CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV                   Code-0063CA
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       45,710
COMMITMENTS
   4,782   16,287    1,565   39,269   27,783   45,616   45,635       94       75

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:        827)
     226      -74      142      474      774      842      842      -15      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.5     35.6      3.4     85.9     60.8     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       8        8        5       18       19       29       29                  
 
 
NJ SRECS - ICE FUTURES ENERGY DIV                                    Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:      168,110
COMMITMENTS
  60,055   21,972    5,316  102,739  140,822  168,110  168,110        0        0

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:     17,828)
  14,209    3,000    1,150    2,469   13,678   17,828   17,828        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    35.7     13.1      3.2     61.1     83.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       8        7        5       16       16       25       27                  
 
 
PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV                        Code-0063CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:      181,204
COMMITMENTS
  24,188   29,219    7,497  149,509  144,488  181,194  181,204       10        0

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:      6,415)
   1,011        0    1,182    4,222    5,233    6,415    6,415        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.3     16.1      4.1     82.5     79.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       9        4        7       20       12       30       22                  
 
 
CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV                   Code-0063CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:      130,756
COMMITMENTS
  52,276   32,902   11,010   66,703   86,656  129,989  130,568      766      187

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:      5,542)
     378     -120    1,113    4,075    4,552    5,565    5,545      -24       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    40.0     25.2      8.4     51.0     66.3     99.4     99.9      0.6      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      30       11       16       28       24       65       44                  
 
 
CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV                Code-0063D9
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       32,221
COMMITMENTS
   5,230    3,005    1,686   25,244   27,530   32,160   32,221       61        0

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:        376)
      26       25        0      350      351      376      376        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.2      9.3      5.2     78.3     85.4     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       8        2        1       15       11       23       14                  
 
 
CALIF CARBON CURRENT AUCTION - ICE FUTURES ENERGY DIV                Code-0063DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       22,445
COMMITMENTS
     960   16,509      600   20,885    5,336   22,445   22,445        0        0

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:         25)
      15     -100      -15       25      140       25       25        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.3     73.6      2.7     93.0     23.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       5        4        1       11        5       16       10                  
 
 
CT RECs CLASS 1 - ICE FUTURES ENERGY DIV                             Code-0063DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21          |
--------------------------------------------------------------| 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:       17,843
COMMITMENTS
   2,115    3,374      230   15,498   14,239   17,843   17,843        0        0

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:        530)
      50      274        5      475      251      530      530        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.9     18.9      1.3     86.9     79.8    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 01/26/21          |
--------------------------------------------------------------| 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:       21,532
COMMITMENTS
   2,795    7,170      540   18,172   13,822   21,507   21,532       25        0

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:        100)
      50        0        0       50      100      100      100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.0     33.3      2.5     84.4     64.2     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 01/26/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(100 Tier 1 RECs)                                    OPEN INTEREST:       14,573
COMMITMENTS
   6,865      274      300    7,408   13,999   14,573   14,573        0        0

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:        809)
       0     -116      300      509      625      809      809        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    47.1      1.9      2.1     50.8     96.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        3        1       10        8       15       11                  
 
 
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV                          Code-0063DN
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       51,510
COMMITMENTS
  21,816   14,020    5,466   24,228   32,024   51,510   51,510        0        0

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:      1,889)
   1,100     -300      615      174    1,574    1,889    1,889        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    42.4     27.2     10.6     47.0     62.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       6        4        4       16       13       24       19                  
 
 
RGGI VINTAGE 2021 - ICE FUTURES ENERGY DIV                           Code-0063DW
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       35,209
COMMITMENTS
   7,609      156      518   25,926   34,535   34,053   35,209    1,155        0

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:        509)
     -35       50      224      231      254      420      529       88      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.6      0.4      1.5     73.6     98.1     96.7    100.0      3.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       7        3        4       15       12       23       18                  
 
 
MARINE FUEL OIL 0.5% FOB USGC - ICE FUTURES ENERGY DIV               Code-021397
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:        8,913
COMMITMENTS
     120        0        5    8,683    8,898    8,808    8,903      105       10

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:        169)
       0        0        0      169      169      169      169        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3      0.0      0.1     97.4     99.8     98.8     99.9      1.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        1       16       16       17       17                  
 
 
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV                          Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:       27,710
COMMITMENTS
   7,061    1,083      682   19,842   25,834   27,585   27,599      125      111

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:      1,102)
     534      252        0      559      827    1,093    1,079        9       23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.5      3.9      2.5     71.6     93.2     99.5     99.6      0.5      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       4        1        4       31       34       36       38                  
 
 
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV       Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:       19,632
COMMITMENTS
     125    5,738       54   18,663   13,840   18,842   19,632      790        0

