  Code-06439N
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 800 Mwh                                                                    :
     :          :                                                                            :
All  :    26,188:     1,875        132        300     23,936     25,756     26,111     26,188:        77          0
Old  :    26,188:     1,875        132        300     23,936     25,756     26,111     26,188:        77          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2020                    :
     :         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.2        0.5        1.1       91.4       98.4       99.7      100.0:       0.3        0.0
Old  :     100.0:       7.2        0.5        1.1       91.4       98.4       99.7      100.0:       0.3        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         2          1          1         14         12         17         13:
Old  :        20:         2          1          1         14         12         17         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.4       78.4       89.1       93.7       54.6       73.2       72.8       76.0
Old  :                 64.4       78.4       89.1       93.7       54.6       73.2       72.8       76.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV                                                    Code-06439R
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 800 Mwh                                                                    :
     :          :                                                                            :
All  :   101,917:    11,138      3,317      2,568     87,738     95,900    101,444    101,785:       473        132
Old  :   101,917:    11,138      3,317      2,568     87,738     95,900    101,444    101,785:       473        132
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2020                    :
     :       788:        45       -280        316        429        753        789        788:        -1          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.9        3.3        2.5       86.1       94.1       99.5       99.9:       0.5        0.1
Old  :     100.0:      10.9        3.3        2.5       86.1       94.1       99.5       99.9:       0.5        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        67:        12          9         10         45         35         61         50:
Old  :        67:        12          9         10         45         35         61         50:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.0       39.6       58.3       66.7       28.4       30.3       39.5       46.5
Old  :                 41.0       39.6       58.3       66.7       28.4       30.3       39.5       46.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ERCOT - SOUTH ZONE - ICE FUTURES ENERGY DIV                                                             Code-06439S
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 800 Mwh                                                                    :
     :          :                                                                            :
All  :    17,475:        50         25          0     16,393     16,910     16,443     16,935:     1,032        540
Old  :    17,475:        50         25          0     16,393     16,910     16,443     16,935:     1,032        540
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2020                    :
     :         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.3        0.1        0.0       93.8       96.8       94.1       96.9:       5.9        3.1
Old  :     100.0:       0.3        0.1        0.0       93.8       96.8       94.1       96.9:       5.9        3.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         1          1          0         14         13         15         14:
Old  :        20:         1          1          0         14         13         15         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 69.9       71.2       88.5       91.2       61.8       70.3       79.1       82.9
Old  :                 69.9       71.2       88.5       91.2       61.8       70.3       79.1       82.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ERCOT-SOUTH MONTHLY OFFPEAK - ICE FUTURES ENERGY DIV                                                    Code-06439U
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    14,932:        50         25          0     13,970     14,307     14,020     14,332:       912        600
Old  :    14,932:        50         25          0     13,970     14,307     14,020     14,332:       912        600
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2020                    :
     :         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.3        0.2        0.0       93.6       95.8       93.9       96.0:       6.1        4.0
Old  :     100.0:       0.3        0.2        0.0       93.6       95.8       93.9       96.0:       6.1        4.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         1          1          0         13         12         14         13:
Old  :        20:         1          1          0         13         12         14         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.4       72.9       85.0       90.3       52.9       72.2       76.3       82.2
Old  :                 60.4       72.9       85.0       90.3       52.9       72.2       76.3       82.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV                                                       Code-06439V
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 800 Mwh                                                                    :
     :          :                                                                            :
All  :    26,448:        25      2,093          0     26,303     24,355     26,328     26,448:       120          0
Old  :    26,448:        25      2,093          0     26,303     24,355     26,328     26,448:       120          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2020                    :
     :       195:         0          0          0        255        195        255        195:       -60          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.1        7.9        0.0       99.5       92.1       99.5      100.0:       0.5        0.0
Old  :     100.0:       0.1        7.9        0.0       99.5       92.1       99.5      100.0:       0.5        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         1          2          0         14         18         15         20:
Old  :        23:         1          2          0         14         18         15         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 75.3       43.5       94.3       71.3       49.0       36.2       57.1       53.9
Old  :                 75.3       43.5       94.3       71.3       49.0       36.2       57.1       53.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV                                                    Code-06439W
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    26,135:        25      2,093          0     25,990     24,042     26,015     26,135:       120          0
Old  :    26,135:        25      2,093          0     25,990     24,042     26,015     26,135:       120          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2020                    :
     :       195:         0          0          0        255        195        255        195:       -60          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.1        8.0        0.0       99.4       92.0       99.5      100.0:       0.5        0.0
Old  :     100.0:       0.1        8.0        0.0       99.4       92.0       99.5      100.0:       0.5        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         1          2          0         14         18         15         20:
Old  :        23:         1          2          0         14         18         15         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 76.9       43.2       96.2       71.7       51.1       36.7       58.9       54.8
