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CONTRACTS 355 markets	NON-COMMERCIAL • Large Speculators					COMMERCIAL • Hedgers / Institutional Traders				NON-REPORTABLE • Small Speculators				OPEN INTEREST
CONTRACTS 355 markets	NET POSITIONS	LONG	SHORT	LONG vs. SHORT	SPREADS	NET POSITIONS	LONG	SHORT	LONG vs. SHORT	NET POSITIONS	LONG	SHORT	LONG vs. SHORT	OPEN INTEREST
Currencies & Forex › Major Currencies
AUSTRALIAN DOLLAR CHICAGO MERCANTILE EXCHANGE (AUD, 6A, AUDUSD)	67,762	136,515	68,753		17,223	-89,249	72,991	162,240		21,487	40,551	19,064		267,280
	+15,118 (+28.7%)	+14,854 (+12.2%)	-264 (-0.4%)	51.1% \| 25.7%	+8,171 (+90.3%)	-11,936 (-15.4%)	-2,389 (-3.2%)	+9,547 (+6.3%)	27.3% \| 60.7%	-3,182 (-12.9%)	-2,053 (-4.8%)	+1,129 (+6.3%)	15.2% \| 7.1%	+18,583
	ADDING	56	22	LONG	17	REDUCING	43	27	SHORT	REDUCING	—	—	LONG	BUILDUP
BRITISH POUND CHICAGO MERCANTILE EXCHANGE (GBP, 6B, GBPUSD)	-72,686	59,499	132,185		21,031	77,305	163,156	85,851		-4,619	26,010	30,629		269,696
	-15,614 (-27.4%)	-7,714 (-11.5%)	+7,900 (+6.4%)	22.1% \| 49.0%	+7,393 (+54.2%)	+21,129 (+37.6%)	+27,352 (+20.1%)	+6,223 (+7.8%)	60.5% \| 31.8%	-5,515 (-615.5%)	-3,226 (-11.0%)	+2,289 (+8.1%)	9.6% \| 11.4%	+23,805
	REDUCING	24	29	SHORT	14	ADDING	31	41	LONG	REDUCING	—	—	SHORT	BUILDUP
CANADIAN DOLLAR CHICAGO MERCANTILE EXCHANGE (CAD, 6C, USDCAD)	21,050	94,008	72,958		7,325	-24,056	101,029	125,085		3,006	30,071	27,065		232,433
	-6,528 (-23.7%)	+1,196 (+1.3%)	+7,724 (+11.8%)	40.4% \| 31.4%	+1,879 (+34.5%)	+6,204 (+20.5%)	+6,955 (+7.4%)	+751 (+0.6%)	43.5% \| 53.8%	+324 (+12.1%)	-159 (-0.5%)	-483 (-1.8%)	12.9% \| 11.6%	+9,871
	REDUCING	23	31	LONG	15	ADDING	43	36	SHORT	ADDING	—	—	LONG	BUILDUP
EURO FX CHICAGO MERCANTILE EXCHANGE (EUR, 6E, EURUSD)	136,498	294,586	158,088		41,064	-184,593	485,713	670,306		48,095	91,926	43,831		913,289
	-20,358 (-13.0%)	-287 (-0.1%)	+20,071 (+14.5%)	32.3% \| 17.3%	+16,030 (+64.0%)	+26,310 (+12.5%)	-12,331 (-2.5%)	-38,641 (-5.5%)	53.2% \| 73.4%	-5,952 (-11.0%)	-1,410 (-1.5%)	+4,542 (+11.6%)	10.1% \| 4.8%	+2,002
	REDUCING	88	41	LONG	34	ADDING	142	93	SHORT	REDUCING	—	—	LONG	BUILDUP
JAPANESE YEN CHICAGO MERCANTILE EXCHANGE (JPY, 6J, USDJPY)	-16,575	134,945	151,520		56,475	15,007	186,027	171,020		1,568	39,530	37,962		416,977
	-28,114 (-243.6%)	-14,419 (-9.7%)	+13,695 (+9.9%)	32.4% \| 36.3%	+16,988 (+43.0%)	+29,736 (+201.9%)	+44,109 (+31.1%)	+14,373 (+9.2%)	44.6% \| 41.0%	-1,622 (-50.8%)	+578 (+1.5%)	+2,200 (+6.2%)	9.5% \| 9.1%	+47,256
	REDUCING	36	48	SHORT	16	ADDING	53	44	LONG	REDUCING	—	—	LONG	BUILDUP
NEW ZEALAND DOLLAR CHICAGO MERCANTILE EXCHANGE (NZD, 6N, NZDUSD)	-34,334	13,176	47,510		6,566	33,689	55,324	21,635		645	4,396	3,751		79,462
	-4,767 (-16.1%)	-663 (-4.8%)	+4,104 (+9.5%)	16.6% \| 59.8%	+4,137 (+170.3%)	+6,032 (+21.8%)	+5,098 (+10.2%)	-934 (-4.1%)	69.6% \| 27.2%	-1,265 (-66.2%)	-613 (-12.2%)	+652 (+21.0%)	5.5% \| 4.7%	+7,959
	REDUCING	30	29	SHORT	8	ADDING	18	21	LONG	REDUCING	—	—	LONG	BUILDUP
SWISS FRANC CHICAGO MERCANTILE EXCHANGE (CHF, 6S, USDCHF)	-41,283	12,390	53,673		5,342	43,280	72,324	29,044		-1,997	15,357	17,354		105,413
	-97 (-0.2%)	+865 (+7.5%)	+962 (+1.8%)	11.8% \| 50.9%	+5,221 (+4,314.9%)	+3,273 (+8.2%)	+5,546 (+8.3%)	+2,273 (+8.5%)	68.6% \| 27.6%	-3,176 (-269.4%)	-3,054 (-16.6%)	+122 (+0.7%)	14.6% \| 16.5%	+8,578
	REDUCING	13	12	SHORT	6	ADDING	18	14	LONG	REDUCING	—	—	SHORT	BUILDUP
USD INDEX ICE FUTURES U.S. (USD, DXY)	-4,989	15,061	20,050		2,415	5,223	8,882	3,659		-234	3,513	3,747		29,871
	-3,200 (-178.9%)	+1,766 (+13.3%)	+4,966 (+32.9%)	50.4% \| 67.1%	-77 (-3.1%)	+2,641 (+102.3%)	+570 (+6.9%)	-2,071 (-36.1%)	29.7% \| 12.2%	+559 (+70.5%)	+1,394 (+65.8%)	+835 (+28.7%)	11.8% \| 12.5%	+3,653
	REDUCING	54	43	SHORT	9	ADDING	12	6	LONG	ADDING	—	—	SHORT	BUILDUP
Currencies & Forex › Minor Currencies
BRAZILIAN REAL CHICAGO MERCANTILE EXCHANGE (BRL, 6L, BRLUSD)	44,970	71,267	26,297		630	-48,793	29,032	77,825		3,823	4,810	987		105,739
	+8,296 (+22.6%)	-164 (-0.2%)	-8,460 (-24.3%)	67.4% \| 24.9%	-4,396 (-87.5%)	-7,399 (-17.9%)	-22,245 (-43.4%)	-14,846 (-16.0%)	27.5% \| 73.6%	-897 (-19.0%)	-970 (-16.8%)	-73 (-6.9%)	4.5% \| 0.9%	-27,775
	ADDING	54	19	LONG	8	REDUCING	25	15	SHORT	REDUCING	—	—	LONG	LIQUIDATION
MEXICAN PESO CHICAGO MERCANTILE EXCHANGE (MXN, 6M, USDMXN)	77,043	126,531	49,488		13,924	-80,516	89,636	170,152		3,473	5,852	2,379		235,943
	-5,837 (-7.0%)	+522 (+0.4%)	+6,359 (+14.7%)	53.6% \| 21.0%	+6,455 (+86.4%)	+6,611 (+7.6%)	+4,618 (+5.4%)	-1,993 (-1.2%)	38.0% \| 72.1%	-774 (-18.2%)	-1,219 (-17.2%)	-445 (-15.8%)	2.5% \| 1.0%	+10,376
	REDUCING	89	26	LONG	14	ADDING	45	37	SHORT	REDUCING	—	—	LONG	BUILDUP
SOUTH AFRICAN RAND CHICAGO MERCANTILE EXCHANGE (ZAR, 6R, USDZAR)	6,774	13,248	6,474		6,904	-8,084	13,024	21,108		1,310	2,380	1,070		35,556
	-1,877 (-21.7%)	-1,857 (-12.3%)	+20 (+0.3%)	37.3% \| 18.2%	+2,130 (+44.6%)	+2,797 (+25.7%)	+5,848 (+81.5%)	+3,051 (+16.9%)	36.6% \| 59.4%	-920 (-41.3%)	-563 (-19.1%)	+357 (+50.1%)	6.7% \| 3.0%	+5,558
	REDUCING	18	11	LONG	4	ADDING	13	8	SHORT	REDUCING	—	—	LONG	BUILDUP
Currencies & Forex › Forex Crosses
EURO FX/BRITISH POUND XRATE CHICAGO MERCANTILE EXCHANGE	2,302	7,383	5,081		48	-13,546	16,817	30,363		11,244	14,794	3,550		39,042
	-1,161 (-33.5%)	-121 (-1.6%)	+1,040 (+25.7%)	18.9% \| 13.0%	+48 (0.0%)	+113 (+0.8%)	+145 (+0.9%)	+32 (+0.1%)	43.1% \| 77.8%	+1,048 (+10.3%)	+498 (+3.5%)	-550 (-13.4%)	37.9% \| 9.1%	+570
	REDUCING	7	3	LONG	2	ADDING	11	7	SHORT	ADDING	—	—	LONG	BUILDUP
EURO FX/JAPANESE YEN XRATE CHICAGO MERCANTILE EXCHANGE	1,808	6,837	5,029		86	-7,762	3,446	11,208		5,954	9,285	3,331		19,654
	+160 (+9.7%)	+160 (+2.4%)	0 (0.0%)	34.8% \| 25.6%	-7 (-7.5%)	-200 (-2.6%)	+103 (+3.1%)	+303 (+2.8%)	17.5% \| 57.0%	+40 (+0.7%)	-41 (-0.4%)	-81 (-2.4%)	47.2% \| 16.9%	+215
	ADDING	6	3	LONG	1	REDUCING	9	14	SHORT	ADDING	—	—	LONG	BUILDUP
Cryptocurrencies › Bitcoin & Ethereum
BITCOIN CHICAGO MERCANTILE EXCHANGE (BTC, BTCUSD)	1,011	15,585	14,574		2,817	-862	751	1,613		-149	1,149	1,298		20,302
	-161 (-13.7%)	-825 (-5.0%)	-664 (-4.4%)	76.8% \| 71.8%	-2,045 (-42.1%)	+258 (+23.0%)	+266 (+54.8%)	+8 (+0.5%)	3.7% \| 7.9%	-97 (-186.5%)	-13 (-1.1%)	+84 (+6.9%)	5.7% \| 6.4%	-2,617
	REDUCING	40	75	LONG	27	ADDING	2	5	SHORT	REDUCING	—	—	SHORT	LIQUIDATION
ETHEREUM CHICAGO MERCANTILE EXCHANGE (ETH, ETHUSD)	2,314	22,031	19,717		11,240	-2,273	321	2,594		-41	765	806		34,357
	-490 (-17.5%)	+890 (+4.2%)	+1,380 (+7.5%)	64.1% \| 57.4%	-3,655 (-24.5%)	+572 (+20.1%)	+133 (+70.7%)	-439 (-14.5%)	0.9% \| 7.6%	-82 (-200.0%)	-99 (-11.5%)	-17 (-2.1%)	2.2% \| 2.3%	-2,731
	REDUCING	30	60	LONG	22	ADDING	1	6	SHORT	REDUCING	—	—	SHORT	LIQUIDATION
MICRO BITCOIN CHICAGO MERCANTILE EXCHANGE	-3,166	14,516	17,682		1,196	264	301	37		2,902	6,473	3,571		22,486
	+2,190 (+40.9%)	-13,208 (-47.6%)	-15,398 (-46.5%)	64.6% \| 78.6%	-571 (-32.3%)	+28 (+11.9%)	+28 (+10.3%)	0 (0.0%)	1.3% \| 0.2%	-2,218 (-43.3%)	-1,863 (-22.3%)	+355 (+11.0%)	28.8% \| 15.9%	-15,614
	ADDING	140	79	SHORT	10	ADDING	3	1	LONG	REDUCING	—	—	LONG	LIQUIDATION
MICRO ETHER CHICAGO MERCANTILE EXCHANGE	-2,587	41,525	44,112		6,961	600	600	0		1,987	2,714	727		51,800
	+1,267 (+32.9%)	-126,849 (-75.3%)	-128,116 (-74.4%)	80.2% \| 85.2%	+2,864 (+69.9%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	1.2% \| 0.0%	-1,267 (-38.9%)	-1,522 (-35.9%)	-255 (-26.0%)	5.2% \| 1.4%	-125,507
	ADDING	177	71	SHORT	4	NEUTRAL	1	0	LONG	REDUCING	—	—	LONG	LIQUIDATION
NANO BITCOIN COINBASE DERIVATIVES, LLC	-528	32,701	33,229		0	-92	0	92		620	1,560	940		34,261
	+662 (+55.6%)	-4,510 (-12.1%)	-5,172 (-13.5%)	95.4% \| 97.0%	-292 (-100.0%)	-108 (-675.0%)	-120 (-100.0%)	-12 (-11.5%)	0.0% \| 0.3%	-554 (-47.2%)	-771 (-33.1%)	-217 (-18.8%)	4.6% \| 2.7%	-5,693
	ADDING	109	67	SHORT	0	REDUCING	0	1	SHORT	REDUCING	—	—	LONG	LIQUIDATION
NANO BITCOIN PERP STYLE COINBASE DERIVATIVES, LLC	-5,551	181,876	187,427		0	-1,261	97	1,358		6,812	11,613	4,801		193,586
	-227 (-4.3%)	+41,975 (+30.0%)	+42,202 (+29.1%)	94.0% \| 96.8%	0 (0.0%)	+1,441 (+53.3%)	-1,058 (-91.6%)	-2,499 (-64.8%)	0.1% \| 0.7%	-1,214 (-15.1%)	-1,083 (-8.5%)	+131 (+2.8%)	6.0% \| 2.5%	+39,834
	REDUCING	553	355	SHORT	0	ADDING	1	2	SHORT	REDUCING	—	—	LONG	BUILDUP
NANO ETHER COINBASE DERIVATIVES, LLC	-682	46,808	47,490		0	-102	0	102		784	1,369	585		48,177
	+561 (+45.1%)	-10,675 (-18.6%)	-11,236 (-19.1%)	97.2% \| 98.6%	-201 (-100.0%)	+1 (+1.0%)	0 (0.0%)	-1 (-1.0%)	0.0% \| 0.2%	-562 (-41.8%)	-789 (-36.6%)	-227 (-28.0%)	2.8% \| 1.2%	-11,665
	ADDING	102	45	SHORT	0	ADDING	0	1	SHORT	REDUCING	—	—	LONG	LIQUIDATION
NANO ETHER PERP STYLE COINBASE DERIVATIVES, LLC	-7,484	149,073	156,557		0	445	445	0		7,039	9,051	2,012		158,569
	-5,947 (-386.9%)	-3,536 (-2.3%)	+2,411 (+1.6%)	94.0% \| 98.7%	0 (0.0%)	+6,308 (+107.6%)	-15 (-3.3%)	-6,323 (-100.0%)	0.3% \| 0.0%	-361 (-4.9%)	-838 (-8.5%)	-477 (-19.2%)	5.7% \| 1.3%	-4,389
	REDUCING	569	194	SHORT	0	ADDING	3	0	LONG	REDUCING	—	—	LONG	LIQUIDATION
Cryptocurrencies › Other Cryptocurrencies (Altcoins)
AVALANCHE COINBASE DERIVATIVES, LLC (AVAX)	-48	1,330	1,378		0	0	0	0		48	106	58		1,436
	+36 (+42.9%)	+290 (+27.9%)	+254 (+22.6%)	92.6% \| 96.0%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 0.0%	-36 (-42.9%)	-31 (-22.6%)	+5 (+9.4%)	7.4% \| 4.0%	+259
	ADDING	13	11	SHORT	0	NEUTRAL	0	0	SHORT	REDUCING	—	—	LONG	BUILDUP
NANO SOLANA COINBASE DERIVATIVES, LLC	-347	13,864	14,211		0	-183	0	183		530	717	187		14,581
	+191 (+35.5%)	-3,243 (-19.0%)	-3,434 (-19.5%)	95.1% \| 97.5%	-230 (-100.0%)	+21 (+10.3%)	0 (0.0%)	-21 (-10.3%)	0.0% \| 1.3%	-212 (-28.6%)	-228 (-24.1%)	-16 (-7.9%)	4.9% \| 1.3%	-3,701
	ADDING	34	18	SHORT	0	ADDING	0	2	SHORT	REDUCING	—	—	LONG	LIQUIDATION
NANO SOLANA PERP STYLE COINBASE DERIVATIVES, LLC	1,135	20,163	19,028		0	-5,099	1,529	6,628		3,964	5,073	1,109		26,765
	+4,414 (+134.6%)	-3,727 (-15.6%)	-8,141 (-30.0%)	75.3% \| 71.1%	0 (0.0%)	-3,906 (-327.4%)	+994 (+185.8%)	+4,900 (+283.6%)	5.7% \| 24.8%	-508 (-11.4%)	-447 (-8.1%)	+61 (+5.8%)	19.0% \| 4.1%	-3,180
	ADDING	220	66	LONG	0	REDUCING	3	2	SHORT	REDUCING	—	—	LONG	LIQUIDATION
NANO XRP COINBASE DERIVATIVES, LLC	-452	12,061	12,513		18	0	0	0		452	719	267		12,798
	+286 (+38.8%)	-16,347 (-57.5%)	-16,633 (-57.1%)	94.2% \| 97.8%	-864 (-98.0%)	+50 (+100.0%)	0 (0.0%)	-50 (-100.0%)	0.0% \| 0.0%	-336 (-42.6%)	-288 (-28.6%)	+48 (+21.9%)	5.6% \| 2.1%	-17,499
	ADDING	31	13	SHORT	2	ADDING	0	0	SHORT	REDUCING	—	—	LONG	LIQUIDATION
NANO XRP PERP STYLE COINBASE DERIVATIVES, LLC	4,233	24,030	19,797		0	-7,717	0	7,717		3,484	4,145	661		28,175
	+3,236 (+324.6%)	+12,244 (+103.9%)	+9,008 (+83.5%)	85.3% \| 70.3%	0 (0.0%)	-3,299 (-74.7%)	0 (0.0%)	+3,299 (+74.7%)	0.0% \| 27.4%	+63 (+1.8%)	-115 (-2.7%)	-178 (-21.2%)	14.7% \| 2.3%	+12,129
	ADDING	123	53	LONG	0	REDUCING	0	2	SHORT	ADDING	—	—	LONG	BUILDUP
SOL CHICAGO MERCANTILE EXCHANGE	1,279	11,675	10,396		1,730	-1,258	0	1,258		-21	266	287		13,671
	-99 (-7.2%)	-352 (-2.9%)	-253 (-2.4%)	85.4% \| 76.0%	+588 (+51.5%)	+22 (+1.7%)	0 (0.0%)	-22 (-1.7%)	0.0% \| 9.2%	+77 (+78.6%)	-76 (-22.2%)	-153 (-34.8%)	1.9% \| 2.1%	+160
	REDUCING	14	25	LONG	5	ADDING	0	5	SHORT	ADDING	—	—	SHORT	BUILDUP
XRP CHICAGO MERCANTILE EXCHANGE	834	5,694	4,860		478	-643	74	717		-191	50	241		6,296
	+130 (+18.5%)	-623 (-9.9%)	-753 (-13.4%)	90.4% \| 77.2%	-426 (-47.1%)	-40 (-6.6%)	+31 (+72.1%)	+71 (+11.0%)	1.2% \| 11.4%	-90 (-89.1%)	-115 (-69.7%)	-25 (-9.4%)	0.8% \| 3.8%	-1,133
	ADDING	6	18	LONG	4	REDUCING	1	3	SHORT	REDUCING	—	—	SHORT	LIQUIDATION
Metals › Precious Metals
GOLD COMMODITY EXCHANGE INC. (XAU, CG, XAUUSD)	160,145	213,752	53,607		56,077	-200,583	84,834	285,417		40,438	55,126	14,688		409,789
	+968 (+0.6%)	+2,103 (+1.0%)	+1,135 (+2.2%)	52.2% \| 13.1%	+1,514 (+2.8%)	+223 (+0.1%)	-1,364 (-1.6%)	-1,587 (-0.6%)	20.7% \| 69.6%	-1,191 (-2.9%)	-12,646 (-18.7%)	-11,455 (-43.8%)	13.5% \| 3.6%	-10,393
	ADDING	166	49	LONG	64	ADDING	52	46	SHORT	REDUCING	—	—	LONG	LIQUIDATION
MICRO GOLD COMMODITY EXCHANGE INC.	-20,752	11,361	32,113		3,556	5,382	5,382	0		15,370	40,632	25,262		60,931
	+326 (+1.5%)	-420 (-3.6%)	-746 (-2.3%)	18.6% \| 52.7%	+567 (+19.0%)	+79 (+1.5%)	+79 (+1.5%)	0 (0.0%)	8.8% \| 0.0%	-405 (-2.6%)	+780 (+2.0%)	+1,185 (+4.9%)	66.7% \| 41.5%	+1,006
	ADDING	18	15	SHORT	9	ADDING	2	0	LONG	REDUCING	—	—	LONG	BUILDUP
PALLADIUM NEW YORK MERCANTILE EXCHANGE	161	7,768	7,607		360	-1,631	5,446	7,077		1,470	2,519	1,049		16,093
	-503 (-75.8%)	+128 (+1.7%)	+631 (+9.0%)	48.3% \| 47.3%	-427 (-54.3%)	+127 (+7.2%)	-237 (-4.2%)	-364 (-4.9%)	33.8% \| 44.0%	+376 (+34.4%)	+206 (+8.9%)	-170 (-13.9%)	15.7% \| 6.5%	-330
	REDUCING	56	37	LONG	15	ADDING	25	27	SHORT	ADDING	—	—	LONG	LIQUIDATION
PLATINUM NEW YORK MERCANTILE EXCHANGE	13,832	31,579	17,747		8,867	-20,270	20,451	40,721		6,438	9,257	2,819		70,154
	+592 (+4.5%)	+1,910 (+6.4%)	+1,318 (+8.0%)	45.0% \| 25.3%	-2,670 (-23.1%)	-665 (-3.4%)	+548 (+2.8%)	+1,213 (+3.1%)	29.2% \| 58.0%	+73 (+1.1%)	-1,985 (-17.7%)	-2,058 (-42.2%)	13.2% \| 4.0%	-2,197
	ADDING	116	46	LONG	41	REDUCING	36	43	SHORT	ADDING	—	—	LONG	LIQUIDATION
SILVER COMMODITY EXCHANGE INC. (XAG, SI, XAGUSD)	23,338	34,226	10,888		22,128	-39,966	30,893	70,859		16,628	26,079	9,451		113,326
	+1,078 (+4.8%)	+1,726 (+5.3%)	+648 (+6.3%)	30.2% \| 9.6%	-5,161 (-18.9%)	+1,114 (+2.7%)	-4,582 (-12.9%)	-5,696 (-7.4%)	27.3% \| 62.5%	-2,192 (-11.6%)	-4,111 (-13.6%)	-1,919 (-16.9%)	23.0% \| 8.3%	-12,128
	ADDING	68	28	LONG	38	ADDING	32	41	SHORT	REDUCING	—	—	LONG	LIQUIDATION
Metals › Industrial Metals
ALUMINIUM EURO PREM DUTY-PAID COMMODITY EXCHANGE INC.	-634	3,729	4,363		38	306	16,913	16,607		328	328	0		21,008
	+980 (+60.7%)	-539 (-12.6%)	-1,519 (-25.8%)	17.8% \| 20.8%	-10 (-20.8%)	-1,138 (-78.8%)	-3,532 (-17.3%)	-2,394 (-12.6%)	80.5% \| 79.1%	+158 (+92.9%)	+158 (+92.9%)	0 (0.0%)	1.6% \| 0.0%	-3,923
	ADDING	8	2	SHORT	1	REDUCING	15	12	LONG	ADDING	—	—	LONG	LIQUIDATION
ALUMINUM MWP COMMODITY EXCHANGE INC.	-2,273	2,872	5,145		614	2,365	22,696	20,331		-92	118	210		26,300
	+625 (+21.6%)	-70 (-2.4%)	-695 (-11.9%)	10.9% \| 19.6%	-88 (-12.5%)	-602 (-20.3%)	-2,052 (-8.3%)	-1,450 (-6.7%)	86.3% \| 77.3%	-23 (-33.3%)	-69 (-36.9%)	-46 (-18.0%)	0.4% \| 0.8%	-2,279
	ADDING	5	13	SHORT	6	REDUCING	24	25	LONG	REDUCING	—	—	SHORT	LIQUIDATION
COBALT COMMODITY EXCHANGE INC.	243	5,052	4,809		2,976	-96	6,899	6,995		-147	641	788		15,568
	+176 (+262.7%)	+101 (+2.0%)	-75 (-1.5%)	32.5% \| 30.9%	-57 (-1.9%)	+14 (+12.7%)	+49 (+0.7%)	+35 (+0.5%)	44.3% \| 44.9%	-190 (-441.9%)	-125 (-16.3%)	+65 (+9.0%)	4.1% \| 5.1%	-32
	ADDING	12	6	LONG	10	ADDING	12	16	SHORT	REDUCING	—	—	SHORT	LIQUIDATION
COPPER- #1 COMMODITY EXCHANGE INC.	57,681	89,103	31,422		49,867	-69,744	85,481	155,225		12,063	20,481	8,418		244,932
	-759 (-1.3%)	+1,030 (+1.2%)	+1,789 (+6.0%)	36.4% \| 12.8%	-7,737 (-13.4%)	+2,604 (+3.6%)	-4,767 (-5.3%)	-7,371 (-4.5%)	34.9% \| 63.4%	-1,845 (-13.3%)	-4,829 (-19.1%)	-2,984 (-26.2%)	8.4% \| 3.4%	-16,303
	REDUCING	156	58	LONG	95	ADDING	63	53	SHORT	REDUCING	—	—	LONG	LIQUIDATION
LITHIUM HYDROXIDE COMMODITY EXCHANGE INC.	-8,734	2,359	11,093		2,872	9,560	15,101	5,541		-826	455	1,281		20,787
	+151 (+1.7%)	-61 (-2.5%)	-212 (-1.9%)	11.3% \| 53.4%	+128 (+4.7%)	+533 (+5.9%)	+87 (+0.6%)	-446 (-7.4%)	72.6% \| 26.7%	-684 (-481.7%)	+45 (+11.0%)	+729 (+132.1%)	2.2% \| 6.2%	+199
	ADDING	12	15	SHORT	13	ADDING	10	7	LONG	REDUCING	—	—	SHORT	BUILDUP
NORTH EURO HOT-ROLL COIL STEEL COMMODITY EXCHANGE INC.	5,114	6,195	1,081		943	-5,124	5,525	10,649		10	85	75		12,748
	+1,246 (+32.2%)	+1,211 (+24.3%)	-35 (-3.1%)	48.6% \| 8.5%	-64 (-6.4%)	-1,245 (-32.1%)	+104 (+1.9%)	+1,349 (+14.5%)	43.3% \| 83.5%	-1 (-9.1%)	+14 (+19.7%)	+15 (+25.0%)	0.7% \| 0.6%	+1,265
	ADDING	8	2	LONG	1	REDUCING	9	8	SHORT	REDUCING	—	—	LONG	BUILDUP
STEEL-HRC COMMODITY EXCHANGE INC.	11,298	13,321	2,023		724	-11,714	21,158	32,872		416	519	103		35,722
	-526 (-4.4%)	-1,200 (-8.3%)	-674 (-25.0%)	37.3% \| 5.7%	-106 (-12.8%)	+525 (+4.3%)	-886 (-4.0%)	-1,411 (-4.1%)	59.2% \| 92.0%	+1 (+0.2%)	-19 (-3.5%)	-20 (-16.3%)	1.5% \| 0.3%	-2,211
	REDUCING	23	12	LONG	5	ADDING	24	20	SHORT	ADDING	—	—	LONG	LIQUIDATION
Stock Indices & Equities › US Large Cap Indices
DJIA Consolidated CHICAGO BOARD OF TRADE	-2,851	16,739	19,590		6,190	441	39,721	39,280		2,410	13,328	10,918		75,978
	-4,971 (-234.5%)	-2,426 (-12.7%)	+2,545 (+14.9%)	22.0% \| 25.8%	+2,230 (+56.3%)	+6,476 (+107.3%)	+4,186 (+11.8%)	-2,290 (-5.5%)	52.3% \| 51.7%	-1,505 (-38.4%)	-1,196 (-8.2%)	+309 (+2.9%)	17.5% \| 14.4%	+2,795
	REDUCING	23	24	SHORT	15	ADDING	30	23	LONG	REDUCING	—	—	LONG	BUILDUP
DJIA x $5 CHICAGO BOARD OF TRADE (YM)	-1,340	19,178	20,518		1,859	-229	38,989	39,218		1,569	11,868	10,299		71,894
	-3,780 (-154.9%)	-1,046 (-5.2%)	+2,734 (+15.4%)	26.7% \| 28.5%	+719 (+63.1%)	+5,459 (+96.0%)	+3,597 (+10.2%)	-1,862 (-4.5%)	54.2% \| 54.5%	-1,679 (-51.7%)	-1,320 (-10.0%)	+359 (+3.6%)	16.5% \| 14.3%	+1,950
