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CONTRACTS 349 markets	NON-COMMERCIAL • Large Speculators					COMMERCIAL • Hedgers / Institutional Traders				NON-REPORTABLE • Small Speculators				OPEN INTEREST
CONTRACTS 349 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)	33,209	112,766	79,557		3,749	-59,136	87,293	146,429		25,927	43,386	17,459		247,194
	+7,091 (+27.1%)	-5,985 (-5.0%)	-13,076 (-14.1%)	45.6% \| 32.2%	+2,272 (+153.8%)	-11,076 (-23.0%)	-5,289 (-5.7%)	+5,787 (+4.1%)	35.3% \| 59.2%	+3,985 (+18.2%)	+1,956 (+4.7%)	-2,029 (-10.4%)	17.6% \| 7.1%	-7,046
	ADDING	55	27	LONG	13	REDUCING	37	30	SHORT	ADDING	—	—	LONG	LIQUIDATION
BRITISH POUND CHICAGO MERCANTILE EXCHANGE (GBP, 6B, GBPUSD)	-25,810	88,373	114,183		3,389	15,116	99,512	84,396		10,694	36,300	25,606		227,574
	-11,899 (-85.5%)	-6,520 (-6.9%)	+5,379 (+4.9%)	38.8% \| 50.2%	+549 (+19.3%)	+8,052 (+114.0%)	+3,508 (+3.7%)	-4,544 (-5.1%)	43.7% \| 37.1%	+3,847 (+56.2%)	+2,149 (+6.3%)	-1,698 (-6.2%)	16.0% \| 11.3%	-314
	REDUCING	26	22	SHORT	10	ADDING	30	35	LONG	ADDING	—	—	LONG	LIQUIDATION
CANADIAN DOLLAR CHICAGO MERCANTILE EXCHANGE (CAD, 6C, USDCAD)	13,276	84,554	71,278		3,555	-20,188	95,371	115,559		6,912	31,557	24,645		215,037
	+11,146 (+523.3%)	+7,157 (+9.2%)	-3,989 (-5.3%)	39.3% \| 33.1%	+49 (+1.4%)	-12,272 (-155.0%)	-8,748 (-8.4%)	+3,524 (+3.1%)	44.4% \| 53.7%	+1,126 (+19.5%)	+327 (+1.0%)	-799 (-3.1%)	14.7% \| 11.5%	-1,215
	ADDING	26	30	LONG	12	REDUCING	42	30	SHORT	ADDING	—	—	LONG	LIQUIDATION
EURO FX CHICAGO MERCANTILE EXCHANGE (EUR, 6E, EURUSD)	180,305	318,704	138,399		28,591	-235,779	484,603	720,382		55,474	94,375	38,901		926,273
	+16,944 (+10.4%)	+16,403 (+5.4%)	-541 (-0.4%)	34.4% \| 14.9%	-2,480 (-8.0%)	-17,238 (-7.9%)	+692 (+0.1%)	+17,930 (+2.6%)	52.3% \| 77.8%	+294 (+0.5%)	+1,194 (+1.3%)	+900 (+2.4%)	10.2% \| 4.2%	+15,809
	ADDING	105	37	LONG	28	REDUCING	149	90	SHORT	ADDING	—	—	LONG	BUILDUP
JAPANESE YEN CHICAGO MERCANTILE EXCHANGE (JPY, 6J, USDJPY)	-19,106	128,090	147,196		29,330	12,679	136,055	123,376		6,427	41,473	35,046		334,948
	+116 (+0.6%)	+13,662 (+11.9%)	+13,546 (+10.1%)	38.2% \| 43.9%	+1,890 (+6.9%)	-1,738 (-12.1%)	+13,390 (+10.9%)	+15,128 (+14.0%)	40.6% \| 36.8%	+1,622 (+33.8%)	+2,333 (+6.0%)	+711 (+2.1%)	12.4% \| 10.5%	+31,275
	ADDING	38	47	SHORT	13	REDUCING	54	42	LONG	ADDING	—	—	LONG	BUILDUP
NEW ZEALAND DOLLAR CHICAGO MERCANTILE EXCHANGE (NZD, 6N, NZDUSD)	-34,919	11,801	46,720		1,172	33,683	54,116	20,433		1,236	4,759	3,523		71,848
	-625 (-1.8%)	-82 (-0.7%)	+543 (+1.2%)	16.4% \| 65.0%	+335 (+40.0%)	-693 (-2.0%)	-480 (-0.9%)	+213 (+1.1%)	75.3% \| 28.4%	+1,318 (+1,607.3%)	+771 (+19.3%)	-547 (-13.4%)	6.6% \| 4.9%	+544
	REDUCING	28	33	SHORT	8	REDUCING	25	19	LONG	ADDING	—	—	LONG	BUILDUP
SWISS FRANC CHICAGO MERCANTILE EXCHANGE (CHF, 6S, USDCHF)	-42,259	9,600	51,859		856	37,689	65,187	27,498		4,570	20,156	15,586		95,799
	-1,542 (-3.8%)	-87 (-0.9%)	+1,455 (+2.9%)	10.0% \| 54.1%	+270 (+46.1%)	-1,323 (-3.4%)	-237 (-0.4%)	+1,086 (+4.1%)	68.0% \| 28.7%	+2,865 (+168.0%)	+2,298 (+12.9%)	-567 (-3.5%)	21.0% \| 16.3%	+2,244
	REDUCING	12	11	SHORT	6	REDUCING	14	15	LONG	ADDING	—	—	LONG	BUILDUP
USD INDEX ICE FUTURES U.S. (USD, DXY)	-729	16,131	16,860		1,879	2,117	7,877	5,760		-1,388	1,902	3,290		27,789
	+123 (+14.4%)	-479 (-2.9%)	-602 (-3.4%)	58.0% \| 60.7%	-274 (-12.7%)	+588 (+38.5%)	+638 (+8.8%)	+50 (+0.9%)	28.3% \| 20.7%	-711 (-105.0%)	-286 (-13.1%)	+425 (+14.8%)	6.8% \| 11.8%	-401
	ADDING	43	55	SHORT	6	ADDING	8	11	LONG	REDUCING	—	—	SHORT	LIQUIDATION
Currencies & Forex › Minor Currencies
BRAZILIAN REAL CHICAGO MERCANTILE EXCHANGE (BRL, 6L, BRLUSD)	31,643	58,395	26,752		896	-36,474	24,271	60,745		4,831	5,456	625		89,018
	+681 (+2.2%)	+1,163 (+2.0%)	+482 (+1.8%)	65.6% \| 30.1%	+377 (+72.6%)	-1,341 (-3.8%)	-150 (-0.6%)	+1,191 (+2.0%)	27.3% \| 68.2%	+660 (+15.8%)	+293 (+5.7%)	-367 (-37.0%)	6.1% \| 0.7%	+1,683
	ADDING	53	17	LONG	9	REDUCING	25	14	SHORT	ADDING	—	—	LONG	BUILDUP
MEXICAN PESO CHICAGO MERCANTILE EXCHANGE (MXN, 6M, USDMXN)	84,951	128,360	43,409		2,741	-89,138	89,005	178,143		4,187	6,827	2,640		226,933
	-5,641 (-6.2%)	-4,032 (-3.0%)	+1,609 (+3.8%)	56.6% \| 19.1%	+1,150 (+72.3%)	+6,665 (+7.0%)	+4,781 (+5.7%)	-1,884 (-1.0%)	39.2% \| 78.5%	-1,024 (-19.7%)	-833 (-10.9%)	+191 (+7.8%)	3.0% \| 1.2%	+1,066
	REDUCING	96	22	LONG	8	ADDING	49	30	SHORT	REDUCING	—	—	LONG	BUILDUP
SOUTH AFRICAN RAND CHICAGO MERCANTILE EXCHANGE (ZAR, 6R, USDZAR)	9,525	15,250	5,725		4,787	-11,390	7,579	18,969		1,865	2,677	812		30,293
	-155 (-1.6%)	-743 (-4.6%)	-588 (-9.3%)	50.3% \| 18.9%	-101 (-2.1%)	+67 (+0.6%)	+529 (+7.5%)	+462 (+2.5%)	25.0% \| 62.6%	+88 (+5.0%)	+24 (+0.9%)	-64 (-7.3%)	8.8% \| 2.7%	-291
	REDUCING	22	7	LONG	4	ADDING	16	7	SHORT	ADDING	—	—	LONG	LIQUIDATION
Currencies & Forex › Forex Crosses
EURO FX/BRITISH POUND XRATE CHICAGO MERCANTILE EXCHANGE	2,926	6,749	3,823		282	-13,345	16,638	29,983		10,419	14,556	4,137		38,225
	-740 (-20.2%)	-833 (-11.0%)	-93 (-2.4%)	17.7% \| 10.0%	+282 (0.0%)	+395 (+2.9%)	+320 (+2.0%)	-75 (-0.2%)	43.5% \| 78.4%	+345 (+3.4%)	-95 (-0.6%)	-440 (-9.6%)	38.1% \| 10.8%	-326
	REDUCING	7	4	LONG	1	ADDING	11	7	SHORT	ADDING	—	—	LONG	LIQUIDATION
EURO FX/JAPANESE YEN XRATE CHICAGO MERCANTILE EXCHANGE	1,665	6,804	5,139		96	-7,075	3,391	10,466		5,410	9,128	3,718		19,419
	+524 (+45.9%)	+578 (+9.3%)	+54 (+1.1%)	35.0% \| 26.5%	-4 (-4.0%)	-471 (-7.1%)	+22 (+0.7%)	+493 (+4.9%)	17.5% \| 53.9%	-53 (-1.0%)	-287 (-3.0%)	-234 (-5.9%)	47.0% \| 19.1%	+309
	ADDING	7	3	LONG	2	REDUCING	7	12	SHORT	REDUCING	—	—	LONG	BUILDUP
Cryptocurrencies › Bitcoin & Ethereum
BITCOIN CHICAGO MERCANTILE EXCHANGE (BTC, BTCUSD)	1,017	17,016	15,999		5,239	-1,117	700	1,817		100	1,202	1,102		24,157
	+9 (+0.9%)	-1,923 (-10.2%)	-1,932 (-10.8%)	70.4% \| 66.2%	+2,806 (+115.3%)	-149 (-15.4%)	+179 (+34.4%)	+328 (+22.0%)	2.9% \| 7.5%	+140 (+350.0%)	+51 (+4.4%)	-89 (-7.5%)	5.0% \| 4.6%	+1,113
	ADDING	43	82	LONG	34	REDUCING	3	6	SHORT	ADDING	—	—	LONG	BUILDUP
ETHEREUM CHICAGO MERCANTILE EXCHANGE (ETH, ETHUSD)	2,837	22,770	19,933		10,067	-2,889	117	3,006		52	860	808		33,814
	+482 (+20.5%)	-541 (-2.3%)	-1,023 (-4.9%)	67.3% \| 58.9%	+882 (+9.6%)	-369 (-14.6%)	-306 (-72.3%)	+63 (+2.1%)	0.3% \| 8.9%	-113 (-68.5%)	+56 (+7.0%)	+169 (+26.4%)	2.5% \| 2.4%	+91
	ADDING	30	52	LONG	19	REDUCING	2	6	SHORT	REDUCING	—	—	LONG	BUILDUP
MICRO BITCOIN CHICAGO MERCANTILE EXCHANGE	-4,937	25,046	29,983		393	368	368	0		4,569	7,622	3,053		33,429
	+1,262 (+20.4%)	+7,164 (+40.1%)	+5,902 (+24.5%)	74.9% \| 89.7%	+41 (+11.6%)	-1,398 (-79.2%)	-1,417 (-79.4%)	-19 (-100.0%)	1.1% \| 0.0%	+136 (+3.1%)	+801 (+11.7%)	+665 (+27.8%)	22.8% \| 9.1%	+6,589
	ADDING	145	87	SHORT	11	REDUCING	4	0	LONG	ADDING	—	—	LONG	BUILDUP
MICRO ETHER CHICAGO MERCANTILE EXCHANGE	-3,677	155,270	158,947		5,819	0	0	0		3,677	4,588	911		165,677
	-481 (-15.1%)	+46,034 (+42.1%)	+46,515 (+41.4%)	93.7% \| 95.9%	+3,418 (+142.4%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 0.0%	+481 (+15.1%)	+486 (+11.8%)	+5 (+0.6%)	2.8% \| 0.5%	+49,938
	REDUCING	204	98	SHORT	7	NEUTRAL	0	0	SHORT	ADDING	—	—	LONG	BUILDUP
NANO BITCOIN COINBASE DERIVATIVES, LLC	-1,489	41,888	43,377		24	-44	89	133		1,533	2,634	1,101		44,635
	-295 (-24.7%)	+12,161 (+40.9%)	+12,456 (+40.3%)	93.8% \| 97.2%	+24 (0.0%)	+4 (+8.3%)	+89 (0.0%)	+85 (+177.1%)	0.2% \| 0.3%	+291 (+23.4%)	+492 (+23.0%)	+201 (+22.3%)	5.9% \| 2.5%	+12,766
	REDUCING	109	70	SHORT	1	ADDING	1	1	SHORT	ADDING	—	—	LONG	BUILDUP
NANO BITCOIN PERP STYLE COINBASE DERIVATIVES, LLC	8,897	122,322	113,425		0	-17,435	1,199	18,634		8,538	12,345	3,807		135,866
	+9,710 (+1,194.3%)	+18,400 (+17.7%)	+8,690 (+8.3%)	90.0% \| 83.5%	0 (0.0%)	-8,833 (-102.7%)	+105 (+9.6%)	+8,938 (+92.2%)	0.9% \| 13.7%	-877 (-9.3%)	-808 (-6.1%)	+69 (+1.8%)	9.1% \| 2.8%	+17,697
	ADDING	535	260	LONG	0	REDUCING	3	4	SHORT	REDUCING	—	—	LONG	BUILDUP
NANO ETHER COINBASE DERIVATIVES, LLC	-1,430	52,741	54,171		201	-136	0	136		1,566	2,293	727		55,235
	-285 (-24.9%)	-1,985 (-3.6%)	-1,700 (-3.0%)	95.5% \| 98.1%	0 (0.0%)	-52 (-61.9%)	0 (0.0%)	+52 (+61.9%)	0.0% \| 0.2%	+337 (+27.4%)	+346 (+17.8%)	+9 (+1.3%)	4.2% \| 1.3%	-1,639
	REDUCING	132	50	SHORT	1	REDUCING	0	1	SHORT	ADDING	—	—	LONG	LIQUIDATION
NANO ETHER PERP STYLE COINBASE DERIVATIVES, LLC	29,213	148,497	119,284		0	-36,967	530	37,497		7,754	9,666	1,912		158,693
	+60 (+0.2%)	-40,241 (-21.3%)	-40,301 (-25.3%)	93.6% \| 75.2%	0 (0.0%)	+2,991 (+7.5%)	+85 (+19.1%)	-2,906 (-7.2%)	0.3% \| 23.6%	-3,051 (-28.2%)	-3,890 (-28.7%)	-839 (-30.5%)	6.1% \| 1.2%	-44,046
	ADDING	571	176	LONG	0	ADDING	4	2	SHORT	REDUCING	—	—	LONG	LIQUIDATION
Cryptocurrencies › Other Cryptocurrencies (Altcoins)
AVALANCHE COINBASE DERIVATIVES, LLC (AVAX)	-157	1,005	1,162		0	0	0	0		157	235	78		1,240
	-157 (0.0%)	+1,005 (0.0%)	+1,162 (0.0%)	81.0% \| 93.7%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 0.0%	+157 (0.0%)	+235 (0.0%)	+78 (0.0%)	19.0% \| 6.3%	+1,240
	REDUCING	14	7	SHORT	0	NEUTRAL	0	0	SHORT	ADDING	—	—	LONG	BUILDUP
Micro Sol	-283	2,402	2,685		102	0	0	0		283	690	407		3,194
	-283 (0.0%)	+2,402 (0.0%)	+2,685 (0.0%)	75.2% \| 84.1%	+102 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 0.0%	+283 (0.0%)	+690 (0.0%)	+407 (0.0%)	21.6% \| 12.7%	+3,194
	REDUCING	16	10	SHORT	3	NEUTRAL	0	0	SHORT	ADDING	—	—	LONG	BUILDUP
NANO SOLANA COINBASE DERIVATIVES, LLC	-606	18,568	19,174		1	-245	0	245		851	1,096	245		19,665
	-95 (-18.6%)	+3,354 (+22.0%)	+3,449 (+21.9%)	94.4% \| 97.5%	+1 (0.0%)	+11 (+4.3%)	0 (0.0%)	-11 (-4.3%)	0.0% \| 1.2%	+84 (+11.0%)	+128 (+13.2%)	+44 (+21.9%)	5.6% \| 1.2%	+3,483
	REDUCING	34	16	SHORT	1	ADDING	0	2	SHORT	ADDING	—	—	LONG	BUILDUP
NANO SOLANA PERP STYLE COINBASE DERIVATIVES, LLC	-1,503	20,946	22,449		0	-3,707	353	4,060		5,210	5,990	780		27,289
	-5,356 (-139.0%)	-1,821 (-8.0%)	+3,535 (+18.7%)	76.8% \| 82.3%	0 (0.0%)	+4,668 (+55.7%)	+296 (+519.3%)	-4,372 (-51.9%)	1.3% \| 14.9%	+688 (+15.2%)	+565 (+10.4%)	-123 (-13.6%)	22.0% \| 2.9%	-960
	REDUCING	203	52	SHORT	0	ADDING	2	1	SHORT	ADDING	—	—	LONG	LIQUIDATION
NANO XRP COINBASE DERIVATIVES, LLC	-525	29,352	29,877		0	-50	0	50		575	926	351		30,278
	+166 (+24.0%)	+1,279 (+4.6%)	+1,113 (+3.9%)	96.9% \| 98.7%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 0.2%	-166 (-22.4%)	-107 (-10.4%)	+59 (+20.2%)	3.1% \| 1.2%	+1,172
	ADDING	28	22	SHORT	0	NEUTRAL	0	1	SHORT	REDUCING	—	—	LONG	BUILDUP
NANO XRP PERP STYLE COINBASE DERIVATIVES, LLC	3,738	23,173	19,435		0	-7,000	0	7,000		3,262	4,119	857		27,292
	-674 (-15.3%)	-1,279 (-5.2%)	-605 (-3.0%)	84.9% \| 71.2%	0 (0.0%)	+1,628 (+18.9%)	0 (0.0%)	-1,628 (-18.9%)	0.0% \| 25.6%	-954 (-22.6%)	-781 (-15.9%)	+173 (+25.3%)	15.1% \| 3.1%	-2,060
	REDUCING	134	55	LONG	0	ADDING	0	1	SHORT	REDUCING	—	—	LONG	LIQUIDATION
SOL CHICAGO MERCANTILE EXCHANGE	1,171	11,820	10,649		89	-1,113	0	1,113		-58	292	350		12,201
	-76 (-6.1%)	-535 (-4.3%)	-459 (-4.1%)	96.9% \| 87.3%	+86 (+2,866.7%)	+19 (+1.7%)	-41 (-100.0%)	-60 (-5.1%)	0.0% \| 9.1%	+57 (+49.6%)	+66 (+29.2%)	+9 (+2.6%)	2.4% \| 2.9%	-424
	REDUCING	20	20	LONG	3	ADDING	0	4	SHORT	ADDING	—	—	SHORT	LIQUIDATION
XRP CHICAGO MERCANTILE EXCHANGE	707	6,859	6,152		9	-576	70	646		-131	111	242		7,049
	+49 (+7.4%)	-419 (-5.8%)	-468 (-7.1%)	97.3% \| 87.3%	-1 (-10.0%)	-54 (-10.3%)	-8 (-10.3%)	+46 (+7.7%)	1.0% \| 9.2%	+5 (+3.7%)	+13 (+13.3%)	+8 (+3.4%)	1.6% \| 3.4%	-415
	ADDING	10	17	LONG	2	REDUCING	1	2	SHORT	ADDING	—	—	SHORT	LIQUIDATION
Metals › Precious Metals
GOLD COMMODITY EXCHANGE INC. (XAU, CG, XAUUSD)	160,012	212,808	52,796		49,929	-197,738	88,738	286,476		37,726	52,916	15,190		404,391
	-5,592 (-3.4%)	-1,700 (-0.8%)	+3,892 (+8.0%)	52.6% \| 13.1%	-683 (-1.3%)	+10,040 (+4.8%)	+774 (+0.9%)	-9,266 (-3.1%)	21.9% \| 70.8%	-4,448 (-10.5%)	-3,694 (-6.5%)	+754 (+5.2%)	13.1% \| 3.8%	-5,303
	REDUCING	172	49	LONG	61	ADDING	52	49	SHORT	REDUCING	—	—	LONG	LIQUIDATION
MICRO GOLD COMMODITY EXCHANGE INC.	-14,726	16,185	30,911		5,635	4,222	4,222	0		10,504	34,550	24,046		60,592
	-834 (-6.0%)	+4,647 (+40.3%)	+5,481 (+21.6%)	26.7% \| 51.0%	+2,309 (+69.4%)	+184 (+4.6%)	+184 (+4.6%)	0 (0.0%)	7.0% \| 0.0%	+650 (+6.6%)	-142 (-0.4%)	-792 (-3.2%)	57.0% \| 39.7%	+6,998
	REDUCING	18	18	SHORT	13	ADDING	2	0	LONG	ADDING	—	—	LONG	BUILDUP
PALLADIUM NEW YORK MERCANTILE EXCHANGE	513	7,664	7,151		672	-1,705	5,772	7,477		1,192	2,430	1,238		16,538
	-620 (-54.7%)	-854 (-10.0%)	-234 (-3.2%)	46.3% \| 43.2%	-104 (-13.4%)	+602 (+26.1%)	+319 (+5.8%)	-283 (-3.6%)	34.9% \| 45.2%	+18 (+1.5%)	-127 (-5.0%)	-145 (-10.5%)	14.7% \| 7.5%	-766
	REDUCING	59	37	LONG	26	ADDING	20	31	SHORT	ADDING	—	—	LONG	LIQUIDATION
PLATINUM NEW YORK MERCANTILE EXCHANGE	12,084	28,340	16,256		11,405	-18,778	19,697	38,475		6,694	9,619	2,925		69,061
	-1,022 (-7.8%)	-3,128 (-9.9%)	-2,106 (-11.5%)	41.0% \| 23.5%	-1,124 (-9.0%)	+1,429 (+7.1%)	-45 (-0.2%)	-1,474 (-3.7%)	28.5% \| 55.7%	-407 (-5.7%)	-232 (-2.4%)	+175 (+6.4%)	13.9% \| 4.2%	-4,529
	REDUCING	120	38	LONG	38	ADDING	34	39	SHORT	REDUCING	—	—	LONG	LIQUIDATION
SILVER COMMODITY EXCHANGE INC. (XAG, SI, XAGUSD)	22,955	36,660	13,705		29,843	-42,163	37,295	79,458		19,208	29,843	10,635		133,641
	-2,922 (-11.3%)	-2,223 (-5.7%)	+699 (+5.4%)	27.4% \| 10.3%	-6,737 (-18.4%)	+3,562 (+7.8%)	+2,047 (+5.8%)	-1,515 (-1.9%)	27.9% \| 59.5%	-640 (-3.2%)	-2,626 (-8.1%)	-1,986 (-15.7%)	22.3% \| 8.0%	-9,539
	REDUCING	73	34	LONG	54	ADDING	36	40	SHORT	REDUCING	—	—	LONG	LIQUIDATION
Metals › Industrial Metals
ALUMINIUM EURO PREM DUTY-PAID COMMODITY EXCHANGE INC.	-1,988	3,680	5,668		18	1,818	19,816	17,998		170	170	0		23,684
	+116 (+5.5%)	+130 (+3.7%)	+14 (+0.2%)	15.5% \| 23.9%	+18 (0.0%)	-116 (-6.0%)	+190 (+1.0%)	+306 (+1.7%)	83.7% \| 76.0%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.7% \| 0.0%	+338
	ADDING	8	2	SHORT	1	REDUCING	15	13	LONG	NEUTRAL	—	—	LONG	BUILDUP
ALUMINUM MWP COMMODITY EXCHANGE INC.	-3,180	2,274	5,454		655	3,281	23,294	20,013		-101	109	210		26,332
	-267 (-9.2%)	+546 (+31.6%)	+813 (+17.5%)	8.6% \| 20.7%	-87 (-11.7%)	+235 (+7.7%)	+955 (+4.3%)	+720 (+3.7%)	88.5% \| 76.0%	+32 (+24.1%)	-8 (-6.8%)	-40 (-16.0%)	0.4% \| 0.8%	+1,406
	REDUCING	6	13	SHORT	5	ADDING	23	24	LONG	ADDING	—	—	SHORT	BUILDUP
COBALT COMMODITY EXCHANGE INC.	264	4,908	4,644		3,028	-211	6,829	7,040		-53	718	771		15,483
	-155 (-37.0%)	-197 (-3.9%)	-42 (-0.9%)	31.7% \| 30.0%	+93 (+3.2%)	+64 (+23.3%)	-2 (0.0%)	-66 (-0.9%)	44.1% \| 45.5%	+91 (+63.2%)	-835 (-53.8%)	-926 (-54.6%)	4.6% \| 5.0%	-941
	REDUCING	13	7	LONG	10	ADDING	11	18	SHORT	ADDING	—	—	SHORT	LIQUIDATION
COPPER- #1 COMMODITY EXCHANGE INC.	45,873	94,440	48,567		67,502	-60,792	85,237	146,029		14,919	23,613	8,694		270,792
	-1,941 (-4.1%)	-2,967 (-3.0%)	-1,026 (-2.1%)	34.9% \| 17.9%	-3,382 (-4.8%)	+1,759 (+2.8%)	-2,003 (-2.3%)	-3,762 (-2.5%)	31.5% \| 53.9%	+182 (+1.2%)	+299 (+1.3%)	+117 (+1.4%)	8.7% \| 3.2%	-8,053
