CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV                   Code-0063CA
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       43,013
COMMITMENTS
   4,438   15,831      403   38,153   26,779   42,994   43,013       19        0

CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST:        519)
     -59       50      -52      692      596      581      594      -62      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.3     36.8      0.9     88.7     62.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       6        7        5       15       19       23       29                  
 
 
NJ SRECS - ICE FUTURES ENERGY DIV                                    Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:      180,450
COMMITMENTS
  65,506   23,722    5,515  109,429  151,213  180,450  180,450        0        0

CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST:      7,740)
   2,300    1,250        0    5,440    6,490    7,740    7,740        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    36.3     13.1      3.1     60.6     83.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       9        6        5       16       15       26       25                  
 
 
PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV                        Code-0063CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:      188,825
COMMITMENTS
  28,900   31,019    9,024  150,901  148,781  188,825  188,825        0        0

CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST:      4,589)
     779    1,800    1,049    2,771    1,740    4,599    4,589      -10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.3     16.4      4.8     79.9     78.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       9        4        7       20       13       31       23                  
 
 
CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV                   Code-0063CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:      124,766
COMMITMENTS
  53,639   33,441    7,950   63,152   83,374  124,740  124,765       26        1

CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST:      7,748)
   1,703      374    1,840    4,332    5,659    7,875    7,873     -127     -125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    43.0     26.8      6.4     50.6     66.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      33       11       17       26       24       66       45                  
 
 
CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV                Code-0063D9
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       32,472
COMMITMENTS
   5,205    3,095    1,686   25,519   27,691   32,410   32,472       62        0

CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST:         61)
     -25       50        0       75       11       50       61       11        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.0      9.5      5.2     78.6     85.3     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       8        3        1       15       11       23       15                  
 
 
CALIF CARBON CURRENT AUCTION - ICE FUTURES ENERGY DIV                Code-0063DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       23,087
COMMITMENTS
   1,335   13,834      600   21,152    8,653   23,087   23,087        0        0

CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST:        643)
     350     -749        0      293    1,392      643      643        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.8     59.9      2.6     91.6     37.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       6        4        1       11        6       17       11                  
 
 
CT RECs CLASS 1 - ICE FUTURES ENERGY DIV                             Code-0063DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21          |
--------------------------------------------------------------| 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:       17,466
COMMITMENTS
   2,115    3,224      230   15,121   14,012   17,466   17,466        0        0

CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST:       -100)
       0      -50        0     -100      -50     -100     -100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.1     18.5      1.3     86.6     80.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        6        3       11       11       15       17                  
 
 
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV                Code-0063DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21          |
--------------------------------------------------------------| 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:       21,448
COMMITMENTS
   2,795    7,220      540   18,088   13,688   21,423   21,448       25        0

CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST:          2)
       0        0        0        2        2        2        2        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.0     33.7      2.5     84.3     63.8     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 02/09/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(100 Tier 1 RECs)                                    OPEN INTEREST:       13,890
COMMITMENTS
   6,931      190      484    6,475   13,216   13,890   13,890        0        0

CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST:        402)
      66      -84       84      252      402      402      402        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    49.9      1.4      3.5     46.6     95.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       5        2        1        8        9       13       12                  
 
 
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV                          Code-0063DN
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       51,536
COMMITMENTS
  24,276   16,320    4,551   22,709   30,665   51,536   51,536        0        0

CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST:      1,306)
     606      200      500      200      606    1,306    1,306        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    47.1     31.7      8.8     44.1     59.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       6        4        4       14       13       22       19                  
 
 
RGGI VINTAGE 2021 - ICE FUTURES ENERGY DIV                           Code-0063DW
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       33,210
COMMITMENTS
   8,855      807       56   24,283   32,347   33,194   33,210       16        0

CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST:       -573)
     -43       99        0     -545     -672     -588     -573       15        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.7      2.4      0.2     73.1     97.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       9        4        2       14       12       24       17                  
 
 
MARINE FUEL OIL 0.5% FOB USGC - ICE FUTURES ENERGY DIV               Code-021397
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:        8,007
COMMITMENTS
      90        0        5    7,791    7,982    7,886    7,987      121       20

CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST:       -360)
       0        0        0     -355     -335     -355     -335       -5      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1      0.0      0.1     97.3     99.7     98.5     99.8      1.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        1       17       19       18       20                  
 
 
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV                          Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:       26,270
COMMITMENTS
   7,986    1,606    1,044   17,121   23,529   26,151   26,179      119       91

CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST:      2,004)
     915      109      484      543    1,386    1,942    1,979       62       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.4      6.1      4.0     65.2     89.6     99.5     99.7      0.5      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4        2        4       23       35       28       40                  
 
 
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV       Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:       19,783
COMMITMENTS
     632    6,129      533   17,880   13,121   19,045   19,783      738        0

CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST:      1,392)
     435    1,025      329      628       38    1,392    1,392        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.2     31.0      2.7     90.4     66.3     96.3    100.0      3.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        3        4       20       14       25       18                  
 
 
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV                 Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    6,254,310
COMMITMENTS
 1278783   24,833  425,478  4516060  5786815  6220321  6237126   33,989   17,184

CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST:    113,972)
  74,897   -4,105   51,232   -7,586   72,017  118,543  119,144   -4,571   -5,172

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.4      0.4      6.8     72.2     92.5     99.5     99.7      0.5      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      245)
      60       16       53      149      129      222      186                  
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:    1,547,757
COMMITMENTS
  60,453   25,921  573,970  911,116  946,550  1545539  1546441    2,217    1,315

CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST:      3,286)
   1,903   -6,379    6,335   -5,075    3,243    3,163    3,199      123       87

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.9      1.7     37.1     58.9     61.2     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      17       12       27       51       47       79       75                  
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      193,534
COMMITMENTS
   1,497    1,044      443  167,477  186,933  169,417  188,420   24,117    5,114

CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST:    -11,303)
       0     -465       50  -12,915   -7,529  -12,865   -7,944    1,562   -3,359

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8      0.5      0.2     86.5     96.6     87.5     97.4     12.5      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        3        2       23       16       25       20                  
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      135,614
COMMITMENTS
       0      899      825  128,246  120,859  129,071  122,583    6,543   13,031

CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST:     -6,153)
  -1,053     -359       -5   -4,281   -5,481   -5,339   -5,845     -814     -308

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.7      0.6     94.6     89.1     95.2     90.4      4.8      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        1        1       20       20       21       21                  
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      260,169
COMMITMENTS
   7,430    2,448      616  244,376  249,750  252,422  252,814    7,747    7,355

CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST:    -17,565)
  -1,036     -262     -181  -12,779  -16,621  -13,996  -17,064   -3,569     -501

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.9      0.9      0.2     93.9     96.0     97.0     97.2      3.0      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       8        3        3       28       36       37       41                  
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,042,637
COMMITMENTS
   5,886    5,024    4,132  1021264  1029624  1031282  1038780   11,355    3,857

CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST:     11,754)
   1,802        0      739    9,807   11,176   12,348   11,915     -594     -161

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6      0.5      0.4     98.0     98.8     98.9     99.6      1.1      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      10        1        5       42       29       52       35                  
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      357,822
COMMITMENTS
   7,808    3,984        0  334,871  335,304  342,679  339,288   15,143   18,534

CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST:    -18,297)
    -272   -1,093      -52  -18,179  -16,776  -18,503  -17,921      206     -376

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.2      1.1      0.0     93.6     93.7     95.8     94.8      4.2      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       4        3        0       39       32       43       35                  
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      574,497
COMMITMENTS
   4,265    3,477      397  562,898  567,280  567,560  571,154    6,937    3,343

CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST:    -29,940)
  -1,666        0     -151  -26,640  -28,408  -28,457  -28,559   -1,483   -1,381

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.7      0.6      0.1     98.0     98.7     98.8     99.4      1.2      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       4        1        2       43       39       47       42                  
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      454,029
COMMITMENTS
   4,637      576        0  440,696  437,394  445,333  437,970    8,696   16,059

CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST:    -21,824)
    -811   -2,097        0  -18,090  -18,322  -18,901  -20,419   -2,923   -1,405

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.0      0.1      0.0     97.1     96.3     98.1     96.5      1.9      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       1        1        0       33       31       34       32                  
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       88,985
COMMITMENTS
     340      302      213   84,436   83,143   84,989   83,658    3,996    5,327

CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST:     -3,511)
     -53       60     -401   -2,124   -5,949   -2,578   -6,290     -933    2,779

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      0.3      0.2     94.9     93.4     95.5     94.0      4.5      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        1       13       17       14       19                  
 
 
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                    Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       13,443
COMMITMENTS
       0        0        0   11,151   12,585   11,151   12,585    2,292      858

CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST:    -12,772)
       0        0        0  -13,332  -12,878  -13,332  -12,878      560      106

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     83.0     93.6     83.0     93.6     17.0      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       15       15       15       15                  
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      328,385
COMMITMENTS
   3,606      496        0  313,771  322,215  317,377  322,711   11,008    5,674

CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST:    -10,726)
    -224   -2,215        0   -6,746   -8,486   -6,970  -10,701   -3,756      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1      0.2      0.0     95.5     98.1     96.6     98.3      3.4      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        1        0       25       28       27       29                  
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      186,989
COMMITMENTS
       0        0        0  176,192  182,389  176,192  182,389   10,797    4,600

CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST:     -7,456)
       0        0        0   -7,109   -7,003   -7,109   -7,003     -347     -453

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     94.2     97.5     94.2     97.5      5.8      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        0        0       24       22       24       22                  
 