Old  :                 76.9       43.2       96.2       71.7       51.1       36.7       58.9       54.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV                                                 Code-0643A8
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    63,712:     4,028      1,525        350     59,042     61,154     63,420     63,029:       292        683
Old  :    63,712:     4,028      1,525        350     59,042     61,154     63,420     63,029:       292        683
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2020                    :
     :       395:       200       -200        200         -5        395        395        395:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.3        2.4        0.5       92.7       96.0       99.5       98.9:       0.5        1.1
Old  :     100.0:       6.3        2.4        0.5       92.7       96.0       99.5       98.9:       0.5        1.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:         6          2          3         23         22         30         26:
Old  :        34:         6          2          3         23         22         30         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.8       51.5       72.4       78.3       49.8       41.9       61.3       60.7
Old  :                 55.8       51.5       72.4       78.3       49.8       41.9       61.3       60.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                                                        Code-0643AZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    40,400:       225        135          0     40,131     39,549     40,356     39,684:        44        716
Old  :    40,400:       225        135          0     40,131     39,549     40,356     39,684:        44        716
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2020                    :
     :        50:         0          0          0         50         50         50         50:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.6        0.3        0.0       99.3       97.9       99.9       98.2:       0.1        1.8
Old  :     100.0:       0.6        0.3        0.0       99.3       97.9       99.9       98.2:       0.1        1.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         2          2          0         22         20         24         22:
Old  :        31:         2          2          0         22         20         24         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.9       73.0       81.6       89.8       53.2       66.3       65.8       70.5
Old  :                 60.9       73.0       81.6       89.8       53.2       66.3       65.8       70.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV                                                       Code-0643B3
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 800 Mwh                                                                    :
     :          :                                                                            :
All  :    41,678:       327      1,910         20     40,913     39,727     41,260     41,657:       418         21
Old  :    41,678:       327      1,910         20     40,913     39,727     41,260     41,657:       418         21
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2020                    :
     :       331:        25          0          0        306        327        331        327:         0          4
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.8        4.6        0.0       98.2       95.3       99.0       99.9:       1.0        0.1
Old  :     100.0:       0.8        4.6        0.0       98.2       95.3       99.0       99.9:       1.0        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:         2          8          1         23         23         25         32:
Old  :        35:         2          8          1         23         23         25         32:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.3       68.1       81.7       84.0       47.0       59.7       63.1       66.0
Old  :                 58.3       68.1       81.7       84.0       47.0       59.7       63.1       66.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV                                                        Code-0643BC
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    57,747:     2,167          0         85     54,367     57,392     56,619     57,477:     1,128        270
Old  :    57,747:     2,167          0         85     54,367     57,392     56,619     57,477:     1,128        270
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2020                    :
     :       299:         4          0          0        -10        299         -6        299:       305          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.8        0.0        0.1       94.1       99.4       98.0       99.5:       2.0        0.5
Old  :     100.0:       3.8        0.0        0.1       94.1       99.4       98.0       99.5:       2.0        0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         3          0          2         21         18         24         20:
Old  :        30:         3          0          2         21         18         24         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.0       92.1       76.3       97.1       51.7       89.0       73.2       90.3
Old  :                 53.0       92.1       76.3       97.1       51.7       89.0       73.2       90.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV                                                          Code-0643BE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    61,780:     2,478        135        261     58,206     61,199     60,945     61,595:       835        185
Old  :    61,780:     2,478        135        261     58,206     61,199     60,945     61,595:       835        185
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2020                    :
     :       428:         0         10          0        143        418        143        428:       285          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.0        0.2        0.4       94.2       99.1       98.6       99.7:       1.4        0.3
Old  :     100.0:       4.0        0.2        0.4       94.2       99.1       98.6       99.7:       1.4        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:         4          2          2         25         19         29         23:
Old  :        36:         4          2          2         25         19         29         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.6       87.0       72.3       94.4       44.9       83.1       68.3       86.9
Old  :                 47.6       87.0       72.3       94.4       44.9       83.1       68.3       86.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV                                                 Code-0643BF
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (1 MW per Hour for about 368 Hours)                                        :
     :          :                                                                            :
All  :    90,081:     2,703        762      2,018     85,192     87,231     89,913     90,011:       168         70
Old  :    90,081:     2,703        762      2,018     85,192     87,231     89,913     90,011:       168         70
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2020                    :
     :        78:       575         -5       -284       -213        357         78         68:         0         10
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.0        0.8        2.2       94.6       96.8       99.8       99.9:       0.2        0.1
Old  :     100.0:       3.0        0.8        2.2       94.6       96.8       99.8       99.9:       0.2        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:         3          2          3         25         24         29         28:
Old  :        38:         3          2          3         25         24         29         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.7       61.5       74.7       87.1       55.9       60.0       71.3       82.4