	REDUCING	18	19	SHORT	9	ADDING	27	23	SHORT	REDUCING	—	—	LONG	BUILDUP
E-MINI S&P 500 CHICAGO MERCANTILE EXCHANGE (ES)	-168,216	208,740	376,956		39,973	71,672	1,556,831	1,485,159		96,544	255,189	158,645		2,060,733
	+25,267 (+13.1%)	+7,329 (+3.6%)	-17,938 (-4.5%)	10.1% \| 18.3%	+749 (+1.9%)	+176 (+0.2%)	+47,192 (+3.1%)	+47,016 (+3.3%)	75.5% \| 72.1%	-25,443 (-20.9%)	-11,733 (-4.4%)	+13,710 (+9.5%)	12.4% \| 7.7%	+43,537
	ADDING	71	61	SHORT	46	ADDING	255	189	LONG	REDUCING	—	—	LONG	BUILDUP
MICRO E-MINI DJIA (x$0.5) CHICAGO BOARD OF TRADE (MYM)	-15,110	18,669	33,779		248	6,703	7,324	621		8,407	14,599	6,192		40,840
	-11,913 (-372.6%)	+1,741 (+10.3%)	+13,654 (+67.8%)	45.7% \| 82.7%	-429 (-63.4%)	+10,173 (+293.2%)	+5,896 (+412.9%)	-4,277 (-87.3%)	17.9% \| 1.5%	+1,740 (+26.1%)	+1,241 (+9.3%)	-499 (-7.5%)	35.7% \| 15.2%	+8,449
	REDUCING	8	8	SHORT	4	ADDING	5	2	LONG	ADDING	—	—	LONG	BUILDUP
MICRO E-MINI NASDAQ-100 INDEX CHICAGO MERCANTILE EXCHANGE (MNQ)	-49,888	80,218	130,106		4,860	38,436	44,490	6,054		11,452	41,268	29,816		170,836
	-27,579 (-123.6%)	+7,715 (+10.6%)	+35,294 (+37.2%)	47.0% \| 76.2%	+524 (+12.1%)	+17,125 (+80.4%)	+17,172 (+62.9%)	+47 (+0.8%)	26.0% \| 3.5%	+10,454 (+1,047.5%)	-234 (-0.6%)	-10,688 (-26.4%)	24.2% \| 17.5%	+25,177
	REDUCING	22	21	SHORT	8	ADDING	13	8	LONG	ADDING	—	—	LONG	BUILDUP
MICRO E-MINI S&P 500 INDEX CHICAGO MERCANTILE EXCHANGE (MES)	27,613	101,195	73,582		899	54,311	70,294	15,983		-81,924	74,441	156,365		246,829
	-31,076 (-53.0%)	+10,281 (+11.3%)	+41,357 (+128.3%)	41.0% \| 29.8%	-487 (-35.1%)	+33,712 (+163.7%)	+25,126 (+55.6%)	-8,586 (-34.9%)	28.5% \| 6.5%	-2,636 (-3.3%)	+2,793 (+3.9%)	+5,429 (+3.6%)	30.2% \| 63.3%	+37,713
	REDUCING	9	7	LONG	5	ADDING	20	9	LONG	REDUCING	—	—	SHORT	BUILDUP
NASDAQ MINI CHICAGO MERCANTILE EXCHANGE (NQ)	2,386	76,598	74,212		10,201	-1,875	150,173	152,048		-511	36,335	36,846		273,307
	-8,401 (-77.9%)	-3,712 (-4.6%)	+4,689 (+6.7%)	28.0% \| 27.2%	+3,333 (+48.5%)	+15,363 (+89.1%)	+4,830 (+3.3%)	-10,533 (-6.5%)	54.9% \| 55.6%	-6,962 (-107.9%)	-1,743 (-4.6%)	+5,219 (+16.5%)	13.3% \| 13.5%	+2,708
	REDUCING	64	63	LONG	28	ADDING	108	88	SHORT	REDUCING	—	—	SHORT	BUILDUP
NASDAQ-100 Consolidated CHICAGO MERCANTILE EXCHANGE	-2,603	71,879	74,482		23,428	1,969	154,622	152,653		634	40,462	39,828		290,391
	-11,159 (-130.4%)	-4,720 (-6.2%)	+6,439 (+9.5%)	24.8% \| 25.6%	+5,165 (+28.3%)	+17,076 (+113.0%)	+6,547 (+4.4%)	-10,529 (-6.5%)	53.2% \| 52.6%	-5,917 (-90.3%)	-1,766 (-4.2%)	+4,151 (+11.6%)	13.9% \| 13.7%	+5,226
	REDUCING	71	78	SHORT	40	ADDING	117	93	LONG	REDUCING	—	—	LONG	BUILDUP
S&P 500 Consolidated CHICAGO MERCANTILE EXCHANGE	-165,454	207,493	372,947		51,430	77,103	1,563,860	1,486,757		88,351	262,633	174,282		2,085,416
	+22,160 (+11.8%)	+6,655 (+3.3%)	-15,505 (-4.0%)	9.9% \| 17.9%	+2,403 (+4.9%)	+3,547 (+4.8%)	+49,704 (+3.3%)	+46,157 (+3.2%)	75.0% \| 71.3%	-25,707 (-22.5%)	-11,454 (-4.2%)	+14,253 (+8.9%)	12.6% \| 8.4%	+47,308
	ADDING	74	65	SHORT	51	ADDING	263	194	LONG	REDUCING	—	—	LONG	BUILDUP
Stock Indices & Equities › US Mid & Small Cap Indices
EMINI RUSSELL 1000 VALUE INDEX CHICAGO MERCANTILE EXCHANGE	-11,225	5,870	17,095		0	9,767	28,504	18,737		1,458	2,018	560		36,392
	-1,132 (-11.2%)	-1,098 (-15.8%)	+34 (+0.2%)	16.1% \| 47.0%	0 (0.0%)	+1,011 (+11.5%)	+1,083 (+3.9%)	+72 (+0.4%)	78.3% \| 51.5%	+121 (+9.1%)	+198 (+10.9%)	+77 (+15.9%)	5.5% \| 1.5%	+183
	REDUCING	5	2	SHORT	0	ADDING	9	13	LONG	ADDING	—	—	LONG	BUILDUP
MICRO E-MINI RUSSELL 2000 INDX CHICAGO MERCANTILE EXCHANGE	9,871	11,699	1,828		579	8,737	12,441	3,704		-18,608	9,741	28,349		34,460
	-1,377 (-12.2%)	-454 (-3.7%)	+923 (+102.0%)	33.9% \| 5.3%	+272 (+88.6%)	+482 (+5.8%)	+987 (+8.6%)	+505 (+15.8%)	36.1% \| 10.7%	+895 (+4.6%)	-322 (-3.2%)	-1,217 (-4.1%)	28.3% \| 82.3%	+483
	REDUCING	11	4	LONG	4	ADDING	11	6	LONG	ADDING	—	—	SHORT	BUILDUP
RUSSELL E-MINI CHICAGO MERCANTILE EXCHANGE (RTY)	-6,822	82,455	89,277		3,928	116	284,812	284,696		6,706	30,041	23,335		401,236
	-3,891 (-132.8%)	+3,075 (+3.9%)	+6,966 (+8.5%)	20.6% \| 22.3%	+767 (+24.3%)	+9,240 (+101.3%)	+3,142 (+1.1%)	-6,098 (-2.1%)	71.0% \| 71.0%	-5,349 (-44.4%)	-1,857 (-5.8%)	+3,492 (+17.6%)	7.5% \| 5.8%	+5,127
	REDUCING	50	51	SHORT	15	ADDING	160	128	LONG	REDUCING	—	—	LONG	BUILDUP
Stock Indices & Equities › International Indices
MSCI EAFE ICE FUTURES U.S.	21,994	62,740	40,746		1,010	-31,313	347,211	378,524		9,319	13,572	4,253		424,533
	+17,579 (+398.2%)	+1,310 (+2.1%)	-16,269 (-28.5%)	14.8% \| 9.6%	-45 (-4.3%)	-16,728 (-114.7%)	-437 (-0.1%)	+16,291 (+4.5%)	81.8% \| 89.2%	-851 (-8.4%)	-403 (-2.9%)	+448 (+11.8%)	3.2% \| 1.0%	+425
	ADDING	33	14	LONG	6	REDUCING	127	77	SHORT	REDUCING	—	—	LONG	BUILDUP
MSCI EM INDEX ICE FUTURES U.S.	81,255	169,387	88,132		26,392	-108,434	947,845	1,056,279		27,179	37,016	9,837		1,180,640
	+64,084 (+373.2%)	+6,414 (+3.9%)	-57,670 (-39.6%)	14.3% \| 7.5%	-2,333 (-8.1%)	-66,073 (-156.0%)	-37,175 (-3.8%)	+28,898 (+2.8%)	80.3% \| 89.5%	+1,989 (+7.9%)	+1,181 (+3.3%)	-808 (-7.6%)	3.1% \| 0.8%	-31,913
	ADDING	97	27	LONG	26	REDUCING	253	136	SHORT	ADDING	—	—	LONG	LIQUIDATION
NIKKEI STOCK AVERAGE CHICAGO MERCANTILE EXCHANGE	255	1,745	1,490		0	-1,584	6,789	8,373		1,329	3,168	1,839		11,702
	+255 (0.0%)	+1,745 (0.0%)	+1,490 (0.0%)	14.9% \| 12.7%	0 (0.0%)	-1,584 (0.0%)	+6,789 (0.0%)	+8,373 (0.0%)	58.0% \| 71.6%	+1,329 (0.0%)	+3,168 (0.0%)	+1,839 (0.0%)	27.1% \| 15.7%	+11,702
	ADDING	2	3	LONG	0	REDUCING	10	8	SHORT	ADDING	—	—	LONG	BUILDUP
NIKKEI STOCK AVERAGE YEN DENOM CHICAGO MERCANTILE EXCHANGE	6,330	10,440	4,110		44	13,303	24,140	10,837		-19,633	5,972	25,605		40,596
	+648 (+11.4%)	+627 (+6.4%)	-21 (-0.5%)	25.7% \| 10.1%	-33 (-42.9%)	-1,778 (-11.8%)	-497 (-2.0%)	+1,281 (+13.4%)	59.5% \| 26.7%	+1,130 (+5.4%)	-821 (-12.1%)	-1,951 (-7.1%)	14.7% \| 63.1%	-724
	ADDING	18	4	LONG	2	REDUCING	22	13	LONG	ADDING	—	—	SHORT	LIQUIDATION
Stock Indices & Equities › Volatility
VIX FUTURES CBOE FUTURES EXCHANGE	-55,743	101,009	156,752		69,089	59,878	191,697	131,819		-4,135	28,511	32,646		390,306
	-880 (-1.6%)	+11,947 (+13.4%)	+12,827 (+8.9%)	25.9% \| 40.2%	-1,175 (-1.7%)	+264 (+0.4%)	+15,276 (+8.7%)	+15,012 (+12.9%)	49.1% \| 33.8%	+616 (+13.0%)	+4,885 (+20.7%)	+4,269 (+15.0%)	7.3% \| 8.4%	+30,933
	REDUCING	63	70	SHORT	75	ADDING	44	45	LONG	ADDING	—	—	SHORT	BUILDUP
Stock Indices & Equities › US Sectoral & Other Indices
ADJUSTED INT RATE S&P 500 TOTL CHICAGO MERCANTILE EXCHANGE	-7,359	85,729	93,088		143,191	14,947	709,588	694,641		-7,588	7,243	14,831		945,751
	-1,740 (-31.0%)	-1,740 (-2.0%)	0 (0.0%)	9.1% \| 9.8%	+10,281 (+7.7%)	+997 (+7.1%)	+10,047 (+1.4%)	+9,050 (+1.3%)	75.0% \| 73.4%	+743 (+8.9%)	+556 (+8.3%)	-187 (-1.2%)	0.8% \| 1.6%	+19,144
	REDUCING	10	7	SHORT	19	ADDING	38	46	LONG	ADDING	—	—	SHORT	BUILDUP
DOW JONES U.S. REAL ESTATE IDX CHICAGO BOARD OF TRADE	-3,216	1,507	4,723		0	939	64,303	63,364		2,277	3,589	1,312		69,399
	-2,230 (-226.2%)	-2,408 (-61.5%)	-178 (-3.6%)	2.2% \| 6.8%	-32 (-100.0%)	+2,878 (+148.4%)	+2,624 (+4.3%)	-254 (-0.4%)	92.7% \| 91.3%	-648 (-22.2%)	+1 (+0.0%)	+649 (+97.9%)	5.2% \| 1.9%	+185
	REDUCING	3	2	SHORT	0	ADDING	33	13	LONG	REDUCING	—	—	LONG	BUILDUP
E-MINI S&P 400 STOCK INDEX CHICAGO MERCANTILE EXCHANGE	3,223	7,547	4,324		137	-7,683	25,805	33,488		4,460	9,569	5,109		43,058
	+162 (+5.3%)	+352 (+4.9%)	+190 (+4.6%)	17.5% \| 10.0%	-34 (-19.9%)	-1,111 (-16.9%)	-991 (-3.7%)	+120 (+0.4%)	59.9% \| 77.8%	+949 (+27.0%)	+1,023 (+12.0%)	+74 (+1.5%)	22.2% \| 11.9%	+350
	ADDING	8	11	LONG	3	REDUCING	42	26	SHORT	ADDING	—	—	LONG	BUILDUP
E-MINI S&P COMMUNICATION INDEX CHICAGO MERCANTILE EXCHANGE	-843	1,779	2,622		0	532	19,853	19,321		311	950	639		22,582
	-10 (-1.2%)	-78 (-4.2%)	-68 (-2.5%)	7.9% \| 11.6%	0 (0.0%)	-19 (-3.4%)	-17 (-0.1%)	+2 (+0.0%)	87.9% \| 85.6%	+29 (+10.3%)	+80 (+9.2%)	+51 (+8.7%)	4.2% \| 2.8%	-15
	REDUCING	3	2	SHORT	0	REDUCING	14	7	LONG	ADDING	—	—	LONG	LIQUIDATION
E-MINI S&P CONSU STAPLES INDEX CHICAGO MERCANTILE EXCHANGE	4,596	5,098	502		0	-5,330	17,590	22,920		734	2,021	1,287		24,709
	+123 (+2.7%)	+121 (+2.4%)	-2 (-0.4%)	20.6% \| 2.0%	0 (0.0%)	+4,200 (+44.1%)	+366 (+2.1%)	-3,834 (-14.3%)	71.2% \| 92.8%	-4,323 (-85.5%)	-3,443 (-63.0%)	+880 (+216.2%)	8.2% \| 5.2%	-2,956
	ADDING	4	1	LONG	0	ADDING	12	14	SHORT	REDUCING	—	—	LONG	LIQUIDATION
E-MINI S&P ENERGY INDEX CHICAGO MERCANTILE EXCHANGE	-748	1,654	2,402		0	-1,526	16,064	17,590		2,274	3,313	1,039		21,031
	-4 (-0.5%)	0 (0.0%)	+4 (+0.2%)	7.9% \| 11.4%	0 (0.0%)	+27 (+1.7%)	-786 (-4.7%)	-813 (-4.4%)	76.4% \| 83.6%	-23 (-1.0%)	-106 (-3.1%)	-83 (-7.4%)	15.8% \| 4.9%	-892
	REDUCING	2	3	SHORT	0	ADDING	13	13	SHORT	REDUCING	—	—	LONG	LIQUIDATION
E-MINI S&P FINANCIAL INDEX CHICAGO MERCANTILE EXCHANGE	37	1,978	1,941		0	-405	76,240	76,645		368	1,737	1,369		79,955
	-1,108 (-96.8%)	-191 (-8.8%)	+917 (+89.6%)	2.5% \| 2.4%	0 (0.0%)	-171 (-73.1%)	-1,524 (-2.0%)	-1,353 (-1.7%)	95.4% \| 95.9%	+1,279 (+140.4%)	+71 (+4.3%)	-1,208 (-46.9%)	2.2% \| 1.7%	-1,644
	REDUCING	3	3	LONG	0	REDUCING	17	14	SHORT	ADDING	—	—	LONG	LIQUIDATION
E-MINI S&P HEALTH CARE INDEX CHICAGO MERCANTILE EXCHANGE	-1,094	1,590	2,684		0	-1,930	14,135	16,065		3,024	3,825	801		19,550
	+183 (+14.3%)	+266 (+20.1%)	+83 (+3.2%)	8.1% \| 13.7%	0 (0.0%)	+276 (+12.5%)	-3 (0.0%)	-279 (-1.7%)	72.3% \| 82.2%	-459 (-13.2%)	-63 (-1.6%)	+396 (+97.8%)	19.6% \| 4.1%	+200
	ADDING	4	2	SHORT	0	ADDING	15	8	SHORT	REDUCING	—	—	LONG	BUILDUP
E-MINI S&P INDUSTRIAL INDEX CHICAGO MERCANTILE EXCHANGE	-629	620	1,249		0	-765	13,407	14,172		1,394	2,352	958		16,379
	-864 (-367.7%)	+127 (+25.8%)	+991 (+384.1%)	3.8% \| 7.6%	0 (0.0%)	+965 (+55.8%)	+1,211 (+9.9%)	+246 (+1.8%)	81.9% \| 86.5%	-101 (-6.8%)	+62 (+2.7%)	+163 (+20.5%)	14.4% \| 5.8%	+1,400
	REDUCING	1	2	SHORT	0	ADDING	15	10	SHORT	REDUCING	—	—	LONG	BUILDUP
E-MINI S&P MATERIALS INDEX CHICAGO MERCANTILE EXCHANGE	575	1,829	1,254		0	-878	7,631	8,509		303	1,341	1,038		10,801
	-369 (-39.1%)	0 (0.0%)	+369 (+41.7%)	16.9% \| 11.6%	0 (0.0%)	+204 (+18.9%)	-98 (-1.3%)	-302 (-3.4%)	70.7% \| 78.8%	+165 (+119.6%)	+158 (+13.4%)	-7 (-0.7%)	12.4% \| 9.6%	+60
	REDUCING	2	2	LONG	0	ADDING	8	9	SHORT	ADDING	—	—	LONG	BUILDUP
E-MINI S&P TECHNOLOGY INDEX CHICAGO MERCANTILE EXCHANGE	1,963	2,252	289		0	-2,800	14,684	17,484		837	2,043	1,206		18,979
	-13 (-0.7%)	+11 (+0.5%)	+24 (+9.1%)	11.9% \| 1.5%	0 (0.0%)	+768 (+21.5%)	+688 (+4.9%)	-80 (-0.5%)	77.4% \| 92.1%	-755 (-47.4%)	-495 (-19.5%)	+260 (+27.5%)	10.8% \| 6.4%	+204
	REDUCING	4	1	LONG	0	ADDING	12	8	SHORT	REDUCING	—	—	LONG	BUILDUP
E-MINI S&P UTILITIES INDEX CHICAGO MERCANTILE EXCHANGE	4,294	4,831	537		0	-6,954	14,726	21,680		2,660	3,685	1,025		23,242
	-276 (-6.0%)	-219 (-4.3%)	+57 (+11.9%)	20.8% \| 2.3%	0 (0.0%)	+2,511 (+26.5%)	+285 (+2.0%)	-2,226 (-9.3%)	63.4% \| 93.3%	-2,235 (-45.7%)	-1,752 (-32.2%)	+483 (+89.1%)	15.9% \| 4.4%	-1,686
	REDUCING	4	2	LONG	0	ADDING	15	16	SHORT	REDUCING	—	—	LONG	LIQUIDATION
S&P 500 ANNUAL DIVIDEND INDEX CHICAGO MERCANTILE EXCHANGE	89,716	132,877	43,161		16,665	-92,889	162,458	255,347		3,173	4,141	968		316,141
	+2,475 (+2.8%)	+2,054 (+1.6%)	-421 (-1.0%)	42.0% \| 13.7%	+1,664 (+11.1%)	-2,430 (-2.7%)	+1,328 (+0.8%)	+3,758 (+1.5%)	51.4% \| 80.8%	-45 (-1.4%)	+106 (+2.6%)	+151 (+18.5%)	1.3% \| 0.3%	+5,152
	ADDING	32	7	LONG	11	REDUCING	39	30	SHORT	REDUCING	—	—	LONG	BUILDUP
S&P 500 QUARTERLY DIVIDEND IND CHICAGO MERCANTILE EXCHANGE	-877	18,595	19,472		2,908	875	30,258	29,383		2	56	54		51,817
	-1,886 (-186.9%)	-1,333 (-6.7%)	+553 (+2.9%)	35.9% \| 37.6%	0 (0.0%)	+1,885 (+186.6%)	+3,310 (+12.3%)	+1,425 (+5.1%)	58.4% \| 56.7%	+1 (+100.0%)	+1 (+1.8%)	0 (0.0%)	0.1% \| 0.1%	+1,978
	REDUCING	2	4	SHORT	2	ADDING	15	15	LONG	ADDING	—	—	LONG	BUILDUP
Interest Rates & Bonds › US Treasuries
MICRO 10 YEAR YIELD CHICAGO BOARD OF TRADE	-240	769	1,009		44	466	466	0		-226	343	569		1,622
	-240 (0.0%)	+769 (0.0%)	+1,009 (0.0%)	47.4% \| 62.2%	+44 (0.0%)	+466 (0.0%)	+466 (0.0%)	0 (0.0%)	28.7% \| 0.0%	-226 (0.0%)	+343 (0.0%)	+569 (0.0%)	21.1% \| 35.1%	+1,622
	REDUCING	6	11	SHORT	3	ADDING	2	0	LONG	REDUCING	—	—	SHORT	BUILDUP
ULTRA UST 10Y CHICAGO BOARD OF TRADE	-145,020	243,446	388,466		53,030	238,200	1,948,642	1,710,442		-93,180	237,999	331,179		2,483,117
	-89,757 (-162.4%)	-30,093 (-11.0%)	+59,664 (+18.1%)	9.8% \| 15.6%	-75,898 (-58.9%)	+91,447 (+62.3%)	-68,284 (-3.4%)	-159,731 (-8.5%)	78.5% \| 68.9%	-1,690 (-1.8%)	-33,335 (-12.3%)	-31,645 (-8.7%)	9.6% \| 13.3%	-207,610
	REDUCING	21	35	SHORT	21	ADDING	119	135	LONG	REDUCING	—	—	SHORT	LIQUIDATION
ULTRA UST BOND CHICAGO BOARD OF TRADE	-255,694	152,514	408,208		27,865	241,965	1,860,020	1,618,055		13,729	187,508	173,779		2,227,907
	+24,793 (+8.8%)	-257 (-0.2%)	-25,050 (-5.8%)	6.8% \| 18.3%	-161,212 (-85.3%)	-25,580 (-9.6%)	-107,622 (-5.5%)	-82,042 (-4.8%)	83.5% \| 72.6%	+787 (+6.1%)	-44,776 (-19.3%)	-45,563 (-20.8%)	8.4% \| 7.8%	-313,867
	ADDING	22	31	SHORT	19	REDUCING	128	120	LONG	ADDING	—	—	LONG	LIQUIDATION
UST 10Y NOTE CHICAGO BOARD OF TRADE	-654,507	611,965	1,266,472		178,166	620,305	4,244,872	3,624,567		34,202	431,657	397,455		5,466,660
	+119,513 (+15.4%)	+29,554 (+5.1%)	-89,959 (-6.6%)	11.2% \| 23.2%	-302,403 (-62.9%)	-146,514 (-19.1%)	-178,832 (-4.0%)	-32,318 (-0.9%)	77.7% \| 66.3%	+27,001 (+375.0%)	-49,684 (-10.3%)	-76,685 (-16.2%)	7.9% \| 7.3%	-501,365
	ADDING	84	56	SHORT	42	REDUCING	210	189	LONG	ADDING	—	—	LONG	LIQUIDATION
UST 2Y NOTE CHICAGO BOARD OF TRADE	-1,338,541	666,377	2,004,918		193,934	1,232,909	3,393,548	2,160,639		105,632	238,612	132,980		4,492,471
	+9,495 (+0.7%)	-17,785 (-2.6%)	-27,280 (-1.3%)	14.8% \| 44.6%	-62,752 (-24.4%)	-12,968 (-1.0%)	-47,897 (-1.4%)	-34,929 (-1.6%)	75.5% \| 48.1%	+3,473 (+3.4%)	-21,179 (-8.2%)	-24,652 (-15.6%)	5.3% \| 3.0%	-149,613
	ADDING	89	73	SHORT	36	REDUCING	240	194	LONG	ADDING	—	—	LONG	LIQUIDATION
UST 5Y NOTE CHICAGO BOARD OF TRADE	-2,090,794	510,662	2,601,456		273,080	1,942,942	5,547,849	3,604,907		147,852	438,288	290,436		6,769,879
	-25,863 (-1.3%)	-88,238 (-14.7%)	-62,375 (-2.3%)	7.5% \| 38.4%	-363,807 (-57.1%)	+38,709 (+2.0%)	-83,534 (-1.5%)	-122,243 (-3.3%)	81.9% \| 53.2%	-12,846 (-8.0%)	-70,734 (-13.9%)	-57,888 (-16.6%)	6.5% \| 4.3%	-606,313
	REDUCING	69	62	SHORT	41	ADDING	234	200	LONG	REDUCING	—	—	LONG	LIQUIDATION
UST BOND CHICAGO BOARD OF TRADE	20,265	212,313	192,048		80,246	-163,455	1,289,561	1,453,016		143,190	253,391	110,201		1,835,511
	+15,191 (+299.4%)	+12,769 (+6.4%)	-2,422 (-1.2%)	11.6% \| 10.5%	-116,802 (-59.3%)	+12,758 (+7.2%)	-62,298 (-4.6%)	-75,056 (-4.9%)	70.3% \| 79.2%	-27,949 (-16.3%)	-35,039 (-12.1%)	-7,090 (-6.0%)	13.8% \| 6.0%	-201,370
	ADDING	47	31	LONG	20	ADDING	130	116	SHORT	REDUCING	—	—	LONG	LIQUIDATION
Interest Rates & Bonds › Interest Rates & Swaps
10 YEAR ERIS SOFR SWAP CHICAGO BOARD OF TRADE	-25,539	136,206	161,745		36,226	25,557	44,583	19,026		-18	0	18		217,015
	-245 (-1.0%)	+14,323 (+11.8%)	+14,568 (+9.9%)	62.8% \| 74.5%	+1,664 (+4.8%)	+246 (+1.0%)	+650 (+1.5%)	+404 (+2.2%)	20.5% \| 8.8%	-1 (-5.9%)	-1 (-100.0%)	0 (0.0%)	0.0% \| 0.0%	+16,636
	REDUCING	30	15	SHORT	5	ADDING	4	4	LONG	REDUCING	—	—	SHORT	BUILDUP
2 YEAR ERIS SOFR SWAP CHICAGO BOARD OF TRADE	6,037	78,139	72,102		26,972	-6,017	30	6,047		-20	0	20		105,141
	-1,057 (-14.9%)	-379 (-0.5%)	+678 (+0.9%)	74.3% \| 68.6%	+6,808 (+33.8%)	+1,057 (+14.9%)	0 (0.0%)	-1,057 (-14.9%)	0.0% \| 5.8%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 0.0%	+6,429
	REDUCING	11	26	LONG	2	ADDING	1	5	SHORT	NEUTRAL	—	—	SHORT	BUILDUP
5 YEAR ERIS SOFR SWAP CHICAGO BOARD OF TRADE	25,638	118,131	92,493		28,028	-25,574	12,396	37,970		-64	10	74		158,565
	-1,291 (-4.8%)	+1,564 (+1.3%)	+2,855 (+3.2%)	74.5% \| 58.3%	+422 (+1.5%)	+1,274 (+4.7%)	+140 (+1.1%)	-1,134 (-2.9%)	7.8% \| 23.9%	+17 (+21.0%)	0 (0.0%)	-17 (-18.7%)	0.0% \| 0.0%	+2,126
	REDUCING	24	25	LONG	6	ADDING	3	9	SHORT	ADDING	—	—	SHORT	BUILDUP
EURO SHORT TERM RATE CHICAGO MERCANTILE EXCHANGE	4,451	5,785	1,334		3,487	-4,468	9,517	13,985		17	64	47		18,853
	+30 (+0.7%)	+962 (+19.9%)	+932 (+231.8%)	30.7% \| 7.1%	-256 (-6.8%)	-43 (-1.0%)	+730 (+8.3%)	+773 (+5.9%)	50.5% \| 74.2%	+13 (+325.0%)	+7 (+12.3%)	-6 (-11.3%)	0.3% \| 0.2%	+1,443
	ADDING	15	2	LONG	10	REDUCING	16	14	SHORT	ADDING	—	—	LONG	BUILDUP
FED FUNDS CHICAGO BOARD OF TRADE	-160,245	227,008	387,253		320,915	139,115	1,224,038	1,084,923		21,130	45,288	24,158		1,817,249
	+49,366 (+23.6%)	-14,505 (-6.0%)	-63,871 (-14.2%)	12.5% \| 21.3%	-196,354 (-38.0%)	-46,511 (-25.1%)	-299,076 (-19.6%)	-252,565 (-18.9%)	67.4% \| 59.7%	-2,855 (-11.9%)	-7,376 (-14.0%)	-4,521 (-15.8%)	2.5% \| 1.3%	-517,311
	ADDING	33	25	SHORT	43	REDUCING	81	77	LONG	REDUCING	—	—	LONG	LIQUIDATION
SOFR-1M CHICAGO MERCANTILE EXCHANGE	-177,288	298,453	475,741		212,682	177,472	767,910	590,438		-184	160	344		1,279,205