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:        967)
       0      516      -50    1,017      501      967      967        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6     29.2      0.3     95.1     70.5     96.0    100.0      4.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        4        2       20       18       23       22                  
 
 
USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV               Code-02141R
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
BBL                                                  OPEN INTEREST:        5,781
COMMITMENTS
       0      812      439    5,179    4,364    5,618    5,615      163      166

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:        545)
       0      230        0      535      295      535      525       10       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     14.0      7.6     89.6     75.5     97.2     97.1      2.8      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        4        2       14       12       16       16                  
 
 
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV                 Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    6,297,217
COMMITMENTS
 1111942   21,708  424,196  4721211  5831570  6257349  6277474   39,868   19,743

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:    -10,721)
  45,035  -10,370    5,845  -58,756   -4,946   -7,876   -9,471   -2,845   -1,250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.7      0.3      6.7     75.0     92.6     99.4     99.7      0.6      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      250)
      58       16       55      155      129      225      189                  
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:    1,464,976
COMMITMENTS
  45,221   27,787  517,187  898,122  918,831  1460529  1463804    4,447    1,172

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:    -34,696)
  -3,288   10,800  -22,245   -9,794  -21,261  -35,327  -32,706      631   -1,990

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.1      1.9     35.3     61.3     62.7     99.7     99.9      0.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      15       14       25       53       49       80       76                  
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      204,692
COMMITMENTS
   1,650    1,495      374  180,563  197,422  182,587  199,291   22,105    5,401

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:      5,257)
       0     -110      250    4,860    4,441    5,110    4,581      147      676

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8      0.7      0.2     88.2     96.4     89.2     97.4     10.8      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        4        2       24       19       26       24                  
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      139,873
COMMITMENTS
     592    2,373      862  131,940  124,610  133,394  127,845    6,479   12,028

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:        772)
     355      135       92      395      316      842      543      -70      229

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      1.7      0.6     94.3     89.1     95.4     91.4      4.6      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        2        3       22       24       26       27                  
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      272,796
COMMITMENTS
   8,817    2,887    1,240  252,552  257,353  262,609  261,480   10,187   11,316

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:     -1,141)
     228      -88       42   -3,829     -205   -3,559     -251    2,418     -890

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.2      1.1      0.5     92.6     94.3     96.3     95.9      3.7      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       9        4        4       27       34       38       40                  
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,070,191
COMMITMENTS
   4,143    7,073    2,545  1052030  1056304  1058718  1065922   11,473    4,269

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:     12,458)
    -250      -22      401   12,272   11,881   12,423   12,260       35      198

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      0.7      0.2     98.3     98.7     98.9     99.6      1.1      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       6        4        4       42       26       50       32                  
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      368,996
COMMITMENTS
   7,842    4,820       60  345,301  346,384  353,203  351,264   15,793   17,732

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:      2,953)
    -736      320     -557    3,709    2,117    2,416    1,880      537    1,073

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.1      1.3      0.0     93.6     93.9     95.7     95.2      4.3      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       3        3        1       42       32       45       36                  
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      597,410
COMMITMENTS
   4,486    3,017    1,423  585,990  589,820  591,899  594,260    5,511    3,150

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:       -554)
    -151      302      185     -400   -1,664     -366   -1,177     -188      623

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8      0.5      0.2     98.1     98.7     99.1     99.5      0.9      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       3        2        2       39       41       43       44                  
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      474,701
COMMITMENTS
   3,936    1,978      158  460,790  456,339  464,884  458,475    9,817   16,226

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:       -121)
   1,385      620     -310   -3,181     -661   -2,106     -351    1,985      230

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8      0.4      0.0     97.1     96.1     97.9     96.6      2.1      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       1        4        1       33       30       34       35                  
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       91,071
COMMITMENTS
     363        0      243   85,101   86,889   85,707   87,132    5,364    3,939

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:      2,028)
      87        0      -31    1,571    2,125    1,627    2,094      401      -66

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      0.0      0.3     93.4     95.4     94.1     95.7      5.9      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        1       14       18       15       19                  
 
 
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                    Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       24,977
COMMITMENTS
       0        0        0   23,999   24,309   23,999   24,309      978      668

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:      2,915)
       0        0        0    2,579    2,719    2,579    2,719      336      196

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     96.1     97.3     96.1     97.3      3.9      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        0        0       20       19       20       19                  
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      336,379
COMMITMENTS
   4,258    2,526      858  323,169  329,520  328,285  332,904    8,094    3,475

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:      2,631)
     121    1,302      -36    4,514    1,265    4,599    2,531   -1,968      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3      0.8      0.3     96.1     98.0     97.6     99.0      2.4      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       3        3        1       28       30       31       34                  
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      188,750
COMMITMENTS
       0    2,467        0  177,682  179,924  177,682  182,391   11,068    6,359