Old  :                 57.7       61.5       74.7       87.1       55.9       60.0       71.3       82.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV                                                        Code-0643BG
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 800MWh                                                                     :
     :          :                                                                            :
All  :   107,593:     4,079      1,422      3,615     99,435    102,460    107,129    107,497:       464         96
Old  :   107,593:     4,079      1,422      3,615     99,435    102,460    107,129    107,497:       464         96
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2020                    :
     :       997:       989       -372         69        -99      1,302        959        999:        38         -2
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.8        1.3        3.4       92.4       95.2       99.6       99.9:       0.4        0.1
Old  :     100.0:       3.8        1.3        3.4       92.4       95.2       99.6       99.9:       0.4        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        58:         7         10         11         30         32         43         47:
Old  :        58:         7         10         11         30         32         43         47:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.9       51.7       71.0       78.5       54.5       50.9       67.9       73.7
Old  :                 55.9       51.7       71.0       78.5       54.5       50.9       67.9       73.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                                                               Code-0643BM
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 400MWh                                                                     :
     :          :                                                                            :
All  :    59,031:     1,016      4,685        171     57,824     54,130     59,011     58,986:        20         45
Old  :    59,031:     1,016      4,685        171     57,824     54,130     59,011     58,986:        20         45
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2020                    :
     :     2,409:         0         15         -6      2,415      2,400      2,409      2,409:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.7        7.9        0.3       98.0       91.7      100.0       99.9:       0.0        0.1
Old  :     100.0:       1.7        7.9        0.3       98.0       91.7      100.0       99.9:       0.0        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:         3          4          4         21         15         26         21:
Old  :        33:         3          4          4         21         15         26         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 80.0       85.9       90.8       93.5       77.5       83.3       85.5       88.5
Old  :                 80.0       85.9       90.8       93.5       77.5       83.3       85.5       88.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV                                                    Code-0643BR
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (1 MW per Hour for about 386 Hours)                                        :
     :          :                                                                            :
All  :    45,995:       375      1,750          0     45,620     44,245     45,995     45,995:         0          0
Old  :    45,995:       375      1,750          0     45,620     44,245     45,995     45,995:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2020                    :
     :        25:        75        250       -150        100        -75         25         25:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.8        3.8        0.0       99.2       96.2      100.0      100.0:       0.0        0.0
Old  :     100.0:       0.8        3.8        0.0       99.2       96.2      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         2          4          0         15         12         17         16:
Old  :        28:         2          4          0         15         12         17         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 85.2       93.5       95.3       98.0       85.1       89.6       92.6       93.7
Old  :                 85.2       93.5       95.3       98.0       85.1       89.6       92.6       93.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV                                                     Code-0643BS
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (1 MW per Hour for about 386 Hours)                                        :
     :          :                                                                            :
All  :    55,907:       623      1,986        268     54,906     53,573     55,797     55,827:       110         80
Old  :    55,907:       623      1,986        268     54,906     53,573     55,797     55,827:       110         80
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2020                    :
     :       455:         1          0         -1        455        464        455        463:         0         -8
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.1        3.6        0.5       98.2       95.8       99.8       99.9:       0.2        0.1
Old  :     100.0:       1.1        3.6        0.5       98.2       95.8       99.8       99.9:       0.2        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:         3          3          3         23         23         27         28:
Old  :        33:         3          3          3         23         23         27         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.8       75.3       78.4       88.6       45.1       56.8       57.1       61.1
Old  :                 54.8       75.3       78.4       88.6       45.1       56.8       57.1       61.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV                                                          Code-0643BT
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 800 MWh                                                                    :
     :          :                                                                            :
All  :    63,427:     1,151      5,450        331     61,017     57,353     62,499     63,134:       928        293
Old  :    63,427:     1,151      5,450        331     61,017     57,353     62,499     63,134:       928        293
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2020                    :
     :       798:       -50          0         35        792        778        777        813:        21        -15
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.8        8.6        0.5       96.2       90.4       98.5       99.5:       1.5        0.5
Old  :     100.0:       1.8        8.6        0.5       96.2       90.4       98.5       99.5:       1.5        0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:         5          5          4         21         23         28         30:
Old  :        36:         5          5          4         21         23         28         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.1       74.8       80.2       86.8       58.6       63.0       71.2       70.9
Old  :                 59.1       74.8       80.2       86.8       58.6       63.0       71.2       70.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV                                                           Code-0643BW
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 800MWh                                                                     :
     :          :                                                                            :
All  :    25,406:        50      3,287        164     24,699     21,551     24,913     25,002:       493        404
Old  :    25,406:        50      3,287        164     24,699     21,551     24,913     25,002:       493        404
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2020                    :
     :        10:         0          0          0       -140       -267       -140       -267:       150        277