	REDUCING	173	46	LONG	101	ADDING	61	53	SHORT	ADDING	—	—	LONG	LIQUIDATION
LITHIUM HYDROXIDE COMMODITY EXCHANGE INC.	-8,154	2,611	10,765		2,748	8,269	14,790	6,521		-115	292	407		20,441
	-196 (-2.5%)	-270 (-9.4%)	-74 (-0.7%)	12.8% \| 52.7%	+252 (+10.1%)	+127 (+1.6%)	+127 (+0.9%)	0 (0.0%)	72.4% \| 31.9%	+69 (+37.5%)	-2,662 (-90.1%)	-2,731 (-87.0%)	1.4% \| 2.0%	-2,553
	REDUCING	14	14	SHORT	15	ADDING	10	8	LONG	ADDING	—	—	SHORT	LIQUIDATION
NORTH EURO HOT-ROLL COIL STEEL COMMODITY EXCHANGE INC.	3,849	4,942	1,093		1,004	-3,818	5,341	9,159		-31	65	96		11,352
	+790 (+25.8%)	+805 (+19.5%)	+15 (+1.4%)	43.5% \| 9.6%	+39 (+4.0%)	-759 (-24.8%)	+145 (+2.8%)	+904 (+11.0%)	47.0% \| 80.7%	-31 (0.0%)	-2,244 (-97.2%)	-2,213 (-95.8%)	0.6% \| 0.8%	-1,255
	ADDING	6	3	LONG	2	REDUCING	9	8	SHORT	REDUCING	—	—	SHORT	LIQUIDATION
STEEL-HRC COMMODITY EXCHANGE INC.	11,392	13,760	2,368		830	-11,886	19,190	31,076		494	697	203		34,477
	-95 (-0.8%)	-89 (-0.6%)	+6 (+0.3%)	39.9% \| 6.9%	+83 (+11.1%)	+94 (+0.8%)	+606 (+3.3%)	+512 (+1.7%)	55.7% \| 90.1%	+1 (+0.2%)	+18 (+2.7%)	+17 (+9.1%)	2.0% \| 0.6%	+618
	REDUCING	19	9	LONG	5	ADDING	23	17	SHORT	ADDING	—	—	LONG	BUILDUP
Stock Indices & Equities › US Large Cap Indices
DJIA Consolidated CHICAGO BOARD OF TRADE	1,433	21,453	20,020		2,002	-3,894	36,801	40,695		2,461	14,177	11,716		74,433
	+386 (+36.9%)	+1,442 (+7.2%)	+1,056 (+5.6%)	28.8% \| 26.9%	+984 (+96.7%)	-1,647 (-73.3%)	-933 (-2.5%)	+714 (+1.8%)	49.4% \| 54.7%	+1,261 (+105.1%)	+2,929 (+26.0%)	+1,668 (+16.6%)	19.0% \| 15.7%	+4,422
	ADDING	31	18	LONG	19	REDUCING	29	26	SHORT	ADDING	—	—	LONG	BUILDUP
DJIA x $5 CHICAGO BOARD OF TRADE (YM)	1,465	21,749	20,284		900	-3,522	36,772	40,294		2,057	12,795	10,738		72,216
	+418 (+39.9%)	+1,738 (+8.7%)	+1,320 (+7.0%)	30.1% \| 28.1%	-118 (-11.6%)	-1,275 (-56.7%)	-962 (-2.5%)	+313 (+0.8%)	50.9% \| 55.8%	+857 (+71.4%)	+1,547 (+13.8%)	+690 (+6.9%)	17.7% \| 14.9%	+2,205
	ADDING	27	16	LONG	12	REDUCING	29	24	SHORT	ADDING	—	—	LONG	BUILDUP
E-MINI S&P 500 CHICAGO MERCANTILE EXCHANGE (ES)	-105,129	242,378	347,507		44,599	-12,879	1,383,208	1,396,087		118,008	264,773	146,765		1,934,958
	+27,812 (+20.9%)	-6,090 (-2.5%)	-33,902 (-8.9%)	12.5% \| 18.0%	+11,513 (+34.8%)	-24,171 (-214.1%)	+2,258 (+0.2%)	+26,429 (+1.9%)	71.5% \| 72.2%	-3,641 (-3.0%)	-1,199 (-0.5%)	+2,442 (+1.7%)	13.7% \| 7.6%	+6,482
	ADDING	67	61	SHORT	47	REDUCING	243	176	SHORT	REDUCING	—	—	LONG	BUILDUP
MICRO E-MINI DJIA (x$0.5) CHICAGO BOARD OF TRADE (MYM)	-319	7,854	8,173		205	-3,721	286	4,007		4,040	13,824	9,784		22,169
	-319 (0.0%)	+7,854 (0.0%)	+8,173 (0.0%)	35.4% \| 36.9%	+205 (0.0%)	-3,721 (0.0%)	+286 (0.0%)	+4,007 (0.0%)	1.3% \| 18.1%	+4,040 (0.0%)	+13,824 (0.0%)	+9,784 (0.0%)	62.4% \| 44.1%	+22,169
	REDUCING	9	6	SHORT	6	REDUCING	1	4	SHORT	ADDING	—	—	LONG	BUILDUP
MICRO E-MINI NASDAQ-100 INDEX CHICAGO MERCANTILE EXCHANGE (MNQ)	-7,185	57,146	64,331		2,842	2,847	11,110	8,263		4,338	42,740	38,402		113,838
	+14,001 (+66.1%)	+13,679 (+31.5%)	-322 (-0.5%)	50.2% \| 56.5%	+1 (+0.0%)	-1,408 (-33.1%)	-3,874 (-25.9%)	-2,466 (-23.0%)	9.8% \| 7.3%	-12,593 (-74.4%)	-5,578 (-11.5%)	+7,015 (+22.4%)	37.5% \| 33.7%	+4,228
	ADDING	24	18	SHORT	10	REDUCING	10	10	LONG	REDUCING	—	—	LONG	BUILDUP
MICRO E-MINI S&P 500 INDEX CHICAGO MERCANTILE EXCHANGE (MES)	44,147	87,570	43,423		1,714	22,634	40,307	17,673		-66,781	71,405	138,186		200,996
	+8,032 (+22.2%)	-5,760 (-6.2%)	-13,792 (-24.1%)	43.6% \| 21.6%	+1,121 (+189.0%)	+2,172 (+10.6%)	-1,005 (-2.4%)	-3,177 (-15.2%)	20.1% \| 8.8%	-10,204 (-18.0%)	-3,991 (-5.3%)	+6,213 (+4.7%)	35.5% \| 68.8%	-9,635
	ADDING	11	4	LONG	3	ADDING	19	10	LONG	REDUCING	—	—	SHORT	LIQUIDATION
NASDAQ MINI CHICAGO MERCANTILE EXCHANGE (NQ)	13,360	82,196	68,836		5,494	-23,184	136,796	159,980		9,824	38,796	28,972		263,282
	-827 (-5.8%)	-1,690 (-2.0%)	-863 (-1.2%)	31.2% \| 26.1%	-1,143 (-17.2%)	+4,026 (+14.8%)	-1,147 (-0.8%)	-5,173 (-3.1%)	52.0% \| 60.8%	-3,199 (-24.6%)	-1,561 (-3.9%)	+1,638 (+6.0%)	14.7% \| 11.0%	-5,541
	REDUCING	66	63	LONG	26	ADDING	106	90	SHORT	REDUCING	—	—	LONG	LIQUIDATION
NASDAQ-100 Consolidated CHICAGO MERCANTILE EXCHANGE	12,642	78,889	66,247		14,800	-22,899	137,907	160,806		10,258	43,070	32,812		274,666
	+574 (+4.8%)	-2,796 (-3.4%)	-3,370 (-4.8%)	28.7% \| 24.1%	+1,331 (+9.9%)	+3,886 (+14.5%)	-1,534 (-1.1%)	-5,420 (-3.3%)	50.2% \| 58.5%	-4,458 (-30.3%)	-2,119 (-4.7%)	+2,339 (+7.7%)	15.7% \| 11.9%	-5,118
	ADDING	77	75	LONG	40	ADDING	113	97	SHORT	REDUCING	—	—	LONG	LIQUIDATION
S&P 500 Consolidated CHICAGO MERCANTILE EXCHANGE	-100,714	240,164	340,878		55,742	-10,615	1,387,239	1,397,854		111,330	271,914	160,584		1,955,058
	+28,615 (+22.1%)	-4,782 (-2.0%)	-33,397 (-8.9%)	12.3% \| 17.4%	+9,741 (+21.2%)	-23,953 (-179.6%)	+2,158 (+0.2%)	+26,111 (+1.9%)	71.0% \| 71.5%	-4,662 (-4.0%)	-1,598 (-0.6%)	+3,064 (+1.9%)	13.9% \| 8.2%	+5,519
	ADDING	69	64	SHORT	50	REDUCING	249	181	SHORT	REDUCING	—	—	LONG	BUILDUP
Stock Indices & Equities › US Mid & Small Cap Indices
EMINI RUSSELL 1000 VALUE INDEX CHICAGO MERCANTILE EXCHANGE	-10,419	6,442	16,861		0	9,214	27,099	17,885		1,205	1,963	758		35,504
	+322 (+3.0%)	+1,722 (+36.5%)	+1,400 (+9.1%)	18.1% \| 47.5%	0 (0.0%)	-1,940 (-17.4%)	-730 (-2.6%)	+1,210 (+7.3%)	76.3% \| 50.4%	+1,618 (+391.8%)	+34 (+1.8%)	-1,584 (-67.6%)	5.5% \| 2.1%	+1,026
	ADDING	4	1	SHORT	0	REDUCING	10	11	LONG	ADDING	—	—	LONG	BUILDUP
MICRO E-MINI RUSSELL 2000 INDX CHICAGO MERCANTILE EXCHANGE	14,421	16,466	2,045		45	7,310	9,041	1,731		-21,731	9,711	31,442		35,263
	+5,894 (+69.1%)	+5,268 (+47.0%)	-626 (-23.4%)	46.7% \| 5.8%	-188 (-80.7%)	-1,309 (-15.2%)	-727 (-7.4%)	+582 (+50.7%)	25.6% \| 4.9%	-4,585 (-26.7%)	-757 (-7.2%)	+3,828 (+13.9%)	27.5% \| 89.2%	+3,596
	ADDING	10	5	LONG	1	REDUCING	11	4	LONG	REDUCING	—	—	SHORT	BUILDUP
RUSSELL E-MINI CHICAGO MERCANTILE EXCHANGE (RTY)	7,061	90,625	83,564		5,954	-21,710	267,324	289,034		14,649	44,191	29,542		408,094
	+2,763 (+64.3%)	-2,211 (-2.4%)	-4,974 (-5.6%)	22.2% \| 20.5%	-4,449 (-42.8%)	-2,276 (-11.7%)	-2,357 (-0.9%)	-81 (0.0%)	65.5% \| 70.8%	-487 (-3.2%)	+9,928 (+29.0%)	+10,415 (+54.5%)	10.8% \| 7.2%	+911
	ADDING	56	49	LONG	21	REDUCING	162	111	SHORT	REDUCING	—	—	LONG	BUILDUP
Stock Indices & Equities › International Indices
MSCI EAFE ICE FUTURES U.S.	18,290	59,018	40,728		1,434	-28,462	320,431	348,893		10,172	14,669	4,497		395,552
	-7,565 (-29.3%)	-10,857 (-15.5%)	-3,292 (-7.5%)	14.9% \| 10.3%	-59 (-4.0%)	+7,057 (+19.9%)	-6,614 (-2.0%)	-13,671 (-3.8%)	81.0% \| 88.2%	+508 (+5.3%)	+233 (+1.6%)	-275 (-5.8%)	3.7% \| 1.1%	-17,297
	REDUCING	31	14	LONG	7	ADDING	123	73	SHORT	ADDING	—	—	LONG	LIQUIDATION
MSCI EM INDEX ICE FUTURES U.S.	71,709	189,551	117,842		31,042	-97,343	911,831	1,009,174		25,634	34,299	8,665		1,166,723
	-25,911 (-26.5%)	-15,609 (-7.6%)	+10,302 (+9.6%)	16.2% \| 10.1%	-1,160 (-3.6%)	+25,236 (+20.6%)	+8,990 (+1.0%)	-16,246 (-1.6%)	78.2% \| 86.5%	+675 (+2.7%)	+429 (+1.3%)	-246 (-2.8%)	2.9% \| 0.7%	-7,350
	REDUCING	94	34	LONG	24	ADDING	252	122	SHORT	ADDING	—	—	LONG	LIQUIDATION
NIKKEI STOCK AVERAGE YEN DENOM CHICAGO MERCANTILE EXCHANGE	2,613	9,337	6,724		192	11,362	22,041	10,679		-13,975	5,807	19,782		37,377
	-1,597 (-37.9%)	+338 (+3.8%)	+1,935 (+40.4%)	25.0% \| 18.0%	+118 (+159.5%)	+7,166 (+170.8%)	+5,484 (+33.1%)	-1,682 (-13.6%)	59.0% \| 28.6%	-5,569 (-66.3%)	-150 (-2.5%)	+5,419 (+37.7%)	15.5% \| 52.9%	+5,790
	REDUCING	15	9	LONG	3	ADDING	21	14	LONG	REDUCING	—	—	SHORT	BUILDUP
Stock Indices & Equities › Volatility
VIX FUTURES CBOE FUTURES EXCHANGE	-65,088	87,757	152,845		73,310	65,737	185,492	119,755		-649	25,352	26,001		371,911
	+15,547 (+19.3%)	+12,720 (+17.0%)	-2,827 (-1.8%)	23.6% \| 41.1%	-3,157 (-4.1%)	-13,972 (-17.5%)	-2,997 (-1.6%)	+10,975 (+10.1%)	49.9% \| 32.2%	-1,575 (-170.1%)	+761 (+3.1%)	+2,336 (+9.9%)	6.8% \| 7.0%	+7,327
	ADDING	50	68	SHORT	73	REDUCING	44	42	LONG	REDUCING	—	—	SHORT	BUILDUP
Stock Indices & Equities › US Sectoral & Other Indices
ADJUSTED INT RATE S&P 500 TOTL CHICAGO MERCANTILE EXCHANGE	-3,413	88,993	92,406		133,850	11,086	710,308	699,222		-7,673	5,493	13,166		938,644
	+4,189 (+55.1%)	+3,169 (+3.7%)	-1,020 (-1.1%)	9.5% \| 9.8%	+6,061 (+4.7%)	-4,986 (-31.0%)	+18,692 (+2.7%)	+23,678 (+3.5%)	75.7% \| 74.5%	+797 (+9.4%)	-258 (-4.5%)	-1,055 (-7.4%)	0.6% \| 1.4%	+27,664
	ADDING	9	7	SHORT	19	REDUCING	38	49	LONG	ADDING	—	—	SHORT	BUILDUP
DOW JONES U.S. REAL ESTATE IDX CHICAGO BOARD OF TRADE	-932	3,829	4,761		86	-2,032	62,078	64,110		2,964	3,770	806		69,763
	+755 (+44.8%)	-1,190 (-23.7%)	-1,945 (-29.0%)	5.5% \| 6.8%	-6 (-6.5%)	-1,272 (-167.4%)	+2,688 (+4.5%)	+3,960 (+6.6%)	89.0% \| 91.9%	+517 (+21.1%)	+603 (+19.0%)	+86 (+11.9%)	5.4% \| 1.2%	+2,095
	ADDING	3	3	SHORT	1	REDUCING	29	13	SHORT	ADDING	—	—	LONG	BUILDUP
E-MINI S&P 400 STOCK INDEX CHICAGO MERCANTILE EXCHANGE	4,532	7,810	3,278		566	-8,103	25,738	33,841		3,571	8,871	5,300		42,985
	-794 (-14.9%)	-821 (-9.5%)	-27 (-0.8%)	18.2% \| 7.6%	+316 (+126.4%)	+2,024 (+20.0%)	+1,348 (+5.5%)	-676 (-2.0%)	59.9% \| 78.7%	-1,230 (-25.6%)	-216 (-2.4%)	+1,014 (+23.7%)	20.6% \| 12.3%	+627
	REDUCING	9	8	LONG	3	ADDING	44	28	SHORT	REDUCING	—	—	LONG	BUILDUP
E-MINI S&P COMMUNICATION INDEX CHICAGO MERCANTILE EXCHANGE	-1,229	1,800	3,029		0	-667	17,839	18,506		1,896	2,267	371		21,906
	+461 (+27.3%)	+116 (+6.9%)	-345 (-10.2%)	8.2% \| 13.8%	0 (0.0%)	-2,095 (-146.7%)	-909 (-4.8%)	+1,186 (+6.8%)	81.4% \| 84.5%	+1,634 (+623.7%)	+1,316 (+138.4%)	-318 (-46.2%)	10.3% \| 1.7%	+523
	ADDING	3	2	SHORT	0	REDUCING	14	7	SHORT	ADDING	—	—	LONG	BUILDUP
E-MINI S&P CONSU STAPLES INDEX CHICAGO MERCANTILE EXCHANGE	1,281	2,282	1,001		0	2,149	24,229	22,080		-3,430	2,216	5,646		28,727
	+820 (+177.9%)	+371 (+19.4%)	-449 (-31.0%)	7.9% \| 3.5%	0 (0.0%)	+3,392 (+272.9%)	+3,781 (+18.5%)	+389 (+1.8%)	84.3% \| 76.9%	-4,212 (-538.6%)	+159 (+7.7%)	+4,371 (+342.8%)	7.7% \| 19.7%	+4,311
	ADDING	3	3	LONG	0	ADDING	12	14	LONG	REDUCING	—	—	SHORT	BUILDUP
E-MINI S&P ENERGY INDEX CHICAGO MERCANTILE EXCHANGE	926	1,611	685		0	-2,232	15,606	17,838		1,306	2,792	1,486		20,009
	-1,444 (-60.9%)	-1,404 (-46.6%)	+40 (+6.2%)	8.1% \| 3.4%	0 (0.0%)	+1,517 (+40.5%)	+1,396 (+9.8%)	-121 (-0.7%)	78.0% \| 89.1%	-73 (-5.3%)	-27 (-1.0%)	+46 (+3.2%)	14.0% \| 7.4%	-35
	REDUCING	2	2	LONG	0	ADDING	11	11	SHORT	REDUCING	—	—	LONG	LIQUIDATION
E-MINI S&P FINANCIAL INDEX CHICAGO MERCANTILE EXCHANGE	519	1,559	1,040		0	-2,095	78,525	80,620		1,576	2,296	720		82,380
	-14 (-2.6%)	+13 (+0.8%)	+27 (+2.7%)	1.9% \| 1.3%	0 (0.0%)	-237 (-12.8%)	+325 (+0.4%)	+562 (+0.7%)	95.3% \| 97.9%	+251 (+18.9%)	+81 (+3.7%)	-170 (-19.1%)	2.8% \| 0.9%	+419
	REDUCING	4	2	LONG	0	REDUCING	19	16	SHORT	ADDING	—	—	LONG	BUILDUP
E-MINI S&P HEALTH CARE INDEX CHICAGO MERCANTILE EXCHANGE	-1,977	861	2,838		0	-1,897	14,011	15,908		3,874	4,318	444		19,190
	+2,087 (+51.4%)	-265 (-23.5%)	-2,352 (-45.3%)	4.5% \| 14.8%	0 (0.0%)	-2,605 (-367.9%)	-380 (-2.6%)	+2,225 (+16.3%)	73.0% \| 82.9%	+518 (+15.4%)	+502 (+13.2%)	-16 (-3.5%)	22.5% \| 2.3%	-143
	ADDING	2	2	SHORT	0	REDUCING	15	7	SHORT	ADDING	—	—	LONG	LIQUIDATION
E-MINI S&P INDUSTRIAL INDEX CHICAGO MERCANTILE EXCHANGE	-121	405	526		0	-1,379	11,905	13,284		1,500	2,163	663		14,473
	-127 (-2,116.7%)	+164 (+68.0%)	+291 (+123.8%)	2.8% \| 3.6%	0 (0.0%)	+230 (+14.3%)	+934 (+8.5%)	+704 (+5.6%)	82.3% \| 91.8%	-103 (-6.4%)	-152 (-6.6%)	-49 (-6.9%)	14.9% \| 4.6%	+946
	REDUCING	1	2	SHORT	0	ADDING	14	11	SHORT	REDUCING	—	—	LONG	BUILDUP
E-MINI S&P MATERIALS INDEX CHICAGO MERCANTILE EXCHANGE	1,031	1,829	798		0	-908	9,708	10,616		-123	1,184	1,307		12,721
	-484 (-31.9%)	0 (0.0%)	+484 (+154.1%)	14.4% \| 6.3%	0 (0.0%)	+606 (+40.0%)	+1,336 (+16.0%)	+730 (+7.4%)	76.3% \| 83.5%	-122 (-12,200.0%)	-229 (-16.2%)	-107 (-7.6%)	9.3% \| 10.3%	+1,107
	REDUCING	2	2	LONG	0	ADDING	11	9	SHORT	REDUCING	—	—	SHORT	BUILDUP
E-MINI S&P TECHNOLOGY INDEX CHICAGO MERCANTILE EXCHANGE	1,773	2,029	256		0	-4,124	15,014	19,138		2,351	2,970	619		20,013
	-1,227 (-40.9%)	-1,235 (-37.8%)	-8 (-3.0%)	10.1% \| 1.3%	0 (0.0%)	+1,137 (+21.6%)	+877 (+6.2%)	-260 (-1.3%)	75.0% \| 95.6%	+90 (+4.0%)	+274 (+10.2%)	+184 (+42.3%)	14.8% \| 3.1%	-84
	REDUCING	4	1	LONG	0	ADDING	11	9	SHORT	ADDING	—	—	LONG	LIQUIDATION
E-MINI S&P UTILITIES INDEX CHICAGO MERCANTILE EXCHANGE	3,869	4,123	254		0	-6,733	17,347	24,080		2,864	3,939	1,075		25,409
	-704 (-15.4%)	-663 (-13.9%)	+41 (+19.2%)	16.2% \| 1.0%	0 (0.0%)	+1,120 (+14.3%)	+2,232 (+14.8%)	+1,112 (+4.8%)	68.3% \| 94.8%	-416 (-12.7%)	-162 (-4.0%)	+254 (+30.9%)	15.5% \| 4.2%	+1,407
	REDUCING	4	1	LONG	0	ADDING	16	13	SHORT	REDUCING	—	—	LONG	BUILDUP
S&P 500 ANNUAL DIVIDEND INDEX CHICAGO MERCANTILE EXCHANGE	82,282	124,723	42,441		12,015	-85,532	156,224	241,756		3,250	4,183	933		297,145
	+1,861 (+2.3%)	+1,389 (+1.1%)	-472 (-1.1%)	42.0% \| 14.3%	-830 (-6.5%)	-1,620 (-1.9%)	+1,974 (+1.3%)	+3,594 (+1.5%)	52.6% \| 81.4%	-241 (-6.9%)	+16 (+0.4%)	+257 (+38.0%)	1.4% \| 0.3%	+2,549
	ADDING	32	8	LONG	11	REDUCING	41	28	SHORT	REDUCING	—	—	LONG	BUILDUP
S&P 500 QUARTERLY DIVIDEND IND CHICAGO MERCANTILE EXCHANGE	2,213	20,424	18,211		2,858	-2,214	24,615	26,829		1	55	54		47,952
	-6,810 (-75.5%)	-4,853 (-19.2%)	+1,957 (+12.0%)	42.6% \| 38.0%	+50 (+1.8%)	+6,810 (+75.5%)	+6,735 (+37.7%)	-75 (-0.3%)	51.3% \| 55.9%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.1% \| 0.1%	+1,932
	REDUCING	2	5	LONG	2	ADDING	14	15	SHORT	NEUTRAL	—	—	LONG	BUILDUP
Interest Rates & Bonds › US Treasuries
ULTRA UST 10Y CHICAGO BOARD OF TRADE	-153,311	275,382	428,693		45,140	288,828	2,027,999	1,739,171		-135,517	210,845	346,362		2,559,366
	+32,507 (+17.5%)	-15,654 (-5.4%)	-48,161 (-10.1%)	10.8% \| 16.7%	-8,036 (-15.1%)	-17,588 (-5.7%)	-37,571 (-1.8%)	-19,983 (-1.1%)	79.2% \| 68.0%	-14,919 (-12.4%)	+2,973 (+1.4%)	+17,892 (+5.4%)	8.2% \| 13.5%	-58,288
	ADDING	25	39	SHORT	23	REDUCING	126	142	LONG	REDUCING	—	—	SHORT	LIQUIDATION
ULTRA UST BOND CHICAGO BOARD OF TRADE	-270,546	153,321	423,867		27,753	270,379	1,828,297	1,557,918		167	187,003	186,836		2,196,374
	-1,457 (-0.5%)	+3,932 (+2.6%)	+5,389 (+1.3%)	7.0% \| 19.3%	+8,285 (+42.6%)	+2,364 (+0.9%)	-159 (0.0%)	-2,523 (-0.2%)	83.2% \| 70.9%	-907 (-84.5%)	-4,095 (-2.1%)	-3,188 (-1.7%)	8.5% \| 8.5%	+7,963
	REDUCING	23	34	SHORT	23	ADDING	120	126	LONG	REDUCING	—	—	LONG	BUILDUP
UST 10Y NOTE CHICAGO BOARD OF TRADE	-813,027	545,837	1,358,864		243,253	727,217	4,264,172	3,536,955		85,810	447,474	361,664		5,500,736
	-83,613 (-11.5%)	-152,231 (-21.8%)	-68,618 (-4.8%)	9.9% \| 24.7%	+29,780 (+14.0%)	+62,227 (+9.4%)	+103,850 (+2.5%)	+41,623 (+1.2%)	77.5% \| 64.3%	+21,386 (+33.2%)	+24,218 (+5.7%)	+2,832 (+0.8%)	8.1% \| 6.6%	+5,617
	REDUCING	77	66	SHORT	54	ADDING	217	193	LONG	ADDING	—	—	LONG	BUILDUP
