CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV                   Code-0063CA
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       42,044
COMMITMENTS
   4,499   16,160      240   37,223   25,569   41,962   41,969       82       75

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:       -195)
     -20       45       15     -190     -255     -195     -195        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.7     38.4      0.6     88.5     60.8     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       5        8        4       15       18       23       27                  
 
 
NJ SRECS - ICE FUTURES ENERGY DIV                                    Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:      147,289
COMMITMENTS
  42,146   18,672    4,516  100,627  124,101  147,289  147,289        0        0

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:        100)
       0        0      100        0        0      100      100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.6     12.7      3.1     68.3     84.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       7        6        4       16       16       23       26                  
 
 
PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV                        Code-0063CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:      160,960
COMMITMENTS
  20,500   28,219    4,417  136,033  128,323  160,950  160,960       10        0

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:      4,449)
     -94      200      894    3,649    3,355    4,449    4,449        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.7     17.5      2.7     84.5     79.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       7        5        6       20       12       29       21                  
 
 
CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV                   Code-0063CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:      111,988
COMMITMENTS
  49,671   31,596    4,536   57,113   75,728  111,320  111,861      668      128

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:        820)
     214     -140      230      412      730      856      820      -36        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    44.4     28.2      4.1     51.0     67.6     99.4     99.9      0.6      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      25        8       10       25       22       53       38                  
 
 
CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV                Code-0063D9
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       31,501
COMMITMENTS
   4,879    2,984    1,936   24,650   26,580   31,465   31,500       36        1

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:          0)
       0       -1        0        0        0        0       -1        0        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.5      9.5      6.1     78.3     84.4     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       8        2        1       14       12       22       15                  
 
 
CALIF CARBON CURRENT AUCTION - ICE FUTURES ENERGY DIV                Code-0063DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       21,091
COMMITMENTS
      75   16,364      650   20,366    4,077   21,091   21,091        0        0

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:        225)
     -25      125      100      150        0      225      225        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4     77.6      3.1     96.6     19.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        5        1       12        3       15        8                  
 
 
CT RECs CLASS 1 - ICE FUTURES ENERGY DIV                             Code-0063DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of Class 1 Renewable Energy Cert             OPEN INTEREST:       17,173
COMMITMENTS
   2,015    3,260      225   14,933   13,688   17,173   17,173        0        0

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.7     19.0      1.3     87.0     79.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        7        3       11       10       15       17                  
 
 
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV                Code-0063DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of Class 1 Renewable Energy Cert             OPEN INTEREST:       21,049
COMMITMENTS
   2,385    7,120      440   18,199   13,489   21,024   21,049       25        0

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.3     33.8      2.1     86.5     64.1     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        7        2       11       11       13       20                  
 
 
MARYLAND COMPLIANCE REC TIER1 - ICE FUTURES ENERGY DIV               Code-0063DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(100 Tier 1 RECs)                                    OPEN INTEREST:       12,789
COMMITMENTS
   6,665      390        0    6,124   12,399   12,789   12,789        0        0

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        3        0        9        8       13       11                  
 
 
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV                          Code-0063DN
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       48,321
COMMITMENTS
  20,167   15,071    4,000   24,154   29,250   48,321   48,321        0        0

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:          0)
  -2,124      251     -251    2,375        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    41.7     31.2      8.3     50.0     60.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        5        3       17       13       23       19                  
 
 
RGGI VINTAGE 2021 - ICE FUTURES ENERGY DIV                           Code-0063DW
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       33,651
COMMITMENTS
   7,883        0       59   24,895   33,592   32,836   33,650      815        1

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:        632)
     -46        0       59      619      573      632      632        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.4      0.0      0.2     74.0     99.8     97.6    100.0      2.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       8        0        1       12       10       20       11                  
 
 
MARINE FUEL OIL 0.5% FOB USGC - ICE FUTURES ENERGY DIV               Code-021397
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:        8,000
COMMITMENTS
     120      167       30    7,811    7,803    7,961    8,000       39        0

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:     -1,763)
       0      -21       25   -1,759   -1,747   -1,734   -1,743      -29      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.5      2.1      0.4     97.6     97.5     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        2       16       14       18       16                  
 
 
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV                          Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:       22,328
COMMITMENTS
   5,758      525      227   16,275   21,554   22,260   22,306       68       22

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:     -8,848)
    -258      427     -546   -8,075   -8,751   -8,879   -8,870       31       22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.8      2.4      1.0     72.9     96.5     99.7     99.9      0.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       4        2        3       27       34       32       38                  
 
 
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV       Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:       14,584
COMMITMENTS
     125    4,427        0   13,712   10,153   13,837   14,580      747        4