	-4,108 (-2.4%)	-93,820 (-23.9%)	-89,712 (-15.9%)	23.3% \| 37.2%	-59,237 (-21.8%)	+4,421 (+2.6%)	-231,101 (-23.1%)	-235,522 (-28.5%)	60.0% \| 46.2%	-313 (-242.6%)	-4,189 (-96.3%)	-3,876 (-91.8%)	0.0% \| 0.0%	-388,347
	REDUCING	42	55	SHORT	51	ADDING	75	90	LONG	REDUCING	—	—	SHORT	LIQUIDATION
SOFR-3M CHICAGO MERCANTILE EXCHANGE	-778,512	1,729,384	2,507,896		3,818,001	765,404	7,557,162	6,791,758		13,108	64,763	51,655		13,169,310
	-15,481 (-2.0%)	+96,499 (+5.9%)	+111,980 (+4.7%)	13.1% \| 19.0%	-22,549 (-0.6%)	+4,167 (+0.5%)	-348,473 (-4.4%)	-352,640 (-4.9%)	57.4% \| 51.6%	+11,314 (+630.7%)	+18,570 (+40.2%)	+7,256 (+16.3%)	0.5% \| 0.4%	-255,953
	REDUCING	262	235	SHORT	260	ADDING	278	289	LONG	ADDING	—	—	LONG	LIQUIDATION
Agriculture & Food Products › Grains
CORN CHICAGO BOARD OF TRADE	90,059	336,624	246,565		409,898	-59,782	738,095	797,877		-30,277	132,844	163,121		1,617,461
	+81,231 (+920.2%)	+16,955 (+5.3%)	-64,276 (-20.7%)	20.8% \| 15.2%	-2,696 (-0.7%)	-72,237 (-580.0%)	-44,029 (-5.6%)	+28,208 (+3.7%)	45.6% \| 49.3%	-8,994 (-42.3%)	-8,904 (-6.3%)	+90 (+0.1%)	8.2% \| 10.1%	-38,674
	ADDING	161	147	LONG	135	REDUCING	257	319	SHORT	REDUCING	—	—	SHORT	LIQUIDATION
ROUGH RICE CHICAGO BOARD OF TRADE	-4,445	3,054	7,499		1,027	3,724	6,298	2,574		721	2,171	1,450		12,550
	-688 (-18.3%)	+449 (+17.2%)	+1,137 (+17.9%)	24.3% \| 59.8%	-415 (-28.8%)	+770 (+26.1%)	-32 (-0.5%)	-802 (-23.8%)	50.2% \| 20.5%	-82 (-10.2%)	-352 (-14.0%)	-270 (-15.7%)	17.3% \| 11.6%	-350
	REDUCING	22	31	SHORT	10	ADDING	20	12	LONG	REDUCING	—	—	LONG	LIQUIDATION
WHEAT-HRSpring MIAX FUTURES EXCHANGE	6,970	23,704	16,734		4,784	-7,164	31,379	38,543		194	8,922	8,728		68,789
	+11,315 (+260.4%)	+4,256 (+21.9%)	-7,059 (-29.7%)	34.5% \| 24.3%	-111 (-2.3%)	-11,385 (-269.7%)	-4,582 (-12.7%)	+6,803 (+21.4%)	45.6% \| 56.0%	+70 (+56.5%)	+38 (+0.4%)	-32 (-0.4%)	13.0% \| 12.7%	-399
	ADDING	25	23	LONG	13	REDUCING	43	39	SHORT	ADDING	—	—	LONG	LIQUIDATION
WHEAT-HRW CHICAGO BOARD OF TRADE	1,813	86,558	84,745		76,645	2,491	112,635	110,144		-4,304	15,688	19,992		291,526
	-6,453 (-78.1%)	-6,866 (-7.3%)	-413 (-0.5%)	29.7% \| 29.1%	-2,772 (-3.5%)	+8,231 (+143.4%)	-3,156 (-2.7%)	-11,387 (-9.4%)	38.6% \| 37.8%	-1,778 (-70.4%)	-1,213 (-7.2%)	+565 (+2.9%)	5.4% \| 6.9%	-14,007
	REDUCING	63	67	LONG	18	ADDING	46	66	LONG	REDUCING	—	—	SHORT	LIQUIDATION
WHEAT-SRW CHICAGO BOARD OF TRADE	-26,008	121,504	147,512		145,566	27,472	146,569	119,097		-1,464	32,849	34,313		446,488
	-9,920 (-61.7%)	-12,610 (-9.4%)	-2,690 (-1.8%)	27.2% \| 33.0%	+3,480 (+2.4%)	+7,111 (+34.9%)	-2,319 (-1.6%)	-9,430 (-7.3%)	32.8% \| 26.7%	+2,809 (+65.7%)	+1,782 (+5.7%)	-1,027 (-2.9%)	7.4% \| 7.7%	-9,667
	REDUCING	108	98	SHORT	28	ADDING	53	72	LONG	ADDING	—	—	SHORT	LIQUIDATION
Agriculture & Food Products › Live Animals & Livestock
FEEDER CATTLE CHICAGO MERCANTILE EXCHANGE	8,013	30,482	22,469		19,302	-1,437	15,988	17,425		-6,576	11,427	18,003		77,199
	-2,204 (-21.6%)	-1,832 (-5.7%)	+372 (+1.7%)	39.5% \| 29.1%	+890 (+4.8%)	+2,045 (+58.7%)	+651 (+4.2%)	-1,394 (-7.4%)	20.7% \| 22.6%	+159 (+2.4%)	-425 (-3.6%)	-584 (-3.1%)	14.8% \| 23.3%	-716
	REDUCING	86	60	LONG	74	ADDING	75	105	SHORT	ADDING	—	—	SHORT	LIQUIDATION
LEAN HOGS CHICAGO MERCANTILE EXCHANGE	74,970	152,501	77,531		92,470	-65,300	111,253	176,553		-9,670	20,445	30,115		376,669
	+6,052 (+8.8%)	+9,235 (+6.4%)	+3,183 (+4.3%)	40.5% \| 20.6%	+5,221 (+6.0%)	-6,308 (-10.7%)	-4,109 (-3.6%)	+2,199 (+1.3%)	29.5% \| 46.9%	+256 (+2.6%)	-251 (-1.2%)	-507 (-1.7%)	5.4% \| 8.0%	+10,096
	ADDING	127	81	LONG	115	REDUCING	58	103	SHORT	ADDING	—	—	SHORT	BUILDUP
LIVE CATTLE CHICAGO MERCANTILE EXCHANGE	87,850	146,655	58,805		65,787	-74,493	102,033	176,526		-13,357	27,700	41,057		342,175
	-3,896 (-4.2%)	-6,254 (-4.1%)	-2,358 (-3.9%)	42.9% \| 17.2%	+5,580 (+9.3%)	+2,712 (+3.5%)	+1,517 (+1.5%)	-1,195 (-0.7%)	29.8% \| 51.6%	+1,184 (+8.1%)	-353 (-1.3%)	-1,537 (-3.6%)	8.1% \| 12.0%	+490
	REDUCING	124	62	LONG	99	ADDING	102	177	SHORT	ADDING	—	—	SHORT	BUILDUP
Agriculture & Food Products › Milk & Dairy Products
BUTTER (CASH SETTLED) CHICAGO MERCANTILE EXCHANGE	-3,171	241	3,412		469	2,773	16,511	13,738		398	948	550		18,169
	-470 (-17.4%)	+34 (+16.4%)	+504 (+17.3%)	1.3% \| 18.8%	+16 (+3.5%)	+373 (+15.5%)	+1,086 (+7.0%)	+713 (+5.5%)	90.9% \| 75.6%	+97 (+32.2%)	+127 (+15.5%)	+30 (+5.8%)	5.2% \| 3.0%	+1,263
	REDUCING	5	8	SHORT	9	ADDING	42	30	LONG	ADDING	—	—	LONG	BUILDUP
CHEESE (CASH-SETTLED) CHICAGO MERCANTILE EXCHANGE	-10,094	774	10,868		1,352	10,007	31,965	21,958		87	746	659		34,837
	-182 (-1.8%)	-144 (-15.7%)	+38 (+0.4%)	2.2% \| 31.2%	-294 (-17.9%)	+157 (+1.6%)	+1,031 (+3.3%)	+874 (+4.1%)	91.8% \| 63.0%	+25 (+40.3%)	+32 (+4.5%)	+7 (+1.1%)	2.1% \| 1.9%	+625
	REDUCING	8	26	SHORT	11	ADDING	38	41	LONG	ADDING	—	—	LONG	BUILDUP
CME MILK IV CHICAGO MERCANTILE EXCHANGE	-792	1,018	1,810		1,028	1,694	9,525	7,831		-902	33	935		11,604
	+1,066 (+57.4%)	+396 (+63.7%)	-670 (-27.0%)	8.8% \| 15.6%	+572 (+125.4%)	-672 (-28.4%)	+804 (+9.2%)	+1,476 (+23.2%)	82.1% \| 67.5%	-394 (-77.6%)	0 (0.0%)	+394 (+72.8%)	0.3% \| 8.1%	+1,772
	ADDING	3	6	SHORT	6	REDUCING	14	19	LONG	REDUCING	—	—	SHORT	BUILDUP
MILK, Class III CHICAGO MERCANTILE EXCHANGE	-6,896	4,393	11,289		1,318	8,379	24,609	16,230		-1,483	2,917	4,400		33,237
	-644 (-10.3%)	-75 (-1.7%)	+569 (+5.3%)	13.2% \| 34.0%	+134 (+11.3%)	+503 (+6.4%)	+715 (+3.0%)	+212 (+1.3%)	74.0% \| 48.8%	+141 (+8.7%)	-2 (-0.1%)	-143 (-3.1%)	8.8% \| 13.2%	+772
	REDUCING	13	31	SHORT	15	ADDING	29	30	LONG	ADDING	—	—	SHORT	BUILDUP
NON FAT DRY MILK CHICAGO MERCANTILE EXCHANGE	-1,833	468	2,301		534	1,081	10,348	9,267		752	1,126	374		12,476
	-61 (-3.4%)	+376 (+408.7%)	+437 (+23.4%)	3.8% \| 18.4%	+121 (+29.3%)	+94 (+9.5%)	+402 (+4.0%)	+308 (+3.4%)	82.9% \| 74.3%	-33 (-4.2%)	+14 (+1.3%)	+47 (+14.4%)	9.0% \| 3.0%	+913
	REDUCING	5	5	SHORT	8	ADDING	37	29	LONG	REDUCING	—	—	LONG	BUILDUP
Agriculture & Food Products › Oilseeds & Edible Oils
CANOLA ICE FUTURES U.S.	33,332	107,714	74,382		36,496	-32,084	183,841	215,925		-1,248	1,592	2,840		329,643
	+31,680 (+1,917.7%)	+25,540 (+31.1%)	-6,140 (-7.6%)	32.7% \| 22.6%	+5,202 (+16.6%)	-31,695 (-8,147.8%)	+2,970 (+1.6%)	+34,665 (+19.1%)	55.8% \| 65.5%	+15 (+1.2%)	-88 (-5.2%)	-103 (-3.5%)	0.5% \| 0.9%	+33,624
	ADDING	123	115	LONG	56	REDUCING	46	61	SHORT	ADDING	—	—	SHORT	BUILDUP
SOYBEAN MEAL CHICAGO BOARD OF TRADE	72,755	143,508	70,753		83,117	-90,226	249,235	339,461		17,471	45,080	27,609		520,940
	+21,920 (+43.1%)	+19,334 (+15.6%)	-2,586 (-3.5%)	27.5% \| 13.6%	+8,125 (+10.8%)	-19,783 (-28.1%)	-6,578 (-2.6%)	+13,205 (+4.0%)	47.8% \| 65.2%	-2,137 (-10.9%)	-2,563 (-5.4%)	-426 (-1.5%)	8.7% \| 5.3%	+18,318
	ADDING	94	76	LONG	74	REDUCING	115	105	SHORT	REDUCING	—	—	LONG	BUILDUP
SOYBEAN OIL CHICAGO BOARD OF TRADE	73,189	169,509	96,320		176,144	-85,779	327,390	413,169		12,590	39,288	26,698		712,331
	+3,752 (+5.4%)	+374 (+0.2%)	-3,378 (-3.4%)	23.8% \| 13.5%	+1,567 (+0.9%)	-5,163 (-6.4%)	-6,241 (-1.9%)	-1,078 (-0.3%)	46.0% \| 58.0%	+1,411 (+12.6%)	-668 (-1.7%)	-2,079 (-7.2%)	5.5% \| 3.7%	-4,968
	ADDING	117	100	LONG	92	REDUCING	90	106	SHORT	ADDING	—	—	LONG	LIQUIDATION
SOYBEANS CHICAGO BOARD OF TRADE	221,902	303,059	81,157		218,173	-188,859	418,119	606,978		-33,043	48,014	81,057		987,365
	+11,630 (+5.5%)	+23,570 (+8.4%)	+11,940 (+17.3%)	30.7% \| 8.2%	+16,311 (+8.1%)	-13,331 (-7.6%)	-9,934 (-2.3%)	+3,397 (+0.6%)	42.3% \| 61.5%	+1,701 (+4.9%)	-1,881 (-3.8%)	-3,582 (-4.2%)	4.9% \| 8.2%	+28,066
	ADDING	164	139	LONG	111	REDUCING	137	271	SHORT	ADDING	—	—	SHORT	BUILDUP
USD Malaysian Crude Palm Oil C CHICAGO MERCANTILE EXCHANGE	1,140	1,380	240		670	-1,180	27,596	28,776		40	40	0		29,686
	-400 (-26.0%)	-400 (-22.5%)	0 (0.0%)	4.6% \| 0.8%	-30 (-4.3%)	+406 (+25.6%)	+438 (+1.6%)	+32 (+0.1%)	93.0% \| 96.9%	-6 (-13.0%)	-26 (-39.4%)	-20 (-100.0%)	0.1% \| 0.0%	-18
	REDUCING	4	1	LONG	2	ADDING	15	15	SHORT	REDUCING	—	—	LONG	LIQUIDATION
Agriculture & Food Products › Softs & Other Agricultural Commodities
COCOA ICE FUTURES U.S.	-17,830	41,974	59,804		48,668	16,480	90,280	73,800		1,350	10,890	9,540		191,812
	-4,550 (-34.3%)	+3,441 (+8.9%)	+7,991 (+15.4%)	21.9% \| 31.2%	+4,870 (+11.1%)	+4,373 (+36.1%)	+10,492 (+13.1%)	+6,119 (+9.0%)	47.1% \| 38.5%	+177 (+15.1%)	-437 (-3.9%)	-614 (-6.0%)	5.7% \| 5.0%	+18,366
	REDUCING	77	79	SHORT	79	ADDING	52	34	LONG	ADDING	—	—	LONG	BUILDUP
COFFEE C ICE FUTURES U.S.	10,800	47,704	36,904		42,587	-10,840	72,071	82,911		40	7,071	7,031		169,433
	-2,014 (-15.7%)	-617 (-1.3%)	+1,397 (+3.9%)	28.2% \| 21.8%	+2,196 (+5.4%)	+2,134 (+16.4%)	+3,873 (+5.7%)	+1,739 (+2.1%)	42.5% \| 48.9%	-120 (-75.0%)	-258 (-3.5%)	-138 (-1.9%)	4.2% \| 4.1%	+5,194
	REDUCING	100	116	LONG	107	ADDING	92	98	SHORT	REDUCING	—	—	LONG	BUILDUP
COTTON NO. 2 ICE FUTURES U.S.	-28,097	112,260	140,357		62,200	24,523	138,605	114,082		3,574	15,326	11,752		328,391
	+873 (+3.0%)	+8,836 (+8.5%)	+7,963 (+6.0%)	34.2% \| 42.7%	-2,650 (-4.1%)	-804 (-3.2%)	+1,836 (+1.3%)	+2,640 (+2.4%)	42.2% \| 34.7%	-69 (-1.9%)	-454 (-2.9%)	-385 (-3.2%)	4.7% \| 3.6%	+7,568
	ADDING	129	141	SHORT	75	REDUCING	69	50	LONG	REDUCING	—	—	LONG	BUILDUP
FRZN CONCENTRATED ORANGE JUICE ICE FUTURES U.S.	1,272	3,643	2,371		555	-1,438	2,184	3,622		166	1,568	1,402		7,950
	+174 (+15.8%)	+162 (+4.7%)	-12 (-0.5%)	45.8% \| 29.8%	+153 (+38.1%)	-53 (-3.8%)	-136 (-5.9%)	-83 (-2.2%)	27.5% \| 45.6%	-121 (-42.2%)	+37 (+2.4%)	+158 (+12.7%)	19.7% \| 17.6%	+216
	ADDING	13	14	LONG	8	REDUCING	15	8	SHORT	REDUCING	—	—	LONG	BUILDUP
LUMBER CHICAGO MERCANTILE EXCHANGE	-5,885	1,679	7,564		59	5,701	7,667	1,966		184	918	734		10,323
	-1,470 (-33.3%)	+106 (+6.7%)	+1,576 (+26.3%)	16.3% \| 73.3%	-188 (-76.1%)	+1,342 (+30.8%)	+1,229 (+19.1%)	-113 (-5.4%)	74.3% \| 19.0%	+128 (+228.6%)	+34 (+3.8%)	-94 (-11.4%)	8.9% \| 7.1%	+1,181
	REDUCING	12	41	SHORT	3	ADDING	30	15	LONG	ADDING	—	—	LONG	BUILDUP
SUGAR NO. 11 ICE FUTURES U.S.	-245,034	193,313	438,347		222,206	251,319	557,892	306,573		-6,285	75,220	81,505		1,048,631
	+1,089 (+0.4%)	+9,867 (+5.4%)	+8,778 (+2.0%)	18.4% \| 41.8%	+9,457 (+4.4%)	-8,420 (-3.2%)	-24,373 (-4.2%)	-15,953 (-4.9%)	53.2% \| 29.2%	+7,331 (+53.8%)	-709 (-0.9%)	-8,040 (-9.0%)	7.2% \| 7.8%	-5,758
	ADDING	79	102	SHORT	85	REDUCING	77	67	LONG	ADDING	—	—	SHORT	LIQUIDATION
Energy › Natural Gas
HENRY HUB NEW YORK MERCANTILE EXCHANGE	218,258	249,101	30,843		1,355	-213,227	107,760	320,987		-5,031	16,304	21,335		374,520
	-6,017 (-2.7%)	-7,546 (-2.9%)	-1,529 (-4.7%)	66.5% \| 8.2%	0 (0.0%)	+2,564 (+1.2%)	-7,391 (-6.4%)	-9,955 (-3.0%)	28.8% \| 85.7%	+3,453 (+40.7%)	+3,325 (+25.6%)	-128 (-0.6%)	4.4% \| 5.7%	-11,612
	REDUCING	6	6	LONG	3	ADDING	18	18	SHORT	ADDING	—	—	SHORT	LIQUIDATION
HENRY HUB LAST DAY FIN NEW YORK MERCANTILE EXCHANGE	69,345	140,255	70,910		100,547	-85,729	170,120	255,849		16,384	24,123	7,739		435,045
	+1,711 (+2.5%)	-2,567 (-1.8%)	-4,278 (-5.7%)	32.2% \| 16.3%	-11,349 (-10.1%)	-2,352 (-2.8%)	-28,455 (-14.3%)	-26,103 (-9.3%)	39.1% \| 58.8%	+641 (+4.1%)	+3,589 (+17.5%)	+2,948 (+61.5%)	5.5% \| 1.8%	-38,782
	ADDING	27	15	LONG	35	REDUCING	46	36	SHORT	ADDING	—	—	LONG	LIQUIDATION
HENRY HUB PENULTIMATE FIN NEW YORK MERCANTILE EXCHANGE	-15,867	31,363	47,230		39,340	16,678	138,596	121,918		-811	7,220	8,031		216,519
	+22,355 (+58.5%)	-7,751 (-19.8%)	-30,106 (-38.9%)	14.5% \| 21.8%	-14,737 (-27.3%)	-22,922 (-57.9%)	-40,107 (-22.4%)	-17,185 (-12.4%)	64.0% \| 56.3%	+567 (+41.1%)	+3,108 (+75.6%)	+2,541 (+46.3%)	3.3% \| 3.7%	-59,487
	ADDING	16	25	SHORT	35	REDUCING	28	27	LONG	ADDING	—	—	SHORT	LIQUIDATION
HENRY HUB PENULTIMATE NAT GAS NEW YORK MERCANTILE EXCHANGE	-11,622	8,269	19,891		9,408	9,501	82,117	72,616		2,121	14,999	12,878		114,793
	+9,811 (+45.8%)	+1,864 (+29.1%)	-7,947 (-28.5%)	7.2% \| 17.3%	-5,009 (-34.7%)	-5,830 (-38.0%)	-6,787 (-7.6%)	-957 (-1.3%)	71.5% \| 63.3%	-3,981 (-65.2%)	-85 (-0.6%)	+3,896 (+43.4%)	13.1% \| 11.2%	-10,017
	ADDING	6	10	SHORT	14	REDUCING	19	19	LONG	REDUCING	—	—	LONG	LIQUIDATION
NAT GAS ICE LD1 ICE FUTURES ENERGY DIV	662,859	934,046	271,187		1,478,290	-680,579	5,211,866	5,892,445		17,720	41,680	23,960		7,665,882
	+60,928 (+10.1%)	-679 (-0.1%)	-61,607 (-18.5%)	12.2% \| 3.5%	+9,467 (+0.6%)	-59,951 (-9.7%)	-225,612 (-4.1%)	-165,661 (-2.7%)	68.0% \| 76.9%	-977 (-5.2%)	+1,752 (+4.4%)	+2,729 (+12.9%)	0.5% \| 0.3%	-215,072
	ADDING	43	35	LONG	65	REDUCING	166	136	SHORT	REDUCING	—	—	LONG	LIQUIDATION
NAT GAS ICE PEN ICE FUTURES ENERGY DIV	-141,932	130,878	272,810		111,660	141,434	417,899	276,465		498	1,324	826		661,761
	+13,448 (+8.7%)	-75,917 (-36.7%)	-89,365 (-24.7%)	19.8% \| 41.2%	-26,461 (-19.2%)	-15,101 (-9.6%)	-29,089 (-6.5%)	-13,988 (-4.8%)	63.1% \| 41.8%	+1,653 (+143.1%)	+450 (+51.5%)	-1,203 (-59.3%)	0.2% \| 0.1%	-131,017
	ADDING	20	18	SHORT	28	REDUCING	31	28	LONG	ADDING	—	—	LONG	LIQUIDATION
NAT GAS NYME NEW YORK MERCANTILE EXCHANGE	-206,422	210,477	416,899		724,936	184,360	607,907	423,547		22,062	62,972	40,910		1,606,292
	-7,903 (-4.0%)	+9,004 (+4.5%)	+16,907 (+4.2%)	13.1% \| 26.0%	-7,270 (-1.0%)	+1,179 (+0.6%)	+2,572 (+0.4%)	+1,393 (+0.3%)	37.8% \| 26.4%	+6,724 (+43.8%)	-17,545 (-21.8%)	-24,269 (-37.2%)	3.9% \| 2.5%	-13,239
	REDUCING	104	107	SHORT	152	ADDING	82	67	LONG	ADDING	—	—	LONG	LIQUIDATION
Energy › Crude Oil & Refined Products
BRENT LAST DAY NEW YORK MERCANTILE EXCHANGE	-27,468	64,040	91,508		79,791	25,400	99,338	73,938		2,068	8,498	6,430		251,667
	+22,025 (+44.5%)	+6,023 (+10.4%)	-16,002 (-14.9%)	25.4% \| 36.4%	-3,958 (-4.7%)	-23,330 (-47.9%)	-17,601 (-15.1%)	+5,729 (+8.4%)	39.5% \| 29.4%	+1,305 (+171.0%)	+211 (+2.5%)	-1,094 (-14.5%)	3.4% \| 2.6%	-15,325
	ADDING	26	13	SHORT	36	REDUCING	22	20	LONG	ADDING	—	—	LONG	LIQUIDATION
CONDENSATE DIF-TMX C5 1A INDEX ICE FUTURES ENERGY DIV	-120	0	120		120	120	8,418	8,298		0	0	0		8,538
	+120 (+50.0%)	0 (0.0%)	-120 (-50.0%)	0.0% \| 1.4%	+120 (0.0%)	-120 (-50.0%)	+1,203 (+16.7%)	+1,323 (+19.0%)	98.6% \| 97.2%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 0.0%	+1,323
	ADDING	0	1	SHORT	1	REDUCING	19	19	LONG	NEUTRAL	—	—	SHORT	BUILDUP
CRUDE DIFF-TMX SW 1A INDEX ICE FUTURES ENERGY DIV	2,230	2,500	270		60	-2,005	15,172	17,177		-225	45	270		17,777
	+180 (+8.8%)	+180 (+7.8%)	0 (0.0%)	14.1% \| 1.5%	0 (0.0%)	-180 (-9.9%)	-1,825 (-10.7%)	-1,645 (-8.7%)	85.3% \| 96.6%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.3% \| 1.5%	-1,645
	ADDING	1	1	LONG	1	REDUCING	14	21	SHORT	NEUTRAL	—	—	SHORT	LIQUIDATION
CRUDE DIFF-TMX WCS 1A INDEX ICE FUTURES ENERGY DIV	-9,213	60	9,273		1,092	9,413	72,555	63,142		-200	35	235		73,742
	-400 (-4.5%)	+60 (0.0%)	+460 (+5.2%)	0.1% \| 12.6%	+145 (+15.3%)	+500 (+5.6%)	+86 (+0.1%)	-414 (-0.7%)	98.4% \| 85.6%	-100 (-100.0%)	0 (0.0%)	+100 (+74.1%)	0.0% \| 0.3%	+291
	REDUCING	1	4	SHORT	1	ADDING	26	30	LONG	REDUCING	—	—	SHORT	BUILDUP
CRUDE DIFF-WCS HOUSTON/WTI 1ST ICE FUTURES ENERGY DIV	13,470	13,565	95		2,135	-13,570	61,105	74,675		100	100	0		76,905
	-2,520 (-15.8%)	-2,425 (-15.2%)	+95 (0.0%)	17.6% \| 0.1%	-85 (-3.8%)	+2,420 (+15.1%)	-9,035 (-12.9%)	-11,455 (-13.3%)	79.5% \| 97.1%	+100 (0.0%)	+100 (0.0%)	0 (0.0%)	0.1% \| 0.0%	-11,445
	REDUCING	5	1	LONG	5	ADDING	25	26	SHORT	ADDING	—	—	LONG	LIQUIDATION
CRUDE OIL, LIGHT SWEET-WTI ICE FUTURES EUROPE	19,970	120,020	100,050		190,334	-21,795	535,426	557,221		1,825	13,977	12,152		859,757
	-1,805 (-8.3%)	+4,460 (+3.9%)	+6,265 (+6.7%)	14.0% \| 11.6%	-13,745 (-6.7%)	+1,884 (+8.0%)	+38,631 (+7.8%)	+36,747 (+7.1%)	62.3% \| 64.8%	-79 (-4.1%)	+2,441 (+21.2%)	+2,520 (+26.2%)	1.6% \| 1.4%	+31,787
	REDUCING	24	32	LONG	49	ADDING	59	57	SHORT	REDUCING	—	—	LONG	BUILDUP
WTI HOUSTON ARGUS/WTI TR MO NEW YORK MERCANTILE EXCHANGE	-45,539	14,048	59,587		17,275	57,512	421,136	363,624		-11,973	4,322	16,295		456,781
	-16,594 (-57.3%)	-1,288 (-8.4%)	+15,306 (+34.6%)	3.1% \| 13.0%	-10,729 (-38.3%)	+25,802 (+81.4%)	-19,797 (-4.5%)	-45,599 (-11.1%)	92.2% \| 79.6%	-9,208 (-333.0%)	-4,247 (-49.6%)	+4,961 (+43.8%)	0.9% \| 3.6%	-36,061
	REDUCING	4	4	SHORT	6	ADDING	25	32	LONG	REDUCING	—	—	SHORT	LIQUIDATION
WTI FINANCIAL CRUDE OIL NEW YORK MERCANTILE EXCHANGE	32,899	54,146	21,247		9,587	-32,653	93,548	126,201		-246	31,593	31,839		188,874
	-2,980 (-8.3%)	-1,310 (-2.4%)	+1,670 (+8.5%)	28.7% \| 11.2%	+251 (+2.7%)	-3,203 (-10.9%)	-3,035 (-3.1%)	+168 (+0.1%)	49.5% \| 66.8%	+6,183 (+96.2%)	+3,164 (+11.1%)	-3,019 (-8.7%)	16.7% \| 16.9%	-930
	REDUCING	4	6	LONG	6	REDUCING	24	29	SHORT	ADDING	—	—	SHORT	LIQUIDATION
WTI MIDLAND ARGUS VS WTI TRADE NEW YORK MERCANTILE EXCHANGE	16,239	16,239	0		2,084	-2,582	247,117	249,699		-13,657	7,496	21,153		272,936
	+11,686 (+256.7%)	+11,686 (+256.7%)	0 (0.0%)	5.9% \| 0.0%	-4,935 (-70.3%)	-13,650 (-123.3%)	-50,756 (-17.0%)	-37,106 (-12.9%)	90.5% \| 91.5%	+1,964 (+12.6%)	+2,121 (+39.5%)	+157 (+0.7%)	2.7% \| 7.8%	-41,884
	ADDING	2	0	LONG	1	REDUCING	21	26	SHORT	ADDING	—	—	SHORT	LIQUIDATION
WTI-BRENT CALENDAR NEW YORK MERCANTILE EXCHANGE	-85,170	0	85,170		1,579	82,625	181,619	98,994		2,545	13,269	10,724		196,467