UST 2Y NOTE CHICAGO BOARD OF TRADE	-1,289,687	771,804	2,061,491		126,933	1,178,083	3,555,125	2,377,042		111,604	239,240	127,636		4,693,102
	+57,915 (+4.3%)	+15,817 (+2.1%)	-42,098 (-2.0%)	16.4% \| 43.9%	-31,588 (-19.9%)	-69,697 (-5.6%)	+59,590 (+1.7%)	+129,287 (+5.8%)	75.8% \| 50.6%	+11,782 (+11.8%)	+4,281 (+1.8%)	-7,501 (-5.6%)	5.1% \| 2.7%	+48,100
	ADDING	100	72	SHORT	59	REDUCING	245	198	LONG	ADDING	—	—	LONG	BUILDUP
UST 5Y NOTE CHICAGO BOARD OF TRADE	-2,114,764	545,342	2,660,106		212,428	1,956,416	5,772,964	3,816,548		158,348	460,519	302,171		6,991,253
	+44,216 (+2.0%)	+1,842 (+0.3%)	-42,374 (-1.6%)	7.8% \| 38.0%	-6,824 (-3.1%)	-74,542 (-3.7%)	+79,466 (+1.4%)	+154,008 (+4.2%)	82.6% \| 54.6%	+30,326 (+23.7%)	+20,057 (+4.6%)	-10,269 (-3.3%)	6.6% \| 4.3%	+94,541
	ADDING	78	58	SHORT	48	REDUCING	241	211	LONG	ADDING	—	—	LONG	BUILDUP
UST BOND CHICAGO BOARD OF TRADE	-92	195,612	195,704		26,736	-121,456	1,290,277	1,411,733		121,548	247,931	126,383		1,760,556
	+13,512 (+99.3%)	+22,418 (+12.9%)	+8,906 (+4.8%)	11.1% \| 11.1%	-4,868 (-15.4%)	-37,834 (-45.2%)	+5,038 (+0.4%)	+42,872 (+3.1%)	73.3% \| 80.2%	+24,322 (+25.0%)	+10,259 (+4.3%)	-14,063 (-10.0%)	14.1% \| 7.2%	+32,847
	ADDING	47	38	SHORT	35	REDUCING	131	120	SHORT	ADDING	—	—	LONG	BUILDUP
Interest Rates & Bonds › Interest Rates & Swaps
10 YEAR ERIS SOFR SWAP CHICAGO BOARD OF TRADE	-25,393	115,075	140,468		36,615	25,411	43,533	18,122		-18	0	18		195,223
	+1,270 (+4.8%)	+17,478 (+17.9%)	+16,208 (+13.0%)	58.9% \| 72.0%	+165 (+0.5%)	-1,270 (-4.8%)	+50 (+0.1%)	+1,320 (+7.9%)	22.3% \| 9.3%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 0.0%	+17,693
	ADDING	28	15	SHORT	5	REDUCING	4	4	LONG	NEUTRAL	—	—	SHORT	BUILDUP
2 YEAR ERIS SOFR SWAP CHICAGO BOARD OF TRADE	6,976	64,561	57,585		25,511	-6,956	30	6,986		-20	0	20		90,102
	+56 (+0.8%)	-1,682 (-2.5%)	-1,738 (-2.9%)	71.7% \| 63.9%	+409 (+1.6%)	-56 (-0.8%)	0 (0.0%)	+56 (+0.8%)	0.0% \| 7.8%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 0.0%	-1,273
	ADDING	10	27	LONG	2	REDUCING	1	5	SHORT	NEUTRAL	—	—	SHORT	LIQUIDATION
5 YEAR ERIS SOFR SWAP CHICAGO BOARD OF TRADE	25,618	114,789	89,171		33,572	-25,544	12,214	37,758		-74	10	84		160,585
	-288 (-1.1%)	+17,098 (+17.5%)	+17,386 (+24.2%)	71.5% \| 55.5%	-3,584 (-9.6%)	+267 (+1.0%)	0 (0.0%)	-267 (-0.7%)	7.6% \| 23.5%	+21 (+22.1%)	0 (0.0%)	-21 (-20.0%)	0.0% \| 0.1%	+13,514
	REDUCING	23	28	LONG	4	ADDING	3	9	SHORT	ADDING	—	—	SHORT	BUILDUP
EURO SHORT TERM RATE CHICAGO MERCANTILE EXCHANGE	2,584	4,289	1,705		3,812	-2,576	9,173	11,749		-8	43	51		17,317
	-5,421 (-67.7%)	-3,992 (-48.2%)	+1,429 (+517.8%)	24.8% \| 9.8%	+969 (+34.1%)	+5,420 (+67.8%)	+1,841 (+25.1%)	-3,579 (-23.3%)	53.0% \| 67.8%	+1 (+11.1%)	+1 (+2.4%)	0 (0.0%)	0.2% \| 0.3%	-1,181
	REDUCING	13	4	LONG	9	ADDING	15	12	SHORT	ADDING	—	—	SHORT	LIQUIDATION
FED FUNDS CHICAGO BOARD OF TRADE	-174,730	173,891	348,621		442,694	156,577	1,271,913	1,115,336		18,153	48,972	30,819		1,937,470
	+19,973 (+10.3%)	-7,744 (-4.3%)	-27,717 (-7.4%)	9.0% \| 18.0%	+68,483 (+18.3%)	-16,726 (-9.7%)	+109,631 (+9.4%)	+126,357 (+12.8%)	65.6% \| 57.6%	-3,247 (-15.2%)	+1,390 (+2.9%)	+4,637 (+17.7%)	2.5% \| 1.6%	+171,760
	ADDING	32	34	SHORT	44	REDUCING	88	87	LONG	REDUCING	—	—	LONG	BUILDUP
SOFR-1M CHICAGO MERCANTILE EXCHANGE	-111,743	232,643	344,386		241,444	111,819	825,886	714,067		-76	163	239		1,300,136
	-8,660 (-8.4%)	+6,217 (+2.7%)	+14,877 (+4.5%)	17.9% \| 26.5%	+30,442 (+14.4%)	+8,614 (+8.3%)	+47,230 (+6.1%)	+38,616 (+5.7%)	63.5% \| 54.9%	+46 (+37.7%)	+43 (+35.8%)	-3 (-1.2%)	0.0% \| 0.0%	+83,932
	REDUCING	40	62	SHORT	58	ADDING	83	90	LONG	ADDING	—	—	SHORT	BUILDUP
SOFR-3M CHICAGO MERCANTILE EXCHANGE	-462,119	1,686,654	2,148,773		3,819,692	461,045	7,905,295	7,444,250		1,074	41,052	39,978		13,452,693
	+84,688 (+15.5%)	+70,069 (+4.3%)	-14,619 (-0.7%)	12.5% \| 16.0%	-284,700 (-6.9%)	-85,455 (-15.6%)	-115,814 (-1.4%)	-30,359 (-0.4%)	58.8% \| 55.3%	+767 (+249.8%)	+466 (+1.1%)	-301 (-0.7%)	0.3% \| 0.3%	-329,979
	ADDING	250	233	SHORT	264	REDUCING	271	289	LONG	ADDING	—	—	LONG	LIQUIDATION
Agriculture & Food Products › Grains
CORN CHICAGO BOARD OF TRADE	-18,330	340,080	358,410		439,859	37,338	808,634	771,296		-19,008	147,439	166,447		1,736,012
	+16,368 (+47.2%)	-4,701 (-1.4%)	-21,069 (-5.6%)	19.6% \| 20.6%	-35,977 (-7.6%)	-15,578 (-29.4%)	+31,027 (+4.0%)	+46,605 (+6.4%)	46.6% \| 44.4%	-790 (-4.3%)	+4,781 (+3.4%)	+5,571 (+3.5%)	8.5% \| 9.6%	-4,870
	ADDING	140	164	SHORT	166	REDUCING	302	327	LONG	REDUCING	—	—	SHORT	LIQUIDATION
ROUGH RICE CHICAGO BOARD OF TRADE	-2,449	2,471	4,920		1,460	1,843	5,615	3,772		606	2,314	1,708		11,860
	+754 (+23.5%)	-130 (-5.0%)	-884 (-15.2%)	20.8% \| 41.5%	+242 (+19.9%)	-689 (-27.2%)	-310 (-5.2%)	+379 (+11.2%)	47.3% \| 31.8%	-65 (-9.7%)	+74 (+3.3%)	+139 (+8.9%)	19.5% \| 14.4%	-124
	ADDING	18	24	SHORT	11	REDUCING	15	15	LONG	REDUCING	—	—	LONG	LIQUIDATION
WHEAT-HRSpring MIAX FUTURES EXCHANGE	-13,459	14,089	27,548		7,186	14,002	40,413	26,411		-543	11,082	11,625		72,770
	+1,520 (+10.1%)	-521 (-3.6%)	-2,041 (-6.9%)	19.4% \| 37.9%	-3,442 (-32.4%)	-580 (-4.0%)	+308 (+0.8%)	+888 (+3.5%)	55.5% \| 36.3%	-940 (-236.8%)	+1,129 (+11.3%)	+2,069 (+21.7%)	15.2% \| 16.0%	-2,526
	ADDING	20	28	SHORT	19	REDUCING	48	33	LONG	REDUCING	—	—	SHORT	LIQUIDATION
WHEAT-HRW CHICAGO BOARD OF TRADE	-19,953	77,336	97,289		72,521	23,559	128,022	104,463		-3,606	18,005	21,611		295,884
	-11,811 (-145.1%)	-6,740 (-8.0%)	+5,071 (+5.5%)	26.1% \| 32.9%	-8,995 (-11.0%)	+10,789 (+84.5%)	-1,430 (-1.1%)	-12,219 (-10.5%)	43.3% \| 35.3%	+1,022 (+22.1%)	+265 (+1.5%)	-757 (-3.4%)	6.1% \| 7.3%	-16,900
	REDUCING	60	81	SHORT	46	ADDING	67	71	LONG	ADDING	—	—	SHORT	LIQUIDATION
WHEAT-SRW CHICAGO BOARD OF TRADE	-71,258	125,587	196,845		173,194	71,891	189,249	117,358		-633	33,794	34,427		521,824
	-5,762 (-8.8%)	+4,268 (+3.5%)	+10,030 (+5.4%)	24.1% \| 37.7%	-18,541 (-9.7%)	+4,827 (+7.2%)	-9,301 (-4.7%)	-14,128 (-10.7%)	36.3% \| 22.5%	+935 (+59.6%)	+1,966 (+6.2%)	+1,031 (+3.1%)	6.5% \| 6.6%	-21,608
	REDUCING	110	108	SHORT	86	ADDING	76	67	LONG	ADDING	—	—	SHORT	LIQUIDATION
Agriculture & Food Products › Live Animals & Livestock
FEEDER CATTLE CHICAGO MERCANTILE EXCHANGE	8,881	31,127	22,246		16,750	-3,498	13,975	17,473		-5,383	12,427	17,810		74,279
	-1,215 (-12.0%)	-713 (-2.2%)	+502 (+2.3%)	41.9% \| 29.9%	-5,021 (-23.1%)	+768 (+18.0%)	-101 (-0.7%)	-869 (-4.7%)	18.8% \| 23.5%	+447 (+7.7%)	+837 (+7.2%)	+390 (+2.2%)	16.7% \| 24.0%	-4,998
	REDUCING	78	61	LONG	75	ADDING	63	101	SHORT	ADDING	—	—	SHORT	LIQUIDATION
LEAN HOGS CHICAGO MERCANTILE EXCHANGE	82,895	163,913	81,018		78,061	-74,215	118,169	192,384		-8,680	23,537	32,217		383,680
	+3,526 (+4.4%)	+2,081 (+1.3%)	-1,445 (-1.8%)	42.7% \| 21.1%	+1,110 (+1.4%)	-3,641 (-5.2%)	+4,661 (+4.1%)	+8,302 (+4.5%)	30.8% \| 50.1%	+115 (+1.3%)	+65 (+0.3%)	-50 (-0.2%)	6.1% \| 8.4%	+7,917
	ADDING	138	77	LONG	110	REDUCING	67	105	SHORT	ADDING	—	—	SHORT	BUILDUP
LIVE CATTLE CHICAGO MERCANTILE EXCHANGE	85,756	142,430	56,674		48,709	-73,372	106,778	180,150		-12,384	27,898	40,282		325,815
	-6,093 (-6.6%)	-9,271 (-6.1%)	-3,178 (-5.3%)	43.7% \| 17.4%	+296 (+0.6%)	+6,285 (+7.9%)	-1,541 (-1.4%)	-7,826 (-4.2%)	32.8% \| 55.3%	-192 (-1.6%)	+141 (+0.5%)	+333 (+0.8%)	8.6% \| 12.4%	-10,375
	REDUCING	130	64	LONG	101	ADDING	101	168	SHORT	REDUCING	—	—	SHORT	LIQUIDATION
Agriculture & Food Products › Milk & Dairy Products
BUTTER (CASH SETTLED) CHICAGO MERCANTILE EXCHANGE	-2,473	120	2,593		513	2,301	13,932	11,631		172	761	589		15,326
	+585 (+19.1%)	-137 (-53.3%)	-722 (-21.8%)	0.8% \| 16.9%	-101 (-16.4%)	-521 (-18.5%)	-1,358 (-8.9%)	-837 (-6.7%)	90.9% \| 75.9%	-64 (-27.1%)	-114 (-13.0%)	-50 (-7.8%)	5.0% \| 3.8%	-1,710
	ADDING	4	11	SHORT	9	REDUCING	39	28	LONG	REDUCING	—	—	LONG	LIQUIDATION
CHEESE (CASH-SETTLED) CHICAGO MERCANTILE EXCHANGE	-8,462	820	9,282		1,815	8,824	28,789	19,965		-362	724	1,086		32,148
	+2,575 (+23.3%)	-186 (-18.5%)	-2,761 (-22.9%)	2.6% \| 28.9%	-195 (-9.7%)	-2,409 (-21.4%)	-4,173 (-12.7%)	-1,764 (-8.1%)	89.6% \| 62.1%	-166 (-84.7%)	-129 (-15.1%)	+37 (+3.5%)	2.3% \| 3.4%	-4,683
	ADDING	10	24	SHORT	10	REDUCING	34	35	LONG	REDUCING	—	—	SHORT	LIQUIDATION
CME MILK IV CHICAGO MERCANTILE EXCHANGE	-2,506	395	2,901		304	2,950	8,058	5,108		-444	40	484		8,797
	+1,214 (+32.6%)	-215 (-35.2%)	-1,429 (-33.0%)	4.5% \| 33.0%	+20 (+7.0%)	-979 (-24.9%)	-1,149 (-12.5%)	-170 (-3.2%)	91.6% \| 58.1%	-235 (-112.4%)	-14 (-25.9%)	+221 (+84.0%)	0.5% \| 5.5%	-1,358
	ADDING	2	6	SHORT	4	REDUCING	14	15	LONG	REDUCING	—	—	SHORT	LIQUIDATION
MILK, Class III CHICAGO MERCANTILE EXCHANGE	-6,471	4,365	10,836		967	8,289	22,559	14,270		-1,818	2,789	4,607		30,680
	+2,398 (+27.0%)	-591 (-11.9%)	-2,989 (-21.6%)	14.2% \| 35.3%	-729 (-43.0%)	-1,885 (-18.5%)	-2,601 (-10.3%)	-716 (-4.8%)	73.5% \| 46.5%	-513 (-39.3%)	+159 (+6.0%)	+672 (+17.1%)	9.1% \| 15.0%	-3,762
	ADDING	13	26	SHORT	13	REDUCING	26	28	LONG	REDUCING	—	—	SHORT	LIQUIDATION
NON FAT DRY MILK CHICAGO MERCANTILE EXCHANGE	-1,482	38	1,520		414	853	9,439	8,586		629	1,050	421		10,941
	-71 (-5.0%)	-169 (-81.6%)	-98 (-6.1%)	0.3% \| 13.9%	-1 (-0.2%)	+163 (+23.6%)	-1,147 (-10.8%)	-1,310 (-13.2%)	86.3% \| 78.5%	-92 (-12.8%)	-63 (-5.7%)	+29 (+7.4%)	9.6% \| 3.8%	-1,380
	REDUCING	2	6	SHORT	7	ADDING	36	28	LONG	REDUCING	—	—	LONG	LIQUIDATION
Agriculture & Food Products › Oilseeds & Edible Oils
CANOLA ICE FUTURES U.S.	-26,284	63,346	89,630		37,468	27,333	201,803	174,470		-1,049	1,229	2,278		303,846
	+36,701 (+58.3%)	+11,976 (+23.3%)	-24,725 (-21.6%)	20.8% \| 29.5%	-2,711 (-6.7%)	-36,972 (-57.5%)	-1,742 (-0.9%)	+35,230 (+25.3%)	66.4% \| 57.4%	+271 (+20.5%)	-109 (-8.1%)	-380 (-14.3%)	0.4% \| 0.7%	+7,414
	ADDING	96	136	SHORT	54	REDUCING	48	72	LONG	ADDING	—	—	SHORT	BUILDUP
SOYBEAN MEAL CHICAGO BOARD OF TRADE	11,372	112,447	101,075		92,344	-26,209	280,918	307,127		14,837	44,947	30,110		530,656
	+8,548 (+302.7%)	-886 (-0.8%)	-9,434 (-8.5%)	21.2% \| 19.0%	-9,844 (-9.6%)	-10,593 (-67.8%)	-3,735 (-1.3%)	+6,858 (+2.3%)	52.9% \| 57.9%	+2,045 (+16.0%)	-608 (-1.3%)	-2,653 (-8.1%)	8.5% \| 5.7%	-15,073
	ADDING	93	77	LONG	97	REDUCING	123	112	SHORT	ADDING	—	—	LONG	LIQUIDATION
SOYBEAN OIL CHICAGO BOARD OF TRADE	53,277	150,186	96,909		196,225	-62,930	312,176	375,106		9,653	37,044	27,391		695,631
	+17,370 (+48.4%)	+11,534 (+8.3%)	-5,836 (-5.7%)	21.6% \| 13.9%	+17,446 (+9.8%)	-22,977 (-57.5%)	-5,478 (-1.7%)	+17,499 (+4.9%)	44.9% \| 53.9%	+5,607 (+138.6%)	+4,278 (+13.1%)	-1,329 (-4.6%)	5.3% \| 3.9%	+27,780
	ADDING	116	88	LONG	112	REDUCING	106	110	SHORT	ADDING	—	—	LONG	BUILDUP
SOYBEANS CHICAGO BOARD OF TRADE	146,334	233,605	87,271		185,615	-118,907	463,967	582,874		-27,427	52,261	79,688		935,448
	+82,167 (+128.1%)	+55,635 (+31.3%)	-26,532 (-23.3%)	25.0% \| 9.3%	-14,080 (-7.1%)	-75,635 (-174.8%)	+9,950 (+2.2%)	+85,585 (+17.2%)	49.6% \| 62.3%	-6,532 (-31.3%)	+765 (+1.5%)	+7,297 (+10.1%)	5.6% \| 8.5%	+52,270
	ADDING	160	127	LONG	147	REDUCING	173	252	SHORT	REDUCING	—	—	SHORT	BUILDUP
USD Malaysian Crude Palm Oil C CHICAGO MERCANTILE EXCHANGE	-2,380	2,300	4,680		310	2,334	24,598	22,264		46	66	20		27,274
	+480 (+16.8%)	+40 (+1.8%)	-440 (-8.6%)	8.4% \| 17.2%	+240 (+342.9%)	-480 (-17.1%)	+580 (+2.4%)	+1,060 (+5.0%)	90.2% \| 81.6%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.2% \| 0.1%	+860
	ADDING	4	5	SHORT	2	REDUCING	13	15	LONG	NEUTRAL	—	—	LONG	BUILDUP
Agriculture & Food Products › Softs & Other Agricultural Commodities
COCOA ICE FUTURES U.S.	-18,946	29,392	48,338		42,187	17,593	79,963	62,370		1,353	11,256	9,903		162,798
	-4,438 (-30.6%)	-1,650 (-5.3%)	+2,788 (+6.1%)	18.1% \| 29.7%	-470 (-1.1%)	+3,632 (+26.0%)	+3,497 (+4.6%)	-135 (-0.2%)	49.1% \| 38.3%	+806 (+147.3%)	+1,167 (+11.6%)	+361 (+3.8%)	6.9% \| 6.1%	+2,544
	REDUCING	68	74	SHORT	84	ADDING	47	38	LONG	ADDING	—	—	LONG	BUILDUP
COFFEE C ICE FUTURES U.S.	13,931	48,260	34,329		40,477	-14,359	77,890	92,249		428	8,417	7,989		175,044
	-4,433 (-24.1%)	-1,082 (-2.2%)	+3,351 (+10.8%)	27.6% \| 19.6%	-1,581 (-3.8%)	+4,478 (+23.8%)	-1,515 (-1.9%)	-5,993 (-6.1%)	44.5% \| 52.7%	-45 (-9.5%)	-351 (-4.0%)	-306 (-3.7%)	4.8% \| 4.6%	-4,529
	REDUCING	99	110	LONG	107	ADDING	92	107	SHORT	REDUCING	—	—	LONG	LIQUIDATION
COTTON NO. 2 ICE FUTURES U.S.	-51,326	99,841	151,167		76,123	50,067	168,492	118,425		1,259	16,122	14,863		360,578
	-8,582 (-20.1%)	-1,947 (-1.9%)	+6,635 (+4.6%)	27.7% \| 41.9%	-1,078 (-1.4%)	+7,669 (+18.1%)	-18,162 (-9.7%)	-25,831 (-17.9%)	46.7% \| 32.8%	+913 (+263.9%)	+1,740 (+12.1%)	+827 (+5.9%)	4.5% \| 4.1%	-19,447
	REDUCING	122	146	SHORT	96	ADDING	83	51	LONG	ADDING	—	—	LONG	LIQUIDATION
FRZN CONCENTRATED ORANGE JUICE ICE FUTURES U.S.	1,262	3,880	2,618		790	-1,854	2,161	4,015		592	2,192	1,600		9,023
	-477 (-27.4%)	+94 (+2.5%)	+571 (+27.9%)	43.0% \| 29.0%	+136 (+20.8%)	+256 (+12.1%)	+180 (+9.1%)	-76 (-1.9%)	23.9% \| 44.5%	+221 (+59.6%)	+280 (+14.6%)	+59 (+3.8%)	24.3% \| 17.7%	+690
	REDUCING	12	17	LONG	7	ADDING	10	8	SHORT	ADDING	—	—	LONG	BUILDUP
LUMBER CHICAGO MERCANTILE EXCHANGE	-2,871	2,193	5,064		192	2,640	5,599	2,959		231	972	741		8,956
	-108 (-3.9%)	+22 (+1.0%)	+130 (+2.6%)	24.5% \| 56.5%	0 (0.0%)	-44 (-1.6%)	+126 (+2.3%)	+170 (+6.1%)	62.5% \| 33.0%	+152 (+192.4%)	+122 (+14.4%)	-30 (-3.9%)	10.9% \| 8.3%	+270
	REDUCING	20	34	SHORT	7	REDUCING	26	28	LONG	ADDING	—	—	LONG	BUILDUP
SUGAR NO. 11 ICE FUTURES U.S.	-235,401	167,418	402,819		216,835	258,409	625,829	367,420		-23,008	85,689	108,697		1,095,771
	-25,112 (-11.9%)	+13,061 (+8.5%)	+38,173 (+10.5%)	15.3% \| 36.8%	-3,319 (-1.5%)	+22,375 (+9.5%)	+19,455 (+3.2%)	-2,920 (-0.8%)	57.1% \| 33.5%	+2,737 (+10.6%)	+6,992 (+8.9%)	+4,255 (+4.1%)	7.8% \| 9.9%	+36,189
	REDUCING	72	101	SHORT	96	ADDING	80	69	LONG	ADDING	—	—	SHORT	BUILDUP
Energy › Natural Gas
HENRY HUB NEW YORK MERCANTILE EXCHANGE	212,428	243,870	31,442		1,411	-204,888	115,443	320,331		-7,540	12,723	20,263		373,447
	+4,119 (+2.0%)	+4,199 (+1.8%)	+80 (+0.3%)	65.3% \| 8.4%	0 (0.0%)	-3,691 (-1.8%)	+309 (+0.3%)	+4,000 (+1.3%)	30.9% \| 85.8%	-428 (-6.0%)	-428 (-3.3%)	0 (0.0%)	3.4% \| 5.4%	+4,080
	ADDING	6	6	LONG	3	REDUCING	20	20	SHORT	REDUCING	—	—	SHORT	BUILDUP
HENRY HUB LAST DAY FIN NEW YORK MERCANTILE EXCHANGE	64,302	134,294	69,992		121,751	-80,730	192,831	273,561		16,428	23,908	7,480		472,784
	-2,786 (-4.2%)	-1,647 (-1.2%)	+1,139 (+1.7%)	28.4% \| 14.8%	+22,635 (+22.8%)	+3,337 (+4.0%)	-1,277 (-0.7%)	-4,614 (-1.7%)	40.8% \| 57.9%	-551 (-3.2%)	+304 (+1.3%)	+855 (+12.9%)	5.1% \| 1.6%	+20,015
	REDUCING	27	13	LONG	35	ADDING	50	41	SHORT	REDUCING	—	—	LONG	BUILDUP
HENRY HUB PENULTIMATE FIN NEW YORK MERCANTILE EXCHANGE	-34,962	38,487	73,449		48,261	36,221	162,603	126,382		-1,259	6,233	7,492		255,584
	-8,639 (-32.8%)	-1,068 (-2.7%)	+7,571 (+11.5%)	15.1% \| 28.7%	+2,821 (+6.2%)	+9,737 (+36.8%)	+12,882 (+8.6%)	+3,145 (+2.6%)	63.6% \| 49.4%	-1,098 (-682.0%)	+631 (+11.3%)	+1,729 (+30.0%)	2.4% \| 2.9%	+15,266