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:     -6,006)
      21     -202     -315   -5,721   -5,491   -6,015   -6,008        9        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9     30.4      0.0     94.0     69.6     94.9    100.0      5.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        3        0       18       17       19       20                  
 
 
USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV               Code-02141R
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
BBL                                                  OPEN INTEREST:        4,019
COMMITMENTS
       0      383      439    3,427    3,051    3,866    3,873      153      146

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:       -243)
       0       59        0     -220     -302     -220     -243      -23        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      9.5     10.9     85.3     75.9     96.2     96.4      3.8      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        3        2       12       11       14       14                  
 
 
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV                 Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    6,227,975
COMMITMENTS
 1002271   22,890  466,394  4713374  5718069  6182039  6207353   45,936   20,622

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:   -359,747)
  26,473  -26,456  -65,003 -318,259 -245,996 -356,789 -337,455   -2,958  -22,292

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.1      0.4      7.5     75.7     91.8     99.3     99.7      0.7      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      239)
      54       17       51      147      124      214      179                  
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:    1,392,064
COMMITMENTS
  42,623   16,288  471,354  874,743  901,767  1388719  1389409    3,344    2,655

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:      5,953)
 -17,708     -545    5,180   21,947    3,056    9,419    7,691   -3,466   -1,738

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.1      1.2     33.9     62.8     64.8     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      14       15       26       50       48       78       75                  
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      205,599
COMMITMENTS
   1,284    1,966      124  182,209  194,800  183,617  196,890   21,982    8,709

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:       -265)
       0      130        0     -850   -3,399     -850   -3,269      585    3,004

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6      1.0      0.1     88.6     94.7     89.3     95.8     10.7      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        5        1       24       20       25       26                  
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      145,447
COMMITMENTS
   1,763    1,656      610  135,896  129,151  138,269  131,417    7,178   14,030

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:      3,987)
  -1,615    1,656     -203    6,214    1,944    4,396    3,397     -409      590

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.2      1.1      0.4     93.4     88.8     95.1     90.4      4.9      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       4        2        3       22       25       27       29                  
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      290,135
COMMITMENTS
   7,619    3,045    2,759  267,174  270,935  277,552  276,739   12,583   13,396

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:      5,989)
  -1,208      231    1,991    4,245    2,239    5,028    4,461      961    1,528

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.6      1.0      1.0     92.1     93.4     95.7     95.4      4.3      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       8        4        5       28       33       39       39                  
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,033,346
COMMITMENTS
   1,743    7,236    1,127  1021326  1021079  1024196  1029442    9,150    3,904

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:    -52,184)
  -3,654      -88     -684  -49,516  -52,246  -53,854  -53,018    1,670      834

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      0.7      0.1     98.8     98.8     99.1     99.6      0.9      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       4        2        2       41       24       46       27                  
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      381,757
COMMITMENTS
  12,225    5,459      492  351,554  361,262  364,271  367,213   17,486   14,544

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:      1,792)
     265      604     -238    1,034    1,349    1,061    1,715      731       77

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.2      1.4      0.1     92.1     94.6     95.4     96.2      4.6      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       6        4        3       43       33       50       39                  
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      621,692
COMMITMENTS
   4,843        0    1,029  607,099  614,603  612,971  615,632    8,721    6,060

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:      3,016)
    -535        0     -112    2,330     -745    1,683     -857    1,333    3,873

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8      0.0      0.2     97.7     98.9     98.6     99.0      1.4      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       4        0        1       38       43       42       44                  
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      483,669
COMMITMENTS
       0    1,176        0  474,859  465,368  474,859  466,544    8,810   17,125

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:     -5,235)
       0       32        0   -5,135   -7,113   -5,135   -7,081     -100    1,846

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.2      0.0     98.2     96.2     98.2     96.5      1.8      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       0        2        0       34       31       34       33                  
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       98,027
COMMITMENTS
       0        0        0   91,720   93,648   91,720   93,648    6,307    4,379

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:        -21)
       0        0        0     -638      260     -638      260      617     -281

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     93.6     95.5     93.6     95.5      6.4      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       14       19       14       19                  
 
 
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                    Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       24,380
COMMITMENTS
   1,364        0        0   22,582   24,101   23,946   24,101      434      279

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.6      0.0      0.0     92.6     98.9     98.2     98.9      1.8      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        0        0       24       18       27       18                  
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      351,289
COMMITMENTS
   2,180    3,057    1,238  333,098  342,986  336,516  347,281   14,773    4,008

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:        385)
       0      977     -365   -4,975     -782   -5,340     -170    5,725      555

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6      0.9      0.4     94.8     97.6     95.8     98.9      4.2      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       1        3        2       27       30       30       33                  
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      181,965
COMMITMENTS
       0      341        0  171,539  174,721  171,539  175,062   10,426    6,903