	+5,795 (+6.4%)	-4,713 (-100.0%)	-10,508 (-11.0%)	0.0% \| 43.4%	-845 (-34.9%)	-11,366 (-12.1%)	-16,960 (-8.5%)	-5,594 (-5.3%)	92.4% \| 50.4%	+5,571 (+184.1%)	+5,332 (+67.2%)	-239 (-2.2%)	6.8% \| 5.5%	-17,186
	ADDING	0	5	SHORT	4	REDUCING	12	8	LONG	ADDING	—	—	LONG	LIQUIDATION
WTI-PHYSICAL NEW YORK MERCANTILE EXCHANGE	172,150	355,158	183,008		785,693	-222,327	842,957	1,065,284		50,177	89,225	39,048		2,073,033
	-562 (-0.3%)	+2,593 (+0.7%)	+3,155 (+1.8%)	17.1% \| 8.8%	-35,896 (-4.4%)	-5,544 (-2.6%)	+15,089 (+1.8%)	+20,633 (+2.0%)	40.7% \| 51.4%	+6,106 (+13.9%)	-11,458 (-11.4%)	-17,564 (-31.0%)	4.3% \| 1.9%	-29,672
	REDUCING	148	78	LONG	139	REDUCING	102	100	SHORT	ADDING	—	—	LONG	LIQUIDATION
Energy › Ethanol & Biofuels
D4 BIODIESEL RINs OPIS CURR YR ICE FUTURES ENERGY DIV	1,001	9,299	8,298		459	-1,027	5,010	6,037		26	106	80		14,874
	-1,028 (-50.7%)	-1,809 (-16.3%)	-781 (-8.6%)	62.5% \| 55.8%	-14 (-3.0%)	+1,018 (+49.8%)	+482 (+10.6%)	-536 (-8.2%)	33.7% \| 40.6%	+10 (+62.5%)	-12 (-10.2%)	-22 (-21.6%)	0.7% \| 0.5%	-1,353
	REDUCING	30	11	LONG	8	ADDING	12	12	SHORT	ADDING	—	—	LONG	LIQUIDATION
D6 RINs OPIS CURRENT YEAR ICE FUTURES ENERGY DIV	4,260	11,828	7,568		2,520	-4,257	7,020	11,277		-3	124	127		21,492
	+28 (+0.7%)	-152 (-1.3%)	-180 (-2.3%)	55.0% \| 35.2%	+1,028 (+68.9%)	-18 (-0.4%)	-524 (-6.9%)	-506 (-4.3%)	32.7% \| 52.5%	-10 (-142.9%)	-1 (-0.8%)	+9 (+7.6%)	0.6% \| 0.6%	+351
	ADDING	19	26	LONG	12	REDUCING	12	16	SHORT	REDUCING	—	—	SHORT	BUILDUP
ETHANOL NEW YORK MERCANTILE EXCHANGE	8,944	9,967	1,023		2,568	-9,003	34,994	43,997		59	853	794		48,382
	+1,297 (+17.0%)	+1,338 (+15.5%)	+41 (+4.2%)	20.6% \| 2.1%	+316 (+14.0%)	-1,172 (-15.0%)	+2,344 (+7.2%)	+3,516 (+8.7%)	72.3% \| 90.9%	-125 (-67.9%)	+3 (+0.4%)	+128 (+19.2%)	1.8% \| 1.6%	+4,001
	ADDING	29	7	LONG	11	REDUCING	54	77	SHORT	REDUCING	—	—	LONG	BUILDUP
ETHANOL T2 FOB INCL DUTY NEW YORK MERCANTILE EXCHANGE	-150	0	150		5	-33	4,625	4,658		183	345	162		4,975
	-75 (-100.0%)	0 (0.0%)	+75 (+100.0%)	0.0% \| 3.0%	0 (0.0%)	+90 (+73.2%)	+549 (+13.5%)	+459 (+10.9%)	93.0% \| 93.6%	-15 (-7.6%)	+5 (+1.5%)	+20 (+14.1%)	6.9% \| 3.3%	+554
	REDUCING	0	1	SHORT	1	ADDING	21	19	SHORT	REDUCING	—	—	LONG	BUILDUP
Energy › 1. Natural Gas Basis & Indices (US)
AECO FIN BASIS ICE FUTURES ENERGY DIV	20,063	32,427	12,364		10,085	-38,797	943,451	982,248		18,734	21,869	3,135		1,007,832
	-3,458 (-14.7%)	-3,461 (-9.6%)	-3 (0.0%)	3.2% \| 1.2%	+1,129 (+12.6%)	+4,913 (+11.2%)	-49,724 (-5.0%)	-54,637 (-5.3%)	93.6% \| 97.5%	-1,455 (-7.2%)	-460 (-2.1%)	+995 (+46.5%)	2.2% \| 0.3%	-52,516
	REDUCING	6	5	LONG	8	ADDING	43	33	SHORT	REDUCING	—	—	LONG	LIQUIDATION
ALGONQUIN CITYGATES BASIS ICE FUTURES ENERGY DIV	-3,719	3,862	7,581		631	6,168	108,636	102,468		-2,449	4,193	6,642		117,322
	-900 (-31.9%)	-306 (-7.3%)	+594 (+8.5%)	3.3% \| 6.5%	+184 (+41.2%)	-2,699 (-30.4%)	+3,259 (+3.1%)	+5,958 (+6.2%)	92.6% \| 87.3%	+3,599 (+59.5%)	+794 (+23.4%)	-2,805 (-29.7%)	3.6% \| 5.7%	+3,931
	REDUCING	2	4	SHORT	2	REDUCING	15	20	LONG	ADDING	—	—	SHORT	BUILDUP
CG Mainline Basis ICE FUTURES ENERGY DIV	-29,725	2,027	31,752		1,643	38,130	345,570	307,440		-8,405	1,510	9,915		350,750
	+3,623 (+10.9%)	0 (0.0%)	-3,623 (-10.2%)	0.6% \| 9.1%	+492 (+42.7%)	-2,234 (-5.5%)	+252 (+0.1%)	+2,486 (+0.8%)	98.5% \| 87.7%	-1,389 (-19.8%)	-60 (-3.8%)	+1,329 (+15.5%)	0.4% \| 2.8%	+684
	ADDING	2	8	SHORT	3	REDUCING	24	30	LONG	REDUCING	—	—	SHORT	BUILDUP
CG-MAINLINE FINANCIAL INDEX ICE FUTURES ENERGY DIV	-982	0	982		0	1,021	36,043	35,022		-39	791	830		36,834
	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 2.7%	0 (0.0%)	+62 (+6.5%)	+1,663 (+4.8%)	+1,601 (+4.8%)	97.9% \| 95.1%	-62 (-269.6%)	0 (0.0%)	+62 (+8.1%)	2.1% \| 2.3%	+1,663
	NEUTRAL	0	2	SHORT	0	ADDING	11	17	LONG	REDUCING	—	—	SHORT	BUILDUP
CHICAGO CITYGATE (INDEX) ICE FUTURES ENERGY DIV	-9,590	1,489	11,079		280	9,671	89,795	80,124		-81	1,383	1,464		92,947
	+5,080 (+34.6%)	+192 (+14.8%)	-4,888 (-30.6%)	1.6% \| 11.9%	+168 (+150.0%)	-6,854 (-41.5%)	+4,420 (+5.2%)	+11,274 (+16.4%)	96.6% \| 86.2%	+1,774 (+95.6%)	+186 (+15.5%)	-1,588 (-52.0%)	1.5% \| 1.6%	+4,966
	ADDING	3	5	SHORT	2	REDUCING	29	20	LONG	ADDING	—	—	SHORT	BUILDUP
CHICAGO FIN BASIS ICE FUTURES ENERGY DIV	-1,215	13,597	14,812		3,150	5,788	317,074	311,286		-4,573	10,935	15,508		344,756
	+6,762 (+84.8%)	+6,198 (+83.8%)	-564 (-3.7%)	3.9% \| 4.3%	-517 (-14.1%)	-4,055 (-41.2%)	+4,819 (+1.5%)	+8,874 (+2.9%)	92.0% \| 90.3%	-2,707 (-145.1%)	-613 (-5.3%)	+2,094 (+15.6%)	3.2% \| 4.5%	+9,887
	ADDING	8	6	SHORT	7	REDUCING	42	35	LONG	REDUCING	—	—	SHORT	BUILDUP
CIG ROCKIES BASIS ICE FUTURES ENERGY DIV	-118,477	52	118,529		5,767	116,460	441,964	325,504		2,017	13,892	11,875		461,675
	+6,882 (+5.5%)	+52 (0.0%)	-6,830 (-5.4%)	0.0% \| 25.7%	+426 (+8.0%)	-4,716 (-3.9%)	-2,445 (-0.6%)	+2,271 (+0.7%)	95.7% \| 70.5%	-2,166 (-51.8%)	-912 (-6.2%)	+1,254 (+11.8%)	3.0% \| 2.6%	-2,879
	ADDING	1	7	SHORT	6	REDUCING	38	32	LONG	REDUCING	—	—	LONG	LIQUIDATION
CIG ROCKIES FINANCIAL INDEX ICE FUTURES ENERGY DIV	-19,431	0	19,431		0	18,972	31,050	12,078		459	2,095	1,636		33,145
	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 58.6%	0 (0.0%)	-1,246 (-6.2%)	-1,153 (-3.6%)	+93 (+0.8%)	93.7% \| 36.4%	+1,246 (+158.3%)	+1,184 (+130.0%)	-62 (-3.7%)	6.3% \| 4.9%	+31
	NEUTRAL	0	8	SHORT	0	REDUCING	14	9	LONG	ADDING	—	—	LONG	BUILDUP
DOMINION – SOUTH POINT ICE FUTURES ENERGY DIV	-381	8,334	8,715		604	150	43,717	43,567		231	2,228	1,997		54,883
	+461 (+54.8%)	+740 (+9.7%)	+279 (+3.3%)	15.2% \| 15.9%	0 (0.0%)	-589 (-79.7%)	+744 (+1.7%)	+1,333 (+3.2%)	79.7% \| 79.4%	+128 (+124.3%)	-120 (-5.1%)	-248 (-11.0%)	4.1% \| 3.6%	+1,364
	ADDING	10	2	SHORT	1	REDUCING	22	25	LONG	ADDING	—	—	LONG	BUILDUP
DOMINION – SOUTH POINT (BASIS) ICE FUTURES ENERGY DIV	-58,633	10,573	69,206		25,691	48,088	745,215	697,127		10,545	17,631	7,086		799,110
	+8,202 (+12.3%)	+3,260 (+44.6%)	-4,942 (-6.7%)	1.3% \| 8.7%	+3,817 (+17.4%)	-5,572 (-10.4%)	+21,269 (+2.9%)	+26,841 (+4.0%)	93.3% \| 87.2%	-2,630 (-20.0%)	-3,480 (-16.5%)	-850 (-10.7%)	2.2% \| 0.9%	+24,866
	ADDING	8	14	SHORT	16	REDUCING	56	53	LONG	REDUCING	—	—	LONG	BUILDUP
EP SAN JUAN BASIS ICE FUTURES ENERGY DIV	44,819	47,205	2,386		2,667	-47,899	215,187	263,086		3,080	9,203	6,123		274,262
	-2,137 (-4.6%)	-2,018 (-4.1%)	+119 (+5.2%)	17.2% \| 0.9%	+244 (+10.1%)	+1,086 (+2.2%)	+3,431 (+1.6%)	+2,345 (+0.9%)	78.5% \| 95.9%	+1,051 (+51.8%)	+1,147 (+14.2%)	+96 (+1.6%)	3.4% \| 2.2%	+2,804
	REDUCING	2	3	LONG	4	ADDING	22	21	SHORT	ADDING	—	—	LONG	BUILDUP
HENRY HUB BASIS ICE FUTURES ENERGY DIV	-2,590	26,325	28,915		0	2,498	131,841	129,343		92	1,754	1,662		159,920
	+1,269 (+32.9%)	+1,488 (+6.0%)	+219 (+0.8%)	16.5% \| 18.1%	0 (0.0%)	+1,105 (+79.3%)	+17,631 (+15.4%)	+16,526 (+14.6%)	82.4% \| 80.9%	-2,374 (-96.3%)	-1,477 (-45.7%)	+897 (+117.3%)	1.1% \| 1.0%	+17,642
	ADDING	10	11	SHORT	0	ADDING	35	31	LONG	REDUCING	—	—	LONG	BUILDUP
HENRY HUB INDEX ICE FUTURES ENERGY DIV	-31,566	21,379	52,945		4,196	34,377	148,952	114,575		-2,811	733	3,544		175,260
	+199 (+0.6%)	+31 (+0.1%)	-168 (-0.3%)	12.2% \| 30.2%	+124 (+3.0%)	+92 (+0.3%)	+16,532 (+12.5%)	+16,440 (+16.8%)	85.0% \| 65.4%	-291 (-11.5%)	+31 (+4.4%)	+322 (+10.0%)	0.4% \| 2.0%	+16,718
	ADDING	9	14	SHORT	5	ADDING	50	44	LONG	REDUCING	—	—	SHORT	BUILDUP
HOUSTON SHIP CHANNEL (INDEX) ICE FUTURES ENERGY DIV	-130,337	1,045	131,382		176	128,755	451,552	322,797		1,582	3,508	1,926		456,281
	+3,030 (+2.3%)	0 (0.0%)	-3,030 (-2.3%)	0.2% \| 28.8%	0 (0.0%)	-2,773 (-2.1%)	-4,471 (-1.0%)	-1,698 (-0.5%)	99.0% \| 70.7%	-257 (-14.0%)	-390 (-10.0%)	-133 (-6.5%)	0.8% \| 0.4%	-4,861
	ADDING	1	12	SHORT	2	REDUCING	40	43	LONG	REDUCING	—	—	LONG	LIQUIDATION
HSC FIN BASIS ICE FUTURES ENERGY DIV	-166,080	2,159	168,239		19,329	159,465	837,267	677,802		6,615	11,756	5,141		870,511
	-10,697 (-6.9%)	+177 (+8.9%)	+10,874 (+6.9%)	0.2% \| 19.3%	-420 (-2.1%)	+4,780 (+3.1%)	+22,993 (+2.8%)	+18,213 (+2.8%)	96.2% \| 77.9%	+5,917 (+847.7%)	+5,334 (+83.1%)	-583 (-10.2%)	1.4% \| 0.6%	+28,084
	REDUCING	1	22	SHORT	11	ADDING	55	58	LONG	ADDING	—	—	LONG	BUILDUP
MALIN (BASIS) ICE FUTURES ENERGY DIV	5,375	5,375	0		465	-10,258	99,729	109,987		4,883	14,450	9,567		120,019
	-482 (-8.2%)	-482 (-8.2%)	0 (0.0%)	4.5% \| 0.0%	0 (0.0%)	-1,345 (-15.1%)	+33 (+0.0%)	+1,378 (+1.3%)	83.1% \| 91.6%	+1,827 (+59.8%)	+2,753 (+23.5%)	+926 (+10.7%)	12.0% \| 8.0%	+2,304
	REDUCING	2	0	LONG	1	REDUCING	14	16	SHORT	ADDING	—	—	LONG	BUILDUP
MICHCON BASIS ICE FUTURES ENERGY DIV	-28,830	1,345	30,175		3,059	28,058	178,805	150,747		772	13,877	13,105		197,086
	+4,054 (+12.3%)	+1,193 (+784.9%)	-2,861 (-8.7%)	0.7% \| 15.3%	+531 (+21.0%)	-2,898 (-9.4%)	-401 (-0.2%)	+2,497 (+1.7%)	90.7% \| 76.5%	-1,156 (-60.0%)	+195 (+1.4%)	+1,351 (+11.5%)	7.0% \| 6.6%	+1,518
	ADDING	2	9	SHORT	6	REDUCING	33	37	LONG	REDUCING	—	—	LONG	BUILDUP
MICHCON FINANCIAL INDEX ICE FUTURES ENERGY DIV	-6,871	0	6,871		0	7,202	21,486	14,284		-331	1,255	1,586		22,741
	-31 (-0.5%)	0 (0.0%)	+31 (+0.5%)	0.0% \| 30.2%	0 (0.0%)	+155 (+2.2%)	0 (0.0%)	-155 (-1.1%)	94.5% \| 62.8%	-124 (-59.9%)	-31 (-2.4%)	+93 (+6.2%)	5.5% \| 7.0%	-31
	REDUCING	0	3	SHORT	0	ADDING	17	14	LONG	REDUCING	—	—	SHORT	LIQUIDATION
NAT GAS LD1 for GDD -TEXOK ICE FUTURES ENERGY DIV	-8,543	2,952	11,495		0	8,223	149,845	141,622		320	2,152	1,832		154,949
	+343 (+3.9%)	0 (0.0%)	-343 (-2.9%)	1.9% \| 7.4%	-1 (-100.0%)	-571 (-6.5%)	+527 (+0.4%)	+1,098 (+0.8%)	96.7% \| 91.4%	+228 (+247.8%)	+218 (+11.3%)	-10 (-0.5%)	1.4% \| 1.2%	+744
	ADDING	2	4	SHORT	0	REDUCING	32	28	LONG	ADDING	—	—	LONG	BUILDUP
NATURAL GAS INDEX: EP SAN JUAN ICE FUTURES ENERGY DIV (NG)	280	280	0		0	-2,118	17,463	19,581		1,838	2,705	867		20,448
	0 (0.0%)	0 (0.0%)	0 (0.0%)	1.4% \| 0.0%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	85.4% \| 95.8%	0 (0.0%)	0 (0.0%)	0 (0.0%)	13.2% \| 4.2%	0
	NEUTRAL	1	0	LONG	0	NEUTRAL	12	11	SHORT	NEUTRAL	—	—	LONG	NEUTRAL
NGPL MIDCONT BASIS ICE FUTURES ENERGY DIV	-3,243	0	3,243		0	5,984	89,914	83,930		-2,741	9,664	12,405		99,578
	-3,026 (-1,394.5%)	0 (0.0%)	+3,026 (+1,394.5%)	0.0% \| 3.3%	0 (0.0%)	+1,714 (+40.1%)	+933 (+1.0%)	-781 (-0.9%)	90.3% \| 84.3%	+1,312 (+32.4%)	+1,057 (+12.3%)	-255 (-2.0%)	9.7% \| 12.5%	+1,990
	REDUCING	0	2	SHORT	0	ADDING	18	17	LONG	ADDING	—	—	SHORT	BUILDUP
NGPL TXOK BASIS ICE FUTURES ENERGY DIV	-27,753	26,224	53,977		4,705	26,085	550,427	524,342		1,668	5,849	4,181		587,205
	+11,718 (+29.7%)	+672 (+2.6%)	-11,046 (-17.0%)	4.5% \| 9.2%	-1,434 (-23.4%)	-10,981 (-29.6%)	+22,535 (+4.3%)	+33,516 (+6.8%)	93.7% \| 89.3%	-737 (-30.6%)	-982 (-14.4%)	-245 (-5.5%)	1.0% \| 0.7%	+20,791
	ADDING	5	8	SHORT	6	REDUCING	46	43	LONG	REDUCING	—	—	LONG	BUILDUP
NNG VENTURA BASIS ICE FUTURES ENERGY DIV	-218	291	509		1,030	-16,583	110,854	127,437		16,801	20,168	3,367		132,343
	+372 (+63.1%)	+93 (+47.0%)	-279 (-35.4%)	0.2% \| 0.4%	-93 (-8.3%)	-941 (-6.0%)	+4,544 (+4.3%)	+5,485 (+4.5%)	83.8% \| 96.3%	+569 (+3.5%)	+1,245 (+6.6%)	+676 (+25.1%)	15.2% \| 2.5%	+5,789
	ADDING	1	2	SHORT	2	REDUCING	23	19	SHORT	ADDING	—	—	LONG	BUILDUP
NWP ROCKIES FIN BASIS ICE FUTURES ENERGY DIV	-20,447	15,597	36,044		13,699	11,011	341,113	330,102		9,436	17,247	7,811		387,656
	+2,715 (+11.7%)	+902 (+6.1%)	-1,813 (-4.8%)	4.0% \| 9.3%	+110 (+0.8%)	-4,028 (-26.8%)	-3,351 (-1.0%)	+677 (+0.2%)	88.0% \| 85.2%	+1,313 (+16.2%)	+1,126 (+7.0%)	-187 (-2.3%)	4.4% \| 2.0%	-1,213
	ADDING	6	9	SHORT	12	REDUCING	38	44	LONG	ADDING	—	—	LONG	LIQUIDATION
NWP Rockies Index ICE FUTURES ENERGY DIV	-3,395	713	4,108		756	5,262	17,953	12,691		-1,867	1,913	3,780		21,335
	0 (0.0%)	0 (0.0%)	0 (0.0%)	3.3% \| 19.3%	0 (0.0%)	-180 (-3.3%)	-180 (-1.0%)	0 (0.0%)	84.1% \| 59.5%	+180 (+8.8%)	+180 (+10.4%)	0 (0.0%)	9.0% \| 17.7%	0
	NEUTRAL	1	3	SHORT	1	REDUCING	13	12	LONG	ADDING	—	—	SHORT	NEUTRAL
NWP SUMAS BASIS ICE FUTURES ENERGY DIV	-124	1,374	1,498		0	9,746	62,533	52,787		-9,622	7,258	16,880		71,165
	+1,374 (+91.7%)	+1,374 (0.0%)	0 (0.0%)	1.9% \| 2.1%	0 (0.0%)	-308 (-3.1%)	-127 (-0.2%)	+181 (+0.3%)	87.9% \| 74.2%	-1,066 (-12.5%)	-822 (-10.2%)	+244 (+1.5%)	10.2% \| 23.7%	+425
	ADDING	1	2	SHORT	0	REDUCING	16	12	LONG	REDUCING	—	—	SHORT	BUILDUP
PANHANDLE BASIS ICE FUTURES ENERGY DIV	16,353	16,973	620		546	-28,293	141,329	169,622		11,940	21,938	9,998		180,786
	+2,102 (+14.7%)	+2,102 (+14.1%)	0 (0.0%)	9.4% \| 0.3%	-1,070 (-66.2%)	-3,211 (-12.8%)	+6,419 (+4.8%)	+9,630 (+6.0%)	78.2% \| 93.8%	+1,109 (+10.2%)	+388 (+1.8%)	-721 (-6.7%)	12.1% \| 5.5%	+7,839
	ADDING	4	1	LONG	1	REDUCING	28	26	SHORT	ADDING	—	—	LONG	BUILDUP
PG&E – CITYGATE (INDEX) ICE FUTURES ENERGY DIV	-2,121	612	2,733		644	-106	24,252	24,358		2,227	4,896	2,669		30,404
	0 (0.0%)	0 (0.0%)	0 (0.0%)	2.0% \| 9.0%	0 (0.0%)	-120 (-857.1%)	+180 (+0.7%)	+300 (+1.2%)	79.8% \| 80.1%	+120 (+5.7%)	+120 (+2.5%)	0 (0.0%)	16.1% \| 8.8%	+300
	NEUTRAL	1	2	SHORT	2	REDUCING	13	13	SHORT	ADDING	—	—	LONG	BUILDUP
PG&E CITYGATE FIN BASIS ICE FUTURES ENERGY DIV	13,012	16,540	3,528		6,065	-17,742	132,121	149,863		4,730	13,644	8,914		168,370
	-616 (-4.5%)	-520 (-3.0%)	+96 (+2.8%)	9.8% \| 2.1%	+570 (+10.4%)	+2,681 (+13.1%)	+1,471 (+1.1%)	-1,210 (-0.8%)	78.5% \| 89.0%	-2,065 (-30.4%)	-539 (-3.8%)	+1,526 (+20.7%)	8.1% \| 5.3%	+982
	REDUCING	7	2	LONG	6	ADDING	36	32	SHORT	REDUCING	—	—	LONG	BUILDUP
REX ZONE 3 BASIS ICE FUTURES ENERGY DIV	17,576	22,563	4,987		2,961	-19,135	272,196	291,331		1,559	7,164	5,605		304,884
	+429 (+2.5%)	+366 (+1.6%)	-63 (-1.2%)	7.4% \| 1.6%	+153 (+5.4%)	-504 (-2.7%)	+3,774 (+1.4%)	+4,278 (+1.5%)	89.3% \| 95.6%	+75 (+5.1%)	+137 (+1.9%)	+62 (+1.1%)	2.3% \| 1.8%	+4,430
	ADDING	4	6	LONG	4	REDUCING	34	43	SHORT	ADDING	—	—	LONG	BUILDUP
REX ZONE 3 INDEX ICE FUTURES ENERGY DIV	2,821	2,821	0		0	-3,091	14,172	17,263		270	1,069	799		18,062
	0 (0.0%)	0 (0.0%)	0 (0.0%)	15.6% \| 0.0%	0 (0.0%)	+174 (+5.3%)	+805 (+6.0%)	+631 (+3.8%)	78.5% \| 95.6%	-174 (-39.2%)	+342 (+47.0%)	+516 (+182.3%)	5.9% \| 4.4%	+1,147
	NEUTRAL	3	0	LONG	0	ADDING	15	19	SHORT	REDUCING	—	—	LONG	BUILDUP
SOCAL (INDEX) ICE FUTURES ENERGY DIV	-950	0	950		0	235	10,381	10,146		715	1,312	597		11,693
	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 8.1%	0 (0.0%)	-280 (-54.4%)	+80 (+0.8%)	+360 (+3.7%)	88.8% \| 86.8%	+280 (+64.4%)	+280 (+27.1%)	0 (0.0%)	11.2% \| 5.1%	+360
	NEUTRAL	0	2	SHORT	0	REDUCING	12	8	LONG	ADDING	—	—	LONG	BUILDUP
SOCAL BORDER FIN BASIS ICE FUTURES ENERGY DIV	84,033	99,262	15,229		9,141	-82,808	196,707	279,515		-1,225	13,387	14,612		318,497
	+2,969 (+3.7%)	+5,512 (+5.9%)	+2,543 (+20.0%)	31.2% \| 4.8%	+1,458 (+19.0%)	-946 (-1.2%)	+1,907 (+1.0%)	+2,853 (+1.0%)	61.8% \| 87.8%	-2,023 (-253.5%)	-443 (-3.2%)	+1,580 (+12.1%)	4.2% \| 4.6%	+8,434
	ADDING	6	7	LONG	9	REDUCING	30	34	SHORT	REDUCING	—	—	SHORT	BUILDUP
SONAT – TIER 1 POOL (ZONE 0) ICE FUTURES ENERGY DIV	1,168	1,168	0		0	-4,126	89,012	93,138		2,958	8,927	5,969		99,107
	0 (0.0%)	0 (0.0%)	0 (0.0%)	1.2% \| 0.0%	0 (0.0%)	-41 (-1.0%)	+699 (+0.8%)	+740 (+0.8%)	89.8% \| 94.0%	+41 (+1.4%)	+224 (+2.6%)	+183 (+3.2%)	9.0% \| 6.0%	+923
	NEUTRAL	1	0	LONG	0	REDUCING	16	22	SHORT	ADDING	—	—	LONG	BUILDUP
TCO Basis ICE FUTURES ENERGY DIV	-5,978	0	5,978		290	4,930	202,131	197,201		1,048	5,522	4,474		207,943
	-58 (-1.0%)	0 (0.0%)	+58 (+1.0%)	0.0% \| 2.9%	+62 (+27.2%)	-866 (-14.9%)	+3,707 (+1.9%)	+4,573 (+2.4%)	97.2% \| 94.8%	+924 (+745.2%)	-357 (-6.1%)	-1,281 (-22.3%)	2.7% \| 2.2%	+3,412
	REDUCING	0	6	SHORT	3	REDUCING	30	25	LONG	ADDING	—	—	LONG	BUILDUP
TETCO M2 Basis (Receipts) ICE FUTURES ENERGY DIV	19,922	26,483	6,561		1,004	-25,565	527,539	553,104		5,643	7,963	2,320		562,989
	-5,168 (-20.6%)	-122 (-0.5%)	+5,046 (+333.1%)	4.7% \| 1.2%	+918 (+1,067.4%)	+9,727 (+27.6%)	+19,547 (+3.8%)	+9,820 (+1.8%)	93.7% \| 98.2%	-4,559 (-44.7%)	-4,622 (-36.7%)	-63 (-2.6%)	1.4% \| 0.4%	+15,721
	REDUCING	2	5	LONG	3	ADDING	38	29	SHORT	REDUCING	—	—	LONG	BUILDUP
TETCO M2 Index (Receipts) ICE FUTURES ENERGY DIV	-608	0	608		0	1,461	23,051	21,590		-853	1,040	1,893		24,091
	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 2.5%	0 (0.0%)	+93 (+6.8%)	+31 (+0.1%)	-62 (-0.3%)	95.7% \| 89.6%	-93 (-12.2%)	0 (0.0%)	+93 (+5.2%)	4.3% \| 7.9%	+31
	NEUTRAL	0	1	SHORT	0	ADDING	15	16	LONG	REDUCING	—	—	SHORT	BUILDUP
TETCO M3 BASIS ICE FUTURES ENERGY DIV	4,430	7,953	3,523		3,034	-7,080	151,067	158,147		2,650	11,727	9,077		173,781
	+2,849 (+180.2%)	-31 (-0.4%)	-2,880 (-45.0%)	4.6% \| 2.0%	+302 (+11.1%)	-2,008 (-39.6%)	+2,489 (+1.7%)	+4,497 (+2.9%)	86.9% \| 91.0%	-841 (-24.1%)	+571 (+5.1%)	+1,412 (+18.4%)	6.7% \| 5.2%	+3,331
	ADDING	5	4	LONG	2	REDUCING	27	31	SHORT	REDUCING	—	—	LONG	BUILDUP
TETCO M3 INDEX ICE FUTURES ENERGY DIV	-1	3,349	3,350		280	-84	71,618	71,702		85	1,805	1,720		77,052
	+56 (+98.2%)	+56 (+1.7%)	0 (0.0%)	4.3% \| 4.3%	-56 (-16.7%)	-31 (-58.5%)	+236 (+0.3%)	+267 (+0.4%)	92.9% \| 93.1%	-25 (-22.7%)	-62 (-3.3%)	-37 (-2.1%)	2.3% \| 2.2%	+174