	REDUCING	20	23	SHORT	37	ADDING	29	27	LONG	REDUCING	—	—	SHORT	BUILDUP
HENRY HUB PENULTIMATE NAT GAS NEW YORK MERCANTILE EXCHANGE	-21,512	5,927	27,439		13,518	17,922	86,892	68,970		3,590	15,268	11,678		121,605
	-1,790 (-9.1%)	-120 (-2.0%)	+1,670 (+6.5%)	4.9% \| 22.6%	+655 (+5.1%)	+1,800 (+11.2%)	+2,622 (+3.1%)	+822 (+1.2%)	71.5% \| 56.7%	-10 (-0.3%)	-16 (-0.1%)	-6 (-0.1%)	12.6% \| 9.6%	+3,141
	REDUCING	7	12	SHORT	15	ADDING	19	18	LONG	REDUCING	—	—	LONG	BUILDUP
NAT GAS ICE LD1 ICE FUTURES ENERGY DIV	742,904	1,026,058	283,154		1,492,237	-754,347	5,170,710	5,925,057		11,443	37,554	26,111		7,726,559
	+177 (+0.0%)	-16,632 (-1.6%)	-16,809 (-5.6%)	13.3% \| 3.7%	-33,346 (-2.2%)	+3,102 (+0.4%)	+115,162 (+2.3%)	+112,060 (+1.9%)	66.9% \| 76.7%	-3,279 (-22.3%)	-850 (-2.2%)	+2,429 (+10.3%)	0.5% \| 0.3%	+64,334
	ADDING	40	35	LONG	63	ADDING	175	133	SHORT	REDUCING	—	—	LONG	BUILDUP
NAT GAS ICE PEN ICE FUTURES ENERGY DIV	-171,930	202,920	374,850		127,483	171,819	432,443	260,624		111	1,125	1,014		763,971
	-4,615 (-2.8%)	+23,008 (+12.8%)	+27,623 (+8.0%)	26.6% \| 49.1%	-1,808 (-1.4%)	+2,884 (+1.7%)	+19,385 (+4.7%)	+16,501 (+6.8%)	56.6% \| 34.1%	+1,731 (+106.9%)	+39 (+3.6%)	-1,692 (-62.5%)	0.1% \| 0.1%	+40,624
	REDUCING	21	19	SHORT	30	ADDING	30	29	LONG	ADDING	—	—	LONG	BUILDUP
NAT GAS NYME NEW YORK MERCANTILE EXCHANGE	-171,865	208,248	380,113		762,458	159,442	600,195	440,753		12,423	52,507	40,084		1,623,408
	+445 (+0.3%)	-6,851 (-3.2%)	-7,296 (-1.9%)	12.8% \| 23.4%	-9,833 (-1.3%)	-4,014 (-2.5%)	-20,318 (-3.3%)	-16,304 (-3.6%)	37.0% \| 27.1%	+3,569 (+40.3%)	+4,427 (+9.2%)	+858 (+2.2%)	3.2% \| 2.5%	-32,575
	ADDING	115	85	SHORT	161	REDUCING	78	67	LONG	ADDING	—	—	LONG	LIQUIDATION
Energy › Crude Oil & Refined Products
BRENT LAST DAY NEW YORK MERCANTILE EXCHANGE	-36,082	57,190	93,272		88,059	34,974	109,951	74,977		1,108	6,530	5,422		261,730
	-1,972 (-5.8%)	-614 (-1.1%)	+1,358 (+1.5%)	21.9% \| 35.6%	+1,970 (+2.3%)	+1,516 (+4.5%)	+19,495 (+21.6%)	+17,979 (+31.5%)	42.0% \| 28.6%	+456 (+69.9%)	+1,063 (+19.4%)	+607 (+12.6%)	2.5% \| 2.1%	+21,914
	REDUCING	27	13	SHORT	37	ADDING	23	20	LONG	ADDING	—	—	LONG	BUILDUP
CONDENSATE DIF-TMX C5 1A INDEX ICE FUTURES ENERGY DIV	-125	55	180		0	135	9,667	9,532		-10	0	10		9,722
	-90 (-257.1%)	0 (0.0%)	+90 (+100.0%)	0.6% \| 1.9%	0 (0.0%)	+90 (+200.0%)	+825 (+9.3%)	+735 (+8.4%)	99.4% \| 98.0%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 0.1%	+825
	REDUCING	1	1	SHORT	0	ADDING	19	20	LONG	NEUTRAL	—	—	SHORT	BUILDUP
CRUDE DIFF-TMX SW 1A INDEX ICE FUTURES ENERGY DIV	1,690	2,140	450		60	-1,605	20,316	21,921		-85	65	150		22,581
	+180 (+11.9%)	+180 (+9.2%)	0 (0.0%)	9.5% \| 2.0%	0 (0.0%)	-195 (-13.8%)	+905 (+4.7%)	+1,100 (+5.3%)	90.0% \| 97.1%	+15 (+15.0%)	+15 (+30.0%)	0 (0.0%)	0.3% \| 0.7%	+1,100
	ADDING	1	2	LONG	1	REDUCING	17	25	SHORT	ADDING	—	—	SHORT	BUILDUP
CRUDE DIFF-TMX WCS 1A INDEX ICE FUTURES ENERGY DIV	-6,302	0	6,302		1,773	6,342	79,177	72,835		-40	20	60		80,970
	-630 (-11.1%)	-453 (-100.0%)	+177 (+2.9%)	0.0% \| 7.8%	+322 (+22.2%)	+450 (+7.6%)	+5,346 (+7.2%)	+4,896 (+7.2%)	97.8% \| 90.0%	+180 (+81.8%)	0 (0.0%)	-180 (-75.0%)	0.0% \| 0.1%	+5,215
	REDUCING	0	5	SHORT	2	ADDING	28	34	LONG	ADDING	—	—	SHORT	BUILDUP
CRUDE DIFF-WCS HOUSTON/WTI 1ST ICE FUTURES ENERGY DIV	13,415	13,875	460		2,915	-13,370	73,375	86,745		-45	300	345		90,465
	+125 (+0.9%)	-90 (-0.6%)	-215 (-31.9%)	15.3% \| 0.5%	-265 (-8.3%)	+55 (+0.4%)	+3,930 (+5.7%)	+3,875 (+4.7%)	81.1% \| 95.9%	-180 (-133.3%)	+120 (+66.7%)	+300 (+666.7%)	0.3% \| 0.4%	+3,695
	ADDING	5	1	LONG	3	ADDING	30	31	SHORT	REDUCING	—	—	SHORT	BUILDUP
CRUDE OIL, LIGHT SWEET-WTI ICE FUTURES EUROPE	90,768	157,858	67,090		212,615	-90,599	468,435	559,034		-169	13,716	13,885		852,624
	+12,906 (+16.6%)	+6,755 (+4.5%)	-6,151 (-8.4%)	18.5% \| 7.9%	+6,507 (+3.2%)	-13,188 (-17.0%)	+12,709 (+2.8%)	+25,897 (+4.9%)	54.9% \| 65.6%	+282 (+62.5%)	+2,742 (+25.0%)	+2,460 (+21.5%)	1.6% \| 1.6%	+28,713
	ADDING	28	33	LONG	52	REDUCING	57	59	SHORT	ADDING	—	—	SHORT	BUILDUP
WTI HOUSTON ARGUS/WTI TR MO NEW YORK MERCANTILE EXCHANGE	-8,695	20,431	29,126		32,214	10,716	415,440	404,724		-2,021	7,673	9,694		475,758
	-4,371 (-101.1%)	-2,713 (-11.7%)	+1,658 (+6.0%)	4.3% \| 6.1%	+3,760 (+13.2%)	+5,630 (+110.7%)	+11,501 (+2.8%)	+5,871 (+1.5%)	87.3% \| 85.1%	-1,259 (-165.2%)	+271 (+3.7%)	+1,530 (+18.7%)	1.6% \| 2.0%	+12,819
	REDUCING	4	6	SHORT	8	ADDING	29	34	LONG	REDUCING	—	—	SHORT	BUILDUP
WTI FINANCIAL CRUDE OIL NEW YORK MERCANTILE EXCHANGE	34,569	54,334	19,765		8,285	-29,029	82,476	111,505		-5,540	27,437	32,977		172,532
	-9,554 (-21.7%)	-1,379 (-2.5%)	+8,175 (+70.5%)	31.5% \| 11.5%	+1,408 (+20.5%)	+3,452 (+10.6%)	+7,746 (+10.4%)	+4,294 (+4.0%)	47.8% \| 64.6%	+6,102 (+52.4%)	-2,701 (-9.0%)	-8,803 (-21.1%)	15.9% \| 19.1%	+5,074
	REDUCING	5	6	LONG	6	ADDING	24	31	SHORT	ADDING	—	—	SHORT	BUILDUP
WTI MIDLAND ARGUS VS WTI TRADE NEW YORK MERCANTILE EXCHANGE	-927	469	1,396		7,419	19,724	288,115	268,391		-18,797	3,714	22,511		299,717
	+845 (+47.7%)	-698 (-59.8%)	-1,543 (-52.5%)	0.2% \| 0.5%	+609 (+8.9%)	-568 (-2.8%)	+10,478 (+3.8%)	+11,046 (+4.3%)	96.1% \| 89.5%	-277 (-1.5%)	+1,018 (+37.8%)	+1,295 (+6.1%)	1.2% \| 7.5%	+11,407
	ADDING	2	1	SHORT	3	REDUCING	19	29	LONG	REDUCING	—	—	SHORT	BUILDUP
WTI-BRENT CALENDAR NEW YORK MERCANTILE EXCHANGE	-95,215	1,909	97,124		2,927	97,842	196,913	99,071		-2,627	7,513	10,140		209,262
	-76 (-0.1%)	-265 (-12.2%)	-189 (-0.2%)	0.9% \| 46.4%	+143 (+5.1%)	+576 (+0.6%)	+1,881 (+1.0%)	+1,305 (+1.3%)	94.1% \| 47.3%	-500 (-23.5%)	-15 (-0.2%)	+485 (+5.0%)	3.6% \| 4.8%	+1,744
	REDUCING	1	5	SHORT	5	ADDING	13	11	LONG	REDUCING	—	—	SHORT	BUILDUP
WTI-PHYSICAL NEW YORK MERCANTILE EXCHANGE	117,814	320,742	202,928		818,843	-155,866	846,948	1,002,814		38,052	84,005	45,953		2,070,538
	-6,751 (-5.4%)	+5,213 (+1.7%)	+11,964 (+6.3%)	15.5% \| 9.8%	-6,284 (-0.8%)	-3,367 (-2.2%)	-32,984 (-3.7%)	-29,617 (-2.9%)	40.9% \| 48.4%	+10,118 (+36.2%)	+13,279 (+18.8%)	+3,161 (+7.4%)	4.1% \| 2.2%	-20,776
	REDUCING	129	73	LONG	124	REDUCING	97	95	SHORT	ADDING	—	—	LONG	LIQUIDATION
Energy › Ethanol & Biofuels
D4 BIODIESEL RINs OPIS CURR YR ICE FUTURES ENERGY DIV	1,873	10,837	8,964		178	-1,882	4,521	6,403		9	128	119		15,664
	+269 (+16.8%)	-366 (-3.3%)	-635 (-6.6%)	69.2% \| 57.2%	+2 (+1.1%)	-282 (-17.6%)	+124 (+2.8%)	+406 (+6.8%)	28.9% \| 40.9%	+13 (+325.0%)	+18 (+16.4%)	+5 (+4.4%)	0.8% \| 0.8%	-222
	ADDING	29	9	LONG	4	REDUCING	11	13	SHORT	ADDING	—	—	LONG	LIQUIDATION
D6 RINs OPIS CURRENT YEAR ICE FUTURES ENERGY DIV	4,153	10,720	6,567		166	-4,197	7,303	11,500		44	120	76		18,309
	-276 (-6.2%)	+110 (+1.0%)	+386 (+6.2%)	58.6% \| 35.9%	-42 (-20.2%)	+192 (+4.4%)	+393 (+5.7%)	+201 (+1.8%)	39.9% \| 62.8%	+84 (+210.0%)	+10 (+9.1%)	-74 (-49.3%)	0.7% \| 0.4%	+471
	REDUCING	20	22	LONG	5	ADDING	13	15	SHORT	ADDING	—	—	LONG	BUILDUP
ETHANOL NEW YORK MERCANTILE EXCHANGE	6,970	8,295	1,325		2,719	-7,275	30,258	37,533		305	924	619		42,196
	+1,385 (+24.8%)	-82 (-1.0%)	-1,467 (-52.5%)	19.7% \| 3.1%	+171 (+6.7%)	-1,481 (-25.6%)	-2,080 (-6.4%)	-599 (-1.6%)	71.7% \| 88.9%	+96 (+45.9%)	+136 (+17.3%)	+40 (+6.9%)	2.2% \| 1.5%	-1,855
	ADDING	22	14	LONG	13	REDUCING	55	71	SHORT	ADDING	—	—	LONG	LIQUIDATION
ETHANOL T2 FOB INCL DUTY NEW YORK MERCANTILE EXCHANGE	-337	0	337		216	184	3,649	3,465		153	320	167		4,185
	-58 (-20.8%)	0 (0.0%)	+58 (+20.8%)	0.0% \| 8.1%	-28 (-11.5%)	+53 (+40.5%)	-537 (-12.8%)	-590 (-14.5%)	87.2% \| 82.8%	+5 (+3.4%)	+14 (+4.6%)	+9 (+5.7%)	7.6% \| 4.0%	-551
	REDUCING	0	2	SHORT	2	ADDING	19	15	LONG	ADDING	—	—	LONG	LIQUIDATION
Energy › 1. Natural Gas Basis & Indices (US)
AECO FIN BASIS ICE FUTURES ENERGY DIV	32,926	42,798	9,872		7,263	-48,275	954,260	1,002,535		15,349	18,680	3,331		1,023,001
	+6,992 (+27.0%)	+3,179 (+8.0%)	-3,813 (-27.9%)	4.2% \| 1.0%	+2,516 (+53.0%)	-9,799 (-25.5%)	+6,754 (+0.7%)	+16,553 (+1.7%)	93.3% \| 98.0%	+2,807 (+22.4%)	+347 (+1.9%)	-2,460 (-42.5%)	1.8% \| 0.3%	+12,796
	ADDING	5	4	LONG	7	REDUCING	44	30	SHORT	ADDING	—	—	LONG	BUILDUP
ALGONQUIN CITYGATES BASIS ICE FUTURES ENERGY DIV	-3,505	2,726	6,231		240	6,525	98,024	91,499		-3,020	4,923	7,943		105,913
	-479 (-15.8%)	-721 (-20.9%)	-242 (-3.7%)	2.6% \| 5.9%	-188 (-43.9%)	-69 (-1.0%)	-5,806 (-5.6%)	-5,737 (-5.9%)	92.6% \| 86.4%	+548 (+15.4%)	+780 (+18.8%)	+232 (+3.0%)	4.6% \| 7.5%	-5,935
	REDUCING	2	4	SHORT	1	REDUCING	11	15	LONG	ADDING	—	—	SHORT	LIQUIDATION
CG Mainline Basis ICE FUTURES ENERGY DIV	-38,307	1,966	40,273		884	44,067	332,900	288,833		-5,760	2,171	7,931		337,921
	+469 (+1.2%)	-616 (-23.9%)	-1,085 (-2.6%)	0.6% \| 11.9%	+258 (+41.2%)	-1,415 (-3.1%)	-22,455 (-6.3%)	-21,040 (-6.8%)	98.5% \| 85.5%	+946 (+14.1%)	-46 (-2.1%)	-992 (-11.1%)	0.6% \| 2.3%	-22,859
	ADDING	2	8	SHORT	3	REDUCING	21	27	LONG	ADDING	—	—	SHORT	LIQUIDATION
CG-MAINLINE FINANCIAL INDEX ICE FUTURES ENERGY DIV	-672	0	672		0	726	28,400	27,674		-54	742	796		29,142
	+1,818 (+73.0%)	-1,003 (-100.0%)	-2,821 (-80.8%)	0.0% \| 2.3%	-180 (-100.0%)	-2,558 (-77.9%)	-8,910 (-23.9%)	-6,352 (-18.7%)	97.5% \| 95.0%	+740 (+93.2%)	+18 (+2.5%)	-722 (-47.6%)	2.5% \| 2.7%	-10,075
	ADDING	0	1	SHORT	0	REDUCING	9	14	LONG	ADDING	—	—	SHORT	LIQUIDATION
CHICAGO CITYGATE (INDEX) ICE FUTURES ENERGY DIV	-10,824	336	11,160		217	10,531	73,611	63,080		293	1,650	1,357		75,814
	+5,583 (+34.0%)	-248 (-42.5%)	-5,831 (-34.3%)	0.4% \| 14.7%	+217 (0.0%)	-6,289 (-37.4%)	-15,437 (-17.3%)	-9,148 (-12.7%)	97.1% \| 83.2%	+706 (+170.9%)	+373 (+29.2%)	-333 (-19.7%)	2.2% \| 1.8%	-15,095
	ADDING	1	4	SHORT	1	REDUCING	24	19	LONG	ADDING	—	—	LONG	LIQUIDATION
CHICAGO FIN BASIS ICE FUTURES ENERGY DIV	-12,032	3,963	15,995		2,101	15,149	314,317	299,168		-3,117	11,203	14,320		331,584
	-1,501 (-14.3%)	-3,208 (-44.7%)	-1,707 (-9.6%)	1.2% \| 4.8%	-2,177 (-50.9%)	+2,927 (+23.9%)	-10,455 (-3.2%)	-13,382 (-4.3%)	94.8% \| 90.2%	-1,426 (-84.3%)	+3,192 (+39.8%)	+4,618 (+47.6%)	3.4% \| 4.3%	-12,648
	REDUCING	5	8	SHORT	4	ADDING	37	33	LONG	REDUCING	—	—	SHORT	LIQUIDATION
CIG ROCKIES BASIS ICE FUTURES ENERGY DIV	-122,167	341	122,508		2,763	121,894	439,008	317,114		273	10,342	10,069		452,454
	+12 (+0.0%)	-1,408 (-80.5%)	-1,420 (-1.1%)	0.1% \| 27.1%	-5,766 (-67.6%)	+2,133 (+1.8%)	+2,741 (+0.6%)	+608 (+0.2%)	97.0% \| 70.1%	-2,145 (-88.7%)	+283 (+2.8%)	+2,428 (+31.8%)	2.3% \| 2.2%	-4,150
	ADDING	2	7	SHORT	8	ADDING	38	33	LONG	REDUCING	—	—	LONG	LIQUIDATION
CIG ROCKIES FINANCIAL INDEX ICE FUTURES ENERGY DIV	-10,867	0	10,867		0	10,630	18,430	7,800		237	1,104	867		19,534
	+668 (+5.8%)	0 (0.0%)	-668 (-5.8%)	0.0% \| 55.6%	-403 (-100.0%)	+7 (+0.1%)	-1,433 (-7.2%)	-1,440 (-15.6%)	94.3% \| 39.9%	-675 (-74.0%)	-886 (-44.5%)	-211 (-19.6%)	5.7% \| 4.4%	-2,722
	ADDING	0	8	SHORT	0	ADDING	11	7	LONG	REDUCING	—	—	LONG	LIQUIDATION
DOMINION – SOUTH POINT ICE FUTURES ENERGY DIV	3,023	3,340	317		604	-3,852	31,610	35,462		829	2,918	2,089		38,472
	-5,177 (-63.1%)	-4,860 (-59.3%)	+317 (0.0%)	8.7% \| 0.8%	+520 (+619.0%)	+4,145 (+51.8%)	-10,348 (-24.7%)	-14,493 (-29.0%)	82.2% \| 92.2%	+1,032 (+508.4%)	+614 (+26.6%)	-418 (-16.7%)	7.6% \| 5.4%	-14,074
	REDUCING	5	1	LONG	1	ADDING	14	17	SHORT	ADDING	—	—	LONG	LIQUIDATION
DOMINION – SOUTH POINT (BASIS) ICE FUTURES ENERGY DIV	-58,294	4,902	63,196		24,531	48,607	692,801	644,194		9,687	17,755	8,068		739,989
	-9,671 (-19.9%)	-9,191 (-65.2%)	+480 (+0.8%)	0.7% \| 8.5%	-845 (-3.3%)	+13,333 (+37.8%)	-26,466 (-3.7%)	-39,799 (-5.8%)	93.6% \| 87.1%	-3,662 (-27.4%)	-1,808 (-9.2%)	+1,854 (+29.8%)	2.4% \| 1.1%	-38,310
	REDUCING	5	13	SHORT	12	ADDING	56	48	LONG	REDUCING	—	—	LONG	LIQUIDATION
EP SAN JUAN BASIS ICE FUTURES ENERGY DIV	51,852	53,809	1,957		1,194	-54,989	206,023	261,012		3,137	9,000	5,863		270,026
	-6,125 (-10.6%)	-6,522 (-10.8%)	-397 (-16.9%)	19.9% \| 0.7%	-455 (-27.6%)	+7,583 (+12.1%)	-559 (-0.3%)	-8,142 (-3.0%)	76.3% \| 96.7%	-1,458 (-31.7%)	-1,288 (-12.5%)	+170 (+3.0%)	3.3% \| 2.2%	-8,824
	REDUCING	1	2	LONG	2	ADDING	23	20	SHORT	REDUCING	—	—	LONG	LIQUIDATION
HENRY HUB BASIS ICE FUTURES ENERGY DIV	2,545	10,708	8,163		372	-6,688	75,346	82,034		4,143	5,584	1,441		92,010
	+14,492 (+121.3%)	-7,118 (-39.9%)	-21,610 (-72.6%)	11.6% \| 8.9%	-2,619 (-87.6%)	-20,795 (-147.4%)	-33,150 (-30.6%)	-12,355 (-13.1%)	81.9% \| 89.2%	+6,303 (+291.8%)	+3,848 (+221.7%)	-2,455 (-63.0%)	6.1% \| 1.6%	-39,039
	ADDING	2	6	LONG	1	REDUCING	14	12	SHORT	ADDING	—	—	LONG	LIQUIDATION
HENRY HUB INDEX ICE FUTURES ENERGY DIV	-23,753	6,902	30,655		5,343	27,184	92,351	65,167		-3,431	1,291	4,722		105,887
	+19,221 (+44.7%)	-7,595 (-52.4%)	-26,816 (-46.7%)	6.5% \| 29.0%	-543 (-9.2%)	-18,416 (-40.4%)	-47,207 (-33.8%)	-28,791 (-30.6%)	87.2% \| 61.5%	-805 (-30.7%)	-56 (-4.2%)	+749 (+18.9%)	1.2% \| 4.5%	-55,401
	ADDING	4	13	SHORT	4	REDUCING	27	29	LONG	REDUCING	—	—	SHORT	LIQUIDATION
HOUSTON SHIP CHANNEL (INDEX) ICE FUTURES ENERGY DIV	-133,914	1,045	134,959		8	133,512	454,899	321,387		402	2,744	2,342		458,696
	+6,583 (+4.7%)	-372 (-26.3%)	-6,955 (-4.9%)	0.2% \| 29.4%	0 (0.0%)	-4,480 (-3.2%)	-42,657 (-8.6%)	-38,177 (-10.6%)	99.2% \| 70.1%	-2,103 (-84.0%)	-2,347 (-46.1%)	-244 (-9.4%)	0.6% \| 0.5%	-45,376
	ADDING	1	8	SHORT	1	REDUCING	34	31	LONG	REDUCING	—	—	LONG	LIQUIDATION
HSC FIN BASIS ICE FUTURES ENERGY DIV	-150,580	700	151,280		22,750	152,594	785,571	632,977		-2,014	5,557	7,571		814,578
	+11,924 (+7.3%)	-980 (-58.3%)	-12,904 (-7.9%)	0.1% \| 18.6%	+3,779 (+19.9%)	-7,675 (-4.8%)	-18,530 (-2.3%)	-10,855 (-1.7%)	96.4% \| 77.7%	-4,249 (-190.1%)	-5,706 (-50.7%)	-1,457 (-16.1%)	0.7% \| 0.9%	-21,437
	ADDING	3	12	SHORT	9	REDUCING	54	57	LONG	REDUCING	—	—	SHORT	LIQUIDATION
MALIN (BASIS) ICE FUTURES ENERGY DIV	4,911	4,911	0		527	-8,845	94,348	103,193		3,934	17,223	13,289		117,009
	+2,351 (+91.8%)	+1,973 (+67.2%)	-378 (-100.0%)	4.2% \| 0.0%	-950 (-64.3%)	-2,005 (-29.3%)	-10,493 (-10.0%)	-8,488 (-7.6%)	80.6% \| 88.2%	-346 (-8.1%)	+1,627 (+10.4%)	+1,973 (+17.4%)	14.7% \| 11.4%	-7,843
	ADDING	2	0	LONG	1	REDUCING	13	16	SHORT	REDUCING	—	—	LONG	LIQUIDATION
MICHCON BASIS ICE FUTURES ENERGY DIV	-32,138	894	33,032		1,542	29,379	162,786	133,407		2,759	13,171	10,412		178,393
	-94 (-0.3%)	-2,358 (-72.5%)	-2,264 (-6.4%)	0.5% \| 18.5%	-912 (-37.2%)	-5,633 (-16.1%)	-16,392 (-9.1%)	-10,759 (-7.5%)	91.3% \| 74.8%	+5,727 (+193.0%)	+6,168 (+88.1%)	+441 (+4.4%)	7.4% \| 5.8%	-13,494
	REDUCING	1	8	SHORT	2	REDUCING	32	35	LONG	ADDING	—	—	LONG	LIQUIDATION
MICHCON FINANCIAL INDEX ICE FUTURES ENERGY DIV	-5,414	0	5,414		0	5,612	17,456	11,844		-198	883	1,081		18,339
	-2,227 (-69.9%)	-341 (-100.0%)	+1,886 (+53.5%)	0.0% \| 29.5%	0 (0.0%)	+2,757 (+96.6%)	+157 (+0.9%)	-2,600 (-18.0%)	95.2% \| 64.6%	-530 (-159.6%)	-297 (-25.2%)	+233 (+27.5%)	4.8% \| 5.9%	-481