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.2       12.9        0.6       97.2       84.8       98.1       98.4:       1.9        1.6
Old  :     100.0:       0.2       12.9        0.6       97.2       84.8       98.1       98.4:       1.9        1.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         1          4          1         15         14         17         18:
Old  :        25:         1          4          1         15         14         17         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 72.9       70.7       89.0       88.5       71.5       68.0       86.8       84.5
Old  :                 72.9       70.7       89.0       88.5       71.5       68.0       86.8       84.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV                                                   Code-0643BX
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (1 MW for about 368 Hours)                                                 :
     :          :                                                                            :
All  :    22,956:        50      1,300          0     22,313     21,398     22,363     22,698:       593        258
Old  :    22,956:        50      1,300          0     22,313     21,398     22,363     22,698:       593        258
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2020                    :
     :       175:         0          0          0         15        -45         15        -45:       160        220
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.2        5.7        0.0       97.2       93.2       97.4       98.9:       2.6        1.1
Old  :     100.0:       0.2        5.7        0.0       97.2       93.2       97.4       98.9:       2.6        1.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         1          2          0         16         14         17         16:
Old  :        23:         1          2          0         16         14         17         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 71.8       77.4       89.0       92.5       70.2       74.8       87.3       88.6
Old  :                 71.8       77.4       89.0       92.5       70.2       74.8       87.3       88.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV                                                           Code-0643BY
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 800MWh                                                                     :
     :          :                                                                            :
All  :    28,223:     1,464      1,152        813     25,334     25,637     27,611     27,602:       612        621
Old  :    28,223:     1,464      1,152        813     25,334     25,637     27,611     27,602:       612        621
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2020                    :
     :       105:         0        113        -35        154         80        119        158:       -14        -53
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.2        4.1        2.9       89.8       90.8       97.8       97.8:       2.2        2.2
Old  :     100.0:       5.2        4.1        2.9       89.8       90.8       97.8       97.8:       2.2        2.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         2          4          4         19         18         24         23:
Old  :        28:         2          4          4         19         18         24         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.4       65.6       81.7       83.6       61.2       65.0       76.1       75.3
Old  :                 63.4       65.6       81.7       83.6       61.2       65.0       76.1       75.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV                                                  Code-0643BZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (1MW for about 368 Hours)                                                  :
     :          :                                                                            :
All  :    17,962:       661      1,069        437     16,118     16,171     17,216     17,677:       746        285
Old  :    17,962:       661      1,069        437     16,118     16,171     17,216     17,677:       746        285
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2020                    :
     :        12:       -10          0          2         13         10          5         12:         7          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.7        6.0        2.4       89.7       90.0       95.8       98.4:       4.2        1.6
Old  :     100.0:       3.7        6.0        2.4       89.7       90.0       95.8       98.4:       4.2        1.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         2          4          4         15         13         19         19:
Old  :        23:         2          4          4         15         13         19         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.8       84.7       78.4       93.4       61.7       80.8       77.6       88.2
Old  :                 61.8       84.7       78.4       93.4       61.7       80.8       77.6       88.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV                                                           Code-0643C3
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 800MWh                                                                     :
     :          :                                                                            :
All  :    53,586:     4,485      7,306      1,588     47,367     44,595     53,440     53,489:       146         97
Old  :    53,586:     4,485      7,306      1,588     47,367     44,595     53,440     53,489:       146         97
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2020                    :
     :       337:        79          5        299        -36        -46        342        258:        -5         79
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.4       13.6        3.0       88.4       83.2       99.7       99.8:       0.3        0.2
Old  :     100.0:       8.4       13.6        3.0       88.4       83.2       99.7       99.8:       0.3        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:         7          6          6         27         27         36         37:
Old  :        46:         7          6          6         27         27         36         37:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.9       70.9       72.8       82.9       46.4       53.1       61.4       62.7
Old  :                 54.9       70.9       72.8       82.9       46.4       53.1       61.4       62.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV                                                         Code-0643C4
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (1MW for about 368 Hours)                                                  :
     :          :                                                                            :
All  :    32,051:     1,210      3,451      1,237     29,107     27,023     31,554     31,711:       497        340
Old  :    32,051:     1,210      3,451      1,237     29,107     27,023     31,554     31,711:       497        340
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2020                    :
     :      -126:       -95          0        200       -346       -394       -241       -194:       115         68
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.8       10.8        3.9       90.8       84.3       98.4       98.9:       1.6        1.1
Old  :     100.0:       3.8       10.8        3.9       90.8       84.3       98.4       98.9:       1.6        1.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:         3          4          3         20         20         24         26:
Old  :        34:         3          4          3         20         20         24         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 66.4       72.4       79.1       85.1       60.6       71.1       71.8       80.3
Old  :                 66.4       72.4       79.1       85.1       60.6       71.1       71.8       80.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV                                                             Code-0643CB