	ADDING	5	4	SHORT	2	REDUCING	21	17	SHORT	REDUCING	—	—	LONG	BUILDUP
TETCO WLA BASIS ICE FUTURES ENERGY DIV	-72,610	0	72,610		0	69,753	131,114	61,361		2,857	6,987	4,130		138,101
	+151 (+0.2%)	0 (0.0%)	-151 (-0.2%)	0.0% \| 52.6%	0 (0.0%)	-917 (-1.3%)	+4,141 (+3.3%)	+5,058 (+9.0%)	94.9% \| 44.4%	+766 (+36.6%)	-428 (-5.8%)	-1,194 (-22.4%)	5.1% \| 3.0%	+3,713
	ADDING	0	1	SHORT	0	REDUCING	17	14	LONG	ADDING	—	—	LONG	BUILDUP
TGT ZONE 1 BASIS ICE FUTURES ENERGY DIV	3,117	3,117	0		93	-2,865	178,166	181,031		-252	7,597	7,849		188,973
	0 (0.0%)	0 (0.0%)	0 (0.0%)	1.6% \| 0.0%	0 (0.0%)	+856 (+23.0%)	+2,530 (+1.4%)	+1,674 (+0.9%)	94.3% \| 95.8%	-856 (-141.7%)	+490 (+6.9%)	+1,346 (+20.7%)	4.0% \| 4.2%	+3,020
	NEUTRAL	1	0	LONG	1	ADDING	25	22	SHORT	REDUCING	—	—	SHORT	BUILDUP
TRANSCO LEIDY BASIS ICE FUTURES ENERGY DIV	7,126	7,126	0		942	-7,052	110,041	117,093		-74	3,638	3,712		121,747
	+375 (+5.6%)	+375 (+5.6%)	0 (0.0%)	5.9% \| 0.0%	+300 (+46.7%)	+401 (+5.4%)	+583 (+0.5%)	+182 (+0.2%)	90.4% \| 96.2%	-776 (-110.5%)	-367 (-9.2%)	+409 (+12.4%)	3.0% \| 3.0%	+891
	ADDING	4	0	LONG	2	ADDING	24	17	SHORT	REDUCING	—	—	SHORT	BUILDUP
TRANSCO STATION 85-ZONE 4 BASI ICE FUTURES ENERGY DIV	76,581	80,572	3,991		5,931	-75,375	209,599	284,974		-1,206	12,863	14,069		308,965
	+2,643 (+3.6%)	+2,757 (+3.5%)	+114 (+2.9%)	26.1% \| 1.3%	+925 (+18.5%)	-2,888 (-4.0%)	+2,525 (+1.2%)	+5,413 (+1.9%)	67.8% \| 92.2%	+245 (+16.9%)	+31 (+0.2%)	-214 (-1.5%)	4.2% \| 4.6%	+6,238
	ADDING	6	4	LONG	4	REDUCING	33	32	SHORT	ADDING	—	—	SHORT	BUILDUP
TRANSCO STN 85 MONTHLY INDEX ICE FUTURES ENERGY DIV	4,643	5,433	790		208	-3,328	40,863	44,191		-1,315	1,372	2,687		47,876
	-155 (-3.2%)	0 (0.0%)	+155 (+24.4%)	11.3% \| 1.7%	0 (0.0%)	-90 (-2.8%)	+11,429 (+38.8%)	+11,519 (+35.3%)	85.4% \| 92.3%	+245 (+15.7%)	+279 (+25.5%)	+34 (+1.3%)	2.9% \| 5.6%	+11,708
	REDUCING	4	3	LONG	2	REDUCING	14	19	SHORT	ADDING	—	—	SHORT	BUILDUP
Transco Zone 5 South Basis ICE FUTURES ENERGY DIV	22,381	23,913	1,532		364	-21,365	130,211	151,576		-1,016	6,875	7,891		161,363
	+1,800 (+8.7%)	+1,800 (+8.1%)	0 (0.0%)	14.8% \| 0.9%	0 (0.0%)	-29 (-0.1%)	+3,034 (+2.4%)	+3,063 (+2.1%)	80.7% \| 93.9%	-1,771 (-234.6%)	+823 (+13.6%)	+2,594 (+49.0%)	4.3% \| 4.9%	+5,657
	ADDING	3	1	LONG	3	REDUCING	23	29	SHORT	REDUCING	—	—	SHORT	BUILDUP
TRANSCO ZONE 6 BASIS ICE FUTURES ENERGY DIV	-1,160	4,980	6,140		2,802	571	250,401	249,830		589	5,610	5,021		263,793
	-1,163 (-38,766.7%)	-1,375 (-21.6%)	-212 (-3.3%)	1.9% \| 2.3%	-947 (-25.3%)	+5,361 (+111.9%)	+4,752 (+1.9%)	-609 (-0.2%)	94.9% \| 94.7%	-4,198 (-87.7%)	-978 (-14.8%)	+3,220 (+178.8%)	2.1% \| 1.9%	+1,452
	REDUCING	5	6	SHORT	6	ADDING	35	35	LONG	REDUCING	—	—	LONG	BUILDUP
TRANSCO ZONE 6 MONTHLY INDEX ICE FUTURES ENERGY DIV	3,512	5,167	1,655		856	-3,704	90,530	94,234		192	2,130	1,938		98,683
	+317 (+9.9%)	+317 (+6.5%)	0 (0.0%)	5.2% \| 1.7%	0 (0.0%)	-425 (-13.0%)	+929 (+1.0%)	+1,354 (+1.5%)	91.7% \| 95.5%	+108 (+128.6%)	-7 (-0.3%)	-115 (-5.6%)	2.2% \| 2.0%	+1,239
	ADDING	4	2	LONG	1	REDUCING	18	18	SHORT	ADDING	—	—	LONG	BUILDUP
WAHA FIN BASIS ICE FUTURES ENERGY DIV	-74,591	5,658	80,249		16,252	78,622	728,009	649,387		-4,031	7,851	11,882		757,770
	-16,550 (-28.5%)	+684 (+13.8%)	+17,234 (+27.3%)	0.7% \| 10.6%	+2,778 (+20.6%)	+18,625 (+31.0%)	+2,438 (+0.3%)	-16,187 (-2.4%)	96.1% \| 85.7%	-2,075 (-106.1%)	-254 (-3.1%)	+1,821 (+18.1%)	1.0% \| 1.6%	+5,646
	REDUCING	1	12	SHORT	7	ADDING	51	39	LONG	REDUCING	—	—	SHORT	BUILDUP
WAHA INDEX ICE FUTURES ENERGY DIV	1,364	3,184	1,820		140	285	79,768	79,483		-1,649	1,843	3,492		84,935
	+1,175 (+621.7%)	+1,144 (+56.1%)	-31 (-1.7%)	3.7% \| 2.1%	0 (0.0%)	-1,113 (-79.6%)	-278 (-0.3%)	+835 (+1.1%)	93.9% \| 93.6%	-62 (-3.9%)	+215 (+13.2%)	+277 (+8.6%)	2.2% \| 4.1%	+1,081
	ADDING	2	3	LONG	1	REDUCING	24	26	LONG	REDUCING	—	—	SHORT	BUILDUP
Energy › Petroleum Products & Fuels
ARGUS CIF ARA Lg Finl Propane ICE FUTURES ENERGY DIV	485	497	12		983	-655	2,216	2,871		170	476	306		4,172
	-42 (-8.0%)	-264 (-34.7%)	-222 (-94.9%)	11.9% \| 0.3%	+25 (+2.6%)	-23 (-3.6%)	-316 (-12.5%)	-293 (-9.3%)	53.1% \| 68.8%	+65 (+61.9%)	-160 (-25.2%)	-225 (-42.4%)	11.4% \| 7.3%	-715
	REDUCING	4	1	LONG	5	REDUCING	15	17	SHORT	ADDING	—	—	LONG	LIQUIDATION
ARGUS FAR EAST PROPANE ICE FUTURES ENERGY DIV	-229	975	1,204		1,744	-78	9,147	9,225		307	1,149	842		13,015
	+442 (+65.9%)	+301 (+44.7%)	-141 (-10.5%)	7.5% \| 9.3%	-832 (-32.3%)	-411 (-123.4%)	-890 (-8.9%)	-479 (-4.9%)	70.3% \| 70.9%	-31 (-9.2%)	-252 (-18.0%)	-221 (-20.8%)	8.8% \| 6.5%	-1,673
	ADDING	6	7	SHORT	13	REDUCING	48	45	SHORT	REDUCING	—	—	LONG	LIQUIDATION
ARGUS PROPANE FAR EAST INDEX NEW YORK MERCANTILE EXCHANGE	1,333	1,410	77		329	-1,476	2,714	4,190		143	1,000	857		5,453
	+20 (+1.5%)	-1 (-0.1%)	-21 (-21.4%)	25.9% \| 1.4%	-22 (-6.3%)	-64 (-4.5%)	+111 (+4.3%)	+175 (+4.4%)	49.8% \| 76.8%	+44 (+44.4%)	+85 (+9.3%)	+41 (+5.0%)	18.3% \| 15.7%	+173
	ADDING	4	1	LONG	5	REDUCING	20	18	SHORT	ADDING	—	—	LONG	BUILDUP
BUTANE OPIS MT BELV NONTET FP ICE FUTURES ENERGY DIV	1,104	6,414	5,310		8,108	-741	43,085	43,826		-363	130	493		57,737
	-523 (-32.1%)	-520 (-7.5%)	+3 (+0.1%)	11.1% \| 9.2%	+603 (+8.0%)	+467 (+38.7%)	-4,926 (-10.3%)	-5,393 (-11.0%)	74.6% \| 75.9%	+56 (+13.4%)	+59 (+83.1%)	+3 (+0.6%)	0.2% \| 0.9%	-4,784
	REDUCING	9	11	LONG	14	ADDING	58	61	SHORT	ADDING	—	—	SHORT	LIQUIDATION
CONWAY PROPANE (OPIS) NEW YORK MERCANTILE EXCHANGE	-185	525	710		1,790	6	21,345	21,339		179	490	311		24,150
	-36 (-24.2%)	+301 (+134.4%)	+337 (+90.3%)	2.2% \| 2.9%	-486 (-21.4%)	+16 (+160.0%)	+1,369 (+6.9%)	+1,353 (+6.8%)	88.4% \| 88.4%	+20 (+12.6%)	+33 (+7.2%)	+13 (+4.4%)	2.0% \| 1.3%	+1,217
	REDUCING	5	5	SHORT	5	ADDING	42	34	LONG	ADDING	—	—	LONG	BUILDUP
ETHANE, MT. BELV-ENTERPRISE ICE FUTURES ENERGY DIV	2,838	9,926	7,088		8,670	-2,601	57,656	60,257		-237	100	337		76,352
	-70 (-2.4%)	-737 (-6.9%)	-667 (-8.6%)	13.0% \| 9.3%	-584 (-6.3%)	+172 (+6.2%)	-5,288 (-8.4%)	-5,460 (-8.3%)	75.5% \| 78.9%	-102 (-75.6%)	+10 (+11.1%)	+112 (+49.8%)	0.1% \| 0.4%	-6,599
	REDUCING	8	6	LONG	8	ADDING	37	38	SHORT	REDUCING	—	—	SHORT	LIQUIDATION
FUEL OIL-3% USGC/3.5% FOB RDAM ICE FUTURES ENERGY DIV	-2,065	2,324	4,389		523	1,838	14,659	12,821		227	325	98		17,831
	+425 (+17.1%)	-413 (-15.1%)	-838 (-16.0%)	13.0% \| 24.6%	-187 (-26.3%)	-599 (-24.6%)	-2,347 (-13.8%)	-1,748 (-12.0%)	82.2% \| 71.9%	+174 (+328.3%)	+172 (+112.4%)	-2 (-2.0%)	1.8% \| 0.5%	-2,775
	ADDING	3	4	SHORT	5	REDUCING	25	16	LONG	ADDING	—	—	LONG	LIQUIDATION
GASOLINE CRK-RBOB/BRENT 1st ICE FUTURES ENERGY DIV	2,568	2,988	420		585	-2,588	5,377	7,965		20	1,053	1,033		10,003
	-1,147 (-30.9%)	-1,377 (-31.5%)	-230 (-35.4%)	29.9% \| 4.2%	-170 (-22.5%)	+1,187 (+31.4%)	-1,521 (-22.0%)	-2,708 (-25.4%)	53.8% \| 79.6%	-40 (-66.7%)	-415 (-28.3%)	-375 (-26.6%)	10.5% \| 10.3%	-3,483
	REDUCING	4	2	LONG	3	ADDING	11	17	SHORT	REDUCING	—	—	LONG	LIQUIDATION
GASOLINE RBOB NEW YORK MERCANTILE EXCHANGE	91,817	111,324	19,507		99,967	-104,850	177,263	282,113		13,033	25,236	12,203		413,790
	-6,975 (-7.1%)	-9,117 (-7.6%)	-2,142 (-9.9%)	26.9% \| 4.7%	-3,884 (-3.7%)	+6,297 (+5.7%)	-30,749 (-14.8%)	-37,046 (-11.6%)	42.8% \| 68.2%	+678 (+5.5%)	-9,761 (-27.9%)	-10,439 (-46.1%)	6.1% \| 2.9%	-53,511
	REDUCING	112	31	LONG	89	ADDING	103	118	SHORT	ADDING	—	—	LONG	LIQUIDATION
GULF # 6 FUEL OIL CRACK NEW YORK MERCANTILE EXCHANGE	-1,629	838	2,467		968	1,629	10,184	8,555		0	30	30		12,020
	+118 (+6.8%)	+418 (+99.5%)	+300 (+13.8%)	7.0% \| 20.5%	-910 (-48.5%)	-118 (-6.8%)	-1,290 (-11.2%)	-1,172 (-12.0%)	84.7% \| 71.2%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.2% \| 0.2%	-1,782
	ADDING	3	5	SHORT	4	REDUCING	18	19	LONG	NEUTRAL	—	—	SHORT	LIQUIDATION
GULF COAST CBOB GAS A2 PL RBOB NEW YORK MERCANTILE EXCHANGE	1,410	1,410	0		150	-1,381	27,402	28,783		-29	1,286	1,315		30,248
	-275 (-16.3%)	-275 (-16.3%)	0 (0.0%)	4.7% \| 0.0%	+150 (0.0%)	-285 (-26.0%)	+362 (+1.3%)	+647 (+2.3%)	90.6% \| 95.2%	+560 (+95.1%)	+123 (+10.6%)	-437 (-24.9%)	4.3% \| 4.3%	+360
	REDUCING	1	0	LONG	1	REDUCING	21	25	SHORT	ADDING	—	—	SHORT	BUILDUP
GULF JET NY HEAT OIL SPR NEW YORK MERCANTILE EXCHANGE	982	1,282	300		0	-1,138	20,876	22,014		156	196	40		22,354
	+525 (+114.9%)	+525 (+69.4%)	0 (0.0%)	5.7% \| 1.3%	0 (0.0%)	-480 (-72.9%)	-1,003 (-4.6%)	-523 (-2.3%)	93.4% \| 98.5%	-45 (-22.4%)	-45 (-18.7%)	0 (0.0%)	0.9% \| 0.2%	-523
	ADDING	1	1	LONG	0	REDUCING	28	19	SHORT	REDUCING	—	—	LONG	LIQUIDATION
ISOBUTANE OPIS MT BELV NONTET ICE FUTURES ENERGY DIV	-1,000	0	1,000		9	757	7,511	6,754		243	864	621		8,384
	-239 (-31.4%)	-186 (-100.0%)	+53 (+5.6%)	0.0% \| 11.9%	0 (0.0%)	-15 (-1.9%)	-227 (-2.9%)	-212 (-3.0%)	89.6% \| 80.6%	+254 (+2,309.1%)	+206 (+31.3%)	-48 (-7.2%)	10.3% \| 7.4%	-207
	REDUCING	0	1	SHORT	1	REDUCING	15	12	LONG	ADDING	—	—	LONG	LIQUIDATION
MARINE .5% FOB USGC/BRENT 1st ICE FUTURES ENERGY DIV	103	161	58		70	-100	1,479	1,579		-3	57	60		1,767
	+106 (+3,533.3%)	+108 (+203.8%)	+2 (+3.6%)	9.1% \| 3.3%	+18 (+34.6%)	-103 (-3,433.3%)	-170 (-10.3%)	-67 (-4.1%)	83.7% \| 89.4%	-3 (0.0%)	-3 (-5.0%)	0 (0.0%)	3.2% \| 3.4%	-47
	ADDING	1	2	LONG	2	REDUCING	12	12	SHORT	REDUCING	—	—	SHORT	LIQUIDATION
MT BELV NAT GASOLINE OPIS NEW YORK MERCANTILE EXCHANGE	924	1,959	1,035		214	-1,062	47,354	48,416		138	597	459		50,124
	+801 (+651.2%)	+869 (+79.7%)	+68 (+7.0%)	3.9% \| 2.1%	-30 (-12.3%)	-1,278 (-591.7%)	+535 (+1.1%)	+1,813 (+3.9%)	94.5% \| 96.6%	+477 (+140.7%)	+453 (+314.6%)	-24 (-5.0%)	1.2% \| 0.9%	+1,827
	ADDING	3	3	LONG	3	REDUCING	29	37	SHORT	ADDING	—	—	LONG	BUILDUP
MT BELV NORM BUTANE OPIS NEW YORK MERCANTILE EXCHANGE	1,598	6,036	4,438		5,401	-1,531	45,064	46,595		-67	1,202	1,269		57,703
	+2,060 (+445.9%)	+1,819 (+43.1%)	-241 (-5.2%)	10.5% \| 7.7%	+880 (+19.5%)	-2,200 (-328.8%)	+1,990 (+4.6%)	+4,190 (+9.9%)	78.1% \| 80.7%	+140 (+67.6%)	+66 (+5.8%)	-74 (-5.5%)	2.1% \| 2.2%	+4,755
	ADDING	17	12	LONG	15	REDUCING	69	72	SHORT	ADDING	—	—	SHORT	BUILDUP
MT BELVIEU ETHANE OPIS NEW YORK MERCANTILE EXCHANGE	4,451	5,726	1,275		1,362	-3,718	39,585	43,303		-733	355	1,088		47,028
	-1,024 (-18.7%)	-1,021 (-15.1%)	+3 (+0.2%)	12.2% \| 2.7%	+132 (+10.7%)	+971 (+20.7%)	+833 (+2.1%)	-138 (-0.3%)	84.2% \| 92.1%	+53 (+6.7%)	+145 (+69.0%)	+92 (+9.2%)	0.8% \| 2.3%	+89
	REDUCING	8	8	LONG	6	ADDING	28	35	SHORT	ADDING	—	—	SHORT	BUILDUP
NAT GASLNE OPIS MT B NONTET FP ICE FUTURES ENERGY DIV	-1,737	287	2,024		573	2,504	18,427	15,923		-767	131	898		19,418
	+322 (+15.6%)	-132 (-31.5%)	-454 (-18.3%)	1.5% \| 10.4%	-25 (-4.2%)	-470 (-15.8%)	-1,384 (-7.0%)	-914 (-5.4%)	94.9% \| 82.0%	+148 (+16.2%)	-25 (-16.0%)	-173 (-16.2%)	0.7% \| 4.6%	-1,566
	ADDING	2	2	SHORT	4	REDUCING	18	23	LONG	ADDING	—	—	SHORT	LIQUIDATION
NY HARBOR ULSD NEW YORK MERCANTILE EXCHANGE	17,655	56,514	38,859		64,982	-42,602	140,463	183,065		24,947	47,560	22,613		309,519
	+824 (+4.9%)	-8,872 (-13.6%)	-9,696 (-20.0%)	18.3% \| 12.6%	-13,636 (-17.3%)	-2,819 (-7.1%)	-23,362 (-14.3%)	-20,543 (-10.1%)	45.4% \| 59.1%	+1,995 (+8.7%)	-10,166 (-17.6%)	-12,161 (-35.0%)	15.4% \| 7.3%	-56,036
	ADDING	53	32	LONG	60	REDUCING	71	88	SHORT	ADDING	—	—	LONG	LIQUIDATION
PROPANE NEW YORK MERCANTILE EXCHANGE	-15,473	5,799	21,272		14,519	15,242	116,306	101,064		231	843	612		137,467
	-61 (-0.4%)	+929 (+19.1%)	+990 (+4.9%)	4.2% \| 15.5%	-1,954 (-11.9%)	-66 (-0.4%)	+4,434 (+4.0%)	+4,500 (+4.7%)	84.6% \| 73.5%	+127 (+122.1%)	+232 (+38.0%)	+105 (+20.7%)	0.6% \| 0.4%	+3,641
	REDUCING	13	28	SHORT	19	REDUCING	88	82	LONG	ADDING	—	—	LONG	BUILDUP
PROPANE ARGUS CIF ARA MINI ICE FUTURES ENERGY DIV	-3,012	220	3,232		106	2,431	5,064	2,633		581	888	307		6,278
	-42 (-1.4%)	-87 (-28.3%)	-45 (-1.4%)	3.5% \| 51.5%	-63 (-37.3%)	-84 (-3.3%)	-351 (-6.5%)	-267 (-9.2%)	80.7% \| 41.9%	+126 (+27.7%)	-188 (-17.5%)	-314 (-50.6%)	14.1% \| 4.9%	-689
	REDUCING	2	5	SHORT	2	REDUCING	19	11	LONG	ADDING	—	—	LONG	LIQUIDATION
PROPANE ARGUS FAR EAST MINI ICE FUTURES ENERGY DIV	-722	918	1,640		324	423	3,439	3,016		299	840	541		5,521
	-907 (-490.3%)	-709 (-43.6%)	+198 (+13.7%)	16.6% \| 29.7%	-207 (-39.0%)	+356 (+531.3%)	-753 (-18.0%)	-1,109 (-26.9%)	62.3% \| 54.6%	+551 (+218.7%)	+317 (+60.6%)	-234 (-30.2%)	15.2% \| 9.8%	-1,352
	REDUCING	7	7	SHORT	7	ADDING	30	23	LONG	ADDING	—	—	LONG	LIQUIDATION
PROPANE ARGUS SAUDI CP FP ICE FUTURES ENERGY DIV	440	626	186		297	-749	2,384	3,133		309	800	491		4,107
	-393 (-47.2%)	-376 (-37.5%)	+17 (+10.1%)	15.2% \| 4.5%	-327 (-52.4%)	+237 (+24.0%)	-781 (-24.7%)	-1,018 (-24.5%)	58.0% \| 76.3%	+156 (+102.0%)	-68 (-7.8%)	-224 (-31.3%)	19.5% \| 12.0%	-1,552
	REDUCING	5	2	LONG	5	ADDING	24	24	SHORT	ADDING	—	—	LONG	LIQUIDATION
PROPANE NON-LDH MT BEL NEW YORK MERCANTILE EXCHANGE	1,420	2,396	976		385	-952	26,997	27,949		-468	153	621		29,931
	+290 (+25.7%)	+382 (+19.0%)	+92 (+10.4%)	8.0% \| 3.3%	-76 (-16.5%)	-148 (-18.4%)	+263 (+1.0%)	+411 (+1.5%)	90.2% \| 93.4%	-142 (-43.6%)	0 (0.0%)	+142 (+29.6%)	0.5% \| 2.1%	+569
	ADDING	3	2	LONG	2	REDUCING	35	37	SHORT	REDUCING	—	—	SHORT	BUILDUP
PROPANE OPIS CONWAY INWELL FP ICE FUTURES ENERGY DIV	723	1,062	339		1,431	-737	9,651	10,388		14	336	322		12,480
	-129 (-15.1%)	-13 (-1.2%)	+116 (+52.0%)	8.5% \| 2.7%	-82 (-5.4%)	+126 (+14.6%)	-1,001 (-9.4%)	-1,127 (-9.8%)	77.3% \| 83.2%	+3 (+27.3%)	+13 (+4.0%)	+10 (+3.2%)	2.7% \| 2.6%	-1,083
	REDUCING	2	4	LONG	4	ADDING	21	22	SHORT	ADDING	—	—	LONG	LIQUIDATION
PROPANE OPIS MT BELV NONTET FP ICE FUTURES ENERGY DIV	10,254	14,971	4,717		7,421	-9,699	73,242	82,941		-555	146	701		95,780
	-7,856 (-43.4%)	-8,525 (-36.3%)	-669 (-12.4%)	15.6% \| 4.9%	-83 (-1.1%)	+8,043 (+45.3%)	-3,907 (-5.1%)	-11,950 (-12.6%)	76.5% \| 86.6%	-187 (-50.8%)	-23 (-13.6%)	+164 (+30.5%)	0.2% \| 0.7%	-12,538
	REDUCING	6	4	LONG	5	ADDING	38	45	SHORT	REDUCING	—	—	SHORT	LIQUIDATION
PROPANE OPIS MT BELVIEU TET FP ICE FUTURES ENERGY DIV	9,161	24,986	15,825		32,691	-8,461	123,301	131,762		-700	542	1,242		181,520
	+10,499 (+784.7%)	-6,147 (-19.7%)	-16,646 (-51.3%)	13.8% \| 8.7%	-5,568 (-14.6%)	-9,974 (-659.2%)	-19,651 (-13.7%)	-9,677 (-6.8%)	67.9% \| 72.6%	-525 (-300.0%)	-40 (-6.9%)	+485 (+64.1%)	0.3% \| 0.7%	-31,406
	ADDING	21	14	LONG	24	REDUCING	84	87	SHORT	REDUCING	—	—	SHORT	LIQUIDATION
PROPANE,OPIS MT BELV TET BALMO ICE FUTURES ENERGY DIV	-1,051	531	1,582		30	1,089	1,461	372		-38	0	38		2,022
	-1,835 (-234.1%)	-1,818 (-77.4%)	+17 (+1.1%)	26.3% \| 78.2%	-597 (-95.2%)	+1,909 (+232.8%)	+6 (+0.4%)	-1,903 (-83.6%)	72.3% \| 18.4%	-74 (-205.6%)	-50 (-100.0%)	+24 (+171.4%)	0.0% \| 1.9%	-2,459
	REDUCING	5	3	SHORT	1	ADDING	9	8	LONG	REDUCING	—	—	SHORT	LIQUIDATION
UP DOWN GC ULSD VS HO SPR NEW YORK MERCANTILE EXCHANGE	2,486	2,486	0		81	-10,166	41,614	51,780		7,680	14,925	7,245		59,106
	+1,161 (+87.6%)	+346 (+16.2%)	-815 (-100.0%)	4.2% \| 0.0%	+81 (0.0%)	-80 (-0.8%)	+1,036 (+2.6%)	+1,116 (+2.2%)	70.4% \| 87.6%	-1,081 (-12.3%)	+496 (+3.4%)	+1,577 (+27.8%)	25.3% \| 12.3%	+1,959
	ADDING	1	0	LONG	1	REDUCING	12	20	SHORT	REDUCING	—	—	LONG	BUILDUP
USGC HSFO (PLATTS) ICE FUTURES ENERGY DIV	7,604	8,045	441		2,579	-7,406	14,469	21,875		-198	45	243		25,138
	-1,609 (-17.5%)	-1,662 (-17.1%)	-53 (-10.7%)	32.0% \| 1.8%	-514 (-16.6%)	+1,664 (+18.3%)	-4,883 (-25.2%)	-6,547 (-23.0%)	57.6% \| 87.0%	-55 (-38.5%)	-18 (-28.6%)	+37 (+18.0%)	0.2% \| 1.0%	-7,077
	REDUCING	6	3	LONG	7	ADDING	36	42	SHORT	REDUCING	—	—	SHORT	LIQUIDATION
USGC HSFO-PLATTS/BRENT 1ST LN ICE FUTURES ENERGY DIV	-357	2,423	2,780		890	322	8,197	7,875		35	50	15		11,560
	+832 (+70.0%)	+522 (+27.5%)	-310 (-10.0%)	21.0% \| 24.0%	-427 (-32.4%)	-827 (-72.0%)	-2,066 (-20.1%)	-1,239 (-13.6%)	70.9% \| 68.1%	-5 (-12.5%)	-26 (-34.2%)	-21 (-58.3%)	0.4% \| 0.1%	-1,997
	ADDING	4	4	SHORT	5	REDUCING	25	21	LONG	REDUCING	—	—	LONG	LIQUIDATION
Electricity & Power › CAISO Markets
CAISO NP-15 DA OFF-PK FIXED ICE FUTURES ENERGY DIV	-10,886	1,619	12,505		3,257	10,788	41,742	30,954		98	123	25		46,741
	-131 (-1.2%)	-126 (-7.2%)	+5 (+0.0%)	3.5% \| 26.8%	+222 (+7.3%)	+156 (+1.5%)	+295 (+0.7%)	+139 (+0.5%)	89.3% \| 66.2%	-25 (-20.3%)	-30 (-19.6%)	-5 (-16.7%)	0.3% \| 0.1%	+361
	REDUCING	5	6	SHORT	4	ADDING	22	20	LONG	REDUCING	—	—	LONG	BUILDUP
CAISO NP-15 PEAK ICE FUTURES ENERGY DIV	-19,937	2,282	22,219		1,477	19,810	46,956	27,146		127	127	0		50,842
	-369 (-1.9%)	+230 (+11.2%)	+599 (+2.8%)	4.5% \| 43.7%	-80 (-5.1%)	+369 (+1.9%)	+339 (+0.7%)	-30 (-0.1%)	92.4% \| 53.4%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.2% \| 0.0%	+489
	REDUCING	6	7	SHORT	6	ADDING	26	21	LONG	NEUTRAL	—	—	LONG	BUILDUP
CAISO SP-15 DA OFF-PK FIXED ICE FUTURES ENERGY DIV	-11,636	6,667	18,303		10,287	11,331	64,341	53,010		305	330	25		81,625
	-1,389 (-13.6%)	+587 (+9.7%)	+1,976 (+12.1%)	8.2% \| 22.4%	-916 (-8.2%)	+1,239 (+12.3%)	+1,091 (+1.7%)	-148 (-0.3%)	78.8% \| 64.9%	+150 (+96.8%)	+120 (+57.1%)	-30 (-54.5%)	0.4% \| 0.0%	+882
	REDUCING	6	10	SHORT	8	ADDING	30	29	LONG	ADDING	—	—	LONG	BUILDUP