	REDUCING	0	2	SHORT	0	ADDING	13	10	LONG	REDUCING	—	—	SHORT	LIQUIDATION
NAT GAS LD1 for GDD -TEXOK ICE FUTURES ENERGY DIV	-963	341	1,304		1	1,310	139,406	138,096		-347	1,900	2,247		141,648
	+1,969 (+67.2%)	0 (0.0%)	-1,969 (-60.2%)	0.2% \| 0.9%	0 (0.0%)	-1,324 (-50.3%)	-16,443 (-10.6%)	-15,119 (-9.9%)	98.4% \| 97.5%	-645 (-216.4%)	-651 (-25.5%)	-6 (-0.3%)	1.3% \| 1.6%	-17,094
	ADDING	1	2	SHORT	1	REDUCING	26	21	LONG	REDUCING	—	—	SHORT	LIQUIDATION
NGPL MIDCONT BASIS ICE FUTURES ENERGY DIV	0	0	0		0	873	83,783	82,910		-873	10,718	11,591		94,501
	-348 (-100.0%)	-348 (-100.0%)	0 (0.0%)	0.0% \| 0.0%	0 (0.0%)	+384 (+78.5%)	+2,347 (+2.9%)	+1,963 (+2.4%)	88.7% \| 87.7%	-36 (-4.3%)	-325 (-2.9%)	-289 (-2.4%)	11.3% \| 12.3%	+1,674
	REDUCING	0	0	SHORT	0	ADDING	16	15	LONG	REDUCING	—	—	SHORT	BUILDUP
NGPL TXOK BASIS ICE FUTURES ENERGY DIV	-58,783	20,744	79,527		3,660	57,342	497,145	439,803		1,441	7,261	5,820		528,810
	+2,272 (+3.7%)	+4,146 (+25.0%)	+1,874 (+2.4%)	3.9% \| 15.0%	-1,164 (-24.1%)	-4,087 (-6.7%)	+3,902 (+0.8%)	+7,989 (+1.9%)	94.0% \| 83.2%	+1,815 (+485.3%)	-116 (-1.6%)	-1,931 (-24.9%)	1.4% \| 1.1%	+6,768
	ADDING	4	7	SHORT	4	REDUCING	40	38	LONG	ADDING	—	—	LONG	BUILDUP
NNG VENTURA BASIS ICE FUTURES ENERGY DIV	0	0	0		0	-16,734	100,840	117,574		16,734	19,541	2,807		120,381
	+114 (+100.0%)	0 (0.0%)	-114 (-100.0%)	0.0% \| 0.0%	-526 (-100.0%)	-1,591 (-10.5%)	-5,790 (-5.4%)	-4,199 (-3.4%)	83.8% \| 97.7%	+1,477 (+9.7%)	+1,365 (+7.5%)	-112 (-3.8%)	16.2% \| 2.3%	-4,951
	ADDING	0	0	SHORT	0	REDUCING	22	20	SHORT	ADDING	—	—	LONG	LIQUIDATION
NWP ROCKIES FIN BASIS ICE FUTURES ENERGY DIV	-9,638	18,976	28,614		10,607	4,610	343,395	338,785		5,028	13,184	8,156		386,162
	+1,776 (+15.6%)	+9,386 (+97.9%)	+7,610 (+36.2%)	4.9% \| 7.4%	-1,732 (-14.0%)	+114 (+2.5%)	+1,325 (+0.4%)	+1,211 (+0.4%)	88.9% \| 87.7%	-1,890 (-27.3%)	-1,354 (-9.3%)	+536 (+7.0%)	3.4% \| 2.1%	+7,625
	ADDING	5	7	SHORT	11	ADDING	40	45	LONG	REDUCING	—	—	LONG	BUILDUP
NWP Rockies Index ICE FUTURES ENERGY DIV	-3,618	0	3,618		756	5,700	15,724	10,024		-2,082	942	3,024		17,422
	-314 (-9.5%)	0 (0.0%)	+314 (+9.5%)	0.0% \| 20.8%	-28 (-3.6%)	+2,048 (+56.1%)	-3,111 (-16.5%)	-5,159 (-34.0%)	90.3% \| 57.5%	-1,734 (-498.3%)	-815 (-46.4%)	+919 (+43.7%)	5.4% \| 17.4%	-3,954
	REDUCING	0	2	SHORT	1	ADDING	14	10	LONG	REDUCING	—	—	SHORT	LIQUIDATION
NWP SUMAS BASIS ICE FUTURES ENERGY DIV	-1,498	0	1,498		0	10,179	62,636	52,457		-8,681	7,639	16,320		70,275
	-1,498 (0.0%)	0 (0.0%)	+1,498 (0.0%)	0.0% \| 2.1%	0 (0.0%)	+10,179 (0.0%)	+62,636 (0.0%)	+52,457 (0.0%)	89.1% \| 74.6%	-8,681 (0.0%)	+7,639 (0.0%)	+16,320 (0.0%)	10.9% \| 23.2%	+70,275
	REDUCING	0	2	SHORT	0	ADDING	17	13	LONG	REDUCING	—	—	SHORT	BUILDUP
PANHANDLE BASIS ICE FUTURES ENERGY DIV	12,029	12,029	0		477	-23,903	115,286	139,189		11,874	21,924	10,050		149,716
	-1,278 (-9.6%)	-1,698 (-12.4%)	-420 (-100.0%)	8.0% \| 0.0%	+152 (+46.8%)	-734 (-3.2%)	-2,267 (-1.9%)	-1,533 (-1.1%)	77.0% \| 93.0%	+2,012 (+20.4%)	+318 (+1.5%)	-1,694 (-14.4%)	14.6% \| 6.7%	-3,495
	REDUCING	4	0	LONG	2	REDUCING	23	22	SHORT	ADDING	—	—	LONG	LIQUIDATION
PG&E CITYGATE FIN BASIS ICE FUTURES ENERGY DIV	6,861	8,369	1,508		4,869	-11,548	132,186	143,734		4,687	10,757	6,070		156,181
	-5,948 (-46.4%)	-5,440 (-39.4%)	+508 (+50.8%)	5.4% \| 1.0%	-370 (-7.1%)	+6,637 (+36.5%)	+1,287 (+1.0%)	-5,350 (-3.6%)	84.6% \| 92.0%	-689 (-12.8%)	-90 (-0.8%)	+599 (+10.9%)	6.9% \| 3.9%	-4,613
	REDUCING	6	2	LONG	5	ADDING	35	31	SHORT	REDUCING	—	—	LONG	LIQUIDATION
REX ZONE 3 BASIS ICE FUTURES ENERGY DIV	22,603	26,580	3,977		2,145	-25,731	241,637	267,368		3,128	9,151	6,023		279,513
	-1,102 (-4.6%)	-1,371 (-4.9%)	-269 (-6.3%)	9.5% \| 1.4%	-2,223 (-50.9%)	-19 (-0.1%)	-10,746 (-4.3%)	-10,727 (-3.9%)	86.4% \| 95.7%	+1,121 (+55.9%)	+2,096 (+29.7%)	+975 (+19.3%)	3.3% \| 2.2%	-12,244
	REDUCING	4	4	LONG	4	REDUCING	32	39	SHORT	ADDING	—	—	LONG	LIQUIDATION
REX ZONE 3 INDEX ICE FUTURES ENERGY DIV	496	496	0		0	-350	10,636	10,986		-146	392	538		11,524
	+496 (0.0%)	+496 (0.0%)	0 (0.0%)	4.3% \| 0.0%	0 (0.0%)	-496 (-339.7%)	-8,990 (-45.8%)	-8,494 (-43.6%)	92.3% \| 95.3%	0 (0.0%)	-434 (-52.5%)	-434 (-44.7%)	3.4% \| 4.7%	-8,928
	ADDING	1	0	LONG	0	REDUCING	14	14	SHORT	NEUTRAL	—	—	SHORT	LIQUIDATION
SOCAL BORDER FIN BASIS ICE FUTURES ENERGY DIV	77,578	89,551	11,973		5,727	-78,095	194,252	272,347		517	13,245	12,728		302,775
	+1,179 (+1.5%)	+1,387 (+1.6%)	+208 (+1.8%)	29.6% \| 4.0%	+2,053 (+55.9%)	+2,480 (+3.1%)	-2,896 (-1.5%)	-5,376 (-1.9%)	64.2% \| 90.0%	-3,659 (-87.6%)	-3,802 (-22.3%)	-143 (-1.1%)	4.4% \| 4.2%	-3,258
	ADDING	6	6	LONG	8	ADDING	29	34	SHORT	REDUCING	—	—	LONG	LIQUIDATION
SONAT – TIER 1 POOL (ZONE 0) ICE FUTURES ENERGY DIV	1,168	1,168	0		0	-4,958	86,361	91,319		3,790	8,275	4,485		95,804
	-1,259 (-51.9%)	-1,259 (-51.9%)	0 (0.0%)	1.2% \| 0.0%	0 (0.0%)	-337 (-7.3%)	-9,100 (-9.5%)	-8,763 (-8.8%)	90.1% \| 95.3%	+1,596 (+72.7%)	+565 (+7.3%)	-1,031 (-18.7%)	8.6% \| 4.7%	-9,794
	REDUCING	1	0	LONG	0	REDUCING	17	22	SHORT	ADDING	—	—	LONG	LIQUIDATION
TCO Basis ICE FUTURES ENERGY DIV	-3,914	341	4,255		0	3,184	188,738	185,554		730	5,739	5,009		194,818
	+1,058 (+21.3%)	-56 (-14.1%)	-1,114 (-20.7%)	0.2% \| 2.2%	-8 (-100.0%)	-1,067 (-25.1%)	-11,989 (-6.0%)	-10,922 (-5.6%)	96.9% \| 95.2%	+9 (+1.2%)	-11 (-0.2%)	-20 (-0.4%)	2.9% \| 2.6%	-12,064
	ADDING	1	2	SHORT	0	REDUCING	27	24	LONG	ADDING	—	—	LONG	LIQUIDATION
TETCO M2 Basis (Receipts) ICE FUTURES ENERGY DIV	21,107	25,502	4,395		1,191	-25,098	480,878	505,976		3,991	6,219	2,228		513,790
	+2,089 (+11.0%)	-1,930 (-7.0%)	-4,019 (-47.8%)	5.0% \| 0.9%	+647 (+118.9%)	-2,350 (-10.3%)	-22,664 (-4.5%)	-20,314 (-3.9%)	93.6% \| 98.5%	+261 (+7.0%)	-13 (-0.2%)	-274 (-11.0%)	1.2% \| 0.4%	-23,960
	ADDING	3	3	LONG	3	REDUCING	37	31	SHORT	ADDING	—	—	LONG	LIQUIDATION
TETCO M3 BASIS ICE FUTURES ENERGY DIV	5,274	9,634	4,360		1,947	-10,704	138,938	149,642		5,430	13,598	8,168		164,117
	-2,179 (-29.2%)	-2,550 (-20.9%)	-371 (-7.8%)	5.9% \| 2.7%	+241 (+14.1%)	+1,208 (+10.1%)	-8,972 (-6.1%)	-10,180 (-6.4%)	84.7% \| 91.2%	+971 (+21.8%)	+1,897 (+16.2%)	+926 (+12.8%)	8.3% \| 5.0%	-9,384
	REDUCING	6	4	LONG	3	ADDING	25	28	SHORT	ADDING	—	—	LONG	LIQUIDATION
TETCO M3 INDEX ICE FUTURES ENERGY DIV	1,871	2,330	459		28	-2,798	58,271	61,069		927	3,027	2,100		63,656
	-403 (-17.7%)	-1,178 (-33.6%)	-775 (-62.8%)	3.7% \| 0.7%	-31 (-52.5%)	+520 (+15.7%)	-8,473 (-12.7%)	-8,993 (-12.8%)	91.5% \| 95.9%	-117 (-11.2%)	-1,124 (-27.1%)	-1,007 (-32.4%)	4.8% \| 3.3%	-10,806
	REDUCING	4	1	LONG	1	ADDING	15	14	SHORT	REDUCING	—	—	LONG	LIQUIDATION
TETCO WLA BASIS ICE FUTURES ENERGY DIV	-72,730	0	72,730		0	70,453	126,694	56,241		2,277	7,446	5,169		134,140
	+1,677 (+2.3%)	0 (0.0%)	-1,677 (-2.3%)	0.0% \| 54.2%	0 (0.0%)	+3,224 (+4.8%)	-1,426 (-1.1%)	-4,650 (-7.6%)	94.4% \| 41.9%	-4,901 (-68.3%)	-4,171 (-35.9%)	+730 (+16.4%)	5.6% \| 3.9%	-5,597
	ADDING	0	1	SHORT	0	ADDING	16	13	LONG	REDUCING	—	—	LONG	LIQUIDATION
TGT ZONE 1 BASIS ICE FUTURES ENERGY DIV	3,117	3,117	0		93	-4,149	170,424	174,573		1,032	5,864	4,832		179,498
	-1,372 (-30.6%)	-1,372 (-30.6%)	0 (0.0%)	1.7% \| 0.0%	0 (0.0%)	-114 (-2.8%)	-13,101 (-7.1%)	-12,987 (-6.9%)	94.9% \| 97.3%	+1,486 (+327.3%)	+590 (+11.2%)	-896 (-15.6%)	3.3% \| 2.7%	-13,883
	REDUCING	1	0	LONG	1	REDUCING	25	23	SHORT	ADDING	—	—	LONG	LIQUIDATION
TRANSCO LEIDY BASIS ICE FUTURES ENERGY DIV	6,751	6,751	0		642	-9,230	107,650	116,880		2,479	5,478	2,999		120,521
	-4,874 (-41.9%)	-4,874 (-41.9%)	0 (0.0%)	5.6% \| 0.0%	0 (0.0%)	+3,005 (+24.6%)	-6,925 (-6.0%)	-9,930 (-7.8%)	89.3% \| 97.0%	+1,869 (+306.4%)	+1,282 (+30.6%)	-587 (-16.4%)	4.5% \| 2.5%	-10,517
	REDUCING	3	0	LONG	1	ADDING	21	17	SHORT	ADDING	—	—	LONG	LIQUIDATION
TRANSCO STATION 85-ZONE 4 BASI ICE FUTURES ENERGY DIV	70,408	75,509	5,101		4,241	-71,972	217,639	289,611		1,564	13,044	11,480		310,433
	-13,062 (-15.6%)	-7,961 (-9.5%)	+5,101 (0.0%)	24.3% \| 1.6%	+2,109 (+98.9%)	+8,476 (+10.5%)	-12,288 (-5.3%)	-20,764 (-6.7%)	70.1% \| 93.3%	+4,586 (+151.8%)	+4,628 (+55.0%)	+42 (+0.4%)	4.2% \| 3.7%	-13,512
	REDUCING	7	3	LONG	2	ADDING	34	32	SHORT	ADDING	—	—	LONG	LIQUIDATION
TRANSCO STN 85 MONTHLY INDEX ICE FUTURES ENERGY DIV	4,058	4,268	210		0	-571	28,085	28,656		-3,487	448	3,935		32,801
	-5,505 (-57.6%)	-6,107 (-58.9%)	-602 (-74.1%)	13.0% \| 0.6%	-62 (-100.0%)	+6,601 (+92.0%)	-3,962 (-12.4%)	-10,563 (-26.9%)	85.6% \| 87.4%	-1,096 (-45.8%)	-204 (-31.3%)	+892 (+29.3%)	1.4% \| 12.0%	-10,335
	REDUCING	3	1	LONG	0	ADDING	13	16	SHORT	REDUCING	—	—	SHORT	LIQUIDATION
Transco Zone 5 South Basis ICE FUTURES ENERGY DIV	16,232	16,958	726		891	-16,002	127,108	143,110		-230	6,508	6,738		151,465
	-2,282 (-12.3%)	-2,099 (-11.0%)	+183 (+33.7%)	11.2% \| 0.5%	-429 (-32.5%)	+3,326 (+17.2%)	-5,612 (-4.2%)	-8,938 (-5.9%)	83.9% \| 94.5%	-1,044 (-128.3%)	-504 (-7.2%)	+540 (+8.7%)	4.3% \| 4.4%	-8,644
	REDUCING	3	1	LONG	3	ADDING	20	27	SHORT	REDUCING	—	—	SHORT	LIQUIDATION
TRANSCO ZONE 6 BASIS ICE FUTURES ENERGY DIV	-3,072	4,898	7,970		1,961	-2,006	241,144	243,150		5,078	6,975	1,897		254,978
	-2,393 (-352.4%)	-3,168 (-39.3%)	-775 (-8.9%)	1.9% \| 3.1%	-708 (-26.5%)	-2,387 (-626.5%)	-15,155 (-5.9%)	-12,768 (-5.0%)	94.6% \| 95.4%	+4,780 (+1,604.0%)	+1,458 (+26.4%)	-3,322 (-63.7%)	2.7% \| 0.7%	-17,573
	REDUCING	4	5	SHORT	3	REDUCING	32	35	SHORT	ADDING	—	—	LONG	LIQUIDATION
TRANSCO ZONE 6 MONTHLY INDEX ICE FUTURES ENERGY DIV	1,899	3,368	1,469		856	-2,984	79,537	82,521		1,085	4,231	3,146		87,992
	-2,470 (-56.5%)	-3,307 (-49.5%)	-837 (-36.3%)	3.8% \| 1.7%	0 (0.0%)	+2,192 (+42.3%)	-12,207 (-13.3%)	-14,399 (-14.9%)	90.4% \| 93.8%	+278 (+34.4%)	+133 (+3.2%)	-145 (-4.4%)	4.8% \| 3.6%	-15,381
	REDUCING	3	1	LONG	1	ADDING	13	14	SHORT	ADDING	—	—	LONG	LIQUIDATION
WAHA FIN BASIS ICE FUTURES ENERGY DIV	-51,164	4,764	55,928		14,391	50,632	694,195	643,563		532	12,003	11,471		725,353
	+11,224 (+18.0%)	+3,052 (+178.3%)	-8,172 (-12.7%)	0.7% \| 7.7%	+1,736 (+13.7%)	-14,598 (-22.4%)	-22,717 (-3.2%)	-8,119 (-1.2%)	95.7% \| 88.7%	+3,374 (+118.7%)	+3,064 (+34.3%)	-310 (-2.6%)	1.7% \| 1.6%	-14,865
	ADDING	1	9	SHORT	7	REDUCING	46	37	LONG	ADDING	—	—	LONG	LIQUIDATION
WAHA INDEX ICE FUTURES ENERGY DIV	-1,832	252	2,084		0	4,819	71,468	66,649		-2,987	1,563	4,550		73,283
	+2,973 (+61.9%)	+252 (0.0%)	-2,721 (-56.6%)	0.3% \| 2.8%	-252 (-100.0%)	-2,921 (-37.7%)	-10,522 (-12.8%)	-7,601 (-10.2%)	97.5% \| 90.9%	-52 (-1.8%)	-99 (-6.0%)	-47 (-1.0%)	2.1% \| 6.2%	-10,621
	ADDING	1	3	SHORT	0	REDUCING	24	23	LONG	REDUCING	—	—	SHORT	LIQUIDATION
Energy › Petroleum Products & Fuels
ARGUS CIF ARA Lg Finl Propane ICE FUTURES ENERGY DIV	320	653	333		780	-577	2,335	2,912		257	795	538		4,563
	+320 (0.0%)	+653 (0.0%)	+333 (0.0%)	14.3% \| 7.3%	+780 (0.0%)	-577 (0.0%)	+2,335 (0.0%)	+2,912 (0.0%)	51.2% \| 63.8%	+257 (0.0%)	+795 (0.0%)	+538 (0.0%)	17.4% \| 11.8%	+4,563
	ADDING	3	2	LONG	4	REDUCING	12	14	SHORT	ADDING	—	—	LONG	BUILDUP
ARGUS FAR EAST PROPANE ICE FUTURES ENERGY DIV	-663	654	1,317		2,521	264	8,860	8,596		399	1,461	1,062		13,496
	+324 (+32.8%)	+113 (+20.9%)	-211 (-13.8%)	4.8% \| 9.8%	+61 (+2.5%)	-349 (-56.9%)	-201 (-2.2%)	+148 (+1.8%)	65.6% \| 63.7%	+25 (+6.7%)	+169 (+13.1%)	+144 (+15.7%)	10.8% \| 7.9%	+142
	ADDING	5	7	SHORT	10	REDUCING	41	41	LONG	ADDING	—	—	LONG	BUILDUP
ARGUS PROPANE FAR EAST INDEX NEW YORK MERCANTILE EXCHANGE	1,117	1,181	64		456	-1,194	2,655	3,849		77	961	884		5,253
	+238 (+27.1%)	+216 (+22.4%)	-22 (-25.6%)	22.5% \| 1.2%	-208 (-31.3%)	-195 (-19.5%)	-657 (-19.8%)	-462 (-10.7%)	50.5% \| 73.3%	-43 (-35.8%)	+22 (+2.3%)	+65 (+7.9%)	18.3% \| 16.8%	-627
	ADDING	3	1	LONG	4	REDUCING	20	18	SHORT	REDUCING	—	—	LONG	LIQUIDATION
BUTANE OPIS MT BELV NONTET FP ICE FUTURES ENERGY DIV	581	5,807	5,226		6,424	-199	42,953	43,152		-382	496	878		55,680
	+380 (+189.1%)	+542 (+10.3%)	+162 (+3.2%)	10.4% \| 9.4%	-375 (-5.5%)	-380 (-209.9%)	+3,076 (+7.7%)	+3,456 (+8.7%)	77.1% \| 77.5%	0 (0.0%)	+372 (+300.0%)	+372 (+73.5%)	0.9% \| 1.6%	+3,615
	ADDING	8	13	LONG	13	REDUCING	63	60	SHORT	NEUTRAL	—	—	SHORT	BUILDUP
CONWAY PROPANE (OPIS) NEW YORK MERCANTILE EXCHANGE	-375	161	536		1,645	186	19,186	19,000		189	504	315		21,496
	-374 (-37,400.0%)	-263 (-62.0%)	+111 (+26.1%)	0.7% \| 2.5%	+583 (+54.9%)	+340 (+220.8%)	-3,704 (-16.2%)	-4,044 (-17.5%)	89.3% \| 88.4%	+34 (+21.9%)	+55 (+12.2%)	+21 (+7.1%)	2.3% \| 1.5%	-3,329
	REDUCING	2	5	SHORT	4	ADDING	41	32	LONG	ADDING	—	—	LONG	LIQUIDATION
ETHANE, MT. BELV-ENTERPRISE ICE FUTURES ENERGY DIV	2,766	9,516	6,750		8,095	-2,708	52,793	55,501		-58	192	250		70,596
	-244 (-8.1%)	-188 (-1.9%)	+56 (+0.8%)	13.5% \| 9.6%	+769 (+10.5%)	+275 (+9.2%)	+438 (+0.8%)	+163 (+0.3%)	74.8% \| 78.6%	-31 (-114.8%)	-16 (-7.7%)	+15 (+6.4%)	0.3% \| 0.4%	+1,003
	REDUCING	9	6	LONG	8	ADDING	39	38	SHORT	REDUCING	—	—	SHORT	BUILDUP
FUEL OIL-3% USGC/3.5% FOB RDAM ICE FUTURES ENERGY DIV	-2,073	2,737	4,810		660	2,040	15,985	13,945		33	133	100		19,515
	-1,227 (-145.0%)	+15 (+0.6%)	+1,242 (+34.8%)	14.0% \| 24.6%	+2 (+0.3%)	+1,227 (+150.9%)	+932 (+6.2%)	-295 (-2.1%)	81.9% \| 71.5%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.7% \| 0.5%	+949
	REDUCING	3	4	SHORT	3	ADDING	26	18	LONG	NEUTRAL	—	—	LONG	BUILDUP
GASOLINE CRK-RBOB/BRENT 1st ICE FUTURES ENERGY DIV	2,956	3,661	705		1,220	-3,256	6,437	9,693		300	1,467	1,167		12,785
	+345 (+13.2%)	+400 (+12.3%)	+55 (+8.5%)	28.6% \| 5.5%	+230 (+23.2%)	-325 (-11.1%)	+375 (+6.2%)	+700 (+7.8%)	50.3% \| 75.8%	-20 (-6.3%)	-70 (-4.6%)	-50 (-4.1%)	11.5% \| 9.1%	+935
	ADDING	4	2	LONG	3	REDUCING	8	12	SHORT	REDUCING	—	—	LONG	BUILDUP
GASOLINE RBOB NEW YORK MERCANTILE EXCHANGE	89,956	119,095	29,139		101,942	-103,649	212,176	315,825		13,693	29,843	16,150		463,056
	+13,525 (+17.7%)	+2,838 (+2.4%)	-10,687 (-26.8%)	25.7% \| 6.3%	-6,898 (-6.3%)	-14,792 (-16.6%)	-4,377 (-2.0%)	+10,415 (+3.4%)	45.8% \| 68.2%	+1,267 (+10.2%)	+2,328 (+8.5%)	+1,061 (+7.0%)	6.4% \| 3.5%	-6,109
	ADDING	105	37	LONG	86	REDUCING	102	115	SHORT	ADDING	—	—	LONG	LIQUIDATION
GULF # 6 FUEL OIL CRACK NEW YORK MERCANTILE EXCHANGE	-437	454	891		1,758	437	10,269	9,832		0	30	30		12,511
	+525 (+54.6%)	+79 (+21.1%)	-446 (-33.4%)	3.6% \| 7.1%	+746 (+73.7%)	-525 (-54.6%)	+325 (+3.3%)	+850 (+9.5%)	82.1% \| 78.6%	0 (0.0%)	-1,307 (-97.8%)	-1,307 (-97.8%)	0.2% \| 0.2%	-157
	ADDING	3	3	SHORT	4	REDUCING	16	18	LONG	NEUTRAL	—	—	SHORT	LIQUIDATION
GULF COAST CBOB GAS A2 PL RBOB NEW YORK MERCANTILE EXCHANGE	2,185	2,185	0		100	-1,730	26,085	27,815		-455	1,167	1,622		29,537
	-50 (-2.2%)	-50 (-2.2%)	0 (0.0%)	7.4% \| 0.0%	-75 (-42.9%)	+410 (+19.2%)	-5,272 (-16.8%)	-5,682 (-17.0%)	88.3% \| 94.2%	-360 (-378.9%)	+2 (+0.2%)	+362 (+28.7%)	4.0% \| 5.5%	-5,395
	REDUCING	1	0	LONG	1	ADDING	17	23	SHORT	REDUCING	—	—	SHORT	LIQUIDATION
GULF JET NY HEAT OIL SPR NEW YORK MERCANTILE EXCHANGE	668	968	300		0	-863	18,939	19,802		195	235	40		20,142