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 400MWh                                                                     :
     :          :                                                                            :
All  :    16,686:     1,673        142        100     14,898     16,417     16,671     16,659:        15         27
Old  :    16,686:     1,673        142        100     14,898     16,417     16,671     16,659:        15         27
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2020                    :
     :      -620:       -58         67        -67       -480       -620       -605       -620:       -15          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.0        0.9        0.6       89.3       98.4       99.9       99.8:       0.1        0.2
Old  :     100.0:      10.0        0.9        0.6       89.3       98.4       99.9       99.8:       0.1        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         3          2          1         17         14         20         17:
Old  :        26:         3          2          1         17         14         20         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 72.4       86.3       90.5       94.8       71.5       82.7       88.5       90.1
Old  :                 72.4       86.3       90.5       94.8       71.5       82.7       88.5       90.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV                                                  Code-0643CC
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (1 MW for about 368 Hours)                                                 :
     :          :                                                                            :
All  :    21,616:     2,660          0        100     18,781     21,516     21,541     21,616:        75          0
Old  :    21,616:     2,660          0        100     18,781     21,516     21,541     21,616:        75          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2020                    :
     :      -609:       -25          0          0       -631       -609       -656       -609:        47          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.3        0.0        0.5       86.9       99.5       99.7      100.0:       0.3        0.0
Old  :     100.0:      12.3        0.0        0.5       86.9       99.5       99.7      100.0:       0.3        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         5          0          1         15         11         20         12:
Old  :        24:         5          0          1         15         11         20         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 70.0       93.9       89.7       98.4       69.8       92.7       89.4       95.9
Old  :                 70.0       93.9       89.7       98.4       69.8       92.7       89.4       95.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV                                                          Code-0643CZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    10,629:       775        450        215      9,233      9,649     10,223     10,314:       406        315
Old  :    10,629:       775        450        215      9,233      9,649     10,223     10,314:       406        315
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2020                    :
     :         0:         0          0          0        -74       -215        -74       -215:        74        215
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.3        4.2        2.0       86.9       90.8       96.2       97.0:       3.8        3.0
Old  :     100.0:       7.3        4.2        2.0       86.9       90.8       96.2       97.0:       3.8        3.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         4          2          3         15         14         19         19:
Old  :        27:         4          2          3         15         14         19         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.2       58.2       77.7       85.4       42.2       55.4       63.1       75.3
Old  :                 52.2       58.2       77.7       85.4       42.2       55.4       63.1       75.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV                                                 Code-0643D1
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :     9,866:       580        350        310      8,644      8,881      9,534      9,541:       332        325
Old  :     9,866:       580        350        310      8,644      8,881      9,534      9,541:       332        325
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2020                    :
     :         0:         0          0          0        -54       -215        -54       -215:        54        215
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.9        3.5        3.1       87.6       90.0       96.6       96.7:       3.4        3.3
Old  :     100.0:       5.9        3.5        3.1       87.6       90.0       96.6       96.7:       3.4        3.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         4          2          2         14         14         18         18:
Old  :        26:         4          2          2         14         14         18         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.2       65.3       79.7       84.9       43.9       59.3       62.0       71.0
Old  :                 56.2       65.3       79.7       84.9       43.9       59.3       62.0       71.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV                                       Code-0643D7
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    51,255:     1,700          0      2,450     46,655     48,660     50,805     51,110:       450        145
Old  :    51,255:     1,700          0      2,450     46,655     48,660     50,805     51,110:       450        145
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2020                    :
     :         0:         0          0          0       -250       -135       -250       -135:       250        135
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.3        0.0        4.8       91.0       94.9       99.1       99.7:       0.9        0.3
Old  :     100.0:       3.3        0.0        4.8       91.0       94.9       99.1       99.7:       0.9        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         5          0          1         20         15         25         16:
Old  :        31:         5          0          1         20         15         25         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 75.4       74.6       87.2       90.3       69.8       73.4       77.8       84.7
Old  :                 75.4       74.6       87.2       90.3       69.8       73.4       77.8       84.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV                                                           Code-0643D8
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    51,645:     1,780          0      2,375     46,560     49,155     50,715     51,530:       930        115
Old  :    51,645:     1,780          0      2,375     46,560     49,155     50,715     51,530:       930        115
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2020                    :
     :         0:         0          0          0       -730       -105       -730       -105:       730        105
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.4        0.0        4.6       90.2       95.2       98.2       99.8:       1.8        0.2
Old  :     100.0:       3.4        0.0        4.6       90.2       95.2       98.2       99.8:       1.8        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         6          0          1         20         15         26         16:
Old  :        32:         6          0          1         20         15         26         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 72.7       73.9       84.8       90.6       67.8       72.7       76.4       84.8
Old  :                 72.7       73.9       84.8       90.6       67.8       72.7       76.4       84.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV                                                      Code-0643DB