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:      9,981)
       0      151        0   11,271    9,459   11,271    9,610   -1,290      371

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.3      0.0     94.1     95.3     94.1     96.6      5.9      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        1        0       23       21       23       22                  
 
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      257,266
COMMITMENTS
       0    3,769        0  254,340  247,483  254,340  251,252    2,926    6,014

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:      3,661)
       0      140        0    3,661    3,426    3,661    3,566        0       95

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.5      0.0     98.9     96.2     98.9     97.7      1.1      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        1        0       20       20       20       21                  
 
 
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV                      Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       37,380
COMMITMENTS
   9,769        0      856   25,786   35,623   36,411   36,479      969      901

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:      8,064)
   6,158        0        0    2,112    7,886    8,270    7,886     -206      178

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.1      0.0      2.3     69.0     95.3     97.4     97.6      2.6      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      10        0        1       13       21       23       22                  
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      633,807
COMMITMENTS
  10,982    7,424    8,026  606,496  613,309  625,504  628,759    8,303    5,048

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:     20,259)
   2,049   -3,203    1,820   16,002   21,268   19,871   19,885      388      374

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.7      1.2      1.3     95.7     96.8     98.7     99.2      1.3      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
       9        6        8       54       45       66       56                  
 
 
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      212,977
COMMITMENTS
   2,266    1,653      432  205,700  209,883  208,398  211,968    4,579    1,009

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:      4,034)
   1,603     -244     -198    2,386    4,769    3,791    4,327      243     -293

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1      0.8      0.2     96.6     98.5     97.9     99.5      2.1      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        1        2       19       22       22       24                  
 
 
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      178,578
COMMITMENTS
   5,404    6,045      124  170,686  170,072  176,214  176,241    2,364    2,337

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:     18,704)
   4,228    4,549      124   19,997   14,330   24,349   19,003   -5,645     -299

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.0      3.4      0.1     95.6     95.2     98.7     98.7      1.3      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       3        8        1       33       33       37       41                  
 
 
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV      Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      186,830
COMMITMENTS
  14,853    9,486      264  171,114  175,851  186,231  185,601      599    1,229

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:     21,924)
   4,172    4,549      264   17,416   16,940   21,852   21,753       72      171

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.0      5.1      0.1     91.6     94.1     99.7     99.3      0.3      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
       6        9        3       42       40       49       51                  
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      120,424
COMMITMENTS
   3,945        0        0  115,132  119,704  119,077  119,704    1,347      720

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:     12,656)
   1,540        0        0   12,240   12,711   13,780   12,711   -1,124      -55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.3      0.0      0.0     95.6     99.4     98.9     99.4      1.1      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       4        0        0       23       30       27       30                  
 
 
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV                     Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
MMBTU                                                OPEN INTEREST:       29,794
COMMITMENTS
       0      504        0   28,205   27,626   28,205   28,130    1,589    1,664

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:      8,912)
       0      504        0    8,722    8,314    8,722    8,818      190       94

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.7      0.0     94.7     92.7     94.7     94.4      5.3      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        2        0       13       13       13       15                  
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      233,232
COMMITMENTS
   7,296    1,507    1,282  217,474  227,231  226,052  230,020    7,180    3,212

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:      3,799)
       0      488      231    2,228    3,052    2,459    3,771    1,340       28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.1      0.6      0.5     93.2     97.4     96.9     98.6      3.1      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       2        5        3       35       38       40       43                  
 
 
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV                  Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      122,242
COMMITMENTS
     272        0        0  121,453  121,466  121,725  121,466      517      776

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:      1,512)
     272        0        0    1,269    1,400    1,541    1,400      -29      112

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      0.0      0.0     99.4     99.4     99.6     99.4      0.4      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        0       14       19       15       19                  
 
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       84,014
COMMITMENTS
       0        0        0   72,660   70,867   72,660   70,867   11,354   13,147

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:     -1,586)
       0        0        0   -1,776   -1,580   -1,776   -1,580      190       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     86.5     84.4     86.5     84.4     13.5     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       17       15       17       15                  
 
 
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV          Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      210,457
COMMITMENTS
       0    1,235      407  204,035  201,297  204,442  202,939    6,015    7,518

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:      6,450)
       0       92      407    6,223    7,973    6,630    8,472     -180   -2,022

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.6      0.2     96.9     95.6     97.1     96.4      2.9      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       0        3        1       26       32       27       35                  
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      187,934
COMMITMENTS
       0    1,340        0  182,735  181,536  182,735  182,876    5,199    5,058