	0 (0.0%)	0 (0.0%)	0 (0.0%)	4.8% \| 1.5%	0 (0.0%)	0 (0.0%)	+559 (+3.0%)	+559 (+2.9%)	94.0% \| 98.3%	0 (0.0%)	-3,622 (-93.9%)	-3,622 (-98.9%)	1.2% \| 0.2%	-3,063
	NEUTRAL	2	1	LONG	0	NEUTRAL	25	18	SHORT	NEUTRAL	—	—	LONG	LIQUIDATION
ISOBUTANE OPIS MT BELV NONTET ICE FUTURES ENERGY DIV	-791	156	947		9	598	5,724	5,126		193	862	669		6,751
	0 (0.0%)	0 (0.0%)	0 (0.0%)	2.3% \| 14.0%	0 (0.0%)	0 (0.0%)	+225 (+4.1%)	+225 (+4.6%)	84.8% \| 75.9%	0 (0.0%)	0 (0.0%)	0 (0.0%)	12.8% \| 9.9%	+225
	NEUTRAL	1	1	SHORT	1	NEUTRAL	11	12	LONG	NEUTRAL	—	—	LONG	BUILDUP
MT BELV NAT GASOLINE OPIS NEW YORK MERCANTILE EXCHANGE	267	1,080	813		195	531	41,935	41,404		-798	128	926		43,338
	+429 (+264.8%)	+10 (+0.9%)	-419 (-34.0%)	2.5% \| 1.9%	-15 (-7.1%)	-495 (-48.2%)	-3,019 (-6.7%)	-2,524 (-5.7%)	96.8% \| 95.5%	+66 (+7.6%)	0 (0.0%)	-66 (-6.7%)	0.3% \| 2.1%	-3,024
	ADDING	3	4	LONG	2	REDUCING	27	34	LONG	ADDING	—	—	SHORT	LIQUIDATION
MT BELV NORM BUTANE OPIS NEW YORK MERCANTILE EXCHANGE	-21	3,751	3,772		3,493	258	36,590	36,332		-237	998	1,235		44,832
	-659 (-103.3%)	-963 (-20.4%)	-304 (-7.5%)	8.4% \| 8.4%	-1,048 (-23.1%)	+694 (+159.2%)	-4,652 (-11.3%)	-5,346 (-12.8%)	81.6% \| 81.0%	-35 (-17.3%)	+31 (+3.2%)	+66 (+5.6%)	2.2% \| 2.8%	-6,632
	REDUCING	13	14	SHORT	13	ADDING	66	71	LONG	REDUCING	—	—	SHORT	LIQUIDATION
MT BELVIEU ETHANE OPIS NEW YORK MERCANTILE EXCHANGE	5,427	6,654	1,227		1,185	-4,462	35,884	40,346		-965	255	1,220		43,978
	+533 (+10.9%)	+277 (+4.3%)	-256 (-17.3%)	15.1% \| 2.8%	-391 (-24.8%)	-718 (-19.2%)	-4,747 (-11.7%)	-4,029 (-9.1%)	81.6% \| 91.7%	+185 (+16.1%)	+27 (+11.8%)	-158 (-11.5%)	0.6% \| 2.8%	-4,834
	ADDING	7	7	LONG	6	REDUCING	24	34	SHORT	ADDING	—	—	SHORT	LIQUIDATION
NAT GASLNE OPIS MT B NONTET FP ICE FUTURES ENERGY DIV	-1,979	374	2,353		728	2,895	17,533	14,638		-916	135	1,051		18,770
	+625 (+24.0%)	+50 (+15.4%)	-575 (-19.6%)	2.0% \| 12.5%	+10 (+1.4%)	-625 (-17.8%)	+740 (+4.4%)	+1,365 (+10.3%)	93.4% \| 78.0%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.7% \| 5.6%	+800
	ADDING	2	3	SHORT	3	REDUCING	21	23	LONG	NEUTRAL	—	—	SHORT	BUILDUP
NY HARBOR ULSD NEW YORK MERCANTILE EXCHANGE	19,452	62,669	43,217		81,243	-38,846	169,199	208,045		19,394	47,036	27,642		360,147
	-5,827 (-23.1%)	-90 (-0.1%)	+5,737 (+15.3%)	17.4% \| 12.0%	-4,733 (-5.5%)	+5,205 (+11.8%)	-1,630 (-1.0%)	-6,835 (-3.2%)	47.0% \| 57.8%	+622 (+3.3%)	-397 (-0.8%)	-1,019 (-3.6%)	13.1% \| 7.7%	-6,850
	REDUCING	56	38	LONG	69	ADDING	90	97	SHORT	ADDING	—	—	LONG	LIQUIDATION
PROPANE NEW YORK MERCANTILE EXCHANGE	-15,974	3,977	19,951		16,440	15,908	104,086	88,178		66	573	507		125,076
	-2,543 (-18.9%)	-1,737 (-30.4%)	+806 (+4.2%)	3.2% \| 16.0%	-3,382 (-17.1%)	+2,918 (+22.5%)	-8,039 (-7.2%)	-10,957 (-11.1%)	83.2% \| 70.5%	-375 (-85.0%)	-182 (-24.1%)	+193 (+61.5%)	0.5% \| 0.4%	-13,340
	REDUCING	13	26	SHORT	19	ADDING	86	83	LONG	REDUCING	—	—	LONG	LIQUIDATION
PROPANE ARGUS CIF ARA MINI ICE FUTURES ENERGY DIV	-2,695	111	2,806		188	2,322	4,987	2,665		373	991	618		6,277
	-164 (-6.5%)	+7 (+6.7%)	+171 (+6.5%)	1.8% \| 44.7%	0 (0.0%)	+154 (+7.1%)	+267 (+5.7%)	+113 (+4.4%)	79.4% \| 42.5%	+10 (+2.8%)	+5 (+0.5%)	-5 (-0.8%)	15.8% \| 9.8%	+279
	REDUCING	2	5	SHORT	3	ADDING	21	11	LONG	ADDING	—	—	LONG	BUILDUP
PROPANE ARGUS FAR EAST MINI ICE FUTURES ENERGY DIV	228	1,567	1,339		476	-163	3,732	3,895		-65	601	666		6,376
	+122 (+115.1%)	+227 (+16.9%)	+105 (+8.5%)	24.6% \| 21.0%	+84 (+21.4%)	+415 (+71.8%)	+500 (+15.5%)	+85 (+2.2%)	58.5% \| 61.1%	-537 (-113.8%)	-480 (-44.4%)	+57 (+9.4%)	9.4% \| 10.4%	+331
	ADDING	13	5	LONG	9	ADDING	33	26	SHORT	REDUCING	—	—	SHORT	BUILDUP
PROPANE ARGUS SAUDI CP FP ICE FUTURES ENERGY DIV	795	941	146		482	-1,131	2,705	3,836		336	1,019	683		5,147
	-21 (-2.6%)	+7 (+0.7%)	+28 (+23.7%)	18.3% \| 2.8%	-17 (-3.4%)	+48 (+4.1%)	+373 (+16.0%)	+325 (+9.3%)	52.6% \| 74.5%	-27 (-7.4%)	+6 (+0.6%)	+33 (+5.1%)	19.8% \| 13.3%	+369
	REDUCING	8	4	LONG	5	ADDING	27	29	SHORT	REDUCING	—	—	LONG	BUILDUP
PROPANE ARGUS SAUDI CP MINI ICE FUTURES ENERGY DIV	-587	280	867		67	-44	865	909		631	908	277		2,120
	-5 (-0.9%)	0 (0.0%)	+5 (+0.6%)	13.2% \| 40.9%	-20 (-23.0%)	+5 (+10.2%)	-9 (-1.0%)	-14 (-1.5%)	40.8% \| 42.9%	0 (0.0%)	+10 (+1.1%)	+10 (+3.7%)	42.8% \| 13.1%	-19
	REDUCING	3	5	SHORT	4	ADDING	10	11	SHORT	NEUTRAL	—	—	LONG	LIQUIDATION
PROPANE NON-LDH MT BEL NEW YORK MERCANTILE EXCHANGE	1,442	1,948	506		465	-1,166	23,192	24,358		-276	173	449		25,778
	+385 (+36.4%)	-245 (-11.2%)	-630 (-55.5%)	7.6% \| 2.0%	-188 (-28.8%)	-495 (-73.8%)	-1,994 (-7.9%)	-1,499 (-5.8%)	90.0% \| 94.5%	+110 (+28.5%)	+65 (+60.2%)	-45 (-9.1%)	0.7% \| 1.7%	-2,362
	ADDING	3	2	LONG	2	REDUCING	32	33	SHORT	ADDING	—	—	SHORT	LIQUIDATION
PROPANE OPIS CONWAY INWELL FP ICE FUTURES ENERGY DIV	1,406	1,572	166		1,413	-1,472	9,650	11,122		66	374	308		13,009
	-145 (-9.3%)	-151 (-8.8%)	-6 (-3.5%)	12.1% \| 1.3%	+146 (+11.5%)	+115 (+7.2%)	+333 (+3.6%)	+218 (+2.0%)	74.2% \| 85.5%	+30 (+83.3%)	+110 (+41.7%)	+80 (+35.1%)	2.9% \| 2.4%	+438
	REDUCING	4	2	LONG	5	ADDING	19	22	SHORT	ADDING	—	—	LONG	BUILDUP
PROPANE OPIS MT BELV NONTET FP ICE FUTURES ENERGY DIV	17,714	23,472	5,758		6,418	-17,321	68,910	86,231		-393	571	964		99,371
	-5,273 (-22.9%)	-4,448 (-15.9%)	+825 (+16.7%)	23.6% \| 5.8%	+2,510 (+64.2%)	+5,191 (+23.1%)	+7,869 (+12.9%)	+2,678 (+3.2%)	69.3% \| 86.8%	+82 (+17.3%)	+133 (+30.4%)	+51 (+5.6%)	0.6% \| 1.0%	+6,064
	REDUCING	5	5	LONG	5	ADDING	44	50	SHORT	ADDING	—	—	SHORT	BUILDUP
PROPANE OPIS MT BELVIEU TET FP ICE FUTURES ENERGY DIV	-4,960	25,742	30,702		37,873	5,073	135,611	130,538		-113	1,728	1,841		200,954
	+10,764 (+68.5%)	+6,488 (+33.7%)	-4,276 (-12.2%)	12.8% \| 15.3%	+1,796 (+5.0%)	-10,742 (-67.9%)	+2,712 (+2.0%)	+13,454 (+11.5%)	67.5% \| 65.0%	-22 (-24.2%)	+409 (+31.0%)	+431 (+30.6%)	0.9% \| 0.9%	+11,405
	ADDING	18	17	SHORT	25	REDUCING	83	83	LONG	REDUCING	—	—	SHORT	BUILDUP
PROPANE,OPIS MT BELV TET BALMO ICE FUTURES ENERGY DIV	1,183	2,799	1,616		115	-1,199	904	2,103		16	30	14		3,848
	+1,183 (0.0%)	+2,799 (0.0%)	+1,616 (0.0%)	72.7% \| 42.0%	+115 (0.0%)	-1,199 (0.0%)	+904 (0.0%)	+2,103 (0.0%)	23.5% \| 54.7%	+16 (0.0%)	+30 (0.0%)	+14 (0.0%)	0.8% \| 0.4%	+3,848
	ADDING	4	4	LONG	2	REDUCING	12	18	SHORT	ADDING	—	—	LONG	BUILDUP
UP DOWN GC ULSD VS HO SPR NEW YORK MERCANTILE EXCHANGE	1,440	1,440	0		0	-11,643	33,350	44,993		10,203	15,889	5,686		50,679
	-225 (-13.5%)	-225 (-13.5%)	0 (0.0%)	2.8% \| 0.0%	0 (0.0%)	+1,404 (+10.8%)	+3,278 (+10.9%)	+1,874 (+4.3%)	65.8% \| 88.8%	-1,179 (-10.4%)	-7,422 (-31.8%)	-6,243 (-52.3%)	31.4% \| 11.2%	-4,369
	REDUCING	1	0	LONG	0	ADDING	13	18	SHORT	REDUCING	—	—	LONG	LIQUIDATION
USGC HSFO (PLATTS) ICE FUTURES ENERGY DIV	7,770	8,282	512		2,771	-7,712	19,491	27,203		-58	30	88		30,574
	+237 (+3.1%)	+368 (+4.6%)	+131 (+34.4%)	27.1% \| 1.7%	+505 (+22.3%)	-212 (-2.8%)	+1,277 (+7.0%)	+1,489 (+5.8%)	63.8% \| 89.0%	-25 (-75.8%)	-31 (-50.8%)	-6 (-6.4%)	0.1% \| 0.3%	+2,119
	ADDING	6	3	LONG	7	REDUCING	35	45	SHORT	REDUCING	—	—	SHORT	BUILDUP
USGC HSFO-PLATTS/BRENT 1ST LN ICE FUTURES ENERGY DIV	-1,236	1,084	2,320		1,202	1,196	7,454	6,258		40	81	41		9,821
	+12 (+1.0%)	+235 (+27.7%)	+223 (+10.6%)	11.0% \| 23.6%	0 (0.0%)	-12 (-1.0%)	+700 (+10.4%)	+712 (+12.8%)	75.9% \| 63.7%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.8% \| 0.4%	+935
	ADDING	4	3	SHORT	3	REDUCING	25	19	LONG	NEUTRAL	—	—	LONG	BUILDUP
Electricity & Power › CAISO Markets
CAISO NP-15 DA OFF-PK FIXED ICE FUTURES ENERGY DIV	-11,787	1,340	13,127		2,425	11,819	41,070	29,251		-32	138	170		44,973
	+1,604 (+12.0%)	+802 (+149.1%)	-802 (-5.8%)	3.0% \| 29.2%	+118 (+5.1%)	-1,562 (-11.7%)	-1,521 (-3.6%)	+41 (+0.1%)	91.3% \| 65.0%	-42 (-420.0%)	-42 (-23.3%)	0 (0.0%)	0.3% \| 0.4%	-643
	ADDING	5	5	SHORT	5	REDUCING	22	17	LONG	REDUCING	—	—	SHORT	LIQUIDATION
CAISO NP-15 PEAK ICE FUTURES ENERGY DIV	-18,603	1,041	19,644		1,683	18,491	45,614	27,123		112	127	15		48,465
	+1,262 (+6.4%)	-1,578 (-60.3%)	-2,840 (-12.6%)	2.1% \| 40.5%	+229 (+15.7%)	-1,268 (-6.4%)	-1,806 (-3.8%)	-538 (-1.9%)	94.1% \| 56.0%	+6 (+5.7%)	-79 (-38.3%)	-85 (-85.0%)	0.3% \| 0.0%	-3,234
	ADDING	5	7	SHORT	7	REDUCING	27	20	LONG	ADDING	—	—	LONG	LIQUIDATION
CAISO SP-15 DA OFF-PK FIXED ICE FUTURES ENERGY DIV	-6,499	5,959	12,458		11,216	6,349	60,567	54,218		150	225	75		77,967
	-2,393 (-58.3%)	-205 (-3.3%)	+2,188 (+21.3%)	7.6% \| 16.0%	+582 (+5.5%)	+2,430 (+62.0%)	+3,402 (+6.0%)	+972 (+1.8%)	77.7% \| 69.5%	-37 (-19.8%)	+13 (+6.1%)	+50 (+200.0%)	0.3% \| 0.1%	+3,792
	REDUCING	8	6	SHORT	8	ADDING	29	30	LONG	REDUCING	—	—	LONG	BUILDUP
CAISO SP-15 PEAK 0900-1600 HE ICE FUTURES ENERGY DIV	4,125	4,340	215		160	-4,091	8,649	12,740		-34	6	40		13,155
	+120 (+3.0%)	+10 (+0.2%)	-110 (-33.8%)	33.0% \| 1.6%	0 (0.0%)	-66 (-1.6%)	-586 (-6.3%)	-520 (-3.9%)	65.7% \| 96.8%	-54 (-270.0%)	-34 (-85.0%)	+20 (+100.0%)	0.0% \| 0.3%	-610
	ADDING	2	1	LONG	2	REDUCING	10	10	SHORT	REDUCING	—	—	SHORT	LIQUIDATION
SP15 FIN DA PEAK FIXED ICE FUTURES ENERGY DIV	6,080	15,821	9,741		8,987	-6,487	80,764	87,251		407	470	63		106,042
	+74 (+1.2%)	-713 (-4.3%)	-787 (-7.5%)	14.9% \| 9.2%	-341 (-3.7%)	-21 (-0.3%)	-967 (-1.2%)	-946 (-1.1%)	76.2% \| 82.3%	-53 (-11.5%)	-142 (-23.2%)	-89 (-58.6%)	0.4% \| 0.1%	-2,163
	ADDING	9	17	LONG	14	REDUCING	34	30	SHORT	REDUCING	—	—	LONG	LIQUIDATION
Electricity & Power › ERCOT Markets
ERCOT – NORTH MONTHLY OFF-PEAK ICE FUTURES ENERGY DIV	8,819	19,148	10,329		2,835	-9,278	87,804	97,082		459	689	230		110,476
	+573 (+6.9%)	-711 (-3.6%)	-1,284 (-11.1%)	17.3% \| 9.3%	-165 (-5.5%)	-583 (-6.7%)	-4,640 (-5.0%)	-4,057 (-4.0%)	79.5% \| 87.9%	+10 (+2.2%)	-28 (-3.9%)	-38 (-14.2%)	0.6% \| 0.2%	-5,544
	ADDING	5	12	LONG	7	REDUCING	23	25	SHORT	ADDING	—	—	LONG	LIQUIDATION
ERCOT Houston 345KV Hub RT 7×8 ICE FUTURES ENERGY DIV	-275	275	550		0	395	14,470	14,075		-120	0	120		14,745
	+525 (+65.6%)	-25 (-8.3%)	-550 (-50.0%)	1.9% \| 3.7%	0 (0.0%)	-525 (-57.1%)	-980 (-6.3%)	-455 (-3.1%)	98.1% \| 95.5%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 0.8%	-1,005
	ADDING	1	2	SHORT	0	REDUCING	11	10	LONG	NEUTRAL	—	—	SHORT	LIQUIDATION
ERCOT Houston 345KV RT OFF FIX ICE FUTURES ENERGY DIV	5,455	5,455	0		1,425	-5,699	27,436	33,135		244	244	0		34,560
	-35 (-0.6%)	-135 (-2.4%)	-100 (-100.0%)	15.8% \| 0.0%	-125 (-8.1%)	+43 (+0.7%)	-1,344 (-4.7%)	-1,387 (-4.0%)	79.4% \| 95.9%	-8 (-3.2%)	-8 (-3.2%)	0 (0.0%)	0.7% \| 0.0%	-1,612
	REDUCING	6	0	LONG	3	ADDING	19	14	SHORT	REDUCING	—	—	LONG	LIQUIDATION
ERCOT HOUSTON 345KV RT PK FIX ICE FUTURES ENERGY DIV	4,375	5,180	805		1,425	-4,779	30,246	35,025		404	524	120		37,375
	-25 (-0.6%)	-160 (-3.0%)	-135 (-14.4%)	13.9% \| 2.2%	-125 (-8.1%)	+53 (+1.1%)	-1,462 (-4.6%)	-1,515 (-4.1%)	80.9% \| 93.7%	-28 (-6.5%)	-28 (-5.1%)	0 (0.0%)	1.4% \| 0.3%	-1,775
	REDUCING	5	1	LONG	3	ADDING	19	15	SHORT	REDUCING	—	—	LONG	LIQUIDATION
ERCOT N 345KV REAL T PK 2×16 ICE FUTURES ENERGY DIV	3,535	16,189	12,654		4,655	-3,692	101,430	105,122		157	582	425		122,856
	+5 (+0.1%)	-194 (-1.2%)	-199 (-1.5%)	13.2% \| 10.3%	-304 (-6.1%)	-14 (-0.4%)	-3,604 (-3.4%)	-3,590 (-3.3%)	82.6% \| 85.6%	+9 (+6.1%)	-27 (-4.4%)	-36 (-7.8%)	0.5% \| 0.3%	-4,129
	ADDING	8	8	LONG	10	REDUCING	33	30	SHORT	ADDING	—	—	LONG	LIQUIDATION
ERCOT N 345KV REAL T PK DALY M ICE FUTURES ENERGY DIV	-535	2,720	3,255		2,341	350	10,905	10,555		185	820	635		16,786
	-245 (-84.5%)	-4,685 (-63.3%)	-4,440 (-57.7%)	16.2% \| 19.4%	-869 (-27.1%)	+150 (+75.0%)	-6,245 (-36.4%)	-6,395 (-37.7%)	65.0% \| 62.9%	+95 (+105.6%)	+290 (+54.7%)	+195 (+44.3%)	4.9% \| 3.8%	-11,509
	REDUCING	9	14	SHORT	12	ADDING	25	26	LONG	ADDING	—	—	LONG	LIQUIDATION
ERCOT NORTH 345K RT OFFPK DLY ICE FUTURES ENERGY DIV	-80	704	784		8	-144	3,416	3,560		224	752	528		4,880
	-184 (-176.9%)	-712 (-50.3%)	-528 (-40.2%)	14.4% \| 16.1%	-96 (-92.3%)	+272 (+65.4%)	+352 (+11.5%)	+80 (+2.3%)	70.0% \| 73.0%	-88 (-28.2%)	-16 (-2.1%)	+72 (+15.8%)	15.4% \| 10.8%	-472
	REDUCING	4	2	SHORT	1	ADDING	13	15	SHORT	REDUCING	—	—	LONG	LIQUIDATION
ERCOT NORTH 345KV DA PK DLY FI ICE FUTURES ENERGY DIV	3,400	7,850	4,450		200	-3,400	10,390	13,790		0	0	0		18,440
	+3,974 (+692.3%)	+3,804 (+94.0%)	-170 (-3.7%)	42.6% \| 24.1%	-40 (-16.7%)	-3,920 (-753.8%)	+2,905 (+38.8%)	+6,825 (+98.0%)	56.3% \| 74.8%	-54 (-100.0%)	-54 (-100.0%)	0 (0.0%)	0.0% \| 0.0%	+6,615
	ADDING	3	6	LONG	2	REDUCING	9	8	SHORT	REDUCING	—	—	SHORT	BUILDUP
ERCOT North 345KV Hub RT 7×16 ICE FUTURES ENERGY DIV	-2,955	500	3,455		300	2,845	16,235	13,390		110	240	130		17,275
	+100 (+3.3%)	-50 (-9.1%)	-150 (-4.2%)	2.9% \| 20.0%	0 (0.0%)	-110 (-3.7%)	-550 (-3.3%)	-440 (-3.2%)	94.0% \| 77.5%	+10 (+10.0%)	0 (0.0%)	-10 (-7.1%)	1.4% \| 0.8%	-600
	ADDING	2	3	SHORT	2	REDUCING	18	17	LONG	ADDING	—	—	LONG	LIQUIDATION
ERCOT North 345KV Hub RT 7×8 ICE FUTURES ENERGY DIV	95,006	104,464	9,458		13,265	-95,203	92,729	187,932		197	512	315		210,970
	-1,282 (-1.3%)	-1,403 (-1.3%)	-121 (-1.3%)	49.5% \| 4.5%	-132 (-1.0%)	+1,304 (+1.4%)	-5,643 (-5.7%)	-6,947 (-3.6%)	44.0% \| 89.1%	-22 (-10.0%)	-25 (-4.7%)	-3 (-0.9%)	0.2% \| 0.1%	-7,203
	REDUCING	17	7	LONG	13	ADDING	33	31	SHORT	REDUCING	—	—	LONG	LIQUIDATION
ERCOT NORTH 345KV RT PK FIX ICE FUTURES ENERGY DIV	85,474	110,401	24,927		21,696	-86,057	133,820	219,877		583	1,148	565		267,065
	+4,555 (+5.6%)	+3,327 (+3.1%)	-1,228 (-4.7%)	41.3% \| 9.3%	-1,453 (-6.3%)	-4,306 (-5.3%)	-8,558 (-6.0%)	-4,252 (-1.9%)	50.1% \| 82.3%	-249 (-29.9%)	-243 (-17.5%)	+6 (+1.1%)	0.4% \| 0.2%	-6,927
	ADDING	28	24	LONG	28	REDUCING	47	50	SHORT	REDUCING	—	—	LONG	LIQUIDATION
ERCOT SOUTH 345 KV RT PEAK FIX ICE FUTURES ENERGY DIV	-2,874	351	3,225		410	2,826	28,009	25,183		48	333	285		29,103
	-55 (-2.0%)	-130 (-27.0%)	-75 (-2.3%)	1.2% \| 11.1%	-10 (-2.4%)	+54 (+1.9%)	-1,034 (-3.6%)	-1,088 (-4.1%)	96.2% \| 86.5%	+1 (+2.1%)	-14 (-4.0%)	-15 (-5.0%)	1.1% \| 1.0%	-1,188
	REDUCING	4	1	SHORT	1	ADDING	17	15	LONG	ADDING	—	—	LONG	LIQUIDATION
ERCOT WEST 345K RT OFF-PEAK ICE FUTURES ENERGY DIV	-2,324	1,050	3,374		700	2,350	27,930	25,580		-26	214	240		29,894
	+37 (+1.6%)	-150 (-12.5%)	-187 (-5.3%)	3.5% \| 11.3%	0 (0.0%)	-23 (-1.0%)	-956 (-3.3%)	-933 (-3.5%)	93.4% \| 85.6%	-14 (-116.7%)	-14 (-6.1%)	0 (0.0%)	0.7% \| 0.8%	-1,120
	ADDING	3	2	SHORT	2	REDUCING	19	14	LONG	REDUCING	—	—	SHORT	LIQUIDATION
ERCOT WEST 345KV RT PEAK ICE FUTURES ENERGY DIV	-2,324	1,050	3,374		700	2,350	28,013	25,663		-26	214	240		29,977
	+37 (+1.6%)	-150 (-12.5%)	-187 (-5.3%)	3.5% \| 11.3%	0 (0.0%)	-23 (-1.0%)	-957 (-3.3%)	-934 (-3.5%)	93.4% \| 85.6%	-14 (-116.7%)	-14 (-6.1%)	0 (0.0%)	0.7% \| 0.8%	-1,121
	ADDING	3	2	SHORT	2	REDUCING	19	14	LONG	REDUCING	—	—	SHORT	LIQUIDATION
ERCOT-SOUTH MONTHLY OFFPEAK ICE FUTURES ENERGY DIV	-2,874	351	3,225		410	2,826	26,398	23,572		48	333	285		27,492