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:        605)
       0        0        0       36      605       36      605      569        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.2      0.0     94.3     96.0     94.3     96.2      5.7      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        1        0       20       20       20       21                  
 
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      259,999
COMMITMENTS
       0    7,824        0  255,420  248,543  255,420  256,367    4,579    3,632

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:      1,536)
       0      360        0      389    1,114      389    1,474    1,147       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      3.0      0.0     98.2     95.6     98.2     98.6      1.8      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        2        0       23       17       23       19                  
 
 
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV                      Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       34,270
COMMITMENTS
   5,454        0        0   26,477   33,030   31,931   33,030    2,339    1,240

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:          0)
    -813        0        0      -62        0     -875        0      875        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.9      0.0      0.0     77.3     96.4     93.2     96.4      6.8      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       5        0        0       14       20       19       20                  
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      621,599
COMMITMENTS
   9,207   11,050    5,807  595,606  599,620  610,620  616,477   10,979    5,122

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:      5,298)
     439      514      900      981    4,726    2,320    6,140    2,978     -842

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.5      1.8      0.9     95.8     96.5     98.2     99.2      1.8      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
       4       10        7       55       44       64       56                  
 
 
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      217,959
COMMITMENTS
   2,200        0      581  206,202  214,502  208,983  215,083    8,976    2,876

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:      4,356)
  -1,014        0      256      426    3,114     -332    3,370    4,688      986

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.0      0.0      0.3     94.6     98.4     95.9     98.7      4.1      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        0        1       21       21       24       22                  
 
 
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      198,766
COMMITMENTS
  10,352    3,677        0  178,129  189,913  188,481  193,590   10,285    5,176

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:      2,792)
    -527        0        0   -4,076     -575   -4,603     -575    7,395    3,367

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.2      1.8      0.0     89.6     95.5     94.8     97.4      5.2      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       4        4        0       34       33       38       37                  
 
 
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV      Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      209,471
COMMITMENTS
  20,616    7,645      248  184,437  196,866  205,301  204,759    4,170    4,712

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:      2,364)
  -1,658        0        0      752   -1,263     -906   -1,263    3,270    3,627

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.8      3.6      0.1     88.0     94.0     98.0     97.8      2.0      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
       5        6        2       46       46       53       52                  
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      121,046
COMMITMENTS
   3,906        0      155  115,571  119,248  119,632  119,403    1,414    1,643

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:      1,668)
       0        0        0    1,668    1,141    1,668    1,141        0      527

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.2      0.0      0.1     95.5     98.5     98.8     98.6      1.2      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       4        0        1       26       27       30       28                  
 
 
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV                     Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
MMBTU                                                OPEN INTEREST:       22,998
COMMITMENTS
       0        0        0   22,018   20,951   22,018   20,951      980    2,047

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:        708)
       0        0        0      708      677      708      677        0       31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     95.7     91.1     95.7     91.1      4.3      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       16       13       16       13                  
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      240,931
COMMITMENTS
   7,673    1,892      938  226,677  233,343  235,288  236,173    5,643    4,758

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:       -269)
     315       69     -428      145   -1,286       32   -1,645     -301    1,376

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.2      0.8      0.4     94.1     96.9     97.7     98.0      2.3      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       3        3        3       33       35       38       39                  
 
 
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV                  Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      132,480
COMMITMENTS
       0        0        0  131,810  131,063  131,810  131,063      670    1,417

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:      2,141)
       0        0        0    2,141    1,676    2,141    1,676        0      465

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     99.5     98.9     99.5     98.9      0.5      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        0        0       12       22       12       22                  
 
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       90,158
COMMITMENTS
       0      394        0   78,494   76,956   78,494   77,350   11,664   12,808

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:        400)
       0      -56        0    1,374     -527    1,374     -583     -974      983

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.4      0.0     87.1     85.4     87.1     85.8     12.9     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        0       19       17       19       18                  
 
 
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV          Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      208,066
COMMITMENTS
     217    1,391        0  201,196  199,708  201,413  201,099    6,653    6,967

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:      3,424)
       0      511     -604    4,351    5,429    3,747    5,336     -323   -1,912

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      0.7      0.0     96.7     96.0     96.8     96.7      3.2      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       1        2        0       26       32       27       34                  
 
 
NORTHERN NATURAL GAS - DEMARCATION POOL (BASIS) - ICE FUTURES ENERGY Code-0233BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       35,875
COMMITMENTS
       0        0        0   30,991   33,720   30,991   33,720    4,884    2,155

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:         12)
       0        0        0      235      -44      235      -44     -223       56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     86.4     94.0     86.4     94.0     13.6      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       12       15       12       15                  
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      192,313
COMMITMENTS
       0    1,095        0  186,633  186,608  186,633  187,703    5,680    4,610