CAISO SP-15 PEAK 0900-1600 HE ICE FUTURES ENERGY DIV	4,054	4,275	221		250	-4,063	10,538	14,601		9	34	25		15,097
	0 (0.0%)	0 (0.0%)	0 (0.0%)	28.3% \| 1.5%	0 (0.0%)	0 (0.0%)	+50 (+0.5%)	+50 (+0.3%)	69.8% \| 96.7%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.2% \| 0.2%	+50
	NEUTRAL	2	1	LONG	2	NEUTRAL	10	11	SHORT	NEUTRAL	—	—	LONG	BUILDUP
SP15 FIN DA PEAK FIXED ICE FUTURES ENERGY DIV	5,547	17,854	12,307		7,228	-5,698	83,949	89,647		151	310	159		109,341
	-1,532 (-21.6%)	-375 (-2.1%)	+1,157 (+10.4%)	16.3% \| 11.3%	+331 (+4.8%)	+1,531 (+21.2%)	+1,993 (+2.4%)	+462 (+0.5%)	76.8% \| 82.0%	+1 (+0.7%)	-62 (-16.7%)	-63 (-28.4%)	0.3% \| 0.1%	+1,887
	REDUCING	11	18	LONG	15	ADDING	36	32	SHORT	ADDING	—	—	LONG	BUILDUP
Electricity & Power › ERCOT Markets
ERCOT – NORTH MONTHLY OFF-PEAK ICE FUTURES ENERGY DIV	4,485	14,839	10,354		4,118	-4,929	96,304	101,233		444	680	236		115,941
	-44 (-1.0%)	+106 (+0.7%)	+150 (+1.5%)	12.8% \| 8.9%	0 (0.0%)	+44 (+0.9%)	+1,352 (+1.4%)	+1,308 (+1.3%)	83.1% \| 87.3%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.6% \| 0.2%	+1,458
	REDUCING	6	11	LONG	6	ADDING	23	26	SHORT	NEUTRAL	—	—	LONG	BUILDUP
ERCOT Houston 345KV Hub RT 7×8 ICE FUTURES ENERGY DIV	-275	275	550		0	395	14,520	14,125		-120	0	120		14,795
	0 (0.0%)	0 (0.0%)	0 (0.0%)	1.9% \| 3.7%	0 (0.0%)	0 (0.0%)	+50 (+0.3%)	+50 (+0.4%)	98.1% \| 95.5%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 0.8%	+50
	NEUTRAL	1	2	SHORT	0	NEUTRAL	11	10	LONG	NEUTRAL	—	—	SHORT	BUILDUP
ERCOT Houston 345KV RT OFF FIX ICE FUTURES ENERGY DIV	9,209	9,484	275		700	-9,464	30,986	40,450		255	255	0		41,425
	+119 (+1.3%)	+119 (+1.3%)	0 (0.0%)	22.9% \| 0.7%	0 (0.0%)	-120 (-1.3%)	-30 (-0.1%)	+90 (+0.2%)	74.8% \| 97.6%	+1 (+0.4%)	+1 (+0.4%)	0 (0.0%)	0.6% \| 0.0%	+90
	ADDING	5	1	LONG	2	REDUCING	19	15	SHORT	ADDING	—	—	LONG	BUILDUP
ERCOT HOUSTON 345KV RT PK FIX ICE FUTURES ENERGY DIV	8,283	9,363	1,080		700	-8,508	33,657	42,165		225	465	240		44,185
	+119 (+1.5%)	+119 (+1.3%)	0 (0.0%)	21.2% \| 2.4%	0 (0.0%)	-9 (-0.1%)	-39 (-0.1%)	-30 (-0.1%)	76.2% \| 95.4%	-110 (-32.8%)	0 (0.0%)	+110 (+84.6%)	1.1% \| 0.5%	+80
	ADDING	5	2	LONG	2	REDUCING	19	15	SHORT	REDUCING	—	—	LONG	BUILDUP
ERCOT N 345KV REAL T PK 2×16 ICE FUTURES ENERGY DIV	4,098	16,472	12,374		4,583	-4,071	103,996	108,067		-27	442	469		125,493
	+5 (+0.1%)	+71 (+0.4%)	+66 (+0.5%)	13.1% \| 9.9%	+5 (+0.1%)	-16 (-0.4%)	+1,144 (+1.1%)	+1,160 (+1.1%)	82.9% \| 86.1%	+11 (+28.9%)	+11 (+2.6%)	0 (0.0%)	0.4% \| 0.4%	+1,231
	ADDING	8	8	LONG	10	REDUCING	34	29	SHORT	ADDING	—	—	SHORT	BUILDUP
ERCOT N 345KV REAL T PK DALY M ICE FUTURES ENERGY DIV	-515	1,775	2,290		1,040	865	6,545	5,680		-350	490	840		9,850
	+1,125 (+68.6%)	-670 (-27.4%)	-1,795 (-43.9%)	18.0% \| 23.2%	+50 (+5.1%)	-890 (-50.7%)	-1,815 (-21.7%)	-925 (-14.0%)	66.4% \| 57.7%	-235 (-204.3%)	-165 (-25.2%)	+70 (+9.1%)	5.0% \| 8.5%	-2,600
	ADDING	8	9	SHORT	7	REDUCING	23	23	LONG	REDUCING	—	—	SHORT	LIQUIDATION
ERCOT NORTH 345KV DA PK DLY FI ICE FUTURES ENERGY DIV	-850	1,900	2,750		150	820	6,340	5,520		30	30	0		8,420
	+2,600 (+75.4%)	+1,100 (+137.5%)	-1,500 (-35.3%)	22.6% \| 32.7%	-950 (-86.4%)	-2,600 (-76.0%)	-1,750 (-21.6%)	+850 (+18.2%)	75.3% \| 65.6%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.4% \| 0.0%	-1,600
	ADDING	4	6	SHORT	1	REDUCING	9	5	LONG	NEUTRAL	—	—	LONG	LIQUIDATION
ERCOT North 345KV Hub RT 7×16 ICE FUTURES ENERGY DIV	-2,955	500	3,455		300	2,665	16,275	13,610		290	420	130		17,495
	0 (0.0%)	0 (0.0%)	0 (0.0%)	2.9% \| 19.7%	0 (0.0%)	-180 (-6.3%)	0 (0.0%)	+180 (+1.3%)	93.0% \| 77.8%	+180 (+163.6%)	+180 (+75.0%)	0 (0.0%)	2.4% \| 0.7%	+180
	NEUTRAL	2	3	SHORT	2	REDUCING	18	17	LONG	ADDING	—	—	LONG	BUILDUP
ERCOT North 345KV Hub RT 7×8 ICE FUTURES ENERGY DIV	99,758	108,864	9,106		12,994	-99,940	94,032	193,972		182	527	345		216,417
	+2,917 (+3.0%)	+3,095 (+2.9%)	+178 (+2.0%)	50.3% \| 4.2%	-998 (-7.1%)	-3,017 (-3.1%)	+1,290 (+1.4%)	+4,307 (+2.3%)	43.4% \| 89.6%	+100 (+122.0%)	+10 (+1.9%)	-90 (-20.7%)	0.2% \| 0.2%	+3,397
	ADDING	18	7	LONG	11	REDUCING	34	31	SHORT	ADDING	—	—	LONG	BUILDUP
ERCOT NORTH 345KV RT PK FIX ICE FUTURES ENERGY DIV	84,759	115,384	30,625		21,592	-85,426	132,567	217,993		667	1,207	540		270,750
	+499 (+0.6%)	+1,815 (+1.6%)	+1,316 (+4.5%)	42.6% \| 11.3%	-275 (-1.3%)	-554 (-0.7%)	-301 (-0.2%)	+253 (+0.1%)	49.0% \| 80.5%	+55 (+9.0%)	+111 (+10.1%)	+56 (+11.6%)	0.4% \| 0.2%	+1,350
	ADDING	28	26	LONG	31	REDUCING	47	50	SHORT	ADDING	—	—	LONG	BUILDUP
ERCOT SOUTH 345 KV RT PEAK FIX ICE FUTURES ENERGY DIV	-2,459	766	3,225		100	2,411	31,297	28,886		48	333	285		32,496
	-185 (-8.1%)	-185 (-19.5%)	0 (0.0%)	2.4% \| 9.9%	+90 (+900.0%)	+185 (+8.3%)	+640 (+2.1%)	+455 (+1.6%)	96.3% \| 88.9%	0 (0.0%)	0 (0.0%)	0 (0.0%)	1.0% \| 0.9%	+545
	REDUCING	5	1	SHORT	1	ADDING	18	15	LONG	NEUTRAL	—	—	LONG	BUILDUP
ERCOT WEST 345K RT OFF-PEAK ICE FUTURES ENERGY DIV	-2,444	1,050	3,494		700	2,470	28,050	25,580		-26	214	240		30,014
	0 (0.0%)	0 (0.0%)	0 (0.0%)	3.5% \| 11.6%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	93.5% \| 85.2%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.7% \| 0.8%	0
	NEUTRAL	3	2	SHORT	2	NEUTRAL	19	14	LONG	NEUTRAL	—	—	SHORT	NEUTRAL
ERCOT WEST 345KV RT PEAK ICE FUTURES ENERGY DIV	-2,444	1,050	3,494		700	2,470	28,133	25,663		-26	214	240		30,097
	0 (0.0%)	0 (0.0%)	0 (0.0%)	3.5% \| 11.6%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	93.5% \| 85.3%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.7% \| 0.8%	0
	NEUTRAL	3	2	SHORT	2	NEUTRAL	19	14	LONG	NEUTRAL	—	—	SHORT	NEUTRAL
ERCOT-SOUTH MONTHLY OFFPEAK ICE FUTURES ENERGY DIV	-2,499	726	3,225		100	2,451	29,733	27,282		48	333	285		30,892
	-225 (-9.9%)	-225 (-23.7%)	0 (0.0%)	2.4% \| 10.4%	+90 (+900.0%)	+225 (+10.1%)	+675 (+2.3%)	+450 (+1.7%)	96.2% \| 88.3%	0 (0.0%)	0 (0.0%)	0 (0.0%)	1.1% \| 0.9%	+540
	REDUCING	5	1	SHORT	1	ADDING	17	14	LONG	NEUTRAL	—	—	LONG	BUILDUP
ERCOT.HB_NORTH_month_7x8_rtp NODAL EXCHANGE	7,575	7,575	0		0	-7,755	18,865	26,620		180	1,720	1,540		28,160
	0 (0.0%)	0 (0.0%)	0 (0.0%)	26.9% \| 0.0%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	67.0% \| 94.5%	0 (0.0%)	0 (0.0%)	0 (0.0%)	6.1% \| 5.5%	0
	NEUTRAL	2	0	LONG	0	NEUTRAL	14	13	SHORT	NEUTRAL	—	—	LONG	NEUTRAL
ERCOT.HB_NORTH_month_off_rtp NODAL EXCHANGE	-1,100	0	1,100		900	1,263	74,697	73,434		-163	8,164	8,327		83,761
	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 1.3%	0 (0.0%)	0 (0.0%)	+600 (+0.8%)	+600 (+0.8%)	89.2% \| 87.7%	0 (0.0%)	0 (0.0%)	0 (0.0%)	9.7% \| 9.9%	+600
	NEUTRAL	0	1	SHORT	1	NEUTRAL	14	17	LONG	NEUTRAL	—	—	SHORT	BUILDUP
ERCOT.HB_NORTH_month_on_rtp NODAL EXCHANGE	800	1,975	1,175		950	-800	72,306	73,106		0	10,618	10,618		85,849
	0 (0.0%)	0 (0.0%)	0 (0.0%)	2.3% \| 1.4%	0 (0.0%)	0 (0.0%)	+890 (+1.2%)	+890 (+1.2%)	84.2% \| 85.2%	0 (0.0%)	0 (0.0%)	0 (0.0%)	12.4% \| 12.4%	+890
	NEUTRAL	1	2	LONG	2	NEUTRAL	17	19	SHORT	NEUTRAL	—	—	SHORT	BUILDUP
Electricity & Power › ISO-NE Markets
ISO NE MASS HUB DA OFF-PK FIXD ICE FUTURES ENERGY DIV	-1,387	3,612	4,999		4,278	922	58,688	57,766		465	556	91		67,134
	+362 (+20.7%)	+251 (+7.5%)	-111 (-2.2%)	5.4% \| 7.4%	+85 (+2.0%)	-325 (-26.1%)	+279 (+0.5%)	+604 (+1.1%)	87.4% \| 86.0%	-37 (-7.4%)	-37 (-6.2%)	0 (0.0%)	0.8% \| 0.1%	+578
	ADDING	5	10	SHORT	8	REDUCING	31	29	LONG	REDUCING	—	—	LONG	BUILDUP
ISO NE MASS HUB DA PEAK ICE FUTURES ENERGY DIV	-7,123	5,327	12,450		5,204	6,775	79,904	73,129		348	501	153		90,936
	+68 (+0.9%)	+171 (+3.3%)	+103 (+0.8%)	5.9% \| 13.7%	-99 (-1.9%)	-125 (-1.8%)	+816 (+1.0%)	+941 (+1.3%)	87.9% \| 80.4%	+57 (+19.6%)	+42 (+9.2%)	-15 (-8.9%)	0.6% \| 0.2%	+930
	ADDING	13	20	SHORT	14	REDUCING	34	29	LONG	ADDING	—	—	LONG	BUILDUP
ISONE.H.INTERNAL_HB_mo_off_dap NODAL EXCHANGE	10,270	12,935	2,665		1,434	-9,962	62,321	72,283		-308	9,004	9,312		85,694
	-140 (-1.3%)	0 (0.0%)	+140 (+5.5%)	15.1% \| 3.1%	0 (0.0%)	+140 (+1.4%)	+284 (+0.5%)	+144 (+0.2%)	72.7% \| 84.4%	0 (0.0%)	+486 (+5.7%)	+486 (+5.5%)	10.5% \| 10.9%	+770
	REDUCING	4	2	LONG	3	ADDING	20	26	SHORT	NEUTRAL	—	—	SHORT	BUILDUP
ISONE.H.INTERNAL_HUB_mo_on_dap NODAL EXCHANGE	11,545	14,395	2,850		2,380	-11,495	70,208	81,703		-50	9,983	10,033		96,966
	0 (0.0%)	0 (0.0%)	0 (0.0%)	14.8% \| 2.9%	0 (0.0%)	0 (0.0%)	+404 (+0.6%)	+404 (+0.5%)	72.4% \| 84.3%	0 (0.0%)	+426 (+4.5%)	+426 (+4.4%)	10.3% \| 10.3%	+830
	NEUTRAL	4	3	LONG	3	NEUTRAL	19	26	SHORT	NEUTRAL	—	—	SHORT	BUILDUP
Electricity & Power › MISO Markets
MISO IN. DAY-AHEAD PEAK ICE FUTURES ENERGY DIV	-5,232	677	5,909		260	4,389	16,606	12,217		843	970	127		18,513
	+22 (+0.4%)	+47 (+7.5%)	+25 (+0.4%)	3.7% \| 31.9%	+3 (+1.2%)	-35 (-0.8%)	+23 (+0.1%)	+58 (+0.5%)	89.7% \| 66.0%	+13 (+1.6%)	+13 (+1.4%)	0 (0.0%)	5.2% \| 0.7%	+86
	ADDING	4	3	SHORT	2	REDUCING	26	14	LONG	ADDING	—	—	LONG	BUILDUP
MISO IN. REAL-TIME OFF-PEAK ICE FUTURES ENERGY DIV	-8,105	1,085	9,190		641	7,753	31,776	24,023		352	668	316		34,170
	-248 (-3.2%)	0 (0.0%)	+248 (+2.8%)	3.2% \| 26.9%	-95 (-12.9%)	+248 (+3.3%)	-156 (-0.5%)	-404 (-1.7%)	93.0% \| 70.3%	0 (0.0%)	+10 (+1.5%)	+10 (+3.3%)	2.0% \| 0.9%	-241
	REDUCING	1	4	SHORT	3	ADDING	24	19	LONG	NEUTRAL	—	—	LONG	LIQUIDATION
MISO INDIANA OFF-PEAK ICE FUTURES ENERGY DIV	-5,288	85	5,373		200	4,827	23,475	18,648		461	488	27		24,248
	-20 (-0.4%)	-20 (-19.0%)	0 (0.0%)	0.4% \| 22.2%	0 (0.0%)	0 (0.0%)	+4,120 (+21.3%)	+4,120 (+28.4%)	96.8% \| 76.9%	+20 (+4.5%)	+20 (+4.3%)	0 (0.0%)	2.0% \| 0.1%	+4,120
	REDUCING	1	1	SHORT	1	NEUTRAL	25	16	LONG	ADDING	—	—	LONG	BUILDUP
MISO INDIANA HUB RT PEAK ICE FUTURES ENERGY DIV	-11,978	1,285	13,263		109	11,546	34,986	23,440		432	708	276		37,088
	-333 (-2.9%)	0 (0.0%)	+333 (+2.6%)	3.5% \| 35.8%	0 (0.0%)	+373 (+3.3%)	+109 (+0.3%)	-264 (-1.1%)	94.3% \| 63.2%	-40 (-8.5%)	-5 (-0.7%)	+35 (+14.5%)	1.9% \| 0.7%	+104
	REDUCING	3	6	SHORT	1	ADDING	24	21	LONG	REDUCING	—	—	LONG	BUILDUP
MISO.INDIANA.HUB_month_off_dap NODAL EXCHANGE	-3,630	0	3,630		300	4,062	20,100	16,038		-432	2,340	2,772		22,740
	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 16.0%	0 (0.0%)	+35 (+0.9%)	+455 (+2.3%)	+420 (+2.7%)	88.4% \| 70.5%	-35 (-8.8%)	0 (0.0%)	+35 (+1.3%)	10.3% \| 12.2%	+455
	NEUTRAL	0	2	SHORT	1	ADDING	15	16	LONG	REDUCING	—	—	SHORT	BUILDUP
MISO.INDIANA.HUB_month_off_rtp NODAL EXCHANGE	-3,970	1,625	5,595		0	3,755	26,408	22,653		215	1,340	1,125		29,373
	0 (0.0%)	0 (0.0%)	0 (0.0%)	5.5% \| 19.0%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	89.9% \| 77.1%	0 (0.0%)	0 (0.0%)	0 (0.0%)	4.6% \| 3.8%	0
	NEUTRAL	1	1	SHORT	0	NEUTRAL	17	16	LONG	NEUTRAL	—	—	LONG	NEUTRAL
MISO.INDIANA.HUB_month_on_dap NODAL EXCHANGE	-3,751	0	3,751		300	4,378	20,431	16,053		-627	2,375	3,002		23,106
	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 16.2%	0 (0.0%)	+35 (+0.8%)	+355 (+1.8%)	+320 (+2.0%)	88.4% \| 69.5%	-35 (-5.9%)	0 (0.0%)	+35 (+1.2%)	10.3% \| 13.0%	+355
	NEUTRAL	0	2	SHORT	1	ADDING	17	17	LONG	REDUCING	—	—	SHORT	BUILDUP
Electricity & Power › NYISO Markets
NYISO ZONE A DA OFF-PK FIX PR ICE FUTURES ENERGY DIV	931	2,083	1,152		895	-1,724	24,994	26,718		793	1,209	416		29,181
	+30 (+3.3%)	0 (0.0%)	-30 (-2.5%)	7.1% \| 3.9%	0 (0.0%)	-45 (-2.7%)	+456 (+1.9%)	+501 (+1.9%)	85.7% \| 91.6%	+15 (+1.9%)	+15 (+1.3%)	0 (0.0%)	4.1% \| 1.4%	+471
	ADDING	3	2	LONG	4	REDUCING	22	17	SHORT	ADDING	—	—	LONG	BUILDUP
NYISO ZONE A DA PEAK ICE FUTURES ENERGY DIV	-1,293	923	2,216		1,204	1,229	27,531	26,302		64	787	723		30,445
	-115 (-9.8%)	+5 (+0.5%)	+120 (+5.7%)	3.0% \| 7.3%	-109 (-8.3%)	+118 (+10.6%)	+129 (+0.5%)	+11 (+0.0%)	90.4% \| 86.4%	-3 (-4.5%)	-3 (-0.4%)	0 (0.0%)	2.6% \| 2.4%	+22
	REDUCING	3	2	SHORT	3	ADDING	22	20	LONG	REDUCING	—	—	LONG	BUILDUP
NYISO ZONE G DA OFF-PK ICE FUTURES ENERGY DIV	-2,568	455	3,023		1,105	2,597	17,770	15,173		-29	292	321		19,622
	-364 (-16.5%)	-15 (-3.2%)	+349 (+13.1%)	2.3% \| 15.4%	-38 (-3.3%)	+368 (+16.5%)	+538 (+3.1%)	+170 (+1.1%)	90.6% \| 77.3%	-4 (-16.0%)	+9 (+3.2%)	+13 (+4.2%)	1.5% \| 1.6%	+494
	REDUCING	3	5	SHORT	5	ADDING	21	25	LONG	REDUCING	—	—	SHORT	BUILDUP
NYISO ZONE G DA PEAK ICE FUTURES ENERGY DIV	-5,280	1,292	6,572		767	4,750	22,435	17,685		530	677	147		25,171
	+200 (+3.6%)	+130 (+11.2%)	-70 (-1.1%)	5.1% \| 26.1%	-43 (-5.3%)	-173 (-3.5%)	+89 (+0.4%)	+262 (+1.5%)	89.1% \| 70.3%	-27 (-4.8%)	-7 (-1.0%)	+20 (+15.7%)	2.7% \| 0.6%	+169
	ADDING	6	7	SHORT	4	REDUCING	26	24	LONG	REDUCING	—	—	LONG	BUILDUP
NYISO.HUD VL_month_off_dap NODAL EXCHANGE	-11,529	685	12,214		875	11,667	33,953	22,286		-138	3,220	3,358		38,733
	+350 (+2.9%)	+300 (+77.9%)	-50 (-0.4%)	1.8% \| 31.5%	+50 (+6.1%)	-170 (-1.4%)	+222 (+0.7%)	+392 (+1.8%)	87.7% \| 57.5%	-180 (-428.6%)	-190 (-5.6%)	-10 (-0.3%)	8.3% \| 8.7%	+382
	ADDING	2	3	SHORT	2	REDUCING	24	21	LONG	REDUCING	—	—	SHORT	BUILDUP
NYISO.HUD VL_month_on_dap NODAL EXCHANGE	-11,673	950	12,623		1,261	11,476	34,236	22,760		197	4,393	4,196		40,840
	+420 (+3.5%)	+120 (+14.5%)	-300 (-2.3%)	2.3% \| 30.9%	0 (0.0%)	-420 (-3.5%)	+324 (+1.0%)	+744 (+3.4%)	83.8% \| 55.7%	0 (0.0%)	-64 (-1.4%)	-64 (-1.5%)	10.8% \| 10.3%	+380
	ADDING	2	3	SHORT	3	REDUCING	25	20	LONG	NEUTRAL	—	—	LONG	BUILDUP
NYISO.N.Y.C._month_off_dap NODAL EXCHANGE	175	475	300		0	-705	20,322	21,027		530	4,175	3,645		24,972
	-300 (-63.2%)	0 (0.0%)	+300 (0.0%)	1.9% \| 1.2%	0 (0.0%)	+120 (+14.5%)	+1,085 (+5.6%)	+965 (+4.8%)	81.4% \| 84.2%	+180 (+51.4%)	0 (0.0%)	-180 (-4.7%)	16.7% \| 14.6%	+1,085
	REDUCING	1	1	LONG	0	ADDING	14	16	SHORT	ADDING	—	—	LONG	BUILDUP
NYISO.N.Y.C._month_on_dap NODAL EXCHANGE	355	655	300		120	-990	20,952	21,942		635	4,475	3,840		26,202
	-300 (-45.8%)	0 (0.0%)	+300 (0.0%)	2.5% \| 1.1%	0 (0.0%)	+120 (+10.8%)	+1,085 (+5.5%)	+965 (+4.6%)	80.0% \| 83.7%	+180 (+39.6%)	0 (0.0%)	-180 (-4.5%)	17.1% \| 14.7%	+1,085
	REDUCING	2	1	LONG	1	ADDING	12	18	SHORT	ADDING	—	—	LONG	BUILDUP
NYISO.WEST_month_off_dap NODAL EXCHANGE	-1,255	1,730	2,985		2,070	793	28,905	28,112		462	1,940	1,478		34,645
	-420 (-50.3%)	-420 (-19.5%)	0 (0.0%)	5.0% \| 8.6%	+180 (+9.5%)	+420 (+112.6%)	+435 (+1.5%)	+15 (+0.1%)	83.4% \| 81.1%	0 (0.0%)	0 (0.0%)	0 (0.0%)	5.6% \| 4.3%	+195
	REDUCING	1	3	SHORT	2	ADDING	18	19	LONG	NEUTRAL	—	—	LONG	BUILDUP
NYISO.WEST_month_on_dap NODAL EXCHANGE	-1,504	1,121	2,625		3,425	1,177	27,635	26,458		327	2,219	1,892		34,400
	-420 (-38.7%)	-420 (-27.3%)	0 (0.0%)	3.3% \| 7.6%	+180 (+5.5%)	+420 (+55.5%)	+540 (+2.0%)	+120 (+0.5%)	80.3% \| 76.9%	0 (0.0%)	0 (0.0%)	0 (0.0%)	6.5% \| 5.5%	+300
	REDUCING	1	2	SHORT	1	ADDING	18	19	LONG	NEUTRAL	—	—	LONG	BUILDUP
Electricity & Power › PJM Markets
AEP DAYTON HUB DA PEAK DAILY ICE FUTURES ENERGY DIV	-600	1,300	1,900		0	600	1,350	750		0	0	0		2,650
	-600 (0.0%)	+1,300 (0.0%)	+1,900 (0.0%)	49.1% \| 71.7%	0 (0.0%)	+600 (0.0%)	+1,350 (0.0%)	+750 (0.0%)	50.9% \| 28.3%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 0.0%	+2,650
	REDUCING	6	3	SHORT	0	ADDING	6	6	LONG	NEUTRAL	—	—	SHORT	BUILDUP
PJM AEP DAYTON DA PEAK ICE FUTURES ENERGY DIV	6,608	24,421	17,813		901	-6,366	42,986	49,352		-242	296	538		68,604
	-68 (-1.0%)	-53 (-0.2%)	+15 (+0.1%)	35.6% \| 26.0%	+108 (+13.6%)	+58 (+0.9%)	+358 (+0.8%)	+300 (+0.6%)	62.7% \| 71.9%	+10 (+4.0%)	+10 (+3.5%)	0 (0.0%)	0.4% \| 0.8%	+423
	REDUCING	6	11	LONG	7	ADDING	34	33	SHORT	ADDING	—	—	SHORT	BUILDUP
PJM AEP DAYTON HUB DA OFF-PK ICE FUTURES ENERGY DIV	7,725	24,897	17,172		553	-7,433	35,570	43,003		-292	248	540		61,268
	+82 (+1.1%)	+97 (+0.4%)	+15 (+0.1%)	40.6% \| 28.0%	+50 (+9.9%)	+130 (+1.7%)	+281 (+0.8%)	+151 (+0.4%)	58.1% \| 70.2%	-212 (-265.0%)	-207 (-45.5%)	+5 (+0.9%)	0.4% \| 0.9%	+221
	ADDING	8	8	LONG	7	ADDING	31	31	SHORT	REDUCING	—	—	SHORT	BUILDUP
PJM AEP DAYTON RT OFF-PK FIXED ICE FUTURES ENERGY DIV	8,496	17,913	9,417		6,396	-8,437	38,203	46,640		-59	241	300		62,753
	-291 (-3.3%)	+194 (+1.1%)	+485 (+5.4%)	28.5% \| 15.0%	-74 (-1.1%)	+473 (+5.3%)	-278 (-0.7%)	-751 (-1.6%)	60.9% \| 74.3%	-182 (-148.0%)	-200 (-45.4%)	-18 (-5.7%)	0.4% \| 0.5%	-358
	REDUCING	5	10	LONG	10	ADDING	28	30	SHORT	REDUCING	—	—	SHORT	LIQUIDATION
PJM AEP DAYTON RT PEAK FIXED ICE FUTURES ENERGY DIV	6,851	21,844	14,993		4,496	-7,100	40,683	47,783		249	379	130		67,402
	-131 (-1.9%)	+223 (+1.0%)	+354 (+2.4%)	32.4% \| 22.2%	+9 (+0.2%)	+97 (+1.3%)	-281 (-0.7%)	-378 (-0.8%)	60.4% \| 70.9%	+34 (+15.8%)	-3 (-0.8%)	-37 (-22.2%)	0.6% \| 0.2%	-52
	REDUCING	10	16	LONG	14	ADDING	33	30	SHORT	ADDING	—	—	LONG	LIQUIDATION
PJM N. IL HUB DA OFF-PK ICE FUTURES ENERGY DIV	759	1,354	595		0	-1,301	21,892	23,193		542	1,021	479		24,267
	+53 (+7.5%)	+99 (+7.9%)	+46 (+8.4%)	5.6% \| 2.5%	0 (0.0%)	-56 (-4.5%)	-18 (-0.1%)	+38 (+0.2%)	90.2% \| 95.6%	+3 (+0.6%)	+8 (+0.8%)	+5 (+1.1%)	4.2% \| 2.0%	+89
	ADDING	4	5	LONG	0	REDUCING	20	19	SHORT	ADDING	—	—	LONG	BUILDUP
PJM N. IL HUB DA PEAK ICE FUTURES ENERGY DIV	318	1,492	1,174		0	-399	22,118	22,517		81	572	491		24,182
	+49 (+18.2%)	+50 (+3.5%)	+1 (+0.1%)	6.2% \| 4.9%	0 (0.0%)	-49 (-14.0%)	-49 (-0.2%)	0 (0.0%)	91.5% \| 93.1%	0 (0.0%)	+6 (+1.1%)	+6 (+1.2%)	2.4% \| 2.0%	+7