	-55 (-2.0%)	-130 (-27.0%)	-75 (-2.3%)	1.3% \| 11.7%	-10 (-2.4%)	+54 (+1.9%)	-973 (-3.6%)	-1,027 (-4.2%)	96.0% \| 85.7%	+1 (+2.1%)	-14 (-4.0%)	-15 (-5.0%)	1.2% \| 1.0%	-1,127
	REDUCING	4	1	SHORT	1	ADDING	16	15	LONG	ADDING	—	—	LONG	LIQUIDATION
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%)	-575 (-3.0%)	-575 (-2.1%)	67.0% \| 94.5%	0 (0.0%)	-90 (-5.0%)	-90 (-5.5%)	6.1% \| 5.5%	-665
	NEUTRAL	2	0	LONG	0	NEUTRAL	14	13	SHORT	NEUTRAL	—	—	LONG	LIQUIDATION
ERCOT.HB_NORTH_month_off_rtp NODAL EXCHANGE	-2,300	0	2,300		0	2,463	70,737	68,274		-163	7,624	7,787		78,361
	+100 (+4.2%)	0 (0.0%)	-100 (-4.2%)	0.0% \| 2.9%	0 (0.0%)	-117 (-4.5%)	-2,332 (-3.2%)	-2,215 (-3.1%)	90.3% \| 87.1%	+17 (+9.4%)	-145 (-1.9%)	-162 (-2.0%)	9.7% \| 9.9%	-2,477
	ADDING	0	1	SHORT	0	REDUCING	16	17	LONG	ADDING	—	—	SHORT	LIQUIDATION
ERCOT.HB_NORTH_month_on_rtp NODAL EXCHANGE	-400	1,975	2,375		50	400	66,186	65,786		0	10,178	10,178		78,389
	+75 (+15.8%)	-25 (-1.3%)	-100 (-4.0%)	2.5% \| 3.0%	0 (0.0%)	-75 (-15.8%)	-2,127 (-3.1%)	-2,052 (-3.0%)	84.4% \| 83.9%	0 (0.0%)	-798 (-7.3%)	-798 (-7.3%)	13.0% \| 13.0%	-2,950
	ADDING	1	2	SHORT	1	REDUCING	18	19	LONG	NEUTRAL	—	—	SHORT	LIQUIDATION
Electricity & Power › ISO-NE Markets
ISO NE MASS HUB DA OFF-PK FIXD ICE FUTURES ENERGY DIV	-3,238	2,850	6,088		3,411	2,797	58,316	55,519		441	574	133		65,151
	+659 (+16.9%)	+375 (+15.2%)	-284 (-4.5%)	4.4% \| 9.3%	-509 (-13.0%)	-593 (-17.5%)	-3,355 (-5.4%)	-2,762 (-4.7%)	89.5% \| 85.2%	-66 (-13.0%)	-132 (-18.7%)	-66 (-33.2%)	0.9% \| 0.2%	-3,621
	ADDING	6	8	SHORT	7	REDUCING	29	27	LONG	REDUCING	—	—	LONG	LIQUIDATION
ISO NE MASS HUB DA PEAK ICE FUTURES ENERGY DIV	-6,641	5,444	12,085		4,050	6,460	78,432	71,972		181	461	280		88,387
	+404 (+5.7%)	-485 (-8.2%)	-889 (-6.9%)	6.2% \| 13.7%	+287 (+7.6%)	-303 (-4.5%)	-6,087 (-7.2%)	-5,784 (-7.4%)	88.7% \| 81.4%	-101 (-35.8%)	-99 (-17.7%)	+2 (+0.7%)	0.5% \| 0.3%	-6,384
	ADDING	14	16	SHORT	12	REDUCING	33	26	LONG	REDUCING	—	—	LONG	LIQUIDATION
ISONE.H.INTERNAL_HB_mo_off_dap NODAL EXCHANGE	10,285	12,720	2,435		1,478	-9,977	61,668	71,645		-308	7,930	8,238		83,796
	0 (0.0%)	0 (0.0%)	0 (0.0%)	15.2% \| 2.9%	0 (0.0%)	0 (0.0%)	-70 (-0.1%)	-70 (-0.1%)	73.6% \| 85.5%	0 (0.0%)	-4,386 (-35.6%)	-4,386 (-34.7%)	9.5% \| 9.8%	-4,456
	NEUTRAL	4	2	LONG	3	NEUTRAL	22	25	SHORT	NEUTRAL	—	—	SHORT	LIQUIDATION
ISONE.H.INTERNAL_HUB_mo_on_dap NODAL EXCHANGE	11,540	14,355	2,815		2,380	-11,490	69,176	80,666		-50	9,003	9,053		94,914
	+50 (+0.4%)	0 (0.0%)	-50 (-1.7%)	15.1% \| 3.0%	0 (0.0%)	-50 (-0.4%)	-61 (-0.1%)	-11 (0.0%)	72.9% \| 85.0%	0 (0.0%)	-4,715 (-34.4%)	-4,715 (-34.2%)	9.5% \| 9.5%	-4,776
	ADDING	4	3	LONG	3	REDUCING	21	25	SHORT	NEUTRAL	—	—	SHORT	LIQUIDATION
Electricity & Power › MISO Markets
MISO IN. DAY-AHEAD PEAK ICE FUTURES ENERGY DIV	-5,327	525	5,852		122	4,532	15,598	11,066		795	912	117		17,157
	+975 (+15.5%)	-80 (-13.2%)	-1,055 (-15.3%)	3.1% \| 34.1%	0 (0.0%)	-1,117 (-19.8%)	-2,132 (-12.0%)	-1,015 (-8.4%)	90.9% \| 64.5%	+142 (+21.7%)	+112 (+14.0%)	-30 (-20.4%)	5.3% \| 0.7%	-2,100
	ADDING	3	4	SHORT	2	REDUCING	25	13	LONG	ADDING	—	—	LONG	LIQUIDATION
MISO IN. REAL-TIME OFF-PEAK ICE FUTURES ENERGY DIV	-7,761	1,085	8,846		920	7,458	31,115	23,657		303	633	330		33,753
	+127 (+1.6%)	-352 (-24.5%)	-479 (-5.1%)	3.2% \| 26.2%	+476 (+107.2%)	-160 (-2.1%)	-1,449 (-4.4%)	-1,289 (-5.2%)	92.2% \| 70.1%	+33 (+12.2%)	+33 (+5.5%)	0 (0.0%)	1.9% \| 1.0%	-1,292
	ADDING	1	3	SHORT	3	REDUCING	24	18	LONG	ADDING	—	—	LONG	LIQUIDATION
MISO INDIANA OFF-PEAK ICE FUTURES ENERGY DIV	-5,118	55	5,173		200	4,370	18,258	13,888		748	770	22		19,283
	+1,130 (+18.1%)	+45 (+450.0%)	-1,085 (-17.3%)	0.3% \| 26.8%	-45 (-18.4%)	-1,226 (-21.9%)	-1,234 (-6.3%)	-8 (-0.1%)	94.7% \| 72.0%	+96 (+14.7%)	+94 (+13.9%)	-2 (-8.3%)	4.0% \| 0.1%	-1,140
	ADDING	1	1	SHORT	1	REDUCING	23	15	LONG	ADDING	—	—	LONG	LIQUIDATION
MISO INDIANA HUB RT PEAK ICE FUTURES ENERGY DIV	-11,342	1,285	12,627		109	10,880	33,254	22,374		462	691	229		35,339
	+353 (+3.0%)	-388 (-23.2%)	-741 (-5.5%)	3.6% \| 35.7%	0 (0.0%)	-367 (-3.3%)	-1,360 (-3.9%)	-993 (-4.2%)	94.1% \| 63.3%	+14 (+3.1%)	-1 (-0.1%)	-15 (-6.1%)	2.0% \| 0.6%	-1,749
	ADDING	3	4	SHORT	1	REDUCING	24	21	LONG	ADDING	—	—	LONG	LIQUIDATION
MISO.INDIANA.HUB_month_off_dap NODAL EXCHANGE	-3,630	0	3,630		300	4,027	19,072	15,045		-397	2,370	2,767		21,742
	-5 (-0.1%)	0 (0.0%)	+5 (+0.1%)	0.0% \| 16.7%	-175 (-36.8%)	+10 (+0.2%)	-136 (-0.7%)	-146 (-1.0%)	87.7% \| 69.2%	-5 (-1.3%)	-250 (-9.5%)	-245 (-8.1%)	10.9% \| 12.7%	-561
	REDUCING	0	2	SHORT	1	ADDING	15	16	LONG	REDUCING	—	—	SHORT	LIQUIDATION
MISO.INDIANA.HUB_month_off_rtp NODAL EXCHANGE	-4,070	1,625	5,695		0	3,835	26,458	22,623		235	1,340	1,105		29,423
	+1,270 (+23.8%)	+125 (+8.3%)	-1,145 (-16.7%)	5.5% \| 19.4%	0 (0.0%)	-1,315 (-25.5%)	-2,105 (-7.4%)	-790 (-3.4%)	89.9% \| 76.9%	+45 (+23.7%)	+15 (+1.1%)	-30 (-2.6%)	4.6% \| 3.8%	-1,965
	ADDING	1	1	SHORT	0	REDUCING	17	16	LONG	ADDING	—	—	LONG	LIQUIDATION
MISO.INDIANA.HUB_month_on_dap NODAL EXCHANGE	-3,751	0	3,751		300	4,343	19,888	15,545		-592	2,345	2,937		22,533
	-61 (-1.7%)	0 (0.0%)	+61 (+1.7%)	0.0% \| 16.6%	-225 (-42.9%)	+41 (+1.0%)	-557 (-2.7%)	-598 (-3.7%)	88.3% \| 69.0%	+20 (+3.3%)	-195 (-7.7%)	-215 (-6.8%)	10.4% \| 13.0%	-977
	REDUCING	0	2	SHORT	1	ADDING	17	17	LONG	ADDING	—	—	SHORT	LIQUIDATION
Electricity & Power › NYISO Markets
NYISO ZONE A DA OFF-PK FIX PR ICE FUTURES ENERGY DIV	1,043	2,073	1,030		855	-1,851	24,038	25,889		808	1,219	411		28,185
	-226 (-17.8%)	-223 (-9.7%)	+3 (+0.3%)	7.4% \| 3.7%	-183 (-17.6%)	+284 (+13.3%)	-1,408 (-5.5%)	-1,692 (-6.1%)	85.3% \| 91.9%	-58 (-6.7%)	-43 (-3.4%)	+15 (+3.8%)	4.3% \| 1.5%	-1,857
	REDUCING	3	2	LONG	4	ADDING	21	16	SHORT	REDUCING	—	—	LONG	LIQUIDATION
NYISO ZONE A DA PEAK ICE FUTURES ENERGY DIV	-1,581	897	2,478		1,273	1,577	27,405	25,828		4	758	754		30,333
	+731 (+31.6%)	-312 (-25.8%)	-1,043 (-29.6%)	3.0% \| 8.2%	-40 (-3.0%)	-713 (-31.1%)	-2,215 (-7.5%)	-1,502 (-5.5%)	90.3% \| 85.1%	-18 (-81.8%)	-79 (-9.4%)	-61 (-7.5%)	2.5% \| 2.5%	-2,646
	ADDING	3	3	SHORT	3	REDUCING	22	20	LONG	REDUCING	—	—	LONG	LIQUIDATION
NYISO ZONE G DA OFF-PK ICE FUTURES ENERGY DIV	-1,924	485	2,409		1,067	1,946	16,753	14,807		-22	197	219		18,502
	+79 (+3.9%)	-223 (-31.5%)	-302 (-11.1%)	2.6% \| 13.0%	+74 (+7.5%)	-120 (-5.8%)	-933 (-5.3%)	-813 (-5.2%)	90.5% \| 80.0%	+41 (+65.1%)	+4 (+2.1%)	-37 (-14.5%)	1.1% \| 1.2%	-1,078
	ADDING	3	4	SHORT	4	REDUCING	21	25	LONG	ADDING	—	—	SHORT	LIQUIDATION
NYISO ZONE G DA PEAK ICE FUTURES ENERGY DIV	-4,348	1,311	5,659		989	3,732	20,534	16,802		616	655	39		23,489
	+275 (+5.9%)	-122 (-8.5%)	-397 (-6.6%)	5.6% \| 24.1%	-280 (-22.1%)	-249 (-6.3%)	-1,514 (-6.9%)	-1,265 (-7.0%)	87.4% \| 71.5%	-26 (-4.0%)	-27 (-4.0%)	-1 (-2.5%)	2.8% \| 0.2%	-1,943
	ADDING	4	6	SHORT	4	REDUCING	20	24	LONG	REDUCING	—	—	LONG	LIQUIDATION
NYISO.HUD VL_month_off_dap NODAL EXCHANGE	-11,664	385	12,049		825	11,742	31,589	19,847		-78	3,770	3,848		36,569
	-466 (-4.2%)	-35 (-8.3%)	+431 (+3.7%)	1.1% \| 32.9%	-127 (-13.3%)	+478 (+4.2%)	-177 (-0.6%)	-655 (-3.2%)	86.4% \| 54.3%	-12 (-18.2%)	-214 (-5.4%)	-202 (-5.0%)	10.3% \| 10.5%	-553
	REDUCING	1	3	SHORT	2	ADDING	24	21	LONG	REDUCING	—	—	SHORT	LIQUIDATION
NYISO.HUD VL_month_on_dap NODAL EXCHANGE	-12,378	385	12,763		1,206	12,131	32,267	20,136		247	5,566	5,319		39,424
	-297 (-2.5%)	-35 (-8.3%)	+262 (+2.1%)	1.0% \| 32.4%	-188 (-13.5%)	+324 (+2.7%)	-1,255 (-3.7%)	-1,579 (-7.3%)	81.8% \| 51.1%	-27 (-9.9%)	+258 (+4.9%)	+285 (+5.7%)	14.1% \| 13.5%	-1,220
	REDUCING	1	4	SHORT	2	ADDING	25	19	LONG	REDUCING	—	—	LONG	LIQUIDATION
NYISO.N.Y.C._month_off_dap NODAL EXCHANGE	475	475	0		0	-885	17,527	18,412		410	2,700	2,290		20,702
	-300 (-38.7%)	-300 (-38.7%)	0 (0.0%)	2.3% \| 0.0%	-60 (-100.0%)	+158 (+15.1%)	-944 (-5.1%)	-1,102 (-5.6%)	84.7% \| 88.9%	+142 (+53.0%)	+87 (+3.3%)	-55 (-2.3%)	13.0% \| 11.1%	-1,217
	REDUCING	1	0	LONG	0	ADDING	14	15	SHORT	ADDING	—	—	LONG	LIQUIDATION
NYISO.N.Y.C._month_on_dap NODAL EXCHANGE	475	475	0		0	-1,170	18,257	19,427		695	3,160	2,465		21,892
	0 (0.0%)	0 (0.0%)	0 (0.0%)	2.2% \| 0.0%	0 (0.0%)	+173 (+12.9%)	-954 (-5.0%)	-1,127 (-5.5%)	83.4% \| 88.7%	-173 (-19.9%)	-173 (-5.2%)	0 (0.0%)	14.4% \| 11.3%	-1,127
	NEUTRAL	1	0	LONG	0	ADDING	13	17	SHORT	REDUCING	—	—	LONG	LIQUIDATION
NYISO.WEST_month_off_dap NODAL EXCHANGE	-410	2,550	2,960		1,590	98	27,920	27,822		312	1,940	1,628		34,000
	-155 (-60.8%)	-435 (-14.6%)	-280 (-8.6%)	7.5% \| 8.7%	-65 (-3.9%)	+180 (+219.5%)	-1,291 (-4.4%)	-1,471 (-5.0%)	82.1% \| 81.8%	-25 (-7.4%)	-73 (-3.6%)	-48 (-2.9%)	5.7% \| 4.8%	-1,864
	REDUCING	1	3	SHORT	2	ADDING	18	18	LONG	REDUCING	—	—	LONG	LIQUIDATION
NYISO.WEST_month_on_dap NODAL EXCHANGE	-799	1,826	2,625		3,045	622	26,690	26,068		177	2,219	2,042		33,780
	+84 (+9.5%)	-191 (-9.5%)	-275 (-9.5%)	5.4% \| 7.8%	-135 (-4.2%)	-44 (-6.6%)	-910 (-3.3%)	-866 (-3.2%)	79.0% \| 77.2%	-40 (-18.4%)	-137 (-5.8%)	-97 (-4.5%)	6.6% \| 6.0%	-1,373
	ADDING	1	2	SHORT	1	REDUCING	18	18	LONG	REDUCING	—	—	LONG	LIQUIDATION
Electricity & Power › PJM Markets
PJM AEP DAYTON DA PEAK ICE FUTURES ENERGY DIV	6,645	24,490	17,845		563	-6,385	44,588	50,973		-260	278	538		69,919
	+1,187 (+21.7%)	-892 (-3.5%)	-2,079 (-10.4%)	35.0% \| 25.5%	-230 (-29.0%)	-1,138 (-21.7%)	-3,437 (-7.2%)	-2,299 (-4.3%)	63.8% \| 72.9%	-49 (-23.2%)	-54 (-16.3%)	-5 (-0.9%)	0.4% \| 0.8%	-4,613
	ADDING	7	10	LONG	7	REDUCING	34	33	SHORT	REDUCING	—	—	SHORT	LIQUIDATION
PJM AEP DAYTON HUB DA OFF-PK ICE FUTURES ENERGY DIV	7,259	24,420	17,161		420	-7,339	37,796	45,135		80	614	534		63,250
	+513 (+7.6%)	-937 (-3.7%)	-1,450 (-7.8%)	38.6% \| 27.1%	-44 (-9.5%)	-641 (-9.6%)	-2,166 (-5.4%)	-1,525 (-3.3%)	59.8% \| 71.4%	+128 (+266.7%)	+137 (+28.7%)	+9 (+1.7%)	1.0% \| 0.8%	-3,010
	ADDING	6	8	LONG	5	REDUCING	30	30	SHORT	ADDING	—	—	LONG	LIQUIDATION
PJM AEP DAYTON RT OFF-PK FIXED ICE FUTURES ENERGY DIV	9,169	17,591	8,422		6,331	-9,308	37,322	46,630		139	441	302		61,685
	+510 (+5.9%)	-167 (-0.9%)	-677 (-7.4%)	28.5% \| 13.7%	+43 (+0.7%)	-429 (-4.8%)	-1,102 (-2.9%)	-673 (-1.4%)	60.5% \| 75.6%	-81 (-36.8%)	-106 (-19.4%)	-25 (-7.6%)	0.7% \| 0.5%	-1,332
	ADDING	5	8	LONG	10	REDUCING	26	28	SHORT	REDUCING	—	—	LONG	LIQUIDATION
PJM AEP DAYTON RT PEAK FIXED ICE FUTURES ENERGY DIV	7,925	21,278	13,353		4,556	-8,206	39,706	47,912		281	408	127		65,948
	+404 (+5.4%)	-651 (-3.0%)	-1,055 (-7.3%)	32.3% \| 20.2%	-523 (-10.3%)	-387 (-4.9%)	-1,593 (-3.9%)	-1,206 (-2.5%)	60.2% \| 72.7%	-17 (-5.7%)	-44 (-9.7%)	-27 (-17.5%)	0.6% \| 0.2%	-2,811
	ADDING	11	14	LONG	13	REDUCING	33	30	SHORT	REDUCING	—	—	LONG	LIQUIDATION
PJM N. IL HUB DA OFF-PK ICE FUTURES ENERGY DIV	885	1,255	370		0	-1,380	20,692	22,072		495	969	474		22,916
	+299 (+51.0%)	-121 (-8.8%)	-420 (-53.2%)	5.5% \| 1.6%	-10 (-100.0%)	-474 (-52.3%)	-1,861 (-8.3%)	-1,387 (-5.9%)	90.3% \| 96.3%	+175 (+54.7%)	+250 (+34.8%)	+75 (+18.8%)	4.2% \| 2.1%	-1,742
	ADDING	4	2	LONG	0	REDUCING	18	17	SHORT	ADDING	—	—	LONG	LIQUIDATION
PJM N. IL HUB DA PEAK ICE FUTURES ENERGY DIV	422	1,292	870		0	-370	21,565	21,935		-52	422	474		23,279
	+180 (+74.4%)	-20 (-1.5%)	-200 (-18.7%)	5.6% \| 3.7%	-75 (-100.0%)	-370 (0.0%)	-1,876 (-8.0%)	-1,506 (-6.4%)	92.6% \| 94.2%	+190 (+78.5%)	+262 (+163.8%)	+72 (+17.9%)	1.8% \| 2.0%	-1,709
	ADDING	4	2	LONG	0	REDUCING	20	16	SHORT	ADDING	—	—	SHORT	LIQUIDATION
PJM N. IL HUB RT PEAK ICE FUTURES ENERGY DIV	24,614	24,930	316		1,392	-25,069	40,553	65,622		455	686	231		67,561
	+552 (+2.3%)	+541 (+2.2%)	-11 (-3.4%)	36.9% \| 0.5%	-470 (-25.2%)	-643 (-2.6%)	-993 (-2.4%)	-350 (-0.5%)	60.0% \| 97.1%	+91 (+25.0%)	-17 (-2.4%)	-108 (-31.9%)	1.0% \| 0.3%	-939
	ADDING	5	3	LONG	2	REDUCING	24	24	SHORT	ADDING	—	—	LONG	LIQUIDATION
PJM NI HUB RT OFF-PK FIXED ICE FUTURES ENERGY DIV	57,483	57,533	50		1,303	-57,758	24,340	82,098		275	1,232	957		84,408
	+461 (+0.8%)	+511 (+0.9%)	+50 (0.0%)	68.2% \| 0.1%	-840 (-39.2%)	-569 (-1.0%)	-1,118 (-4.4%)	-549 (-0.7%)	28.8% \| 97.3%	+108 (+64.7%)	+44 (+3.7%)	-64 (-6.3%)	1.5% \| 1.1%	-1,403
	ADDING	7	1	LONG	2	REDUCING	25	20	SHORT	ADDING	—	—	LONG	LIQUIDATION
PJM PPL ZONE DA OFF-PEAK FIXED ICE FUTURES ENERGY DIV	1,040	1,670	630		250	-1,257	17,190	18,447		217	217	0		19,327
	-315 (-23.2%)	-335 (-16.7%)	-20 (-3.1%)	8.6% \| 3.3%	-25 (-9.1%)	+329 (+20.7%)	-885 (-4.9%)	-1,214 (-6.2%)	88.9% \| 95.4%	-14 (-6.1%)	-14 (-6.1%)	0 (0.0%)	1.1% \| 0.0%	-1,259
	REDUCING	1	2	LONG	1	ADDING	13	15	SHORT	REDUCING	—	—	LONG	LIQUIDATION
PJM PPL ZONE DA PEAK ICE FUTURES ENERGY DIV	1,040	1,670	630		250	-1,257	18,140	19,397		217	217	0		20,277
	-315 (-23.2%)	-335 (-16.7%)	-20 (-3.1%)	8.2% \| 3.1%	-25 (-9.1%)	+329 (+20.7%)	-908 (-4.8%)	-1,237 (-6.0%)	89.5% \| 95.7%	-14 (-6.1%)	-14 (-6.1%)	0 (0.0%)	1.1% \| 0.0%	-1,282
	REDUCING	1	2	LONG	1	ADDING	14	15	SHORT	REDUCING	—	—	LONG	LIQUIDATION
PJM PSEG DA OFF-PK FIXED PRICE ICE FUTURES ENERGY DIV	-60	200	260		0	210	4,291	4,081		-150	350	500		4,841
	-25 (-71.4%)	-50 (-20.0%)	-25 (-8.8%)	4.1% \| 5.4%	0 (0.0%)	+60 (+40.0%)	-205 (-4.6%)	-265 (-6.1%)	88.6% \| 84.3%	-35 (-30.4%)	-55 (-13.6%)	-20 (-3.8%)	7.2% \| 10.3%	-310
	REDUCING	2	3	SHORT	0	ADDING	11	11	LONG	REDUCING	—	—	SHORT	LIQUIDATION
PJM PSEG DAY-AHEAD PEAK ICE FUTURES ENERGY DIV	-60	200	260		0	210	4,350	4,140		-150	350	500		4,900
	-25 (-71.4%)	-50 (-20.0%)	-25 (-8.8%)	4.1% \| 5.3%	0 (0.0%)	+60 (+40.0%)	-210 (-4.6%)	-270 (-6.1%)	88.8% \| 84.5%	-35 (-30.4%)	-55 (-13.6%)	-20 (-3.8%)	7.1% \| 10.2%	-315
	REDUCING	2	3	SHORT	0	ADDING	11	11	LONG	REDUCING	—	—	SHORT	LIQUIDATION
PJM WEST HUB REAL TIME PK MINI ICE FUTURES ENERGY DIV	-973	3,242	4,215		1,260	320	3,355	3,035		653	1,278	625		9,135
	+577 (+37.2%)	-643 (-16.6%)	-1,220 (-22.4%)	35.5% \| 46.1%	+150 (+13.5%)	-650 (-67.0%)	-315 (-8.6%)	+335 (+12.4%)	36.7% \| 33.2%	+73 (+12.6%)	+268 (+26.5%)	+195 (+45.3%)	14.0% \| 6.8%	-540
	ADDING	8	11	SHORT	8	REDUCING	13	11	LONG	ADDING	—	—	LONG	LIQUIDATION
PJM WESTERN HUB DA OFF-PK ICE FUTURES ENERGY DIV	13,773	24,226	10,453		1,602	-13,656	92,747	106,403		-117	357	474		118,932
	+2,297 (+20.0%)	+458 (+1.9%)	-1,839 (-15.0%)	20.4% \| 8.8%	-605 (-27.4%)	-2,104 (-18.2%)	-1,497 (-1.6%)	+607 (+0.6%)	78.0% \| 89.5%	-193 (-253.9%)	-229 (-39.1%)	-36 (-7.1%)	0.3% \| 0.4%	-1,873
	ADDING	9	11	LONG	8	REDUCING	40	30	SHORT	REDUCING	—	—	SHORT	LIQUIDATION
PJM WESTERN HUB DA PEAK ICE FUTURES ENERGY DIV	21,661	30,346	8,685		2,186	-21,433	92,416	113,849		-228	352	580		125,300
	+1,721 (+8.6%)	+209 (+0.7%)	-1,512 (-14.8%)	24.2% \| 6.9%	-795 (-26.7%)	-1,534 (-7.7%)	-2,210 (-2.3%)	-676 (-0.6%)	73.8% \| 90.9%	-187 (-456.1%)	-380 (-51.9%)	-193 (-25.0%)	0.3% \| 0.5%	-3,176
	ADDING	18	13	LONG	9	REDUCING	41	36	SHORT	REDUCING	—	—	SHORT	LIQUIDATION
PJM WESTERN HUB RT OFF ICE FUTURES ENERGY DIV	81,437	88,152	6,715		29,864	-81,915	129,125	211,040		478	846	368		247,987