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :   116,390:     1,410      9,257      1,964    112,481    104,110    115,855    115,331:       535      1,059
Old  :   116,390:     1,410      9,257      1,964    112,481    104,110    115,855    115,331:       535      1,059
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2020                    :
     :        15:        40        -21        -19       -168       -967       -147     -1,007:       162      1,022
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.2        8.0        1.7       96.6       89.4       99.5       99.1:       0.5        0.9
Old  :     100.0:       1.2        8.0        1.7       96.6       89.4       99.5       99.1:       0.5        0.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        57:         4         10          7         38         32         48         43:
Old  :        57:         4         10          7         38         32         48         43:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.3       48.9       70.3       68.0       49.1       46.1       63.5       60.0
Old  :                 51.3       48.9       70.3       68.0       49.1       46.1       63.5       60.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                                                        Code-0643DC
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 352 MWh                                                                    :
     :          :                                                                            :
All  :   125,016:     1,920      8,103      3,336    119,195    112,580    124,451    124,019:       565        997
Old  :   125,016:     1,920      8,103      3,336    119,195    112,580    124,451    124,019:       565        997
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2020                    :
     :       421:       112       -106          4       -131       -415        -15       -517:       436        938
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.5        6.5        2.7       95.3       90.1       99.5       99.2:       0.5        0.8
Old  :     100.0:       1.5        6.5        2.7       95.3       90.1       99.5       99.2:       0.5        0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        66:         7         10         10         43         38         57         51:
Old  :        66:         7         10         10         43         38         57         51:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.1       48.1       65.2       65.7       39.5       46.3       52.5       59.3
Old  :                 43.1       48.1       65.2       65.7       39.5       46.3       52.5       59.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                                                   Code-0643DF
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :   520,312:    38,866     20,125     51,529    429,434    447,050    519,829    518,703:       483      1,609
Old  :   520,312:    38,866     20,125     51,529    429,434    447,050    519,829    518,703:       483      1,609
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2020                    :
     :    -4,667:     1,301      1,586     -3,308     -2,762     -4,202     -4,770     -5,923:       102      1,256
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.5        3.9        9.9       82.5       85.9       99.9       99.7:       0.1        0.3
Old  :     100.0:       7.5        3.9        9.9       82.5       85.9       99.9       99.7:       0.1        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       107:        29         23         33         51         52         92         96:
Old  :       107:        29         23         33         51         52         92         96:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.1       36.4       59.4       58.9       13.2       17.6       19.1       22.5
Old  :                 38.1       36.4       59.4       58.9       13.2       17.6       19.1       22.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                                                        Code-0643DL
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    15,220:     2,805        600         95     12,135     14,025     15,035     14,720:       185        500
Old  :    15,220:     2,805        600         95     12,135     14,025     15,035     14,720:       185        500
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2020                    :
     :         0:         0          0          0        -55       -420        -55       -420:        55        420
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.4        3.9        0.6       79.7       92.1       98.8       96.7:       1.2        3.3
Old  :     100.0:      18.4        3.9        0.6       79.7       92.1       98.8       96.7:       1.2        3.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         4          1          2         17         16         21         19:
Old  :        28:         4          1          2         17         16         21         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.8       76.3       80.7       89.9       52.5       68.6       71.7       77.8
Old  :                 54.8       76.3       80.7       89.9       52.5       68.6       71.7       77.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                                               Code-0643DM
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    12,806:     2,515        600         95      9,921     11,551     12,531     12,246:       275        560
Old  :    12,806:     2,515        600         95      9,921     11,551     12,531     12,246:       275        560
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2020                    :
     :         0:         0          0          0        -45       -420        -45       -420:        45        420
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.6        4.7        0.7       77.5       90.2       97.9       95.6:       2.1        4.4
Old  :     100.0:      19.6        4.7        0.7       77.5       90.2       97.9       95.6:       2.1        4.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         4          1          2         16         15         20         18:
Old  :        26:         4          1          2         16         15         20         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.6       72.2       82.2       87.7       52.4       62.0       72.8       73.2
Old  :                 53.6       72.2       82.2       87.7       52.4       62.0       72.8       73.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV                                                   Code-0643ID
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (1MW for about 352 Hours)                                                  :
     :          :                                                                            :
All  :     9,550:       925          0          0      8,615      9,520      9,540      9,520:        10         30
Old  :     9,550:       925          0          0      8,615      9,520      9,540      9,520:        10         30
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2020                    :
     :        70:         0          0          0         70         70         70         70:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.7        0.0        0.0       90.2       99.7       99.9       99.7:       0.1        0.3
Old  :     100.0:       9.7        0.0        0.0       90.2       99.7       99.9       99.7:       0.1        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         5          0          0         24         19         29         19:
Old  :        32:         5          0          0         24         19         29         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.8       71.8       76.5       84.3       32.6       43.1       44.8       50.9
Old  :                 53.8       71.8       76.5       84.3       32.6       43.1       44.8       50.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV                                                         Code-066413