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:        460)
       0      924        0    6,461      525    6,461    1,449   -6,001     -989

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.7      0.0     97.2     96.6     97.2     97.3      2.8      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        3        0       23       20       23       23                  
 
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       98,042
COMMITMENTS
   1,054        0        0   87,541   93,896   88,595   93,896    9,447    4,146

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:      3,935)
       0        0        0    3,709    3,291    3,709    3,291      226      644

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1      0.0      0.0     89.3     95.8     90.4     95.8      9.6      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        0        0       17       18       19       18                  
 
 
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV  Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       30,049
COMMITMENTS
   2,071        0       93   25,194   28,317   27,358   28,410    2,691    1,639

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:      3,515)
     361        0      -28    2,983    3,347    3,316    3,319      199      196

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.9      0.0      0.3     83.8     94.2     91.0     94.5      9.0      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        0        1       16       16       19       17                  
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      221,789
COMMITMENTS
   3,287        0        0  210,330  202,578  213,617  202,578    8,172   19,211

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:      3,663)
    -398        0        0    3,748    3,808    3,350    3,808      313     -145

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.5      0.0      0.0     94.8     91.3     96.3     91.3      3.7      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        0        0       14       19       16       19                  
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      164,692
COMMITMENTS
   5,360      507       85  149,595  158,858  155,040  159,450    9,652    5,242

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:        921)
      94      507       85      -40      443      139    1,035      782     -114

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.3      0.3      0.1     90.8     96.5     94.1     96.8      5.9      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       4        1        1       34       31       39       32                  
 
 
PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                     Code-0233BQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:        9,719
COMMITMENTS
       0      588        0    8,890    7,949    8,890    8,537      829    1,182

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      6.1      0.0     91.5     81.8     91.5     87.8      8.5     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        0       10       10       10       12                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV          Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       53,260
COMMITMENTS
     572        0      124   50,919   48,815   51,615   48,939    1,645    4,321

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:      3,552)
     100        0      124    4,500    2,633    4,724    2,757   -1,172      795

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1      0.0      0.2     95.6     91.7     96.9     91.9      3.1      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        1       11       12       13       13                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      240,897
COMMITMENTS
   2,616    1,820       62  233,567  228,944  236,245  230,826    4,652   10,071

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:     10,291)
     -62      -27       62   10,103    7,669   10,103    7,704      188    2,587

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1      0.8      0.0     97.0     95.0     98.1     95.8      1.9      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       2        3        1       32       34       34       38                  
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:      114,895
COMMITMENTS
       0      614       30  110,649  111,864  110,679  112,508    4,216    2,387

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:         69)
       0      614       30     -412      705     -382    1,349      451   -1,280

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.5      0.0     96.3     97.4     96.3     97.9      3.7      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        2        1       24       26       25       28                  
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      115,233
COMMITMENTS
   4,850        0        0  101,918  112,826  106,768  112,826    8,465    2,407

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:      3,290)
   4,850        0        0     -918    3,417    3,932    3,417     -642     -127

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.2      0.0      0.0     88.4     97.9     92.7     97.9      7.3      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        0        0       15       19       17       19                  
 
 
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       37,216
COMMITMENTS
       0        0        0   33,222   34,789   33,222   34,789    3,994    2,427

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:      3,069)
       0        0        0    2,571    3,003    2,571    3,003      498       66

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     89.3     93.5     89.3     93.5     10.7      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        0        0       13       21       13       21                  
 
 
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV                   Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MM Btus                                         OPEN INTEREST:      340,234
COMMITMENTS
     426      392        0  327,082  331,855  327,508  332,247   12,726    7,987

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:      6,681)
       0      392        0    6,411    5,610    6,411    6,002      270      679

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      0.1      0.0     96.1     97.5     96.3     97.7      3.7      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        1        0       29       23       30       24                  
 
 
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV                         Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       97,837
COMMITMENTS
       0        0        0   89,995   95,805   89,995   95,805    7,842    2,032

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:      1,180)
       0        0        0    1,872    1,124    1,872    1,124     -692       56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     92.0     97.9     92.0     97.9      8.0      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       15       13       15       13                  
 
 
TETCO M2 Index (Receipts) - ICE FUTURES ENERGY DIV                   Code-0233DW
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MM Btus                                         OPEN INTEREST:       24,201
COMMITMENTS
     851        0        0   23,102   24,046   23,953   24,046      248      155

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.5      0.0      0.0     95.5     99.4     99.0     99.4      1.0      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        0       10       14       12       14                  
 
 
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV                            Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:      189,266
COMMITMENTS
       0      367        0  183,461  186,564  183,461  186,931    5,805    2,335

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:      5,790)
       0     -253        0    5,811    5,852    5,811    5,599      -21      191