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:      1,247)
       0      -28        0    1,041    1,022    1,041      994      206      253

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.6      0.0     97.0     97.0     97.0     97.6      3.0      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        3        0       21       22       21       25                  
 
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       88,500
COMMITMENTS
       0        0        0   82,622   84,477   82,622   84,477    5,878    4,023

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:        394)
       0        0        0      432       81      432       81      -38      313

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     93.4     95.5     93.4     95.5      6.6      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       16       18       16       18                  
 
 
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV  Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       32,847
COMMITMENTS
   3,807      450      264   25,997   29,294   30,068   30,008    2,779    2,839

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:      2,807)
    -465      450       31    2,838    1,948    2,404    2,429      403      378

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.6      1.4      0.8     79.1     89.2     91.5     91.4      8.5      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        1        2       11       11       16       13                  
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      223,772
COMMITMENTS
   5,523        0        0  209,973  203,857  215,496  203,857    8,276   19,915

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:        547)
    -527        0      -62     -185      342     -774      280    1,321      267

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.5      0.0      0.0     93.8     91.1     96.3     91.1      3.7      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        0        0       13       20       16       20                  
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      166,409
COMMITMENTS
   5,709    1,452      763  151,281  157,711  157,753  159,926    8,656    6,483

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:        625)
       0       19        0      -17     -689      -17     -670      642    1,295

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.4      0.9      0.5     90.9     94.8     94.8     96.1      5.2      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       3        3        1       32       30       36       33                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV          Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       57,947
COMMITMENTS
   1,185        0      124   53,531   52,223   54,840   52,347    3,107    5,600

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:        -31)
     -62        0       62   -1,705   -2,604   -1,705   -2,542    1,674    2,511

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.0      0.0      0.2     92.4     90.1     94.6     90.3      5.4      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        0        1       15       17       17       18                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      245,697
COMMITMENTS
   3,205    4,375        0  231,912  231,184  235,117  235,559   10,580   10,138

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:        129)
       0      133        0   -4,289     -631   -4,289     -498    4,418      627

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3      1.8      0.0     94.4     94.1     95.7     95.9      4.3      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       2        4        0       30       33       32       37                  
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:      119,484
COMMITMENTS
       0        0        0  115,668  114,103  115,668  114,103    3,816    5,381

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:      2,288)
       0        0        0    2,349    1,882    2,349    1,882      -61      406

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     96.8     95.5     96.8     95.5      3.2      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        0        0       26       24       26       24                  
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      121,094
COMMITMENTS
       0        0        0  111,938  116,749  111,938  116,749    9,156    4,345

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:         -5)
       0        0        0     -532      513     -532      513      527     -518

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     92.4     96.4     92.4     96.4      7.6      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       14       18       14       18                  
 
 
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       39,982
COMMITMENTS
     248        0        0   36,462   36,625   36,710   36,625    3,272    3,357

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:        420)
       0        0        0      358     -665      358     -665       62    1,085

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6      0.0      0.0     91.2     91.6     91.8     91.6      8.2      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        0        0       13       22       14       22                  
 
 
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV                   Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MM Btus                                         OPEN INTEREST:      347,943
COMMITMENTS
     426    2,027      112  334,347  338,935  334,885  341,074   13,058    6,869

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:        977)
       0       62      -62      619      977      557      977      420        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      0.6      0.0     96.1     97.4     96.2     98.0      3.8      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       1        3        1       29       23       31       26                  
 
 
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV                         Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      102,993
COMMITMENTS
       0        0        0   94,456  100,831   94,456  100,831    8,537    2,162

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:      2,646)
       0        0        0    2,646    2,646    2,646    2,646        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     91.7     97.9     91.7     97.9      8.3      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       14       13       14       13                  
 
 
TETCO M2 Index (Receipts) - ICE FUTURES ENERGY DIV                   Code-0233DW
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MM Btus                                         OPEN INTEREST:       16,328
COMMITMENTS
   1,147        0        0   14,564   15,150   15,711   15,150      617    1,178

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0      -28     -899      -28     -899       28      899

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.0      0.0      0.0     89.2     92.8     96.2     92.8      3.8      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        0        8       13       10       13                  
 
 
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV                            Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:      182,056
COMMITMENTS
       0      580        0  174,941  174,273  174,941  174,853    7,115    7,203

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:      2,807)
       0       56        0    1,781    1,947    1,781    2,003    1,026      804

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.3      0.0     96.1     95.7     96.1     96.0      3.9      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        1        0       18       25       18       26                  
 
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                       Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:        4,745
COMMITMENTS
     550      726        0    3,785    3,843    4,335    4,569      410      176

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:          0)
     -44        0        0        0     -132      -44     -132       44      132