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1000  metric tonnes                                                        :
     :          :                                                                            :
All  :     6,348:       187        435        200      5,165      4,757      5,552      5,392:       796        956
Old  :     6,348:       187        435        200      5,165      4,757      5,552      5,392:       796        956
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2020                    :
     :    -1,061:       -44        -29       -107     -1,015       -991     -1,166     -1,127:       105         66
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.9        6.9        3.2       81.4       74.9       87.5       84.9:      12.5       15.1
Old  :     100.0:       2.9        6.9        3.2       81.4       74.9       87.5       84.9:      12.5       15.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:         2          3          3         25         26         28         31:
Old  :        35:         2          3          3         25         26         28         31:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.9       25.3       52.2       44.4       26.6       24.1       36.9       36.5
Old  :                 35.9       25.3       52.2       44.4       26.6       24.1       36.9       36.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV                                                    Code-066416
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 42000 gallons(1000 barrels)                                                :
     :          :                                                                            :
All  :    30,216:     1,327         38        160     28,655     29,942     30,142     30,140:        74         76
Old  :    30,216:     1,327         38        160     28,655     29,942     30,142     30,140:        74         76
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2020                    :
     :    -4,696:      -445        -25          0     -4,243     -4,628     -4,688     -4,653:        -8        -43
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.4        0.1        0.5       94.8       99.1       99.8       99.7:       0.2        0.3
Old  :     100.0:       4.4        0.1        0.5       94.8       99.1       99.8       99.7:       0.2        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        48:         2          1          1         41         34         44         35:
Old  :        48:         2          1          1         41         34         44         35:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.9       60.6       58.1       72.7       33.6       56.2       53.0       65.6
Old  :                 34.9       60.6       58.1       72.7       33.6       56.2       53.0       65.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV                                                 Code-06641A
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 42000 gallons(1000 barrels)                                                :
     :          :                                                                            :
All  :    19,299:     1,091          0         15     18,148     18,921     19,254     18,936:        45        363
Old  :    19,299:     1,091          0         15     18,148     18,921     19,254     18,936:        45        363
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2020                    :
     :    -2,885:      -230          0          0     -2,665     -3,014     -2,895     -3,014:        10        129
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.7        0.0        0.1       94.0       98.0       99.8       98.1:       0.2        1.9
Old  :     100.0:       5.7        0.0        0.1       94.0       98.0       99.8       98.1:       0.2        1.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         3          0          1         22         22         25         23:
Old  :        28:         3          0          1         22         22         25         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 71.4       60.4       83.4       78.3       49.7       37.9       55.0       48.1
Old  :                 71.4       60.4       83.4       78.3       49.7       37.9       55.0       48.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV                                                  Code-06641D
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 42000 gallons(1000 barrels)                                                :
     :          :                                                                            :
All  :    11,140:       169         80        376     10,419     10,085     10,964     10,541:       176        599
Old  :    11,140:       169         80        376     10,419     10,085     10,964     10,541:       176        599
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2020                    :
     :    -1,719:       -40         44        -72     -1,446     -1,631     -1,558     -1,659:      -161        -60
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.5        0.7        3.4       93.5       90.5       98.4       94.6:       1.6        5.4
Old  :     100.0:       1.5        0.7        3.4       93.5       90.5       98.4       94.6:       1.6        5.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        52:         4          1          3         38         33         43         36:
Old  :        52:         4          1          3         38         33         43         36:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.8       36.8       48.6       57.3       27.0       28.5       39.5       43.6
Old  :                 30.8       36.8       48.6       57.3       27.0       28.5       39.5       43.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PROPANE OPIS CONWAY INWELL FP - ICE FUTURES ENERGY DIV                                                  Code-06641E
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 42000 gallons(1000 barrels)                                                :
     :          :                                                                            :
All  :     6,298:        15        200         75      5,923      5,793      6,013      6,068:       285        230
Old  :     6,298:        15        200         75      5,923      5,793      6,013      6,068:       285        230
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2020                    :
     :      -826:        -5          3        -18       -723       -821       -746       -836:       -80         10
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.2        3.2        1.2       94.0       92.0       95.5       96.3:       4.5        3.7
Old  :     100.0:       0.2        3.2        1.2       94.0       92.0       95.5       96.3:       4.5        3.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         1          2          2         11         18         13         21:
Old  :        22:         1          2          2         11         18         13         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 81.7       45.4       91.7       72.5       51.8       29.9       52.4       43.0
Old  :                 81.7       45.4       91.7       72.5       51.8       29.9       52.4       43.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV                                                 Code-06641F
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 42000 gallons(1000 barrels)                                                :
     :          :                                                                            :
All  :    23,398:         0      1,011        159     23,231     22,218     23,390     23,388:         8         10
Old  :    23,398:         0      1,011        159     23,231     22,218     23,390     23,388:         8         10
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2020                    :
     :    -7,838:      -585       -578         99     -7,346     -7,313     -7,832     -7,792:        -6        -46