	ADDING	4	6	LONG	0	REDUCING	21	18	SHORT	NEUTRAL	—	—	LONG	BUILDUP
PJM N. IL HUB RT PEAK ICE FUTURES ENERGY DIV	25,871	26,222	351		1,292	-26,342	41,585	67,927		471	700	229		69,799
	+15 (+0.1%)	+50 (+0.2%)	+35 (+11.1%)	37.6% \| 0.5%	-100 (-7.2%)	-28 (-0.1%)	+168 (+0.4%)	+196 (+0.3%)	59.6% \| 97.3%	+13 (+2.8%)	-2 (-0.3%)	-15 (-6.1%)	1.0% \| 0.3%	+116
	ADDING	7	4	LONG	2	REDUCING	23	23	SHORT	ADDING	—	—	LONG	BUILDUP
PJM NI HUB RT OFF-PK FIXED ICE FUTURES ENERGY DIV	60,571	60,621	50		1,969	-60,464	24,754	85,218		-107	859	966		88,203
	-12 (0.0%)	-12 (0.0%)	0 (0.0%)	68.7% \| 0.1%	+420 (+27.1%)	+251 (+0.4%)	+77 (+0.3%)	-174 (-0.2%)	28.1% \| 96.6%	-239 (-181.1%)	-235 (-21.5%)	+4 (+0.4%)	1.0% \| 1.1%	+250
	REDUCING	10	1	LONG	4	ADDING	25	20	SHORT	REDUCING	—	—	SHORT	BUILDUP
PJM PPL ZONE DA OFF-PEAK FIXED ICE FUTURES ENERGY DIV	1,040	1,670	630		250	-1,307	17,395	18,702		267	267	0		19,582
	0 (0.0%)	0 (0.0%)	0 (0.0%)	8.5% \| 3.2%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	88.8% \| 95.5%	0 (0.0%)	0 (0.0%)	0 (0.0%)	1.4% \| 0.0%	0
	NEUTRAL	1	2	LONG	1	NEUTRAL	15	15	SHORT	NEUTRAL	—	—	LONG	NEUTRAL
PJM PPL ZONE DA PEAK ICE FUTURES ENERGY DIV	1,040	1,670	630		250	-1,307	18,345	19,652		267	267	0		20,532
	0 (0.0%)	0 (0.0%)	0 (0.0%)	8.1% \| 3.1%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	89.3% \| 95.7%	0 (0.0%)	0 (0.0%)	0 (0.0%)	1.3% \| 0.0%	0
	NEUTRAL	1	2	LONG	1	NEUTRAL	16	15	SHORT	NEUTRAL	—	—	LONG	NEUTRAL
PJM PSEG DA OFF-PK FIXED PRICE ICE FUTURES ENERGY DIV	-60	200	260		0	210	4,686	4,476		-150	350	500		5,236
	0 (0.0%)	0 (0.0%)	0 (0.0%)	3.8% \| 5.0%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	89.5% \| 85.5%	0 (0.0%)	0 (0.0%)	0 (0.0%)	6.7% \| 9.5%	0
	NEUTRAL	2	3	SHORT	0	NEUTRAL	11	11	LONG	NEUTRAL	—	—	SHORT	NEUTRAL
PJM PSEG DAY-AHEAD PEAK ICE FUTURES ENERGY DIV	-60	200	260		0	210	4,745	4,535		-150	350	500		5,295
	0 (0.0%)	0 (0.0%)	0 (0.0%)	3.8% \| 4.9%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	89.6% \| 85.6%	0 (0.0%)	0 (0.0%)	0 (0.0%)	6.6% \| 9.4%	0
	NEUTRAL	2	3	SHORT	0	NEUTRAL	11	11	LONG	NEUTRAL	—	—	SHORT	NEUTRAL
PJM WESTERN HUB DA OFF-PK ICE FUTURES ENERGY DIV	13,398	24,453	11,055		1,830	-13,353	96,575	109,928		-45	464	509		123,322
	-8 (-0.1%)	+176 (+0.7%)	+184 (+1.7%)	19.8% \| 9.0%	+202 (+12.4%)	-82 (-0.6%)	+285 (+0.3%)	+367 (+0.3%)	78.3% \| 89.1%	+90 (+66.7%)	+80 (+20.8%)	-10 (-1.9%)	0.4% \| 0.4%	+743
	REDUCING	9	12	LONG	10	REDUCING	40	29	SHORT	ADDING	—	—	SHORT	BUILDUP
PJM WESTERN HUB DA PEAK ICE FUTURES ENERGY DIV	21,340	30,971	9,631		2,303	-21,484	96,256	117,740		144	638	494		130,168
	-58 (-0.3%)	+442 (+1.4%)	+500 (+5.5%)	23.8% \| 7.4%	+87 (+3.9%)	-356 (-1.7%)	+63 (+0.1%)	+419 (+0.4%)	73.9% \| 90.5%	+414 (+153.3%)	+271 (+73.8%)	-143 (-22.4%)	0.5% \| 0.4%	+863
	REDUCING	19	15	LONG	10	REDUCING	43	35	SHORT	ADDING	—	—	LONG	BUILDUP
PJM WESTERN HUB RT OFF ICE FUTURES ENERGY DIV	79,643	88,665	9,022		31,613	-79,803	135,551	215,354		160	556	396		256,385
	-673 (-0.8%)	-974 (-1.1%)	-301 (-3.2%)	34.6% \| 3.5%	+4,356 (+16.0%)	+679 (+0.8%)	+4,756 (+3.6%)	+4,077 (+1.9%)	52.9% \| 84.0%	-6 (-3.6%)	-14 (-2.5%)	-8 (-2.0%)	0.2% \| 0.2%	+8,124
	REDUCING	29	10	LONG	24	ADDING	42	39	SHORT	REDUCING	—	—	LONG	BUILDUP
PJM WESTERN HUB RT PEAK MINI ICE FUTURES ENERGY DIV	44,687	100,514	55,827		63,943	-45,241	214,389	259,630		554	1,515	961		380,361
	-5,991 (-11.8%)	-6,626 (-6.2%)	-635 (-1.1%)	26.4% \| 14.7%	+2,154 (+3.5%)	+7,472 (+14.2%)	+11,533 (+5.7%)	+4,061 (+1.6%)	56.4% \| 68.3%	-1,481 (-72.8%)	-1,522 (-50.1%)	-41 (-4.1%)	0.4% \| 0.3%	+5,539
	REDUCING	48	25	LONG	48	ADDING	52	49	SHORT	REDUCING	—	—	LONG	BUILDUP
PJM.AEP_month_off_dap NODAL EXCHANGE	-3,671	2,220	5,891		105	3,849	31,201	27,352		-178	827	1,005		34,353
	0 (0.0%)	0 (0.0%)	0 (0.0%)	6.5% \| 17.1%	0 (0.0%)	+395 (+11.4%)	-130 (-0.4%)	-525 (-1.9%)	90.8% \| 79.6%	-395 (-182.0%)	+130 (+18.7%)	+525 (+109.4%)	2.4% \| 2.9%	0
	NEUTRAL	1	1	SHORT	1	ADDING	17	5	LONG	REDUCING	—	—	SHORT	NEUTRAL
PJM.AEP_month_on_dap NODAL EXCHANGE	-3,671	2,220	5,891		105	3,649	31,166	27,517		22	882	860		34,373
	0 (0.0%)	0 (0.0%)	0 (0.0%)	6.5% \| 17.1%	0 (0.0%)	+250 (+7.4%)	-130 (-0.4%)	-380 (-1.4%)	90.7% \| 80.1%	-250 (-91.9%)	+130 (+17.3%)	+380 (+79.2%)	2.6% \| 2.5%	0
	NEUTRAL	1	1	SHORT	1	ADDING	17	5	LONG	REDUCING	—	—	LONG	NEUTRAL
PJM.AEP-DAYTON HUB_mo_off_dap NODAL EXCHANGE	7,738	13,007	5,269		1,425	-7,228	70,467	77,695		-510	17,689	18,199		102,588
	+1,750 (+29.2%)	+1,605 (+14.1%)	-145 (-2.7%)	12.7% \| 5.1%	-310 (-17.9%)	-1,805 (-33.3%)	-286 (-0.4%)	+1,519 (+2.0%)	68.7% \| 75.7%	+55 (+9.7%)	+458 (+2.7%)	+403 (+2.3%)	17.2% \| 17.7%	+1,467
	ADDING	5	3	LONG	4	REDUCING	19	24	SHORT	ADDING	—	—	SHORT	BUILDUP
PJM.AEP-DAYTON HUB_mo_off_rtp NODAL EXCHANGE	17,630	20,085	2,455		1,050	-16,187	58,978	75,165		-1,443	9,833	11,276		89,946
	-2,990 (-14.5%)	-3,015 (-13.1%)	-25 (-1.0%)	22.3% \| 2.7%	0 (0.0%)	+4,373 (+21.3%)	+2,197 (+3.9%)	-2,176 (-2.8%)	65.6% \| 83.6%	-1,383 (-2,305.0%)	+7 (+0.1%)	+1,390 (+14.1%)	10.9% \| 12.5%	-811
	REDUCING	5	5	LONG	3	ADDING	24	23	SHORT	REDUCING	—	—	SHORT	LIQUIDATION
PJM.AEP-DAYTON HUB_mo_on_dap NODAL EXCHANGE	5,103	13,322	8,219		1,567	-5,291	73,055	78,346		188	18,978	18,790		106,922
	+1,815 (+55.2%)	+1,670 (+14.3%)	-145 (-1.7%)	12.5% \| 7.7%	-375 (-19.3%)	-2,678 (-102.5%)	-896 (-1.2%)	+1,782 (+2.3%)	68.3% \| 73.3%	+863 (+127.9%)	+1,371 (+7.8%)	+508 (+2.8%)	17.7% \| 17.6%	+1,770
	ADDING	5	3	LONG	4	REDUCING	18	25	SHORT	ADDING	—	—	LONG	BUILDUP
PJM.AEP-DAYTON HUB_mo_on_rtp NODAL EXCHANGE	22,565	24,470	1,905		895	-21,410	53,590	75,000		-1,155	10,678	11,833		89,633
	-3,055 (-11.9%)	-3,080 (-11.2%)	-25 (-1.3%)	27.3% \| 2.1%	0 (0.0%)	+4,333 (+16.8%)	+2,783 (+5.5%)	-1,550 (-2.0%)	59.8% \| 83.7%	-1,278 (-1,039.0%)	-151 (-1.4%)	+1,127 (+10.5%)	11.9% \| 13.2%	-448
	REDUCING	6	4	LONG	3	ADDING	25	24	SHORT	REDUCING	—	—	SHORT	LIQUIDATION
PJM.APS_month_off_dap NODAL EXCHANGE	230	1,640	1,410		0	-910	8,760	9,670		680	1,215	535		11,615
	-350 (-60.3%)	0 (0.0%)	+350 (+33.0%)	14.1% \| 12.1%	0 (0.0%)	+350 (+27.8%)	0 (0.0%)	-350 (-3.5%)	75.4% \| 83.3%	0 (0.0%)	+135 (+12.5%)	+135 (+33.8%)	10.5% \| 4.6%	+135
	REDUCING	2	1	LONG	0	ADDING	17	8	SHORT	NEUTRAL	—	—	LONG	BUILDUP
PJM.BGE_month_off_dap NODAL EXCHANGE	865	3,020	2,155		865	-1,330	21,645	22,975		465	2,345	1,880		27,875
	+330 (+61.7%)	+380 (+14.4%)	+50 (+2.4%)	10.8% \| 7.7%	0 (0.0%)	-380 (-40.0%)	+370 (+1.7%)	+750 (+3.4%)	77.7% \| 82.4%	+50 (+12.0%)	+115 (+5.2%)	+65 (+3.6%)	8.4% \| 6.7%	+865
	ADDING	4	2	LONG	1	REDUCING	15	9	SHORT	ADDING	—	—	LONG	BUILDUP
PJM.BGE_month_on_dap NODAL EXCHANGE	890	3,020	2,130		0	-1,230	21,735	22,965		340	1,616	1,276		26,371
	+330 (+58.9%)	+380 (+14.4%)	+50 (+2.4%)	11.5% \| 8.1%	0 (0.0%)	-310 (-33.7%)	+370 (+1.7%)	+680 (+3.1%)	82.4% \| 87.1%	-20 (-5.6%)	+115 (+7.7%)	+135 (+11.8%)	6.1% \| 4.8%	+865
	ADDING	4	2	LONG	0	REDUCING	15	9	SHORT	REDUCING	—	—	LONG	BUILDUP
PJM.DOM_month_off_dap NODAL EXCHANGE	-2,420	700	3,120		0	2,385	11,100	8,715		35	925	890		12,725
	-270 (-12.6%)	0 (0.0%)	+270 (+9.5%)	5.5% \| 24.5%	0 (0.0%)	+415 (+21.1%)	+240 (+2.2%)	-175 (-2.0%)	87.2% \| 68.5%	-145 (-80.6%)	+5 (+0.5%)	+150 (+20.3%)	7.3% \| 7.0%	+245
	REDUCING	2	2	SHORT	0	ADDING	15	7	LONG	REDUCING	—	—	LONG	BUILDUP
PJM.DOM_month_on_dap NODAL EXCHANGE	-2,420	700	3,120		0	2,540	10,700	8,160		-120	830	950		12,230
	-270 (-12.6%)	0 (0.0%)	+270 (+9.5%)	5.7% \| 25.5%	0 (0.0%)	+435 (+20.7%)	+210 (+2.0%)	-225 (-2.7%)	87.5% \| 66.7%	-165 (-366.7%)	+35 (+4.4%)	+200 (+26.7%)	6.8% \| 7.8%	+245
	REDUCING	2	2	SHORT	0	ADDING	15	7	LONG	REDUCING	—	—	SHORT	BUILDUP
PJM.JCPL_month_off_dap NODAL EXCHANGE	4,065	9,105	5,040		3,365	-5,990	39,130	45,120		1,925	3,710	1,785		55,310
	0 (0.0%)	0 (0.0%)	0 (0.0%)	16.5% \| 9.1%	0 (0.0%)	-495 (-9.0%)	-410 (-1.0%)	+85 (+0.2%)	70.7% \| 81.6%	+495 (+34.6%)	+675 (+22.2%)	+180 (+11.2%)	6.7% \| 3.2%	+265
	NEUTRAL	5	1	LONG	1	REDUCING	18	15	SHORT	ADDING	—	—	LONG	BUILDUP
PJM.JCPL_month_on_dap NODAL EXCHANGE	4,000	9,040	5,040		3,337	-5,930	41,190	47,120		1,930	4,040	2,110		57,607
	0 (0.0%)	0 (0.0%)	0 (0.0%)	15.7% \| 8.7%	0 (0.0%)	-500 (-9.2%)	-465 (-1.1%)	+35 (+0.1%)	71.5% \| 81.8%	+500 (+35.0%)	+680 (+20.2%)	+180 (+9.3%)	7.0% \| 3.7%	+215
	NEUTRAL	5	1	LONG	1	REDUCING	18	15	SHORT	ADDING	—	—	LONG	BUILDUP
PJM.METED_month_off_dap NODAL EXCHANGE	-1,275	325	1,600		770	1,467	16,593	15,126		-192	1,560	1,752		19,248
	+195 (+13.3%)	0 (0.0%)	-195 (-10.9%)	1.7% \| 8.3%	0 (0.0%)	+595 (+68.2%)	-415 (-2.4%)	-1,010 (-6.3%)	86.2% \| 78.6%	-790 (-132.1%)	+75 (+5.1%)	+865 (+97.5%)	8.1% \| 9.1%	-340
	ADDING	2	3	SHORT	2	ADDING	17	14	LONG	REDUCING	—	—	SHORT	LIQUIDATION
PJM.METED_month_on_dap NODAL EXCHANGE	-1,345	295	1,640		730	1,537	16,433	14,896		-192	1,546	1,738		19,004
	+195 (+12.7%)	0 (0.0%)	-195 (-10.6%)	1.6% \| 8.6%	0 (0.0%)	+595 (+63.2%)	-385 (-2.3%)	-980 (-6.2%)	86.5% \| 78.4%	-790 (-132.1%)	+75 (+5.1%)	+865 (+99.1%)	8.1% \| 9.1%	-310
	ADDING	1	4	SHORT	2	ADDING	17	13	LONG	REDUCING	—	—	SHORT	LIQUIDATION
PJM.N ILLINOIS HUB_mo_off_dap NODAL EXCHANGE	475	625	150		0	-490	62,489	62,979		15	5,990	5,975		69,104
	+175 (+58.3%)	+175 (+38.9%)	0 (0.0%)	0.9% \| 0.2%	0 (0.0%)	-235 (-92.2%)	+830 (+1.3%)	+1,065 (+1.7%)	90.4% \| 91.1%	+60 (+133.3%)	+595 (+11.0%)	+535 (+9.8%)	8.7% \| 8.6%	+1,600
	ADDING	1	1	LONG	0	REDUCING	18	20	SHORT	ADDING	—	—	LONG	BUILDUP
PJM.N ILLINOIS HUB_mo_off_rtp NODAL EXCHANGE	3,585	4,485	900		920	-3,119	59,540	62,659		-466	7,284	7,750		72,229
	-335 (-8.5%)	-275 (-5.8%)	+60 (+7.1%)	6.2% \| 1.2%	+115 (+14.3%)	+930 (+23.0%)	+2,080 (+3.6%)	+1,150 (+1.9%)	82.4% \| 86.8%	-595 (-461.2%)	+35 (+0.5%)	+630 (+8.8%)	10.1% \| 10.7%	+1,955
	REDUCING	4	1	LONG	3	ADDING	18	19	SHORT	REDUCING	—	—	SHORT	BUILDUP
PJM.N ILLINOIS HUB_mo_on_dap NODAL EXCHANGE	630	780	150		0	-640	64,896	65,536		10	5,895	5,885		71,571
	0 (0.0%)	0 (0.0%)	0 (0.0%)	1.1% \| 0.2%	0 (0.0%)	-55 (-9.4%)	+965 (+1.5%)	+1,020 (+1.6%)	90.7% \| 91.6%	+55 (+122.2%)	+585 (+11.0%)	+530 (+9.9%)	8.2% \| 8.2%	+1,550
	NEUTRAL	1	1	LONG	0	REDUCING	18	19	SHORT	ADDING	—	—	LONG	BUILDUP
PJM.N ILLINOIS HUB_mo_on_rtp NODAL EXCHANGE	1,770	2,470	700		635	-1,329	63,951	65,280		-441	7,394	7,835		74,450
	-60 (-3.3%)	0 (0.0%)	+60 (+9.4%)	3.3% \| 0.9%	-60 (-8.6%)	+515 (+27.9%)	+405 (+0.6%)	-110 (-0.2%)	85.9% \| 87.7%	-455 (-3,250.0%)	+105 (+1.4%)	+560 (+7.7%)	9.9% \| 10.5%	+450
	REDUCING	4	1	LONG	2	ADDING	19	20	SHORT	REDUCING	—	—	SHORT	BUILDUP
PJM.PECO_month_off_dap NODAL EXCHANGE	55,670	56,740	1,070		210	-53,039	80,866	133,905		-2,631	6,036	8,667		143,852
	+75 (+0.1%)	0 (0.0%)	-75 (-6.6%)	39.4% \| 0.7%	0 (0.0%)	+3,348 (+5.9%)	-1,908 (-2.3%)	-5,256 (-3.8%)	56.2% \| 93.1%	-3,423 (-432.2%)	+675 (+12.6%)	+4,098 (+89.7%)	4.2% \| 6.0%	-1,233
	ADDING	3	4	LONG	2	ADDING	22	16	SHORT	REDUCING	—	—	SHORT	LIQUIDATION
PJM.PECO_month_on_dap NODAL EXCHANGE	49,315	50,685	1,370		35	-46,864	83,703	130,567		-2,451	6,380	8,831		140,803
	+40 (+0.1%)	-35 (-0.1%)	-75 (-5.2%)	36.0% \| 1.0%	0 (0.0%)	+2,903 (+5.8%)	-2,425 (-2.8%)	-5,328 (-3.9%)	59.4% \| 92.7%	-2,943 (-598.2%)	+1,295 (+25.5%)	+4,238 (+92.3%)	4.5% \| 6.3%	-1,165
	ADDING	3	4	LONG	1	ADDING	22	16	SHORT	REDUCING	—	—	SHORT	LIQUIDATION
PJM.PENELEC_month_off_dap NODAL EXCHANGE	12,255	12,255	0		150	-13,205	6,613	19,818		950	2,179	1,229		21,197
	-25 (-0.2%)	-25 (-0.2%)	0 (0.0%)	57.8% \| 0.0%	0 (0.0%)	+100 (+0.8%)	-90 (-1.3%)	-190 (-0.9%)	31.2% \| 93.5%	-75 (-7.3%)	+130 (+6.3%)	+205 (+20.0%)	10.3% \| 5.8%	+15
	REDUCING	3	0	LONG	1	ADDING	13	11	SHORT	REDUCING	—	—	LONG	BUILDUP
PJM.PENELEC_month_on_dap NODAL EXCHANGE	12,255	12,255	0		150	-13,225	6,663	19,888		970	2,199	1,229		21,267
	-25 (-0.2%)	-25 (-0.2%)	0 (0.0%)	57.6% \| 0.0%	0 (0.0%)	+100 (+0.8%)	-90 (-1.3%)	-190 (-0.9%)	31.3% \| 93.5%	-75 (-7.2%)	+130 (+6.3%)	+205 (+20.0%)	10.3% \| 5.8%	+15
	REDUCING	3	0	LONG	1	ADDING	13	11	SHORT	REDUCING	—	—	LONG	BUILDUP
PJM.PEPCO_month_off_dap NODAL EXCHANGE	-8,945	2,020	10,965		1,270	8,175	18,436	10,261		770	3,155	2,385		24,881
	-150 (-1.7%)	-25 (-1.2%)	+125 (+1.2%)	8.1% \| 44.1%	+75 (+6.3%)	+45 (+0.6%)	-116 (-0.6%)	-161 (-1.5%)	74.1% \| 41.2%	+105 (+15.8%)	+160 (+5.3%)	+55 (+2.4%)	12.7% \| 9.6%	+94
	REDUCING	2	3	SHORT	3	ADDING	21	14	LONG	ADDING	—	—	LONG	BUILDUP
PJM.PEPCO_month_on_dap NODAL EXCHANGE	-8,955	2,020	10,975		1,260	8,185	18,446	10,261		770	3,155	2,385		24,881
	-150 (-1.7%)	-25 (-1.2%)	+125 (+1.2%)	8.1% \| 44.1%	+75 (+6.3%)	+45 (+0.6%)	-116 (-0.6%)	-161 (-1.5%)	74.1% \| 41.2%	+105 (+15.8%)	+160 (+5.3%)	+55 (+2.4%)	12.7% \| 9.6%	+94
	REDUCING	2	3	SHORT	3	ADDING	21	14	LONG	ADDING	—	—	LONG	BUILDUP
PJM.PPL_month_off_dap NODAL EXCHANGE	-1,925	465	2,390		1,325	979	51,864	50,885		946	3,346	2,400		57,000
	-600 (-45.3%)	-300 (-39.2%)	+300 (+14.4%)	0.8% \| 4.2%	+25 (+1.9%)	+260 (+36.2%)	-450 (-0.9%)	-710 (-1.4%)	91.0% \| 89.3%	+340 (+56.1%)	+895 (+36.5%)	+555 (+30.1%)	5.9% \| 4.2%	+170
	REDUCING	1	2	SHORT	4	ADDING	26	21	LONG	ADDING	—	—	LONG	BUILDUP
PJM.PPL_month_on_dap NODAL EXCHANGE	-2,465	665	3,130		1,145	1,544	51,602	50,058		921	3,356	2,435		56,768
	-600 (-32.2%)	-300 (-31.1%)	+300 (+10.6%)	1.2% \| 5.5%	+175 (+18.0%)	+285 (+22.6%)	-500 (-1.0%)	-785 (-1.5%)	90.9% \| 88.2%	+315 (+52.0%)	+920 (+37.8%)	+605 (+33.1%)	5.9% \| 4.3%	+295
	REDUCING	1	2	SHORT	4	ADDING	26	21	LONG	ADDING	—	—	LONG	BUILDUP
PJM.PSEG_month_off_dap NODAL EXCHANGE	-18,710	8,005	26,715		475	18,206	78,252	60,046		504	9,644	9,140		96,376
	0 (0.0%)	-35 (-0.4%)	-35 (-0.1%)	8.3% \| 27.7%	+25 (+5.6%)	-200 (-1.1%)	-420 (-0.5%)	-220 (-0.4%)	81.2% \| 62.3%	+200 (+65.8%)	+662 (+7.4%)	+462 (+5.3%)	10.0% \| 9.5%	+232
	NEUTRAL	5	3	SHORT	2	REDUCING	25	20	LONG	ADDING	—	—	LONG	BUILDUP
PJM.PSEG_month_on_dap NODAL EXCHANGE	-18,625	8,655	27,280		475	18,476	80,558	62,082		149	9,092	8,943		98,780
	0 (0.0%)	-35 (-0.4%)	-35 (-0.1%)	8.8% \| 27.6%	+25 (+5.6%)	+155 (+0.8%)	-195 (-0.2%)	-350 (-0.6%)	81.6% \| 62.8%	-155 (-51.0%)	+387 (+4.4%)	+542 (+6.5%)	9.2% \| 9.1%	+182
	NEUTRAL	5	3	SHORT	2	ADDING	25	20	LONG	REDUCING	—	—	LONG	BUILDUP
PJM.WESTERN HUB_month_off_dap NODAL EXCHANGE	-31,500	7,754	39,254		12,710	28,945	194,566	165,621		2,555	59,208	56,653		274,238
	+915 (+2.8%)	+380 (+5.2%)	-535 (-1.3%)	2.8% \| 14.3%	+185 (+1.5%)	-3,776 (-11.5%)	-3,154 (-1.6%)	+622 (+0.4%)	70.9% \| 60.4%	+2,861 (+935.0%)	+3,923 (+7.1%)	+1,062 (+1.9%)	21.6% \| 20.7%	+1,334
	ADDING	6	7	SHORT	8	REDUCING	29	37	LONG	ADDING	—	—	LONG	BUILDUP
PJM.WESTERN HUB_month_off_rtp NODAL EXCHANGE	-1,287	18,246	19,533		5,620	1,438	148,068	146,630		-151	29,771	29,922		201,705
	+2,666 (+67.4%)	-339 (-1.8%)	-3,005 (-13.3%)	9.0% \| 9.7%	+900 (+19.1%)	-2,436 (-62.9%)	-1,930 (-1.3%)	+506 (+0.3%)	73.4% \| 72.7%	-230 (-291.1%)	+2,227 (+8.1%)	+2,457 (+8.9%)	14.8% \| 14.8%	+858
	ADDING	6	5	SHORT	7	REDUCING	30	33	LONG	REDUCING	—	—	SHORT	BUILDUP
PJM.WESTERN HUB_month_on_dap NODAL EXCHANGE	-19,373	9,032	28,405		14,716	16,266	187,381	171,115		3,107	61,247	58,140		272,376
	+974 (+4.8%)	+564 (+6.7%)	-410 (-1.4%)	3.3% \| 10.4%	+60 (+0.4%)	-4,407 (-21.3%)	-3,117 (-1.6%)	+1,290 (+0.8%)	68.8% \| 62.8%	+3,433 (+1,053.1%)	+4,298 (+7.5%)	+865 (+1.5%)	22.5% \| 21.3%	+1,805
	ADDING	7	6	SHORT	7	REDUCING	28	38	LONG	ADDING	—	—	LONG	BUILDUP
PJM.WESTERN HUB_month_on_rtp NODAL EXCHANGE	-5,087	19,103	24,190		5,976	5,805	186,839	181,034		-718	33,241	33,959		245,159
	+2,957 (+36.8%)	+61 (+0.3%)	-2,896 (-10.7%)	7.8% \| 9.9%	+598 (+11.1%)	-2,334 (-28.7%)	-2,304 (-1.2%)	+30 (+0.0%)	76.2% \| 73.8%	-623 (-655.8%)	+3,274 (+10.9%)	+3,897 (+13.0%)	13.6% \| 13.9%	+1,629
	ADDING	7	5	SHORT	8	REDUCING	29	34	LONG	REDUCING	—	—	SHORT	BUILDUP
Electricity & Power › Western US Markets
MID-C DAY-AHEAD OFF-PEAK ICE FUTURES ENERGY DIV	-3,023	2,294	5,317		1,195	2,690	24,692	22,002		333	433	100		28,614
	+415 (+12.1%)	-10 (-0.4%)	-425 (-7.4%)	8.0% \| 18.6%	-403 (-25.2%)	-496 (-15.6%)	-2,426 (-8.9%)	-1,930 (-8.1%)	86.3% \| 76.9%	+81 (+32.1%)	+71 (+19.6%)	-10 (-9.1%)	1.5% \| 0.3%	-2,768
	ADDING	4	8	SHORT	6	REDUCING	25	26	LONG	ADDING	—	—	LONG	LIQUIDATION
MID-C DAY-AHEAD PEAK ICE FUTURES ENERGY DIV	-1,261	3,777	5,038		4,332	1,061	33,286	32,225		200	501	301		41,896
	-607 (-92.8%)	-992 (-20.8%)	-385 (-7.1%)	9.0% \| 12.0%	+598 (+16.0%)	+729 (+219.6%)	-2,697 (-7.5%)	-3,426 (-9.6%)	79.4% \| 76.9%	-122 (-37.9%)	-22 (-4.2%)	+100 (+49.8%)	1.2% \| 0.7%	-3,113
	REDUCING	8	12	SHORT	13	ADDING	27	31	LONG	REDUCING	—	—	LONG	LIQUIDATION
PALO VERDE DA OFF-PK FiXED PR ICE FUTURES ENERGY DIV	-2,403	570	2,973		0	2,258	14,050	11,792		145	160	15		14,780
	-83 (-3.6%)	-6 (-1.0%)	+77 (+2.7%)	3.9% \| 20.1%	0 (0.0%)	+78 (+3.6%)	-399 (-2.8%)	-477 (-3.9%)	95.1% \| 79.8%	+5 (+3.6%)	0 (0.0%)	-5 (-25.0%)	1.1% \| 0.1%	-405
	REDUCING	3	5	SHORT	0	ADDING	20	20	LONG	ADDING	—	—	LONG	LIQUIDATION
PALO VERDE DA PEAK ICE FUTURES ENERGY DIV	-1,747	601	2,348		535	1,807	17,363	15,556		-60	5	65		18,504