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.6     15.3      0.0     79.8     81.0     91.4     96.3      8.6      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       4        5        0       14       11       18       16                  
 
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                        Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       33,296
COMMITMENTS
   3,723    1,267    1,680   27,873   30,349   33,276   33,296       20        0

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:       -995)
  -1,069      540       75       -1   -1,610     -995     -995        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.2      3.8      5.0     83.7     91.1     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       5        7        7       21       23       30       33                  
 
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1 MWh for about 368 Hours)                          OPEN INTEREST:       30,867
COMMITMENTS
   2,905    1,635    1,750   26,212   27,482   30,867   30,867        0        0

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:     -1,364)
  -1,225      210      415     -554   -1,989   -1,364   -1,364        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.4      5.3      5.7     84.9     89.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       4        4        7       19       17       26       25                  
 
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                      Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1Megawatt for 368 Hours)               OPEN INTEREST:      135,792
COMMITMENTS
  22,996    4,574    2,448  109,690  128,300  135,134  135,322      658      470

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:       -143)
      50      223     -101     -430     -210     -481      -88      338      -55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.9      3.4      1.8     80.8     94.5     99.5     99.7      0.5      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      14        8       11       36       38       53       54                  
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       60,438
COMMITMENTS
   5,261      727    2,070   53,107   57,596   60,438   60,393        0       45

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:        208)
     -84      193        7      285       13      208      213        0       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.7      1.2      3.4     87.9     95.3    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       7        5        7       25       27       35       37                  
 
 
CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV                 Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 386 Hours)                  OPEN INTEREST:       33,762
COMMITMENTS
     375    2,159      150   33,237   31,453   33,762   33,762        0        0

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:         75)
      75      150        0        0      -75       75       75        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1      6.4      0.4     98.4     93.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        6        2       14       14       17       20                  
 
 
PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV              Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 386 Hours)                  OPEN INTEREST:       50,481
COMMITMENTS
  14,520    5,354    1,347   34,262   43,192   50,129   49,893      352      588

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:        223)
       2      -10       10      257      -30      269      -30      -46      253

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.8     10.6      2.7     67.9     85.6     99.3     98.8      0.7      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       5        3        3       22       25       28       30                  
 
 
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV                Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       65,697
COMMITMENTS
  19,808    5,033    1,958   43,162   58,174   64,928   65,165      769      532

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:        195)
     -28       30        5     -151       -2     -174       33      369      162

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.2      7.7      3.0     65.7     88.5     98.8     99.2      1.2      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       7        5        3       24       25       32       32                  
 
 
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV                Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       65,611
COMMITMENTS
   1,444      723    1,824   61,765   62,579   65,033   65,126      578      485

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:      1,053)
      80        0        0      766      568      846      568      207      485

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.2      1.1      2.8     94.1     95.4     99.1     99.3      0.9      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3        3        3       28       28       32       33                  
 
 
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV                      Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       86,185
COMMITMENTS
   1,569      957    2,186   81,649   82,467   85,404   85,610      781      575

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:      1,782)
      84        0        0    1,293    1,267    1,377    1,267      405      515

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.8      1.1      2.5     94.7     95.7     99.1     99.3      0.9      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3        3        3       29       25       33       30                  
 
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                      Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       36,510
COMMITMENTS
      75      195        0   36,418   35,616   36,493   35,811       17      699

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:         25)
       0        0        0       20       25       20       25        5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      0.5      0.0     99.7     97.6    100.0     98.1      0.0      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        2        0       19       18       21       20                  
 
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours)                           OPEN INTEREST:       28,857
COMMITMENTS
   1,560      750        0   26,946   28,034   28,506   28,784      351       73

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:        141)
       0        0        0      141       78      141       78        0       63

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.4      2.6      0.0     93.4     97.1     98.8     99.7      1.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        3        0       21       18       23       21                  
 
 
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV               Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       26,188
COMMITMENTS
   1,875      132      300   23,936   25,756   26,111   26,188       77        0

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.2      0.5      1.1     91.4     98.4     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        1       14       12       17       13                  
 
 
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV                 Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:      101,917
COMMITMENTS
  11,138    3,317    2,568   87,738   95,900  101,444  101,785      473      132

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:        788)
      45     -280      316      429      753      789      788       -1        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.9      3.3      2.5     86.1     94.1     99.5     99.9      0.5      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      12        9       10       45       35       61       50                  
 
 
ERCOT - SOUTH ZONE - ICE FUTURES ENERGY DIV                          Code-06439S
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       17,475
COMMITMENTS
      50       25        0   16,393   16,910   16,443   16,935    1,032      540

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      0.1      0.0     93.8     96.8     94.1     96.9      5.9      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        0       14       13       15       14                  
 