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.2      0.0     96.9     98.6     96.9     98.8      3.1      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        1        0       21       28       21       29                  
 
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                        Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       35,016
COMMITMENTS
   3,873      982    1,533   29,605   32,501   35,011   35,016        5        0

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:        956)
     287     -150     -140      809    1,251      956      961        0       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.1      2.8      4.4     84.5     92.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       7        6        5       24       26       32       36                  
 
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1 MWh for about 368 Hours)                          OPEN INTEREST:       33,381
COMMITMENTS
     830      865    1,760   30,790   30,756   33,380   33,381        1        0

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:        333)
     -75     -145     -105      513      583      333      333        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.5      2.6      5.3     92.2     92.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        5        5       22       20       29       26                  
 
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                      Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1Megawatt for 368 Hours)               OPEN INTEREST:      133,079
COMMITMENTS
  22,405    4,872    1,873  108,085  126,069  132,363  132,814      716      265

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:        823)
  -1,213      595     -156    2,172      380      803      819       20        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.8      3.7      1.4     81.2     94.7     99.5     99.8      0.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      15        9       10       33       40       50       57                  
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       59,283
COMMITMENTS
   5,622    1,043    2,554   51,107   55,617   59,283   59,214        0       69

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:      1,178)
     152       57      -67    1,093    1,190    1,178    1,180        0       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.5      1.8      4.3     86.2     93.8    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       8        8        9       25       23       37       36                  
 
 
CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV                 Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21          |
--------------------------------------------------------------| 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:       32,048
COMMITMENTS
     475    1,834      281   31,292   29,933   32,048   32,048        0        0

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:       -333)
     100     -200        0     -418     -133     -318     -333      -15        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.5      5.7      0.9     97.6     93.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        3        4       16       16       21       21                  
 
 
PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV              Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21          |
--------------------------------------------------------------| 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:       48,515
COMMITMENTS
  13,621    5,707      994   33,381   41,316   47,996   48,017      519      498

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:       -493)
    -445       44      -67     -168     -561     -680     -584      187       91

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.1     11.8      2.0     68.8     85.2     98.9     99.0      1.1      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        3        2       22       23       26       27                  
 
 
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV                Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       62,094
COMMITMENTS
  17,982    5,521    1,504   41,288   54,598   60,774   61,623    1,320      471

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:       -931)
    -564      -51     -175     -547     -830   -1,286   -1,056      355      125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.0      8.9      2.4     66.5     87.9     97.9     99.2      2.1      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       4        6        3       23       26       28       34                  
 
 
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV                Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       64,101
COMMITMENTS
   1,448    1,705    1,483   60,564   60,913   63,495   64,101      606        0

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:      1,047)
     300        0     -225      852    1,272      927    1,047      120        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.3      2.7      2.3     94.5     95.0     99.1    100.0      0.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        2        3       26       26       29       31                  
 
 
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV                      Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       85,181
COMMITMENTS
   1,453    1,971    1,956   81,256   81,209   84,665   85,136      516       45

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:      1,469)
     308       45     -195    1,356    1,645    1,469    1,495        0      -26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.7      2.3      2.3     95.4     95.3     99.4     99.9      0.6      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3        4        3       29       22       33       28                  
 
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                      Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       34,948
COMMITMENTS
       0       25        0   34,701   34,029   34,701   34,054      247      894

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:       -160)
       0        0        0     -160     -160     -160     -160        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.1      0.0     99.3     97.4     99.3     97.4      0.7      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        0       16       15       16       16                  
 
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours)                           OPEN INTEREST:       27,825
COMMITMENTS
   1,560      718        0   25,929   27,071   27,489   27,789      336       36

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:         97)
       0        8        0       97       89       97       97        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.6      2.6      0.0     93.2     97.3     98.8     99.9      1.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        2        0       18       18       20       20                  
 
 
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV                 Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:      106,591
COMMITMENTS
   9,846    3,149    3,233   93,060  100,074  106,139  106,456      452      135

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:      1,746)
    -120       15       91    1,800    1,764    1,771    1,870      -25     -124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.2      3.0      3.0     87.3     93.9     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      14       10       13       44       37       61       57                  
 
 
ERCOT - SOUTH ZONE - ICE FUTURES ENERGY DIV                          Code-06439S
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       20,751
COMMITMENTS
     375        0        0   19,404   19,971   19,779   19,971      972      780

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:        286)
       0        0        0      346       46      346       46      -60      240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.8      0.0      0.0     93.5     96.2     95.3     96.2      4.7      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        0        0       11       13       14       13                  
 
 
ERCOT-SOUTH MONTHLY OFFPEAK - ICE FUTURES ENERGY DIV                 Code-06439U
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       17,852
COMMITMENTS
     350        0        0   16,830   17,852   17,180   17,852      672        0