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      247,969
COMMITMENTS
       0    4,777      300  243,807  238,410  244,107  243,487    3,862    4,482

CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST:    -11,432)
       0    1,008      300  -10,361  -11,578  -10,061  -10,270   -1,371   -1,162

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.9      0.1     98.3     96.1     98.4     98.2      1.6      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        2        1       19       21       20       23                  
 
 
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV                      Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       29,055
COMMITMENTS
   9,111        0      856   18,175   27,549   28,142   28,405      913      650

CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST:    -10,509)
  -2,582        0        0   -7,161  -10,581   -9,743  -10,581     -766       72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.4      0.0      2.9     62.6     94.8     96.9     97.8      3.1      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      10        0        1       10       19       20       20                  
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      624,894
COMMITMENTS
  13,219    6,610    6,820  595,696  606,147  615,735  619,577    9,159    5,317

CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST:    -17,271)
      -8    1,331   -2,469  -11,665  -15,322  -14,142  -16,460   -3,129     -811

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.1      1.1      1.1     95.3     97.0     98.5     99.1      1.5      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
       6        8        7       55       45       65       56                  
 
 
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      203,362
COMMITMENTS
     830    1,954      448  197,286  199,819  198,564  202,221    4,798    1,141

CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST:    -10,003)
  -1,366      129       45   -4,263   -9,735   -5,584   -9,561   -4,419     -442

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      1.0      0.2     97.0     98.3     97.6     99.4      2.4      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        1        1       18       19       19       21                  
 
 
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      142,804
COMMITMENTS
       0        0        0  134,255  139,804  134,255  139,804    8,549    3,000

CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST:    -51,122)
  -8,120   -8,500     -124  -46,347  -36,828  -54,591  -45,452    3,469   -5,670

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     94.0     97.9     94.0     97.9      6.0      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       19       17       19       17                  
 
 
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV      Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      158,414
COMMITMENTS
   8,120   12,028      124  149,470  145,338  157,714  157,490      700      924

CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST:    -43,204)
  -8,773   -2,821     -620  -28,616  -36,853  -38,009  -40,294   -5,195   -2,910

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.1      7.6      0.1     94.4     91.7     99.6     99.4      0.4      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
       5       10        1       36       37       42       47                  
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      103,978
COMMITMENTS
   1,036        0        0  102,031  103,530  103,067  103,530      911      448

CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST:    -17,872)
    -980        0        0  -16,456  -17,296  -17,436  -17,296     -436     -576

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.0      0.0      0.0     98.1     99.6     99.1     99.6      0.9      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       1        0        0       23       29       24       29                  
 
 
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV                     Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
MMBTU                                                OPEN INTEREST:       23,393
COMMITMENTS
       0      644        0   22,672   21,627   22,672   22,271      721    1,122

CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST:     -6,541)
       0        0        0   -5,673   -5,596   -5,673   -5,596     -868     -945

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.8      0.0     96.9     92.5     96.9     95.2      3.1      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        0       12        8       12       10                  
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      222,942
COMMITMENTS
   1,820      298    1,378  213,917  217,117  217,115  218,793    5,827    4,149

CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST:    -10,315)
  -3,739   -1,326     -145   -5,774   -5,848   -9,658   -7,319     -657   -2,996

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8      0.1      0.6     96.0     97.4     97.4     98.1      2.6      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       3        1        3       36       37       40       40                  
 
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       82,143
COMMITMENTS
       0        0        0   72,282   68,977   72,282   68,977    9,861   13,166

CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST:     -3,404)
    -128        0     -736   -1,379   -2,750   -2,243   -3,486   -1,161       82

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     88.0     84.0     88.0     84.0     12.0     16.0

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 02/09/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      200,855
COMMITMENTS
       0      973        0  193,728  193,947  193,728  194,920    7,127    5,935

CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST:    -14,003)
       0     -161     -407  -13,298  -12,063  -13,705  -12,631     -298   -1,372

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.5      0.0     96.5     96.6     96.5     97.0      3.5      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       0        2        0       26       32       26       34                  
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      183,644
COMMITMENTS
       0      416        0  172,232  179,777  172,232  180,193   11,412    3,451

CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST:     -6,568)
       0        0        0  -12,406   -4,634  -12,406   -4,634    5,838   -1,934

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.2      0.0     93.8     97.9     93.8     98.1      6.2      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        1        0       23       22       23       23                  
 
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       97,670
COMMITMENTS
     930        0        0   88,733   93,924   89,663   93,924    8,007    3,746

CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST:     -3,675)
    -155        0        0   -1,913   -3,079   -2,068   -3,079   -1,607     -596

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.0      0.0      0.0     90.8     96.2     91.8     96.2      8.2      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        0        0       16       18       18       18                  
 
 
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV  Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       23,347
COMMITMENTS
   1,373        0        0   20,346   21,385   21,719   21,385    1,628    1,962

CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST:     -6,702)
    -487        0      -93   -5,348   -6,405   -5,928   -6,498     -774     -204

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.9      0.0      0.0     87.1     91.6     93.0     91.6      7.0      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        0        0       16       15       18       15                  
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      215,671
COMMITMENTS
   2,820        0        0  203,478  195,992  206,298  195,992    9,373   19,679

CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST:     -6,710)
    -383        0        0   -5,325   -5,694   -5,708   -5,694   -1,002   -1,016

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3      0.0      0.0     94.3     90.9     95.7     90.9      4.3      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        0        0       11       17       13       17                  
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      158,344
COMMITMENTS
   4,436        0        0  145,749  152,574  150,185  152,574    8,159    5,770

CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST:     -9,366)
    -626     -631     -875   -7,090   -7,298   -8,591   -8,804     -775     -562

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.8      0.0      0.0     92.0     96.4     94.8     96.4      5.2      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       3        0        0       34       29       37       29                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV          Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       48,212
COMMITMENTS
     448        0        0   46,732   44,188   47,180   44,188    1,032    4,024

CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST:     -7,700)
    -124        0     -124   -3,838   -7,167   -4,086   -7,291   -3,614     -409

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9      0.0      0.0     96.9     91.7     97.9     91.7      2.1      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        0       11       13       13       13                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      235,163
COMMITMENTS
   2,140    4,073      155  224,079  221,182  226,374  225,410    8,789    9,753

CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST:     -8,087)
    -445      998      124   -5,939   -7,591   -6,260   -6,469   -1,827   -1,618

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9      1.7      0.1     95.3     94.1     96.3     95.9      3.7      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       1        4        1       27       33       29       37                  
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:      104,676
COMMITMENTS
     371      248        0   99,668  101,804  100,039  102,052    4,637    2,624

CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST:    -12,142)
     302     -448     -364  -12,595  -11,193  -12,657  -12,005      515     -137

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      0.2      0.0     95.2     97.3     95.6     97.5      4.4      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        1        0       24       24       25       25                  
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      111,412
COMMITMENTS
   4,494        0        0   97,795  109,179  102,289  109,179    9,123    2,233

CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST:     -6,106)
    -784        0        0   -4,310   -5,764   -5,094   -5,764   -1,012     -342

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.0      0.0      0.0     87.8     98.0     91.8     98.0      8.2      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        0       13       19       14       19                  
 
 
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       32,948
COMMITMENTS
     448        0        0   30,886   30,796   31,334   30,796    1,614    2,152

CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST:    -11,904)
     186        0     -186  -11,098  -10,181  -11,098  -10,367     -806   -1,537

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.4      0.0      0.0     93.7     93.5     95.1     93.5      4.9      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        0       12       15       13       15                  
 
 
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV                   Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MM Btus                                         OPEN INTEREST:      336,743
COMMITMENTS
       0        0        0  324,841  328,809  324,841  328,809   11,902    7,934

CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST:    -14,838)
    -426     -392        0  -13,600  -14,079  -14,026  -14,471     -812     -367

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     96.5     97.6     96.5     97.6      3.5      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        0        0       30       22       30       22                  
 
 
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV                         Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       94,746
COMMITMENTS
       0        0        0   87,452   92,938   87,452   92,938    7,294    1,808

CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST:     -4,252)
       0        0        0   -3,826   -4,028   -3,826   -4,028     -426     -224

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     92.3     98.1     92.3     98.1      7.7      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       16       13       16       13                  
 
 
TETCO M2 Index (Receipts) - ICE FUTURES ENERGY DIV                   Code-0233DW
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MM Btus                                         OPEN INTEREST:       21,228
COMMITMENTS
     448        0        0   20,612   20,920   21,060   20,920      168      308

CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST:     -5,177)
    -403        0        0   -4,526   -4,216   -4,929   -4,216     -248     -961

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.1      0.0      0.0     97.1     98.5     99.2     98.5      0.8      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0        9       13       10       13                  
 
 
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV                            Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:      190,656
COMMITMENTS
       0        0        0  185,679  189,006  185,679  189,006    4,977    1,650

CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST:     -3,175)
       0     -367        0   -1,558   -1,061   -1,558   -1,428   -1,617   -1,747

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     97.4     99.1     97.4     99.1      2.6      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        0        0       21       28       21       28                  
 
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                        Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       34,488
COMMITMENTS
   3,231      772    2,094   29,163   31,562   34,488   34,428        0       60

CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST:        739)
    -710     -125      526      923      278      739      679        0       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.4      2.2      6.1     84.6     91.5    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       8        5        7       24       25       34       35                  
 
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1 MWh for about 368 Hours)                          OPEN INTEREST:       31,912
COMMITMENTS
   1,005      445    2,005   28,901   29,462   31,911   31,912        1        0

CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST:       -332)
    -175     -475      450     -607     -307     -332     -332        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.1      1.4      6.3     90.6     92.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       4        4        5       22       22       29       28                  
 