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        4.3        0.7       99.3       95.0      100.0      100.0:       0.0        0.0
Old  :     100.0:       0.0        4.3        0.7       99.3       95.0      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        53:         0          3          1         26         39         27         42:
Old  :        53:         0          3          1         26         39         27         42:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.0       36.1       80.3       55.3       54.9       35.4       68.8       50.6
Old  :                 64.0       36.1       80.3       55.3       54.9       35.4       68.8       50.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV                                                 Code-06641G
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 42000 gallons(1000 barrels)                                                :
     :          :                                                                            :
All  :    54,144:     8,326      1,119      1,151     44,417     51,635     53,894     53,905:       250        239
Old  :    54,144:     8,326      1,119      1,151     44,417     51,635     53,894     53,905:       250        239
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2020                    :
     :    -8,638:    -1,991       -390          1     -6,682     -8,310     -8,672     -8,699:        34         61
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.4        2.1        2.1       82.0       95.4       99.5       99.6:       0.5        0.4
Old  :     100.0:      15.4        2.1        2.1       82.0       95.4       99.5       99.6:       0.5        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        96:         9          7          9         71         64         85         75:
Old  :        96:         9          7          9         71         64         85         75:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.4       35.7       44.1       50.6       21.8       30.8       37.4       42.4
Old  :                 24.4       35.7       44.1       50.6       21.8       30.8       37.4       42.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV                                                      Code-06641H
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1000 Metric  Tonnes                                                        :
     :          :                                                                            :
All  :     2,201:       129          0          0      1,392      1,600      1,521      1,600:       680        601
Old  :     2,201:       129          0          0      1,392      1,600      1,521      1,600:       680        601
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2020                    :
     :      -806:       -80        -68        -51       -566       -767       -697       -886:      -109         80
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.9        0.0        0.0       63.2       72.7       69.1       72.7:      30.9       27.3
Old  :     100.0:       5.9        0.0        0.0       63.2       72.7       69.1       72.7:      30.9       27.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         2          0          0         15         18         17         18:
Old  :        21:         2          0          0         15         18         17         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.6       42.3       52.7       56.5       29.9       39.0       42.4       46.7
Old  :                 37.6       42.3       52.7       56.5       29.9       39.0       42.4       46.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CRUDE DIFF-WCS HOUSTON/WTI 1ST - ICE FUTURES ENERGY DIV                                                 Code-06739C
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1000 Barrels                                                               :
     :          :                                                                            :
All  :    15,174:         0        180          0     15,174     14,974     15,174     15,154:         0         20
Old  :    15,174:         0        180          0     15,174     14,974     15,174     15,154:         0         20
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2020                    :
     :       465:         0        180          0        465        285        465        465:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        1.2        0.0      100.0       98.7      100.0       99.9:       0.0        0.1
Old  :     100.0:       0.0        1.2        0.0      100.0       98.7      100.0       99.9:       0.0        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         0          1          0         17         12         17         13:
Old  :        24:         0          1          0         17         12         17         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 65.1       78.4       86.9       95.5       64.0       73.3       81.0       83.9
Old  :                 65.1       78.4       86.9       95.5       64.0       73.3       81.0       83.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV                                                    Code-06742G
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1000 BARRELS                                                               :
     :          :                                                                            :
All  :    45,002:         0          0          0     43,452     43,395     43,452     43,395:     1,550      1,607
Old  :    45,002:         0          0          0     43,452     43,395     43,452     43,395:     1,550      1,607
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2020                    :
     :     1,525:         0          0          0      1,525      1,525      1,525      1,525:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0       96.6       96.4       96.6       96.4:       3.4        3.6
Old  :     100.0:       0.0        0.0        0.0       96.6       96.4       96.6       96.4:       3.4        3.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:         0          0          0         27         28         27         28:
Old  :        38:         0          0          0         27         28         27         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.0       53.2       72.1       76.7       42.6       48.6       61.5       69.5
Old  :                 46.0       53.2       72.1       76.7       42.6       48.6       61.5       69.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV                                                     Code-06742T
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1000 BARRELS                                                               :
     :          :                                                                            :
All  :    19,107:         0          0          0     19,071     19,037     19,071     19,037:        36         70
Old  :    19,107:         0          0          0     19,071     19,037     19,071     19,037:        36         70
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2020                    :
     :        30:         0          0          0         30         30         30         30:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0       99.8       99.6       99.8       99.6:       0.2        0.4
Old  :     100.0:       0.0        0.0        0.0       99.8       99.6       99.8       99.6:       0.2        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         0          0          0         16         18         16         18:
Old  :        27:         0          0          0         16         18         16         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 71.6       72.9       90.6       88.4       71.6       72.4       86.8       86.0
Old  :                 71.6       72.9       90.6       88.4       71.6       72.4       86.8       86.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated January 08, 2021