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:        300)
       0        0        0      540      900      540      900     -240     -600

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.0      0.0      0.0     94.3    100.0     96.2    100.0      3.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        0       11       13       13       13                  
 
 
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       65,198
COMMITMENTS
   4,658    1,720      430   59,644   62,376   64,732   64,526      466      672

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:        775)
     450        0        0      321      885      771      885        4     -110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.1      2.6      0.7     91.5     95.7     99.3     99.0      0.7      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       5        3        3       23       22       30       26                  
 
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       39,797
COMMITMENTS
     100       25        0   39,663   38,982   39,763   39,007       34      790

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:       -168)
       0        0        0     -168     -162     -168     -162        0       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      0.1      0.0     99.7     98.0     99.9     98.0      0.1      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        1        0       22       18       23       19                  
 
 
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV                    Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       41,338
COMMITMENTS
     267    1,699        0   40,675   39,583   40,942   41,282      396       56

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:        -13)
       0      -92        0      -13       79      -13      -13        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6      4.1      0.0     98.4     95.8     99.0     99.9      1.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        7        0       21       22       22       29                  
 
 
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV                     Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       55,433
COMMITMENTS
   2,131        0       60   52,419   55,133   54,610   55,193      823      240

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:        125)
       0        0        0      125      125      125      125        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.8      0.0      0.1     94.6     99.5     98.5     99.6      1.5      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        0        1       22       16       25       17                  
 
 
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       60,062
COMMITMENTS
   2,762        0       60   56,670   59,802   59,492   59,862      570      200

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:        231)
      32        0        0      199      221      231      221        0       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.6      0.0      0.1     94.4     99.6     99.1     99.7      0.9      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       4        0        1       24       18       28       19                  
 
 
ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV              Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21          |
--------------------------------------------------------------| 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:       89,618
COMMITMENTS
   2,287      598    1,567   85,398   87,226   89,252   89,391      366      227

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:      2,436)
    -394      427     -240    3,070    2,239    2,436    2,426        0       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.6      0.7      1.7     95.3     97.3     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        2        3       24       24       28       28                  
 
 
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:      104,754
COMMITMENTS
   2,899    1,845    3,161   98,078   99,535  104,137  104,541      617      213

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:      1,085)
    -646      207     -305    2,068    1,179    1,117    1,081      -32        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.8      1.8      3.0     93.6     95.0     99.4     99.8      0.6      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       7       10       10       29       32       42       46                  
 
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                            Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       60,845
COMMITMENTS
   1,007    4,814      846   58,972   55,120   60,825   60,780       20       65

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:      2,852)
    -195      748      147    2,900    1,967    2,852    2,862        0      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.7      7.9      1.4     96.9     90.6    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4        4        7       19       16       26       24                  
 
 
CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV                 Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21          |
--------------------------------------------------------------| 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:       45,079
COMMITMENTS
     600    3,275      225   44,254   41,579   45,079   45,079        0        0

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:        565)
      75      125      -75      565      515      565      565        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3      7.3      0.5     98.2     92.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        6        1       16       13       18       19                  
 
 
PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV                  Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21          |
--------------------------------------------------------------| 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:       55,956
COMMITMENTS
     529    1,915      220   54,992   53,821   55,741   55,956      215        0

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:        792)
      87     -125       88      612      829      787      792        5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9      3.4      0.4     98.3     96.2     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        2        3       25       21       28       25                  
 
 
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV                       Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       64,443
COMMITMENTS
   1,446    5,552      120   61,310   58,247   62,876   63,919    1,567      524

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:         73)
      35        0      -35      105       63      105       28      -32       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.2      8.6      0.2     95.1     90.4     97.6     99.2      2.4      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        5        1       22       21       26       26                  
 
 
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       24,299
COMMITMENTS
     235    3,008      335   23,410   20,840   23,980   24,183      319      116

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:         19)
    -111     -106      175      -50      -50       14       19        5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.0     12.4      1.4     96.3     85.8     98.7     99.5      1.3      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        4        2       16       14       19       18                  
 
 
NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV                Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours)                           OPEN INTEREST:       21,759
COMMITMENTS
      51    1,285        0   21,323   20,436   21,374   21,721      385       38

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:          1)
       1        0        0        0        1        1        1        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      5.9      0.0     98.0     93.9     98.2     99.8      1.8      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        2        0       16       12       17       14                  
 
 
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       27,458
COMMITMENTS
   1,506    1,194      765   24,604   24,973   26,875   26,932      583      526

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:        620)
       0      310        0      615      411      615      721        5     -101

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.5      4.3      2.8     89.6     90.9     97.9     98.1      2.1      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        4        3       16       18       21       22                  
 