 
ERCOT-SOUTH MONTHLY OFFPEAK - ICE FUTURES ENERGY DIV                 Code-06439U
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       14,932
COMMITMENTS
      50       25        0   13,970   14,307   14,020   14,332      912      600

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      0.2      0.0     93.6     95.8     93.9     96.0      6.1      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        0       13       12       14       13                  
 
 
ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV                    Code-06439V
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       26,448
COMMITMENTS
      25    2,093        0   26,303   24,355   26,328   26,448      120        0

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:        195)
       0        0        0      255      195      255      195      -60        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      7.9      0.0     99.5     92.1     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        0       14       18       15       20                  
 
 
ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439W
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       26,135
COMMITMENTS
      25    2,093        0   25,990   24,042   26,015   26,135      120        0

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:        195)
       0        0        0      255      195      255      195      -60        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      8.0      0.0     99.4     92.0     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        0       14       18       15       20                  
 
 
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       63,712
COMMITMENTS
   4,028    1,525      350   59,042   61,154   63,420   63,029      292      683

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:        395)
     200     -200      200       -5      395      395      395        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.3      2.4      0.5     92.7     96.0     99.5     98.9      0.5      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       6        2        3       23       22       30       26                  
 
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       40,400
COMMITMENTS
     225      135        0   40,131   39,549   40,356   39,684       44      716

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:         50)
       0        0        0       50       50       50       50        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6      0.3      0.0     99.3     97.9     99.9     98.2      0.1      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        2        0       22       20       24       22                  
 
 
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV                    Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       41,678
COMMITMENTS
     327    1,910       20   40,913   39,727   41,260   41,657      418       21

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:        331)
      25        0        0      306      327      331      327        0        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8      4.6      0.0     98.2     95.3     99.0     99.9      1.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        8        1       23       23       25       32                  
 
 
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV                     Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       57,747
COMMITMENTS
   2,167        0       85   54,367   57,392   56,619   57,477    1,128      270

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:        299)
       4        0        0      -10      299       -6      299      305        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.8      0.0      0.1     94.1     99.4     98.0     99.5      2.0      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        0        2       21       18       24       20                  
 
 
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       61,780
COMMITMENTS
   2,478      135      261   58,206   61,199   60,945   61,595      835      185

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:        428)
       0       10        0      143      418      143      428      285        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.0      0.2      0.4     94.2     99.1     98.6     99.7      1.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       4        2        2       25       19       29       23                  
 
 
ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV              Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 368 Hours)                  OPEN INTEREST:       90,081
COMMITMENTS
   2,703      762    2,018   85,192   87,231   89,913   90,011      168       70

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:         78)
     575       -5     -284     -213      357       78       68        0       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.0      0.8      2.2     94.6     96.8     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        2        3       25       24       29       28                  
 
 
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:      107,593
COMMITMENTS
   4,079    1,422    3,615   99,435  102,460  107,129  107,497      464       96

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:        997)
     989     -372       69      -99    1,302      959      999       38       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.8      1.3      3.4     92.4     95.2     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       7       10       11       30       32       43       47                  
 
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                            Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       59,031
COMMITMENTS
   1,016    4,685      171   57,824   54,130   59,011   58,986       20       45

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:      2,409)
       0       15       -6    2,415    2,400    2,409    2,409        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.7      7.9      0.3     98.0     91.7    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        4        4       21       15       26       21                  
 
 
CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV                 Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 386 Hours)                  OPEN INTEREST:       45,995
COMMITMENTS
     375    1,750        0   45,620   44,245   45,995   45,995        0        0

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:         25)
      75      250     -150      100      -75       25       25        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8      3.8      0.0     99.2     96.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        4        0       15       12       17       16                  
 
 
PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV                  Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 386 Hours)                  OPEN INTEREST:       55,907
COMMITMENTS
     623    1,986      268   54,906   53,573   55,797   55,827      110       80

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:        455)
       1        0       -1      455      464      455      463        0       -8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1      3.6      0.5     98.2     95.8     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        3        3       23       23       27       28                  
 
 
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV                       Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       63,427
COMMITMENTS
   1,151    5,450      331   61,017   57,353   62,499   63,134      928      293

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:        798)
     -50        0       35      792      778      777      813       21      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.8      8.6      0.5     96.2     90.4     98.5     99.5      1.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       5        5        4       21       23       28       30                  
 
 
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       25,406
COMMITMENTS
      50    3,287      164   24,699   21,551   24,913   25,002      493      404

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:         10)
       0        0        0     -140     -267     -140     -267      150      277

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2     12.9      0.6     97.2     84.8     98.1     98.4      1.9      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        4        1       15       14       17       18                  
 
 
NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV                Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours)                           OPEN INTEREST:       22,956
COMMITMENTS
      50    1,300        0   22,313   21,398   22,363   22,698      593      258