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                      Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1Megawatt for 368 Hours)               OPEN INTEREST:      132,684
COMMITMENTS
  26,435    5,116    1,881  103,678  125,450  131,994  132,447      690      237

CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST:       -431)
   3,575      374       31   -3,659     -463      -53      -58     -378     -373

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.9      3.9      1.4     78.1     94.5     99.5     99.8      0.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      14        9       10       34       40       51       56                  
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       55,773
COMMITMENTS
   5,458    1,371    2,015   48,265   52,325   55,738   55,711       35       62

CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST:     -3,214)
     445      365     -720   -2,959   -2,870   -3,234   -3,225       20       11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.8      2.5      3.6     86.5     93.8     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       8        5        7       23       25       34       34                  
 
 
CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV                 Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21          |
--------------------------------------------------------------| 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:       30,866
COMMITMENTS
     575    1,664      256   30,035   28,946   30,866   30,866        0        0

CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST:     -1,272)
     -25      -35      -50   -1,197   -1,187   -1,272   -1,272        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.9      5.4      0.8     97.3     93.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        4        4       16       17       20       23                  
 
 
PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV              Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21          |
--------------------------------------------------------------| 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:       47,936
COMMITMENTS
  13,455    5,837      993   33,170   40,755   47,618   47,585      318      351

CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST:       -790)
     -82      134     -167     -403     -575     -652     -608     -138     -182

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.1     12.2      2.1     69.2     85.0     99.3     99.3      0.7      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        4        2       21       25       24       30                  
 
 
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV                Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       61,411
COMMITMENTS
  17,517    5,720    1,629   41,305   53,764   60,451   61,113      960      298

CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST:     -1,661)
    -567      155     -246     -751   -1,446   -1,564   -1,537      -97     -124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.5      9.3      2.7     67.3     87.5     98.4     99.5      1.6      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4        7        3       23       27       28       36                  
 
 
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV                Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       62,498
COMMITMENTS
   1,379    1,705    1,375   59,161   59,418   61,915   62,498      583        0

CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST:     -2,587)
    -126        0      -88   -2,174   -2,276   -2,388   -2,364     -199     -223

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.2      2.7      2.2     94.7     95.1     99.1    100.0      0.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        2        3       25       24       28       29                  
 
 
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV                      Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       80,799
COMMITMENTS
   1,174    1,862    1,991   77,154   76,906   80,319   80,759      480       40

CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST:     -4,436)
    -366     -134       10   -3,713   -4,122   -4,069   -4,246     -367     -190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.5      2.3      2.5     95.5     95.2     99.4    100.0      0.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       4        4        4       30       22       35       29                  
 
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                      Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       32,966
COMMITMENTS
       0      227        0   32,719   31,984   32,719   32,211      247      755

CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST:     -1,697)
       0      -17        0   -1,687   -1,745   -1,687   -1,762      -10       65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.7      0.0     99.3     97.0     99.3     97.7      0.7      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        2        0       15       12       15       14                  
 
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours)                           OPEN INTEREST:       27,764
COMMITMENTS
   1,435      618        0   26,013   27,136   27,448   27,754      316       10

CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST:       -531)
    -125     -125        0     -386     -380     -511     -505      -20      -26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.2      2.2      0.0     93.7     97.7     98.9    100.0      1.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        2        0       19       18       21       20                  
 
 
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV                 Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:      106,338
COMMITMENTS
   9,174    2,734    3,036   93,696  100,452  105,907  106,222      431      116

CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST:     -1,882)
  -1,336     -378       36     -560   -1,545   -1,860   -1,887      -22        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.6      2.6      2.9     88.1     94.5     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      14        8       12       42       40       58       58                  
 
 
ERCOT - SOUTH ZONE - ICE FUTURES ENERGY DIV                          Code-06439S
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       21,154
COMMITMENTS
     375        0        0   19,832   20,374   20,207   20,374      947      780

CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST:       -557)
       0        0        0     -532     -557     -532     -557      -25        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.8      0.0      0.0     93.8     96.3     95.5     96.3      4.5      3.7

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 02/09/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       18,474
COMMITMENTS
     350        0        0   17,462   18,474   17,812   18,474      662        0

CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST:       -338)
       0        0        0     -328     -338     -328     -338      -10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.9      0.0      0.0     94.5    100.0     96.4    100.0      3.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        0       12       13       14       13                  
 
 
ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV                    Code-06439V
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       30,067
COMMITMENTS
       0    3,008        0   30,067   27,059   30,067   30,067        0        0

CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST:        293)
       0        0        0      293      293      293      293        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     10.0      0.0    100.0     90.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       14       15       14       16                  
 
 
ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439W
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       29,777
COMMITMENTS
       0    3,008        0   29,777   26,769   29,777   29,777        0        0

CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST:        311)
       0        0        0      311      311      311      311        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     10.1      0.0    100.0     89.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       14       15       14       16                  
 
 
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       64,693
COMMITMENTS
   4,308    1,685      415   59,524   61,931   64,247   64,031      446      662

CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST:     -2,072)
    -600      -35      -15   -1,437   -2,012   -2,052   -2,062      -20      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.7      2.6      0.6     92.0     95.7     99.3     99.0      0.7      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       5        3        3       21       24       28       28                  
 
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       37,645
COMMITMENTS
      50      286        0   37,572   36,797   37,622   37,083       23      562

CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST:     -1,962)
     -50      -17        0   -1,901   -1,915   -1,951   -1,932      -11      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      0.8      0.0     99.8     97.7     99.9     98.5      0.1      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        2        0       22       17       23       19                  
 
 
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV                    Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       40,545
COMMITMENTS
     350    1,791        0   39,824   38,709   40,174   40,500      371       45

CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST:     -1,267)
     -67      -97        0   -1,175   -1,154   -1,242   -1,251      -25      -16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9      4.4      0.0     98.2     95.5     99.1     99.9      0.9      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        7        0       21       21       22       28                  
 
 
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV                     Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       52,888
COMMITMENTS
   2,034        0       60   49,988   52,593   52,082   52,653      806      235

CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST:     -2,888)
    -105        0        0   -2,513   -2,883   -2,618   -2,883     -270       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.8      0.0      0.1     94.5     99.4     98.5     99.6      1.5      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        0        1       22       17       25       18                  
 
 
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       56,647
COMMITMENTS
   2,676      138       60   53,376   56,269   56,112   56,467      535      180

CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST:     -3,768)
    -143      -10        0   -3,465   -3,758   -3,608   -3,768     -160        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.7      0.2      0.1     94.2     99.3     99.1     99.7      0.9      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       5        2        1       23       18       28       21                  
 
 
ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV              Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21          |
--------------------------------------------------------------| 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:       87,311
COMMITMENTS
   2,023      358    2,031   82,903   84,727   86,957   87,116      354      195

CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST:     -4,096)
      -5     -356      225   -4,304   -3,923   -4,084   -4,054      -12      -42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.3      0.4      2.3     95.0     97.0     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       4        1        3       25       26       29       30                  
 
 
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:      102,237
COMMITMENTS
   2,810    1,790    2,923   95,848   97,184  101,581  101,897      656      340

CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST:     -5,200)
     -86      -95     -276   -4,836   -4,824   -5,198   -5,195       -2       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.7      1.8      2.9     93.8     95.1     99.4     99.7      0.6      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       4       10        7       29       30       37       43                  
 
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                            Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       58,762
COMMITMENTS
     741    3,903      801   57,200   54,003   58,742   58,707       20       55

CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST:     -3,437)
    -196     -631      -15   -3,226   -2,781   -3,437   -3,427        0      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3      6.6      1.4     97.3     91.9    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       5        2        7       20       18       28       25                  
 
 
CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV                 Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21          |
--------------------------------------------------------------| 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:       42,322
COMMITMENTS
     300    3,275      275   41,747   38,772   42,322   42,322        0        0

CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST:     -2,657)
       0     -375       50   -2,707   -2,332   -2,657   -2,657        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.7      7.7      0.6     98.6     91.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       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 02/09/21          |
--------------------------------------------------------------| 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:       52,690
COMMITMENTS
     230    1,622      110   51,475   50,899   51,815   52,631      875       59

CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST:     -3,612)
    -424     -325      -95   -3,618   -3,096   -4,137   -3,516      525      -96

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      3.1      0.2     97.7     96.6     98.3     99.9      1.7      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        2        2       23       21       26       24                  
 
 
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV                       Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       61,823
COMMITMENTS
   1,519    4,818      120   58,789   56,363   60,428   61,301    1,395      522

CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST:     -3,829)
     -35     -977        0   -3,632   -2,834   -3,667   -3,811     -162      -18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.5      7.8      0.2     95.1     91.2     97.7     99.2      2.3      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       4        5        1       22       22       27       27                  
 
 
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       23,396
COMMITMENTS
     257    2,866      410   22,449   20,001   23,116   23,277      280      119

CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST:     -1,071)
       0     -146       59     -838     -732     -779     -819     -292     -252

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1     12.2      1.8     96.0     85.5     98.8     99.5      1.2      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        4        2       17       14       20       18                  
 
 
NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV                Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours)                           OPEN INTEREST:       20,753
COMMITMENTS
      51    1,390        0   20,351   19,325   20,402   20,715      351       38

CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST:     -1,006)
       0      105        0     -752     -861     -752     -756     -254     -250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      6.7      0.0     98.1     93.1     98.3     99.8      1.7      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 02/09/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       26,037
COMMITMENTS
   1,276      916      969   23,070   23,698   25,315   25,583      722      454

CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST:     -1,506)
    -265     -228      204   -1,444   -1,415   -1,505   -1,439       -1      -67

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.9      3.5      3.7     88.6     91.0     97.2     98.3      2.8      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        3        4       16       19       21       23                  
 
 
NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV               Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours)                            OPEN INTEREST:       16,023
COMMITMENTS
     715      908      280   14,278   14,592   15,273   15,780      750      243

CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST:     -1,086)
     -51      -65      -24   -1,040     -960   -1,115   -1,049       29      -37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.5      5.7      1.7     89.1     91.1     95.3     98.5      4.7      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        3        3       14       13       18       17                  
 
 
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       48,304
COMMITMENTS
   4,115    6,992    1,673   42,324   39,604   48,112   48,269      192       35

CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST:     -3,353)
    -456     -307      -17   -2,693   -2,537   -3,166   -2,861     -187     -492

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.5     14.5      3.5     87.6     82.0     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4        8        5       26       23       33       33                  
 
 
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours)                            OPEN INTEREST:       29,156
COMMITMENTS
   1,282    3,211    1,413   26,164   24,289   28,859   28,913      297      243

CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST:     -2,089)
     -28     -206      -34   -1,826   -1,837   -1,888   -2,077     -201      -12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.4     11.0      4.8     89.7     83.3     99.0     99.2      1.0      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        5        3       20       19       24       26                  
 
 
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV                          Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       16,667
COMMITMENTS
   1,733      460      100   14,812   16,065   16,645   16,625       22       42

CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST:        241)
     -75        0        0      316      241      241      241        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.4      2.8      0.6     88.9     96.4     99.9     99.7      0.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        3        1       17       15       20       19                  
 
 
PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV               Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours)                           OPEN INTEREST:       20,396
COMMITMENTS
   2,250        0        0   18,116   20,396   20,366   20,396       30        0

CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST:        380)
       0        0        0      380      380      380      380        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.0      0.0      0.0     88.8    100.0     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       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 02/09/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:        8,979
COMMITMENTS
     780      225      105    7,815    8,569    8,700    8,899      279       80

CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST:     -1,190)
     -50     -225       -5   -1,083     -480   -1,138     -710      -52     -480

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.7      2.5      1.2     87.0     95.4     96.9     99.1      3.1      0.9

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 02/09/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:        8,287
COMMITMENTS
     605      175      205    7,226    7,827    8,036    8,207      251       80

CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST:     -1,225)
     -55     -175        0   -1,127     -570   -1,182     -745      -43     -480

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.3      2.1      2.5     87.2     94.4     97.0     99.0      3.0      1.0

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 02/09/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       49,468
COMMITMENTS
   2,575       50    1,920   44,800   47,493   49,295   49,463      173        5

CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST:     -1,291)
     760        0     -265   -1,650     -891   -1,155   -1,156     -136     -135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.2      0.1      3.9     90.6     96.0     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       5        1        1       19       15       24       17                  
 
 
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       49,923
COMMITMENTS
   2,535       25    1,915   45,290   47,978   49,740   49,918      183        5

CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST:     -1,346)
     715        0     -270     -860     -626     -415     -896     -931     -450

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.1      0.0      3.8     90.7     96.1     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       6        1        2       18       14       25       16                  
 
 
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      112,120
COMMITMENTS
   1,551    8,318      780  109,365  102,998  111,696  112,096      424       24

CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST:     -5,932)
    -201      -27     -517   -4,234   -4,387   -4,952   -4,931     -980   -1,001

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.4      7.4      0.7     97.5     91.9     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       4        9        5       38       32       45       43                  
 
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
352 MWh                                              OPEN INTEREST:      118,174
COMMITMENTS
   2,062    7,786    2,044  113,874  108,235  117,980  118,065      194      109

CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST:     -7,287)
    -712      498     -686   -4,602   -5,504   -6,000   -5,692   -1,287   -1,595

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.7      6.6      1.7     96.4     91.6     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
       6       10        9       42       35       56       47                  
 
 
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      522,863
COMMITMENTS
  45,323   20,657   49,212  427,497  452,314  522,032  522,183      831      681

CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST:     -7,819)
   2,485    1,590      616  -10,514   -8,023   -7,414   -5,817     -405   -2,002

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.7      4.0      9.4     81.8     86.5     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      26       23       32       52       48       90       93                  
 
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       15,575
COMMITMENTS
   2,660      550      115   12,015   14,825   14,790   15,490      785       85

CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST:        765)
     -10        0      -30      910    1,075      870    1,045     -105     -280

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.1      3.5      0.7     77.1     95.2     95.0     99.5      5.0      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        1        3       14       13       18       16                  
 
 
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       13,149
COMMITMENTS
   2,060      550      140   10,144   12,389   12,344   13,079      805       70

CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST:        923)
     -10        0      -30    1,078    1,248    1,038    1,218     -115     -295