 
NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV               Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours)                            OPEN INTEREST:       17,045
COMMITMENTS
     736      973      294   15,294   15,498   16,324   16,765      721      280

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:        272)
     -80        0      130      316      142      366      272      -94        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.3      5.7      1.7     89.7     90.9     95.8     98.4      4.2      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        2        3       15       12       18       16                  
 
 
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       52,125
COMMITMENTS
   4,811    7,708    1,503   45,665   42,604   51,979   51,815      146      310

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:        354)
     605      310      -96     -165      161      344      375       10      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.2     14.8      2.9     87.6     81.7     99.7     99.4      0.3      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       5        7        6       25       24       33       34                  
 
 
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours)                            OPEN INTEREST:       31,303
COMMITMENTS
   1,130    3,451    1,415   28,390   26,182   30,935   31,048      368      255

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:        444)
       0        5       50      374      389      424      444       20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.6     11.0      4.5     90.7     83.6     98.8     99.2      1.2      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        5        3       19       18       23       24                  
 
 
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV                          Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       16,825
COMMITMENTS
   1,886      445      115   14,814   16,223   16,815   16,783       10       42

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:        189)
     138      153       15       41        6      194      174       -5       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.2      2.6      0.7     88.0     96.4     99.9     99.8      0.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        3        2       19       15       23       19                  
 
 
PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV               Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours)                           OPEN INTEREST:       20,946
COMMITMENTS
   2,475        0        0   18,396   20,946   20,871   20,946       75        0

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:       -695)
    -225        0      -75     -395     -620     -695     -695        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.8      0.0      0.0     87.8    100.0     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       5        0        0       15       11       20       11                  
 
 
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       10,154
COMMITMENTS
     815      450      110    8,926    9,494    9,851   10,054      303      100

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:         43)
       0        0        0       43       43       43       43        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.0      4.4      1.1     87.9     93.5     97.0     99.0      3.0      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        2        2       15       13       18       17                  
 
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV              Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:        9,497
COMMITMENTS
     645      350      205    8,382    8,842    9,232    9,397      265      100

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:         53)
       0        0        0       53       53       53       53        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.8      3.7      2.2     88.3     93.1     97.2     98.9      2.8      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        2        1       14       13       17       16                  
 
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV    Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       50,744
COMMITMENTS
   1,815        0    2,185   46,550   48,549   50,550   50,734      194       10

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:      1,800)
       0        0        0    1,800    1,800    1,800    1,800        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.6      0.0      4.3     91.7     95.7     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        0        1       19       15       23       16                  
 
 
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       51,254
COMMITMENTS
   1,845        0    2,160   47,045   49,062   51,050   51,222      204       32

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:      1,925)
       0        0        0    1,925    1,925    1,925    1,925        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.6      0.0      4.2     91.8     95.7     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       6        0        1       18       14       24       15                  
 
 
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      114,748
COMMITMENTS
   1,460    8,156    1,381  111,436  105,206  114,277  114,743      471        5

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:      3,619)
      74   -1,034       12    3,481    4,653    3,567    3,631       52      -12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3      7.1      1.2     97.1     91.7     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       5        8        6       39       32       47       43                  
 
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
352 MWh                                              OPEN INTEREST:      121,783
COMMITMENTS
   2,902    7,145    2,646  116,025  111,915  121,573  121,706      210       77

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:      4,166)
     619   -1,475      333    3,150    5,313    4,102    4,171       64       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.4      5.9      2.2     95.3     91.9     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
       8        9        8       42       37       55       49                  
 
 
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      531,978
COMMITMENTS
  41,175   20,923   52,151  438,039  458,322  531,365  531,395      612      582

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:     12,943)
     735    2,257    1,960    9,964    8,661   12,659   12,878      284       65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.7      3.9      9.8     82.3     86.2     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      108)
      27       25       34       50       50       90       97                  
 
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       14,800
COMMITMENTS
   2,650      550      135   11,340   14,025   14,125   14,710      675       90

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:         45)
       0        0        0      -15       45      -15       45       60        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.9      3.7      0.9     76.6     94.8     95.4     99.4      4.6      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        2       15       14       18       16                  
 
 
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       12,226
COMMITMENTS
   2,050      550      160    9,301   11,366   11,511   12,076      715      150

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.8      4.5      1.3     76.1     93.0     94.2     98.8      5.8      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        1        2       13       13       16       15                  
 
 
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV                Code-0643ID
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours)                            OPEN INTEREST:        9,115
COMMITMENTS
     885        0       45    8,135    9,035    9,065    9,080       50       35

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:        411)
      25        0        0      356      406      381      406       30        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.7      0.0      0.5     89.2     99.1     99.5     99.6      0.5      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       5        0        1       22       20       27       21                  
 