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:        175)
       0        0        0       15      -45       15      -45      160      220

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      5.7      0.0     97.2     93.2     97.4     98.9      2.6      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        0       16       14       17       16                  
 
 
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       28,223
COMMITMENTS
   1,464    1,152      813   25,334   25,637   27,611   27,602      612      621

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:        105)
       0      113      -35      154       80      119      158      -14      -53

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.2      4.1      2.9     89.8     90.8     97.8     97.8      2.2      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        4        4       19       18       24       23                  
 
 
NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV               Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours)                            OPEN INTEREST:       17,962
COMMITMENTS
     661    1,069      437   16,118   16,171   17,216   17,677      746      285

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:         12)
     -10        0        2       13       10        5       12        7        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.7      6.0      2.4     89.7     90.0     95.8     98.4      4.2      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        4        4       15       13       19       19                  
 
 
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       53,586
COMMITMENTS
   4,485    7,306    1,588   47,367   44,595   53,440   53,489      146       97

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:        337)
      79        5      299      -36      -46      342      258       -5       79

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.4     13.6      3.0     88.4     83.2     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       7        6        6       27       27       36       37                  
 
 
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours)                            OPEN INTEREST:       32,051
COMMITMENTS
   1,210    3,451    1,237   29,107   27,023   31,554   31,711      497      340

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:       -126)
     -95        0      200     -346     -394     -241     -194      115       68

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.8     10.8      3.9     90.8     84.3     98.4     98.9      1.6      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        4        3       20       20       24       26                  
 
 
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV                          Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       16,686
COMMITMENTS
   1,673      142      100   14,898   16,417   16,671   16,659       15       27

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:       -620)
     -58       67      -67     -480     -620     -605     -620      -15        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.0      0.9      0.6     89.3     98.4     99.9     99.8      0.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        2        1       17       14       20       17                  
 
 
PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV               Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours)                           OPEN INTEREST:       21,616
COMMITMENTS
   2,660        0      100   18,781   21,516   21,541   21,616       75        0

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:       -609)
     -25        0        0     -631     -609     -656     -609       47        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.3      0.0      0.5     86.9     99.5     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       5        0        1       15       11       20       12                  
 
 
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       10,629
COMMITMENTS
     775      450      215    9,233    9,649   10,223   10,314      406      315

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0      -74     -215      -74     -215       74      215

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.3      4.2      2.0     86.9     90.8     96.2     97.0      3.8      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       4        2        3       15       14       19       19                  
 
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV              Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:        9,866
COMMITMENTS
     580      350      310    8,644    8,881    9,534    9,541      332      325

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0      -54     -215      -54     -215       54      215

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.9      3.5      3.1     87.6     90.0     96.6     96.7      3.4      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        2        2       14       14       18       18                  
 
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV    Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       51,255
COMMITMENTS
   1,700        0    2,450   46,655   48,660   50,805   51,110      450      145

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0     -250     -135     -250     -135      250      135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.3      0.0      4.8     91.0     94.9     99.1     99.7      0.9      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       5        0        1       20       15       25       16                  
 
 
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       51,645
COMMITMENTS
   1,780        0    2,375   46,560   49,155   50,715   51,530      930      115

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0     -730     -105     -730     -105      730      105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.4      0.0      4.6     90.2     95.2     98.2     99.8      1.8      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       6        0        1       20       15       26       16                  
 
 
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      116,390
COMMITMENTS
   1,410    9,257    1,964  112,481  104,110  115,855  115,331      535    1,059

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:         15)
      40      -21      -19     -168     -967     -147   -1,007      162    1,022

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.2      8.0      1.7     96.6     89.4     99.5     99.1      0.5      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       4       10        7       38       32       48       43                  
 
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
352 MWh                                              OPEN INTEREST:      125,016
COMMITMENTS
   1,920    8,103    3,336  119,195  112,580  124,451  124,019      565      997

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:        421)
     112     -106        4     -131     -415      -15     -517      436      938

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.5      6.5      2.7     95.3     90.1     99.5     99.2      0.5      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
       7       10       10       43       38       57       51                  
 
 
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      520,312
COMMITMENTS
  38,866   20,125   51,529  429,434  447,050  519,829  518,703      483    1,609

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:     -4,667)
   1,301    1,586   -3,308   -2,762   -4,202   -4,770   -5,923      102    1,256

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.5      3.9      9.9     82.5     85.9     99.9     99.7      0.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      107)
      29       23       33       51       52       92       96                  
 
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       15,220
COMMITMENTS
   2,805      600       95   12,135   14,025   15,035   14,720      185      500

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0      -55     -420      -55     -420       55      420

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.4      3.9      0.6     79.7     92.1     98.8     96.7      1.2      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        1        2       17       16       21       19                  
 