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.7      4.2      1.1     77.1     94.2     93.9     99.5      6.1      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        1        3       14       14       18       17                  
 
 
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV                Code-0643ID
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours)                            OPEN INTEREST:       10,159
COMMITMENTS
     935        0       45    9,129   10,082   10,109   10,127       50       32

CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST:        199)
      50        0        0      129      197      179      197       20        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.2      0.0      0.4     89.9     99.2     99.5     99.7      0.5      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       5        0        1       23       20       28       21                  
 
 
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV                      Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000  metric tonnes                                  OPEN INTEREST:        6,931
COMMITMENTS
     240      453      452    5,517    5,085    6,209    5,990      722      941

CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST:          0)
      17       24        3       -3      -59       17      -32      -17       32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.5      6.5      6.5     79.6     73.4     89.6     86.4     10.4     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4        4        7       28       32       36       40                  
 
 
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV                 Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       30,542
COMMITMENTS
   1,344      198        0   29,177   30,298   30,521   30,496       21       46

CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST:      2,543)
       0        0        0    2,543    2,618    2,543    2,618        0      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.4      0.6      0.0     95.5     99.2     99.9     99.8      0.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       3        1        0       38       40       41       41                  
 
 
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV              Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       19,917
COMMITMENTS
     395        0       15   19,446   19,602   19,856   19,617       61      300

CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST:      2,432)
       0        0        0    2,422    2,359    2,422    2,359       10       73

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.0      0.0      0.1     97.6     98.4     99.7     98.5      0.3      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        0        1       20       23       22       24                  
 
 
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV               Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       16,929
COMMITMENTS
   1,731       55      238   14,690   16,285   16,659   16,578      270      351

CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST:      2,388)
     482       10      -10    1,979    2,584    2,451    2,584      -63     -196

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.2      0.3      1.4     86.8     96.2     98.4     97.9      1.6      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       6        1        2       41       38       47       41                  
 
 
PROPANE OPIS CONWAY INWELL FP - ICE FUTURES ENERGY DIV               Code-06641E
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:        6,133
COMMITMENTS
      60      180       30    5,668    5,718    5,758    5,928      375      205

CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST:        174)
       0        0        0      184      174      184      174      -10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.0      2.9      0.5     92.4     93.2     93.9     96.7      6.1      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        2        1       11       18       13       20                  
 
 
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV              Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       24,821
COMMITMENTS
     762      538      120   23,939   23,956   24,821   24,614        0      207

CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST:        598)
      62       40      -30      663      608      695      618      -97      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.1      2.2      0.5     96.4     96.5    100.0     99.2      0.0      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       3        2        1       32       35       36       37                  
 
 
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV              Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       55,592
COMMITMENTS
   7,827      530    1,871   45,557   52,789   55,255   55,190      337      402

CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST:      1,825)
     671       27     -193    1,380    1,974    1,858    1,808      -33       17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.1      1.0      3.4     81.9     95.0     99.4     99.3      0.6      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
       9        7        9       69       67       83       78                  
 
 
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV                   Code-06641H
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 Metric  Tonnes                                  OPEN INTEREST:        2,574
COMMITMENTS
      45      118       37    1,875    1,946    1,957    2,101      617      473

CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST:        168)
     -31       25        7      161      123      137      155       31       13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.7      4.6      1.4     72.8     75.6     76.0     81.6     24.0     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        1       16       21       18       22                  
 
 
CRUDE DIFF-WCS HOUSTON/WTI 1ST - ICE FUTURES ENERGY DIV              Code-06739C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 Barrels                                         OPEN INTEREST:       13,417
COMMITMENTS
       0        0        0   13,417   13,417   13,417   13,417        0        0

CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST:        615)
       0        0        0      625      615      625      615      -10        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       19       15       19       15                  
 
 
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV                 Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 BARRELS                                         OPEN INTEREST:       53,034
COMMITMENTS
      50        0        0   51,394   51,394   51,444   51,394    1,590    1,640

CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST:      3,489)
      10        0        0    3,479    3,489    3,489    3,489        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      0.0      0.0     96.9     96.9     97.0     96.9      3.0      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       1        0        0       27       30       28       30                  
 
 
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV                  Code-06742T
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 BARRELS                                         OPEN INTEREST:       23,601
COMMITMENTS
       0        0        0   23,595   23,533   23,595   23,533        6       68

CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST:      2,448)
       0        0        0    2,448    2,643    2,448    2,643        0     -195

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0    100.0     99.7    100.0     99.7      0.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        0        0       19       20       19       20                  
 
 
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV               Code-06742U
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:      193,034
COMMITMENTS
       0        0        0  187,451  182,652  187,451  182,652    5,583   10,382

CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST:      1,769)
       0        0        0    1,024    1,479    1,024    1,479      745      290

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     97.1     94.6     97.1     94.6      2.9      5.4

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



Updated February 12, 2021