 
PROPANE,OPIS MT BELV TET BALMO - ICE FUTURES ENERGY DIV              Code-06639Z
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:        1,442
COMMITMENTS
       0        0        0    1,421    1,322    1,421    1,322       21      120

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     98.5     91.7     98.5     91.7      1.5      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       14       12       14       12                  
 
 
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV                      Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000  metric tonnes                                  OPEN INTEREST:        7,563
COMMITMENTS
     175      528      430    6,158    5,801    6,763    6,759      800      804

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:        347)
     -29       63       74      273      139      318      276       29       71

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.3      7.0      5.7     81.4     76.7     89.4     89.4     10.6     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       4        4        6       31       33       38       40                  
 
 
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV                 Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       33,824
COMMITMENTS
   1,554       38      160   31,888   33,395   33,602   33,593      222      231

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:        991)
     120        0        0      681      801      801      801      190      190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.6      0.1      0.5     94.3     98.7     99.3     99.3      0.7      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       3        1        1       43       39       47       40                  
 
 
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV              Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       21,382
COMMITMENTS
   1,071        0       15   20,235   21,053   21,321   21,068       61      314

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:        614)
       0        0        0      604      579      604      579       10       35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.0      0.0      0.1     94.6     98.5     99.7     98.5      0.3      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        0        1       23       24       26       25                  
 
 
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV               Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       15,377
COMMITMENTS
   1,139       66      389   13,539   14,301   15,067   14,756      310      621

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:      1,568)
     902     -110      100      525    1,374    1,527    1,364       41      204

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.4      0.4      2.5     88.0     93.0     98.0     96.0      2.0      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       4        2        2       45       40       51       42                  
 
 
PROPANE OPIS CONWAY INWELL FP - ICE FUTURES ENERGY DIV               Code-06641E
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:        6,920
COMMITMENTS
      15      210       75    6,540    6,385    6,630    6,670      290      250

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:        100)
       0        0        0      100       85      100       85        0       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      3.0      1.1     94.5     92.3     95.8     96.4      4.2      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        2        2       12       18       14       21                  
 
 
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV              Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       29,143
COMMITMENTS
     700    1,376      150   28,292   27,607   29,142   29,133        1       10

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:      1,857)
       0      137        0    1,992    1,720    1,992    1,857     -135        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.4      4.7      0.5     97.1     94.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       2        3        1       36       43       39       46                  
 
 
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV              Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       61,356
COMMITMENTS
   7,659      866    2,141   51,133   58,057   60,933   61,064      423      292

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:      1,497)
     307     -182      174    1,029    1,432    1,510    1,424      -13       73

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.5      1.4      3.5     83.3     94.6     99.3     99.5      0.7      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      10        8       12       73       62       90       75                  
 
 
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV                   Code-06641H
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 Metric  Tonnes                                  OPEN INTEREST:        3,194
COMMITMENTS
      37       71      101    2,340    2,641    2,478    2,813      716      381

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:        346)
     -10      -40        1      306      367      297      328       49       18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.2      2.2      3.2     73.3     82.7     77.6     88.1     22.4     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        1        2       21       26       23       28                  
 
 
CRUDE DIFF-WCS HOUSTON/WTI 1ST - ICE FUTURES ENERGY DIV              Code-06739C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 Barrels                                         OPEN INTEREST:       15,724
COMMITMENTS
       0        0        0   15,724   15,724   15,724   15,724        0        0

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:        535)
       0        0        0      535      535      535      535        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       18       14       18       14                  
 
 
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV                 Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 BARRELS                                         OPEN INTEREST:       44,375
COMMITMENTS
      40        0        0   42,895   42,795   42,935   42,795    1,440    1,580

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:      2,843)
       0        0        0    2,638    2,503    2,638    2,503      205      340

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      0.0      0.0     96.7     96.4     96.8     96.4      3.2      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       1        0        0       26       26       27       26                  
 
 
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV                  Code-06742T
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 BARRELS                                         OPEN INTEREST:       20,712
COMMITMENTS
       0        0        0   20,691   20,494   20,691   20,494       21      218

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:      1,345)
       0        0        0    1,345    1,195    1,345    1,195        0      150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     99.9     98.9     99.9     98.9      0.1      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        0        0       16       17       16       17                  
 
 
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV               Code-06742U
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:      205,134
COMMITMENTS
       0        0        0  198,749  195,007  198,749  195,007    6,385   10,127

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:      4,946)
       0        0        0    6,618    5,028    6,618    5,028   -1,672      -82

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     96.9     95.1     96.9     95.1      3.1      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       13       17       13       17                  



Updated January 29, 2021