 
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       12,806
COMMITMENTS
   2,515      600       95    9,921   11,551   12,531   12,246      275      560

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0      -45     -420      -45     -420       45      420

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.6      4.7      0.7     77.5     90.2     97.9     95.6      2.1      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        1        2       16       15       20       18                  
 
 
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV                Code-0643ID
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours)                            OPEN INTEREST:        9,550
COMMITMENTS
     925        0        0    8,615    9,520    9,540    9,520       10       30

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:         70)
       0        0        0       70       70       70       70        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.7      0.0      0.0     90.2     99.7     99.9     99.7      0.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       5        0        0       24       19       29       19                  
 
 
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV                      Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000  metric tonnes                                  OPEN INTEREST:        6,348
COMMITMENTS
     187      435      200    5,165    4,757    5,552    5,392      796      956

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:     -1,061)
     -44      -29     -107   -1,015     -991   -1,166   -1,127      105       66

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.9      6.9      3.2     81.4     74.9     87.5     84.9     12.5     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        3        3       25       26       28       31                  
 
 
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV                 Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       30,216
COMMITMENTS
   1,327       38      160   28,655   29,942   30,142   30,140       74       76

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:     -4,696)
    -445      -25        0   -4,243   -4,628   -4,688   -4,653       -8      -43

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.4      0.1      0.5     94.8     99.1     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       2        1        1       41       34       44       35                  
 
 
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV              Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       19,299
COMMITMENTS
   1,091        0       15   18,148   18,921   19,254   18,936       45      363

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:     -2,885)
    -230        0        0   -2,665   -3,014   -2,895   -3,014       10      129

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.7      0.0      0.1     94.0     98.0     99.8     98.1      0.2      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        0        1       22       22       25       23                  
 
 
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV               Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       11,140
COMMITMENTS
     169       80      376   10,419   10,085   10,964   10,541      176      599

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:     -1,719)
     -40       44      -72   -1,446   -1,631   -1,558   -1,659     -161      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.5      0.7      3.4     93.5     90.5     98.4     94.6      1.6      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       4        1        3       38       33       43       36                  
 
 
PROPANE OPIS CONWAY INWELL FP - ICE FUTURES ENERGY DIV               Code-06641E
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:        6,298
COMMITMENTS
      15      200       75    5,923    5,793    6,013    6,068      285      230

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:       -826)
      -5        3      -18     -723     -821     -746     -836      -80       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      3.2      1.2     94.0     92.0     95.5     96.3      4.5      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        2        2       11       18       13       21                  
 
 
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV              Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       23,398
COMMITMENTS
       0    1,011      159   23,231   22,218   23,390   23,388        8       10

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:     -7,838)
    -585     -578       99   -7,346   -7,313   -7,832   -7,792       -6      -46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      4.3      0.7     99.3     95.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       0        3        1       26       39       27       42                  
 
 
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV              Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       54,144
COMMITMENTS
   8,326    1,119    1,151   44,417   51,635   53,894   53,905      250      239

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:     -8,638)
  -1,991     -390        1   -6,682   -8,310   -8,672   -8,699       34       61

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.4      2.1      2.1     82.0     95.4     99.5     99.6      0.5      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
       9        7        9       71       64       85       75                  
 
 
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV                   Code-06641H
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 Metric  Tonnes                                  OPEN INTEREST:        2,201
COMMITMENTS
     129        0        0    1,392    1,600    1,521    1,600      680      601

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:       -806)
     -80      -68      -51     -566     -767     -697     -886     -109       80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.9      0.0      0.0     63.2     72.7     69.1     72.7     30.9     27.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        0       15       18       17       18                  
 
 
CRUDE DIFF-WCS HOUSTON/WTI 1ST - ICE FUTURES ENERGY DIV              Code-06739C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 Barrels                                         OPEN INTEREST:       15,174
COMMITMENTS
       0      180        0   15,174   14,974   15,174   15,154        0       20

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:        465)
       0      180        0      465      285      465      465        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.2      0.0    100.0     98.7    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        0       17       12       17       13                  
 
 
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV                 Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 BARRELS                                         OPEN INTEREST:       45,002
COMMITMENTS
       0        0        0   43,452   43,395   43,452   43,395    1,550    1,607

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:      1,525)
       0        0        0    1,525    1,525    1,525    1,525        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     96.6     96.4     96.6     96.4      3.4      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       0        0        0       27       28       27       28                  
 
 
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV                  Code-06742T
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 BARRELS                                         OPEN INTEREST:       19,107
COMMITMENTS
       0        0        0   19,071   19,037   19,071   19,037       36       70

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:         30)
       0        0        0       30       30       30       30        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     99.8     99.6     99.8     99.6      0.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        0        0       16       18       16       18                  



Updated January 08, 2021