	+216 (+11.0%)	+132 (+28.1%)	-84 (-3.5%)	3.2% \| 12.7%	+138 (+34.8%)	-162 (-8.2%)	-425 (-2.4%)	-263 (-1.7%)	93.8% \| 84.1%	-54 (-900.0%)	0 (0.0%)	+54 (+490.9%)	0.0% \| 0.4%	-155
	ADDING	4	2	SHORT	3	REDUCING	23	22	LONG	REDUCING	—	—	SHORT	LIQUIDATION
Carbon Credits & Green Energy › Carbon Allowances (Compliance)
CALIF CARBON ALL VINTAGE 2026 ICE FUTURES ENERGY DIV	87,499	145,553	58,054		14,077	-87,559	41,750	129,309		60	115	55		201,495
	+759 (+0.9%)	+133 (+0.1%)	-626 (-1.1%)	72.2% \| 28.8%	+1,752 (+14.2%)	-866 (-1.0%)	-7,926 (-16.0%)	-7,060 (-5.2%)	20.7% \| 64.2%	+107 (+227.7%)	+24 (+26.4%)	-83 (-60.1%)	0.1% \| 0.0%	-6,017
	ADDING	70	27	LONG	18	REDUCING	32	30	SHORT	ADDING	—	—	LONG	LIQUIDATION
CALIF CARBON CURRENT AUCTION ICE FUTURES ENERGY DIV	-44,062	5,860	49,922		3,391	44,051	49,485	5,434		11	11	0		58,747
	+2,002 (+4.3%)	0 (0.0%)	-2,002 (-3.9%)	10.0% \| 85.0%	-1,000 (-22.8%)	-2,012 (-4.4%)	-4,442 (-8.2%)	-2,430 (-30.9%)	84.2% \| 9.2%	+10 (+1,000.0%)	0 (0.0%)	-10 (-100.0%)	0.0% \| 0.0%	-5,442
	ADDING	4	11	SHORT	6	REDUCING	13	5	LONG	ADDING	—	—	LONG	LIQUIDATION
Carbon Credits & Green Energy › Fuel Standards
CALIF LOW CARBON FSC-OPIS ICE FUTURES ENERGY DIV	51,805	69,736	17,931		730	-51,805	39,413	91,218		0	16	16		109,895
	-872 (-1.7%)	+1,230 (+1.8%)	+2,102 (+13.3%)	63.5% \| 16.3%	-115 (-13.6%)	+892 (+1.7%)	+1 (+0.0%)	-891 (-1.0%)	35.9% \| 83.0%	-20 (-100.0%)	-20 (-55.6%)	0 (0.0%)	0.0% \| 0.0%	+1,096
	REDUCING	24	7	LONG	3	ADDING	15	9	SHORT	REDUCING	—	—	SHORT	BUILDUP
Carbon Credits & Green Energy › Renewable Energy Certificates (RECs)
CT RECs CLASS 1 ICE FUTURES ENERGY DIV	3,165	3,950	785		0	-3,165	5,990	9,155		0	0	0		9,940
	0 (0.0%)	0 (0.0%)	0 (0.0%)	39.7% \| 7.9%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	60.3% \| 92.1%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 0.0%	0
	NEUTRAL	3	4	LONG	0	NEUTRAL	8	12	SHORT	NEUTRAL	—	—	SHORT	NEUTRAL
MASS COMPLIANCE RECs CLASS 1 ICE FUTURES ENERGY DIV	-4,200	150	4,350		600	4,200	17,108	12,908		0	0	0		17,858
	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.8% \| 24.4%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	95.8% \| 72.3%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 0.0%	0
	NEUTRAL	1	6	SHORT	2	NEUTRAL	9	12	LONG	NEUTRAL	—	—	SHORT	NEUTRAL
NEPOOL DUAL RECs CLASS 1 ICE FUTURES ENERGY DIV	-6,296	1,350	7,646		455	6,271	12,005	5,734		25	25	0		13,835
	0 (0.0%)	0 (0.0%)	0 (0.0%)	9.8% \| 55.3%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	86.8% \| 41.4%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.2% \| 0.0%	0
	NEUTRAL	2	3	SHORT	1	NEUTRAL	11	8	LONG	NEUTRAL	—	—	LONG	NEUTRAL
NEW JERSEY RECs CLASS 2 V2026 NODAL EXCHANGE	3,770	3,770	0		0	-3,785	6,145	9,930		15	15	0		9,930
	0 (0.0%)	0 (0.0%)	0 (0.0%)	38.0% \| 0.0%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	61.9% \| 100.0%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.2% \| 0.0%	0
	NEUTRAL	5	0	LONG	0	NEUTRAL	11	4	SHORT	NEUTRAL	—	—	LONG	NEUTRAL
NEW JERSEY RECs CLASS 2 V2027 NODAL EXCHANGE	4,395	4,395	0		0	-4,410	6,096	10,506		15	15	0		10,506
	0 (0.0%)	0 (0.0%)	0 (0.0%)	41.8% \| 0.0%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	58.0% \| 100.0%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.1% \| 0.0%	0
	NEUTRAL	5	0	LONG	0	NEUTRAL	12	4	SHORT	NEUTRAL	—	—	LONG	NEUTRAL
NJ SRECS ICE FUTURES ENERGY DIV	4,352	61,824	57,472		4,573	-4,352	71,190	75,542		0	0	0		137,587
	-10 (-0.2%)	0 (0.0%)	+10 (+0.0%)	44.9% \| 41.8%	0 (0.0%)	+10 (+0.2%)	+185 (+0.3%)	+175 (+0.2%)	51.7% \| 54.9%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 0.0%	+185
	REDUCING	8	7	LONG	5	ADDING	14	13	SHORT	NEUTRAL	—	—	SHORT	BUILDUP
PA COMPLIANCE AECs TIER1 ICE FUTURES ENERGY DIV	5,786	20,559	14,773		1,658	-5,786	37,091	42,877		0	0	0		59,308
	+382 (+7.1%)	+216 (+1.1%)	-166 (-1.1%)	34.7% \| 24.9%	+285 (+20.8%)	-382 (-7.1%)	-418 (-1.1%)	-36 (-0.1%)	62.5% \| 72.3%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 0.0%	+83
	ADDING	13	5	LONG	5	REDUCING	16	12	SHORT	NEUTRAL	—	—	SHORT	BUILDUP
PA SOLAR ALTER ENERGY CREDIT ICE FUTURES ENERGY DIV	4,805	5,805	1,000		0	-4,805	13,990	18,795		0	0	0		19,795
	0 (0.0%)	0 (0.0%)	0 (0.0%)	29.3% \| 5.1%	0 (0.0%)	0 (0.0%)	+40 (+0.3%)	+40 (+0.2%)	70.7% \| 94.9%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 0.0%	+40
	NEUTRAL	6	3	LONG	0	NEUTRAL	11	7	SHORT	NEUTRAL	—	—	SHORT	BUILDUP
PENNSYLVANIA AEC TIER 2-V2026 NODAL EXCHANGE	-3,241	10,886	14,127		0	3,241	17,709	14,468		0	0	0		28,595
	-1,350 (-71.4%)	0 (0.0%)	+1,350 (+10.6%)	38.1% \| 49.4%	0 (0.0%)	+1,350 (+71.4%)	+450 (+2.6%)	-900 (-5.9%)	61.9% \| 50.6%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 0.0%	+450
	REDUCING	7	5	SHORT	0	ADDING	14	9	LONG	NEUTRAL	—	—	SHORT	BUILDUP
PENNSYLVANIA AEC TIER 2-V2027 NODAL EXCHANGE	-5,326	5,729	11,055		0	5,326	16,620	11,294		0	0	0		22,349
	-450 (-9.2%)	0 (0.0%)	+450 (+4.2%)	25.6% \| 49.5%	0 (0.0%)	+450 (+9.2%)	+300 (+1.8%)	-150 (-1.3%)	74.4% \| 50.5%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 0.0%	+300
	REDUCING	4	5	SHORT	0	ADDING	15	7	LONG	NEUTRAL	—	—	SHORT	BUILDUP
PJM TRI-RECs CLASS 1 ICE FUTURES ENERGY DIV	1,481	76,732	75,251		14,052	-1,481	178,942	180,423		0	0	0		269,726
	+1,539 (+2,653.4%)	+1,395 (+1.9%)	-144 (-0.2%)	28.4% \| 27.9%	+1,133 (+8.8%)	-1,539 (-2,653.4%)	+2,312 (+1.3%)	+3,851 (+2.2%)	66.3% \| 66.9%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 0.0%	+4,840
	ADDING	13	10	LONG	8	REDUCING	20	17	SHORT	NEUTRAL	—	—	SHORT	BUILDUP
TX GREEN-E REC V25 BACK HALF NODAL EXCHANGE	-1,786	1,584	3,370		0	1,781	4,667	2,886		5	1,017	1,012		7,268
	+362 (+16.9%)	+12 (+0.8%)	-350 (-9.4%)	21.8% \| 46.4%	-12 (-100.0%)	-456 (-20.4%)	-623 (-11.8%)	-167 (-5.5%)	64.2% \| 39.7%	+94 (+105.6%)	-28 (-2.7%)	-122 (-10.8%)	14.0% \| 13.9%	-651
	ADDING	3	9	SHORT	0	REDUCING	11	9	LONG	ADDING	—	—	LONG	LIQUIDATION
TX REC CRS V26 BACK HALF NODAL EXCHANGE	-6,294	220	6,514		0	6,310	9,224	2,914		-16	130	146		9,574
	-495 (-8.5%)	0 (0.0%)	+495 (+8.2%)	2.3% \| 68.0%	0 (0.0%)	+495 (+8.5%)	+370 (+4.2%)	-125 (-4.1%)	96.3% \| 30.4%	0 (0.0%)	-25 (-16.1%)	-25 (-14.6%)	1.4% \| 1.5%	+345
	REDUCING	3	9	SHORT	0	ADDING	13	7	LONG	NEUTRAL	—	—	SHORT	BUILDUP
TX REC CRS V26 FRONT HALF NODAL EXCHANGE	-3,481	435	3,916		0	3,473	6,348	2,875		8	152	144		6,935
	+114 (+3.2%)	+64 (+17.3%)	-50 (-1.3%)	6.3% \| 56.5%	0 (0.0%)	-105 (-2.9%)	-405 (-6.0%)	-300 (-9.4%)	91.5% \| 41.5%	-9 (-52.9%)	-9 (-5.6%)	0 (0.0%)	2.2% \| 2.1%	-350
	ADDING	4	7	SHORT	0	REDUCING	14	7	LONG	REDUCING	—	—	LONG	LIQUIDATION
TX REC CRS V27 BACK HALF NODAL EXCHANGE	-3,218	648	3,866		0	3,218	5,208	1,990		0	265	265		6,121
	-35 (-1.1%)	0 (0.0%)	+35 (+0.9%)	10.6% \| 63.2%	0 (0.0%)	+25 (+0.8%)	+25 (+0.5%)	0 (0.0%)	85.1% \| 32.5%	+10 (+100.0%)	0 (0.0%)	-10 (-3.6%)	4.3% \| 4.3%	+25
	REDUCING	6	7	SHORT	0	ADDING	14	7	LONG	ADDING	—	—	SHORT	BUILDUP
TX REC CRS V27 FRONT HALF NODAL EXCHANGE	-3,355	637	3,992		40	3,352	5,977	2,625		3	86	83		6,740
	-85 (-2.6%)	-83 (-11.5%)	+2 (+0.1%)	9.5% \| 59.2%	0 (0.0%)	+85 (+2.6%)	-40 (-0.7%)	-125 (-4.5%)	88.7% \| 38.9%	0 (0.0%)	0 (0.0%)	0 (0.0%)	1.3% \| 1.2%	-123
	REDUCING	4	6	SHORT	1	ADDING	15	9	LONG	NEUTRAL	—	—	LONG	LIQUIDATION
TX REC CRS V28 BACK HALF NODAL EXCHANGE	-1,451	1,378	2,829		75	1,466	3,654	2,188		-15	228	243		5,335
	0 (0.0%)	-10 (-0.7%)	-10 (-0.4%)	25.8% \| 53.0%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	68.5% \| 41.0%	0 (0.0%)	0 (0.0%)	0 (0.0%)	4.3% \| 4.6%	-10
	NEUTRAL	6	5	SHORT	1	NEUTRAL	14	7	LONG	NEUTRAL	—	—	SHORT	LIQUIDATION
TX REC CRS V28 FRONT HALF NODAL EXCHANGE	-2,357	449	2,806		0	2,340	5,665	3,325		17	224	207		6,338
	0 (0.0%)	0 (0.0%)	0 (0.0%)	7.1% \| 44.3%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	89.4% \| 52.5%	0 (0.0%)	0 (0.0%)	0 (0.0%)	3.5% \| 3.3%	0
	NEUTRAL	4	4	SHORT	0	NEUTRAL	12	7	LONG	NEUTRAL	—	—	LONG	NEUTRAL
TX REC CRS V29 BACK HALF NODAL EXCHANGE	-2,202	613	2,815		0	2,177	4,107	1,930		25	113	88		4,833
	-131 (-6.3%)	-131 (-17.6%)	0 (0.0%)	12.7% \| 58.2%	0 (0.0%)	+131 (+6.4%)	+131 (+3.3%)	0 (0.0%)	85.0% \| 39.9%	0 (0.0%)	0 (0.0%)	0 (0.0%)	2.3% \| 1.8%	0
	REDUCING	5	5	SHORT	0	ADDING	9	8	LONG	NEUTRAL	—	—	LONG	NEUTRAL
TX REC CRS V29 FRONT HALF NODAL EXCHANGE	-1,019	1,339	2,358		0	987	5,123	4,136		32	119	87		6,581
	0 (0.0%)	0 (0.0%)	0 (0.0%)	20.3% \| 35.8%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	77.8% \| 62.8%	0 (0.0%)	0 (0.0%)	0 (0.0%)	1.8% \| 1.3%	0
	NEUTRAL	6	3	SHORT	0	NEUTRAL	9	11	LONG	NEUTRAL	—	—	LONG	NEUTRAL
TX REC CRS V30 BACK HALF NODAL EXCHANGE	-913	878	1,791		0	907	2,210	1,303		6	120	114		3,208
	0 (0.0%)	-50 (-5.4%)	-50 (-2.7%)	27.4% \| 55.8%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	68.9% \| 40.6%	0 (0.0%)	0 (0.0%)	0 (0.0%)	3.7% \| 3.6%	-50
	NEUTRAL	4	6	SHORT	0	NEUTRAL	9	10	LONG	NEUTRAL	—	—	LONG	LIQUIDATION
TX REC CRS V30 FRONT HALF NODAL EXCHANGE	-717	797	1,514		0	715	2,132	1,417		2	125	123		3,054
	0 (0.0%)	-50 (-5.9%)	-50 (-3.2%)	26.1% \| 49.6%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	69.8% \| 46.4%	0 (0.0%)	0 (0.0%)	0 (0.0%)	4.1% \| 4.0%	-50
	NEUTRAL	4	6	SHORT	0	NEUTRAL	9	9	LONG	NEUTRAL	—	—	LONG	LIQUIDATION
Other Markets › Bloomberg Indices
BBG COMMODITY CHICAGO BOARD OF TRADE	-14,034	66,250	80,284		2,336	13,355	140,036	126,681		679	759	80		209,381
	-1,650 (-13.3%)	+11,595 (+21.2%)	+13,245 (+19.8%)	31.6% \| 38.3%	-2,529 (-52.0%)	+1,736 (+14.9%)	+1,736 (+1.3%)	0 (0.0%)	66.9% \| 60.5%	-86 (-11.2%)	-36 (-4.5%)	+50 (+166.7%)	0.4% \| 0.0%	+10,766
	REDUCING	55	13	SHORT	2	ADDING	15	2	LONG	REDUCING	—	—	LONG	BUILDUP
Other Markets › Chemical Products
PGP PROPYLENE (PCW) CAL NEW YORK MERCANTILE EXCHANGE	-2,079	2,887	4,966		538	1,964	3,667	1,703		115	115	0		7,207
	-426 (-25.8%)	+239 (+9.0%)	+665 (+15.5%)	40.1% \| 68.9%	+54 (+11.2%)	+410 (+26.4%)	+633 (+20.9%)	+223 (+15.1%)	50.9% \| 23.6%	+16 (+16.2%)	-113 (-49.6%)	-129 (-100.0%)	1.6% \| 0.0%	+813
	REDUCING	6	6	SHORT	3	ADDING	8	8	LONG	ADDING	—	—	LONG	BUILDUP
Other Markets › Uncategorized
1K SHIB PERP COINBASE DERIVATIVES, LLC	-404	3,265	3,669		0	0	0	0		404	489	85		3,754
	-129 (-46.9%)	-561 (-14.7%)	-432 (-10.5%)	87.0% \| 97.7%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 0.0%	+129 (+46.9%)	+89 (+22.3%)	-40 (-32.0%)	13.0% \| 2.3%	-472
	REDUCING	23	4	SHORT	0	NEUTRAL	0	0	SHORT	ADDING	—	—	LONG	LIQUIDATION
3 YEAR ERIS SOFR SWAP CHICAGO BOARD OF TRADE	31,094	87,985	56,891		11,214	-23,073	10	23,083		-8,021	0	8,021		99,209
	+8,750 (+39.2%)	+3,985 (+4.7%)	-4,765 (-7.7%)	88.7% \| 57.3%	+3,342 (+42.5%)	-750 (-3.4%)	0 (0.0%)	+750 (+3.4%)	0.0% \| 23.3%	-8,000 (-38,095.2%)	0 (0.0%)	+8,000 (+38,095.2%)	0.0% \| 8.1%	+7,327
	ADDING	2	14	LONG	4	REDUCING	1	6	SHORT	REDUCING	—	—	SHORT	BUILDUP
AVALANCHE PERP STYLE COINBASE DERIVATIVES, LLC	-633	2,834	3,467		0	0	0	0		633	757	124		3,591
	-30 (-5.0%)	+166 (+6.2%)	+196 (+6.0%)	78.9% \| 96.5%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 0.0%	+30 (+5.0%)	+8 (+1.1%)	-22 (-15.1%)	21.1% \| 3.5%	+174
	REDUCING	36	13	SHORT	0	NEUTRAL	0	0	SHORT	ADDING	—	—	LONG	BUILDUP
CALIF CARBON ALL VINTAGE 2027 ICE FUTURES ENERGY DIV	2,227	3,393	1,166		163	-2,233	11,966	14,199		6	6	0		15,528
	-317 (-12.5%)	-112 (-3.2%)	+205 (+21.3%)	21.9% \| 7.5%	+63 (+63.0%)	+318 (+12.5%)	+231 (+2.0%)	-87 (-0.6%)	77.1% \| 91.4%	-1 (-14.3%)	-1 (-14.3%)	0 (0.0%)	0.0% \| 0.0%	+181
	REDUCING	8	3	LONG	2	ADDING	5	8	SHORT	REDUCING	—	—	LONG	BUILDUP
CALIF CARBON ALLOWANCE V2026 NODAL EXCHANGE	1,833	4,190	2,357		287	-1,829	1,636	3,465		-4	28	32		6,141
	+1,833 (0.0%)	+4,190 (0.0%)	+2,357 (0.0%)	68.2% \| 38.4%	+287 (0.0%)	-1,829 (0.0%)	+1,636 (0.0%)	+3,465 (0.0%)	26.6% \| 56.4%	-4 (0.0%)	+28 (0.0%)	+32 (0.0%)	0.5% \| 0.5%	+6,141
	ADDING	6	4	LONG	2	REDUCING	6	7	SHORT	REDUCING	—	—	SHORT	BUILDUP
CARDONA PERP STYLE COINBASE DERIVATIVES, LLC	-889	3,507	4,396		0	-43	0	43		932	1,154	222		4,661
	-212 (-31.3%)	-322 (-8.4%)	-110 (-2.4%)	75.2% \| 94.3%	0 (0.0%)	-43 (0.0%)	0 (0.0%)	+43 (0.0%)	0.0% \| 0.9%	+255 (+37.7%)	+217 (+23.2%)	-38 (-14.6%)	24.8% \| 4.8%	-105
	REDUCING	39	10	SHORT	0	REDUCING	0	1	SHORT	ADDING	—	—	LONG	LIQUIDATION
CHAINLINK PERP STYLE COINBASE DERIVATIVES, LLC	-566	1,758	2,324		0	0	0	0		566	743	177		2,501
	+3 (+0.5%)	+390 (+28.5%)	+387 (+20.0%)	70.3% \| 92.9%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 0.0%	-3 (-0.5%)	+22 (+3.1%)	+25 (+16.4%)	29.7% \| 7.1%	+412
	ADDING	29	12	SHORT	0	NEUTRAL	0	0	SHORT	REDUCING	—	—	LONG	BUILDUP
DOGECOIN PERP STYLE COINBASE DERIVATIVES, LLC	-612	612	1,224		0	-106	0	106		718	908	190		1,520
	-110 (-21.9%)	-91 (-12.9%)	+19 (+1.6%)	40.3% \| 80.5%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 7.0%	+110 (+18.1%)	+189 (+26.3%)	+79 (+71.2%)	59.7% \| 12.5%	+98
	REDUCING	14	10	SHORT	0	NEUTRAL	0	1	SHORT	ADDING	—	—	LONG	BUILDUP
GRP 3 SOC GAS VS RBOB SPR NEW YORK MERCANTILE EXCHANGE	0	0	0		0	-736	8,721	9,457		736	2,006	1,270		10,727
	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 0.0%	0 (0.0%)	+95 (+11.4%)	+225 (+2.6%)	+130 (+1.4%)	81.3% \| 88.2%	-95 (-11.4%)	-15 (-0.7%)	+80 (+6.7%)	18.7% \| 11.8%	+210
	NEUTRAL	0	0	SHORT	0	ADDING	12	15	SHORT	REDUCING	—	—	LONG	BUILDUP
HEDERA PERP STYLE COINBASE DERIVATIVES, LLC	-285	562	847		0	0	0	0		285	436	151		998
	-85 (-42.5%)	+122 (+27.7%)	+207 (+32.3%)	56.3% \| 84.9%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 0.0%	+85 (+42.5%)	+66 (+17.8%)	-19 (-11.2%)	43.7% \| 15.1%	+188
	REDUCING	11	10	SHORT	0	NEUTRAL	0	0	SHORT	ADDING	—	—	LONG	BUILDUP
LITECOIN PERP STYLE COINBASE DERIVATIVES, LLC	-346	2,914	3,260		0	0	0	0		346	448	102		3,362
	+14 (+3.9%)	+379 (+15.0%)	+365 (+12.6%)	86.7% \| 97.0%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 0.0%	-14 (-3.9%)	-14 (-3.0%)	0 (0.0%)	13.3% \| 3.0%	+365
	ADDING	24	4	SHORT	0	NEUTRAL	0	0	SHORT	REDUCING	—	—	LONG	BUILDUP
MONT BELVIEU ETHYLENE FIN NEW YORK MERCANTILE EXCHANGE	-119	1,421	1,540		37	-129	4,944	5,073		248	258	10		6,660
	-119 (0.0%)	+1,421 (0.0%)	+1,540 (0.0%)	21.3% \| 23.1%	+37 (0.0%)	-129 (0.0%)	+4,944 (0.0%)	+5,073 (0.0%)	74.2% \| 76.2%	+248 (0.0%)	+258 (0.0%)	+10 (0.0%)	3.9% \| 0.2%	+6,660
	REDUCING	6	2	SHORT	2	REDUCING	11	6	SHORT	ADDING	—	—	LONG	BUILDUP
PJM.APS_month_on_dap NODAL EXCHANGE	230	1,640	1,410		0	-910	8,828	9,738		680	1,285	605		11,753
	-350 (-60.3%)	0 (0.0%)	+350 (+33.0%)	14.0% \| 12.0%	0 (0.0%)	+350 (+27.8%)	0 (0.0%)	-350 (-3.5%)	75.1% \| 82.9%	0 (0.0%)	+135 (+11.7%)	+135 (+28.7%)	10.9% \| 5.1%	+135
	REDUCING	2	1	LONG	0	ADDING	17	8	SHORT	NEUTRAL	—	—	LONG	BUILDUP
POLKADOT PERP STYLE COINBASE DERIVATIVES, LLC	-374	1,536	1,910		0	0	0	0		374	555	181		2,091
	+58 (+13.4%)	-182 (-10.6%)	-240 (-11.2%)	73.5% \| 91.3%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 0.0%	-58 (-13.4%)	-7 (-1.2%)	+51 (+39.2%)	26.5% \| 8.7%	-189
	ADDING	14	11	SHORT	0	NEUTRAL	0	0	SHORT	REDUCING	—	—	LONG	LIQUIDATION
RGGI V2026 ICE FUTURES ENERGY DIV	-354	9,054	9,408		6,739	300	43,574	43,274		54	88	34		59,455
	+1,053 (+74.8%)	+1,021 (+12.7%)	-32 (-0.3%)	15.2% \| 15.8%	-876 (-11.5%)	-793 (-72.6%)	-1,226 (-2.7%)	-433 (-1.0%)	73.3% \| 72.8%	-260 (-82.8%)	-271 (-75.5%)	-11 (-24.4%)	0.1% \| 0.1%	-1,352
	ADDING	20	17	SHORT	8	REDUCING	22	13	LONG	REDUCING	—	—	LONG	LIQUIDATION
SUI PERP STYLE COINBASE DERIVATIVES, LLC	-400	1,033	1,433		0	0	0	0		400	601	201		1,634
	-89 (-28.6%)	+87 (+9.2%)	+176 (+14.0%)	63.2% \| 87.7%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 0.0%	+89 (+28.6%)	-13 (-2.1%)	-102 (-33.7%)	36.8% \| 12.3%	+74
	REDUCING	25	18	SHORT	0	NEUTRAL	0	0	SHORT	ADDING	—	—	LONG	BUILDUP
TRANSCO LEIDY INDEX ICE FUTURES ENERGY DIV	1,559	1,559	0		0	-2,625	20,131	22,756		1,066	1,308	242		22,998
	0 (0.0%)	0 (0.0%)	0 (0.0%)	6.8% \| 0.0%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	87.5% \| 98.9%	0 (0.0%)	0 (0.0%)	0 (0.0%)	5.7% \| 1.1%	0
	NEUTRAL	3	0	LONG	0	NEUTRAL	9	13	SHORT	NEUTRAL	—	—	LONG	NEUTRAL
TX REC CRS V31 BACK HALF NODAL EXCHANGE	-601	389	990		0	601	1,273	672		0	50	50		1,712
	0 (0.0%)	0 (0.0%)	0 (0.0%)	22.7% \| 57.8%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	74.4% \| 39.3%	0 (0.0%)	0 (0.0%)	0 (0.0%)	2.9% \| 2.9%	0
	NEUTRAL	3	3	SHORT	0	NEUTRAL	10	5	LONG	NEUTRAL	—	—	SHORT	NEUTRAL
TX REC CRS V31 FRONT HALF NODAL EXCHANGE	-430	495	925		0	435	1,370	935		-5	50	55		1,915
	0 (0.0%)	0 (0.0%)	0 (0.0%)	25.8% \| 48.3%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	71.5% \| 48.8%	0 (0.0%)	0 (0.0%)	0 (0.0%)	2.6% \| 2.9%	0
	NEUTRAL	4	2	SHORT	0	NEUTRAL	9	6	LONG	NEUTRAL	—	—	SHORT	NEUTRAL
WASHINGTON CARBON ALL V2026 ICE FUTURES ENERGY DIV	-40	1,330	1,370		49	-33	1,460	1,493		73	177	104		3,016
	-299 (-115.4%)	-235 (-15.0%)	+64 (+4.9%)	44.1% \| 45.4%	+12 (+32.4%)	+273 (+89.2%)	+116 (+8.6%)	-157 (-9.5%)	48.4% \| 49.5%	+26 (+55.3%)	+1 (+0.6%)	-25 (-19.4%)	5.9% \| 3.4%	-106
	REDUCING	3	11	SHORT	2	ADDING	4	7	SHORT	ADDING	—	—	LONG	LIQUIDATION

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