	-3,335 (-3.9%)	-3,220 (-3.5%)	+115 (+1.7%)	35.5% \| 2.7%	-552 (-1.8%)	+3,649 (+4.3%)	-3,083 (-2.3%)	-6,732 (-3.1%)	52.1% \| 85.1%	-314 (-39.6%)	-105 (-11.0%)	+209 (+131.4%)	0.3% \| 0.1%	-6,960
	REDUCING	29	8	LONG	20	ADDING	39	38	SHORT	REDUCING	—	—	LONG	LIQUIDATION
PJM WESTERN HUB RT PEAK MINI ICE FUTURES ENERGY DIV	51,236	106,244	55,008		57,026	-51,714	200,711	252,425		478	1,278	800		365,259
	+2,550 (+5.2%)	+3,032 (+2.9%)	+482 (+0.9%)	29.1% \| 15.1%	-6,622 (-10.4%)	-2,870 (-5.9%)	-11,282 (-5.3%)	-8,412 (-3.2%)	55.0% \| 69.1%	+320 (+202.5%)	+28 (+2.2%)	-292 (-26.7%)	0.3% \| 0.2%	-14,844
	ADDING	54	21	LONG	46	REDUCING	52	52	SHORT	ADDING	—	—	LONG	LIQUIDATION
PJM.AEP_month_off_dap NODAL EXCHANGE	-3,431	2,220	5,651		275	3,224	31,091	27,867		207	687	480		34,273
	-120 (-3.6%)	0 (0.0%)	+120 (+2.2%)	6.5% \| 16.5%	-25 (-8.3%)	+120 (+3.9%)	+180 (+0.6%)	+60 (+0.2%)	90.7% \| 81.3%	0 (0.0%)	-1,788 (-72.2%)	-1,788 (-78.8%)	2.0% \| 1.4%	-1,633
	REDUCING	1	1	SHORT	1	ADDING	17	5	LONG	NEUTRAL	—	—	LONG	LIQUIDATION
PJM.AEP_month_on_dap NODAL EXCHANGE	-3,431	2,220	5,651		275	3,169	31,056	27,887		262	742	480		34,293
	-120 (-3.6%)	0 (0.0%)	+120 (+2.2%)	6.5% \| 16.5%	-25 (-8.3%)	+120 (+3.9%)	+180 (+0.6%)	+60 (+0.2%)	90.6% \| 81.3%	0 (0.0%)	-1,793 (-70.7%)	-1,793 (-78.9%)	2.2% \| 1.4%	-1,638
	REDUCING	1	1	SHORT	1	ADDING	17	5	LONG	NEUTRAL	—	—	LONG	LIQUIDATION
PJM.AEP-DAYTON HUB_mo_off_dap NODAL EXCHANGE	4,103	9,557	5,454		3,091	-3,538	71,244	74,782		-565	17,244	17,809		101,136
	-180 (-4.2%)	-180 (-1.8%)	0 (0.0%)	9.4% \| 5.4%	-10 (-0.3%)	+180 (+4.8%)	-410 (-0.6%)	-590 (-0.8%)	70.4% \| 73.9%	0 (0.0%)	-6,885 (-28.5%)	-6,885 (-27.9%)	17.1% \| 17.6%	-7,485
	REDUCING	5	3	LONG	2	ADDING	19	24	SHORT	NEUTRAL	—	—	SHORT	LIQUIDATION
PJM.AEP-DAYTON HUB_mo_off_rtp NODAL EXCHANGE	21,150	23,030	1,880		1,050	-21,090	52,428	73,518		-60	9,666	9,726		86,174
	-2,775 (-11.6%)	-2,095 (-8.3%)	+680 (+56.7%)	26.7% \| 2.2%	-625 (-37.3%)	+1,393 (+6.2%)	-964 (-1.8%)	-2,357 (-3.1%)	60.8% \| 85.3%	+1,382 (+95.8%)	-638 (-6.2%)	-2,020 (-17.2%)	11.2% \| 11.3%	-4,322
	REDUCING	5	5	LONG	3	ADDING	22	22	SHORT	ADDING	—	—	SHORT	LIQUIDATION
PJM.AEP-DAYTON HUB_mo_on_dap NODAL EXCHANGE	1,403	9,807	8,404		3,298	-728	74,397	75,125		-675	17,620	18,295		105,122
	+520 (+58.9%)	+520 (+5.6%)	0 (0.0%)	9.3% \| 8.0%	-10 (-0.3%)	-520 (-250.0%)	-895 (-1.2%)	-375 (-0.5%)	70.8% \| 71.5%	0 (0.0%)	-7,229 (-29.1%)	-7,229 (-28.3%)	16.8% \| 17.4%	-7,614
	ADDING	5	3	LONG	3	REDUCING	18	25	SHORT	NEUTRAL	—	—	SHORT	LIQUIDATION
PJM.AEP-DAYTON HUB_mo_on_rtp NODAL EXCHANGE	26,055	27,985	1,930		865	-26,178	45,790	71,968		123	10,584	10,461		85,224
	-2,305 (-8.1%)	-1,875 (-6.3%)	+430 (+28.7%)	32.8% \| 2.3%	+40 (+4.8%)	+888 (+3.3%)	-2,272 (-4.7%)	-3,160 (-4.2%)	53.7% \| 84.4%	+1,417 (+109.5%)	-285 (-2.6%)	-1,702 (-14.0%)	12.4% \| 12.3%	-4,392
	REDUCING	6	4	LONG	3	ADDING	25	23	SHORT	ADDING	—	—	LONG	LIQUIDATION
PJM.APS_month_off_dap NODAL EXCHANGE	580	1,640	1,060		0	-1,260	8,760	10,020		680	1,080	400		11,480
	0 (0.0%)	0 (0.0%)	0 (0.0%)	14.3% \| 9.2%	0 (0.0%)	0 (0.0%)	-40 (-0.5%)	-40 (-0.4%)	76.3% \| 87.3%	0 (0.0%)	-880 (-44.9%)	-880 (-68.8%)	9.4% \| 3.5%	-920
	NEUTRAL	2	1	LONG	0	NEUTRAL	17	8	SHORT	NEUTRAL	—	—	LONG	LIQUIDATION
PJM.BGE_month_off_dap NODAL EXCHANGE	535	2,640	2,105		865	-950	21,065	22,015		415	2,230	1,815		26,800
	0 (0.0%)	0 (0.0%)	0 (0.0%)	9.9% \| 7.9%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	78.6% \| 82.1%	0 (0.0%)	-1,610 (-41.9%)	-1,610 (-47.0%)	8.3% \| 6.8%	-1,610
	NEUTRAL	3	2	LONG	1	NEUTRAL	15	9	SHORT	NEUTRAL	—	—	LONG	LIQUIDATION
PJM.BGE_month_on_dap NODAL EXCHANGE	560	2,640	2,080		0	-920	21,155	22,075		360	1,501	1,141		25,296
	0 (0.0%)	0 (0.0%)	0 (0.0%)	10.4% \| 8.2%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	83.6% \| 87.3%	0 (0.0%)	-1,621 (-51.9%)	-1,621 (-58.7%)	5.9% \| 4.5%	-1,621
	NEUTRAL	3	2	LONG	0	NEUTRAL	15	9	SHORT	NEUTRAL	—	—	LONG	LIQUIDATION
PJM.DOM_month_off_dap NODAL EXCHANGE	-2,150	700	2,850		0	1,970	10,860	8,890		180	920	740		12,480
	0 (0.0%)	0 (0.0%)	0 (0.0%)	5.6% \| 22.8%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	87.0% \| 71.2%	0 (0.0%)	-965 (-51.2%)	-965 (-56.6%)	7.4% \| 5.9%	-965
	NEUTRAL	2	2	SHORT	0	NEUTRAL	17	7	LONG	NEUTRAL	—	—	LONG	LIQUIDATION
PJM.DOM_month_on_dap NODAL EXCHANGE	-2,150	700	2,850		0	2,105	10,490	8,385		45	795	750		11,985
	0 (0.0%)	0 (0.0%)	0 (0.0%)	5.8% \| 23.8%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	87.5% \| 70.0%	0 (0.0%)	-940 (-54.2%)	-940 (-55.6%)	6.6% \| 6.3%	-940
	NEUTRAL	2	2	SHORT	0	NEUTRAL	16	7	LONG	NEUTRAL	—	—	LONG	LIQUIDATION
PJM.JCPL_month_off_dap NODAL EXCHANGE	3,465	8,505	5,040		3,365	-4,715	37,620	42,335		1,250	2,555	1,305		52,045
	+4,260 (+535.8%)	+4,030 (+90.1%)	-230 (-4.4%)	16.3% \| 9.7%	+2,885 (+601.0%)	-4,620 (-4,863.2%)	+6,385 (+20.4%)	+11,005 (+35.1%)	72.3% \| 81.3%	+360 (+40.4%)	-830 (-24.5%)	-1,190 (-47.7%)	4.9% \| 2.5%	+12,470
	ADDING	5	1	LONG	1	REDUCING	18	15	SHORT	ADDING	—	—	LONG	BUILDUP
PJM.JCPL_month_on_dap NODAL EXCHANGE	3,575	8,615	5,040		3,337	-4,825	39,460	44,285		1,250	2,760	1,510		54,172
	+4,192 (+679.4%)	+3,890 (+82.3%)	-302 (-5.7%)	15.9% \| 9.3%	+2,887 (+641.6%)	-4,520 (-1,482.0%)	+6,805 (+20.8%)	+11,325 (+34.4%)	72.8% \| 81.7%	+328 (+35.6%)	-840 (-23.3%)	-1,168 (-43.6%)	5.1% \| 2.8%	+12,742
	ADDING	5	1	LONG	1	REDUCING	18	15	SHORT	ADDING	—	—	LONG	BUILDUP
PJM.METED_month_off_dap NODAL EXCHANGE	-1,470	325	1,795		770	872	17,008	16,136		598	1,485	887		19,588
	0 (0.0%)	0 (0.0%)	0 (0.0%)	1.7% \| 9.2%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	86.8% \| 82.4%	0 (0.0%)	-2,793 (-65.3%)	-2,793 (-75.9%)	7.6% \| 4.5%	-2,793
	NEUTRAL	2	3	SHORT	2	NEUTRAL	17	14	LONG	NEUTRAL	—	—	LONG	LIQUIDATION
PJM.METED_month_on_dap NODAL EXCHANGE	-1,540	295	1,835		730	942	16,818	15,876		598	1,471	873		19,314
	0 (0.0%)	0 (0.0%)	0 (0.0%)	1.5% \| 9.5%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	87.1% \| 82.2%	0 (0.0%)	-2,813 (-65.7%)	-2,813 (-76.3%)	7.6% \| 4.5%	-2,813
	NEUTRAL	1	4	SHORT	2	NEUTRAL	17	13	LONG	NEUTRAL	—	—	LONG	LIQUIDATION
PJM.N ILLINOIS HUB_mo_off_dap NODAL EXCHANGE	250	400	150		0	-229	61,090	61,319		-21	5,395	5,416		66,885
	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.6% \| 0.2%	0 (0.0%)	0 (0.0%)	+840 (+1.4%)	+840 (+1.4%)	91.3% \| 91.7%	0 (0.0%)	-2,869 (-34.7%)	-2,869 (-34.6%)	8.1% \| 8.1%	-2,029
	NEUTRAL	1	1	LONG	0	NEUTRAL	18	20	SHORT	NEUTRAL	—	—	SHORT	LIQUIDATION
PJM.N ILLINOIS HUB_mo_off_rtp NODAL EXCHANGE	3,010	3,730	720		880	-3,194	57,253	60,447		184	7,264	7,080		69,127
	+75 (+2.6%)	+25 (+0.7%)	-50 (-6.5%)	5.4% \| 1.0%	-100 (-10.2%)	-887 (-38.4%)	-670 (-1.2%)	+217 (+0.4%)	82.8% \| 87.4%	+812 (+129.3%)	-317 (-4.2%)	-1,129 (-13.8%)	10.5% \| 10.2%	-1,062
	ADDING	4	1	LONG	2	REDUCING	18	18	SHORT	ADDING	—	—	LONG	LIQUIDATION
PJM.N ILLINOIS HUB_mo_on_dap NODAL EXCHANGE	590	740	150		0	-569	63,347	63,916		-21	5,310	5,331		69,397
	0 (0.0%)	0 (0.0%)	0 (0.0%)	1.1% \| 0.2%	0 (0.0%)	0 (0.0%)	+990 (+1.6%)	+990 (+1.6%)	91.3% \| 92.1%	0 (0.0%)	-2,974 (-35.9%)	-2,974 (-35.8%)	7.7% \| 7.7%	-1,984
	NEUTRAL	1	1	LONG	0	NEUTRAL	18	19	SHORT	NEUTRAL	—	—	SHORT	LIQUIDATION
PJM.N ILLINOIS HUB_mo_on_rtp NODAL EXCHANGE	1,710	2,230	520		780	-1,779	62,866	64,645		69	7,344	7,275		73,220
	+325 (+23.5%)	+125 (+5.9%)	-200 (-27.8%)	3.0% \| 0.7%	0 (0.0%)	-1,057 (-146.4%)	-778 (-1.2%)	+279 (+0.4%)	85.9% \| 88.3%	+732 (+110.4%)	-317 (-4.1%)	-1,049 (-12.6%)	10.0% \| 9.9%	-970
	ADDING	4	1	LONG	1	REDUCING	19	19	SHORT	ADDING	—	—	LONG	LIQUIDATION
PJM.PECO_month_off_dap NODAL EXCHANGE	56,015	57,160	1,145		210	-56,807	82,431	139,238		792	5,311	4,519		145,112
	+990 (+1.8%)	+905 (+1.6%)	-85 (-6.9%)	39.4% \| 0.8%	+10 (+5.0%)	-990 (-1.8%)	-105 (-0.1%)	+885 (+0.6%)	56.8% \| 96.0%	0 (0.0%)	-7,678 (-59.1%)	-7,678 (-62.9%)	3.7% \| 3.1%	-6,868
	ADDING	3	4	LONG	2	REDUCING	22	16	SHORT	NEUTRAL	—	—	LONG	LIQUIDATION
PJM.PECO_month_on_dap NODAL EXCHANGE	49,695	51,140	1,445		35	-50,187	85,828	136,015		492	5,035	4,543		142,038
	+990 (+2.0%)	+905 (+1.8%)	-85 (-5.6%)	36.0% \| 1.0%	+10 (+40.0%)	-990 (-2.0%)	-140 (-0.2%)	+850 (+0.6%)	60.4% \| 95.8%	0 (0.0%)	-8,043 (-61.5%)	-8,043 (-63.9%)	3.5% \| 3.2%	-7,268
	ADDING	3	4	LONG	1	REDUCING	22	16	SHORT	NEUTRAL	—	—	LONG	LIQUIDATION
PJM.PENELEC_month_off_dap NODAL EXCHANGE	12,380	12,380	0		150	-13,405	6,558	19,963		1,025	2,074	1,049		21,162
	0 (0.0%)	0 (0.0%)	0 (0.0%)	58.5% \| 0.0%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	31.0% \| 94.3%	0 (0.0%)	-1,830 (-46.9%)	-1,830 (-63.6%)	9.8% \| 5.0%	-1,830
	NEUTRAL	3	0	LONG	1	NEUTRAL	14	10	SHORT	NEUTRAL	—	—	LONG	LIQUIDATION
PJM.PENELEC_month_on_dap NODAL EXCHANGE	12,380	12,380	0		150	-13,425	6,578	20,003		1,045	2,094	1,049		21,202
	0 (0.0%)	0 (0.0%)	0 (0.0%)	58.4% \| 0.0%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	31.0% \| 94.3%	0 (0.0%)	-1,840 (-46.8%)	-1,840 (-63.7%)	9.9% \| 4.9%	-1,840
	NEUTRAL	3	0	LONG	1	NEUTRAL	14	10	SHORT	NEUTRAL	—	—	LONG	LIQUIDATION
PJM.PEPCO_month_off_dap NODAL EXCHANGE	-9,095	2,045	11,140		1,195	8,430	18,837	10,407		665	2,880	2,215		24,957
	0 (0.0%)	0 (0.0%)	0 (0.0%)	8.2% \| 44.6%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	75.5% \| 41.7%	0 (0.0%)	-1,648 (-36.4%)	-1,648 (-42.7%)	11.5% \| 8.9%	-1,648
	NEUTRAL	3	2	SHORT	2	NEUTRAL	21	15	LONG	NEUTRAL	—	—	LONG	LIQUIDATION
PJM.PEPCO_month_on_dap NODAL EXCHANGE	-9,105	2,045	11,150		1,185	8,440	18,847	10,407		665	2,880	2,215		24,957
	0 (0.0%)	0 (0.0%)	0 (0.0%)	8.2% \| 44.7%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	75.5% \| 41.7%	0 (0.0%)	-1,648 (-36.4%)	-1,648 (-42.7%)	11.5% \| 8.9%	-1,648
	NEUTRAL	3	2	SHORT	2	NEUTRAL	21	15	LONG	NEUTRAL	—	—	LONG	LIQUIDATION
PJM.PPL_month_off_dap NODAL EXCHANGE	-1,085	965	2,050		1,230	446	52,860	52,414		639	2,354	1,715		57,409
	0 (0.0%)	0 (0.0%)	0 (0.0%)	1.7% \| 3.6%	0 (0.0%)	0 (0.0%)	-660 (-1.2%)	-660 (-1.2%)	92.1% \| 91.3%	0 (0.0%)	-3,901 (-62.4%)	-3,901 (-69.5%)	4.1% \| 3.0%	-4,561
	NEUTRAL	2	2	SHORT	3	NEUTRAL	22	20	LONG	NEUTRAL	—	—	LONG	LIQUIDATION
PJM.PPL_month_on_dap NODAL EXCHANGE	-1,825	965	2,790		970	1,186	52,545	51,359		639	2,379	1,740		56,859
	0 (0.0%)	0 (0.0%)	0 (0.0%)	1.7% \| 4.9%	0 (0.0%)	0 (0.0%)	-590 (-1.1%)	-590 (-1.1%)	92.4% \| 90.3%	0 (0.0%)	-3,776 (-61.3%)	-3,776 (-68.5%)	4.2% \| 3.1%	-4,366
	NEUTRAL	2	2	SHORT	3	NEUTRAL	23	20	LONG	NEUTRAL	—	—	LONG	LIQUIDATION
PJM.PSEG_month_off_dap NODAL EXCHANGE	-15,510	8,085	23,595		450	15,026	73,549	58,523		484	8,947	8,463		91,031
	-19,560 (-483.0%)	+1,935 (+31.5%)	+21,495 (+1,023.6%)	8.9% \| 25.9%	-2,050 (-82.0%)	+19,200 (+460.0%)	+16,479 (+28.9%)	-2,721 (-4.4%)	80.8% \| 64.3%	+360 (+290.3%)	-6,764 (-43.1%)	-7,124 (-45.7%)	9.8% \| 9.3%	+9,600
	REDUCING	5	3	SHORT	2	ADDING	26	21	LONG	ADDING	—	—	LONG	BUILDUP
PJM.PSEG_month_on_dap NODAL EXCHANGE	-15,490	8,645	24,135		450	15,006	75,385	60,379		484	8,720	8,236		93,200
	-19,560 (-480.6%)	+1,935 (+28.8%)	+21,495 (+814.2%)	9.3% \| 25.9%	-1,820 (-80.2%)	+19,200 (+457.8%)	+16,964 (+29.0%)	-2,236 (-3.6%)	80.9% \| 64.8%	+360 (+290.3%)	-7,244 (-45.4%)	-7,604 (-48.0%)	9.4% \| 8.8%	+9,835
	REDUCING	5	3	SHORT	2	ADDING	26	21	LONG	ADDING	—	—	LONG	BUILDUP
PJM.WESTERN HUB_month_off_dap NODAL EXCHANGE	-35,097	7,285	42,382		11,442	35,436	198,247	162,811		-339	51,209	51,548		268,183
	+12,870 (+26.8%)	-1,255 (-14.7%)	-14,125 (-25.0%)	2.7% \| 15.8%	+4,680 (+69.2%)	-12,870 (-26.6%)	-2,698 (-1.3%)	+10,172 (+6.7%)	73.9% \| 60.7%	0 (0.0%)	-9,393 (-15.5%)	-9,393 (-15.4%)	19.1% \| 19.2%	-8,666
	ADDING	6	7	SHORT	7	REDUCING	29	36	LONG	NEUTRAL	—	—	SHORT	LIQUIDATION
PJM.WESTERN HUB_month_off_rtp NODAL EXCHANGE	-3,612	18,575	22,187		4,295	3,542	149,336	145,794		70	28,341	28,271		200,547
	+6,515 (+64.3%)	-80 (-0.4%)	-6,595 (-22.9%)	9.3% \| 11.1%	+1,204 (+39.0%)	-6,740 (-65.6%)	-6,332 (-4.1%)	+408 (+0.3%)	74.5% \| 72.7%	+225 (+145.2%)	-198 (-0.7%)	-423 (-1.5%)	14.1% \| 14.1%	-5,406
	ADDING	6	5	SHORT	6	REDUCING	30	33	LONG	ADDING	—	—	LONG	LIQUIDATION
PJM.WESTERN HUB_month_on_dap NODAL EXCHANGE	-22,957	8,303	31,260		13,514	23,316	191,202	167,886		-359	53,138	53,497		266,157
	+12,970 (+36.1%)	-5,695 (-40.7%)	-18,665 (-37.4%)	3.1% \| 11.7%	+8,525 (+170.9%)	-12,970 (-35.7%)	-2,054 (-1.1%)	+10,916 (+7.0%)	71.8% \| 63.1%	0 (0.0%)	-10,574 (-16.6%)	-10,574 (-16.5%)	20.0% \| 20.1%	-9,798
	ADDING	8	5	SHORT	7	REDUCING	28	38	LONG	NEUTRAL	—	—	SHORT	LIQUIDATION
PJM.WESTERN HUB_month_on_rtp NODAL EXCHANGE	-8,284	18,732	27,016		5,039	8,379	190,503	182,124		-95	30,255	30,350		244,529
	+6,563 (+44.2%)	-1,242 (-6.2%)	-7,805 (-22.4%)	7.7% \| 11.0%	+2,500 (+98.5%)	-6,936 (-45.3%)	-9,349 (-4.7%)	-2,413 (-1.3%)	77.9% \| 74.5%	+373 (+79.7%)	-913 (-2.9%)	-1,286 (-4.1%)	12.4% \| 12.4%	-9,004
	ADDING	7	5	SHORT	6	REDUCING	29	34	LONG	ADDING	—	—	SHORT	LIQUIDATION
Electricity & Power › Western US Markets
MID-C DAY-AHEAD OFF-PEAK ICE FUTURES ENERGY DIV	-3,035	2,297	5,332		1,416	2,783	26,749	23,966		252	362	110		30,824
	-183 (-6.4%)	+185 (+8.8%)	+368 (+7.4%)	7.5% \| 17.3%	+60 (+4.4%)	+183 (+7.0%)	-81 (-0.3%)	-264 (-1.1%)	86.8% \| 77.8%	0 (0.0%)	0 (0.0%)	0 (0.0%)	1.2% \| 0.4%	+164
	REDUCING	5	8	SHORT	7	ADDING	27	27	LONG	NEUTRAL	—	—	LONG	BUILDUP
MID-C DAY-AHEAD PEAK ICE FUTURES ENERGY DIV	-1,260	3,652	4,912		2,970	885	35,137	34,252		375	530	155		42,289
	+231 (+15.5%)	-97 (-2.6%)	-328 (-6.3%)	8.6% \| 11.6%	+991 (+50.1%)	-261 (-22.8%)	+93 (+0.3%)	+354 (+1.0%)	83.1% \| 81.0%	+30 (+8.7%)	+30 (+6.0%)	0 (0.0%)	1.3% \| 0.4%	+1,017
	ADDING	8	14	SHORT	12	REDUCING	29	31	LONG	ADDING	—	—	LONG	BUILDUP
PALO VERDE DA OFF-PK FiXED PR ICE FUTURES ENERGY DIV	-2,295	563	2,858		0	2,145	14,169	12,024		150	170	20		14,902
	+430 (+15.8%)	+417 (+285.6%)	-13 (-0.5%)	3.8% \| 19.2%	0 (0.0%)	-430 (-16.7%)	+192 (+1.4%)	+622 (+5.5%)	95.1% \| 80.7%	0 (0.0%)	0 (0.0%)	0 (0.0%)	1.1% \| 0.1%	+609
	ADDING	3	4	SHORT	0	REDUCING	20	20	LONG	NEUTRAL	—	—	LONG	BUILDUP
PALO VERDE DA PEAK ICE FUTURES ENERGY DIV	-1,568	586	2,154		352	1,590	16,074	14,484		-22	5	27		17,017
	+61 (+3.7%)	-99 (-14.5%)	-160 (-6.9%)	3.4% \| 12.7%	-16 (-4.3%)	-39 (-2.4%)	+498 (+3.2%)	+537 (+3.9%)	94.5% \| 85.1%	-22 (0.0%)	0 (0.0%)	+22 (+440.0%)	0.0% \| 0.2%	+383
	ADDING	3	3	SHORT	3	REDUCING	25	20	LONG	REDUCING	—	—	SHORT	BUILDUP
Carbon Credits & Green Energy › Carbon Allowances (Compliance)
CALIF CARBON ALL VINTAGE 2026 ICE FUTURES ENERGY DIV	89,919	146,100	56,181		9,601	-89,850	41,916	131,766		-69	119	188		197,736
	-2,052 (-2.2%)	+699 (+0.5%)	+2,751 (+5.1%)	73.9% \| 28.4%	+1,619 (+20.3%)	+2,205 (+2.4%)	+2,351 (+5.9%)	+146 (+0.1%)	21.2% \| 66.6%	-153 (-182.1%)	-21 (-15.0%)	+132 (+235.7%)	0.1% \| 0.1%	+4,648
	REDUCING	70	28	LONG	12	ADDING	30	23	SHORT	REDUCING	—	—	SHORT	BUILDUP
CALIF CARBON CURRENT AUCTION ICE FUTURES ENERGY DIV	-46,569	5,780	52,349		3,250	46,558	52,257	5,699		11	11	0		61,298
	+2,190 (+4.5%)	-150 (-2.5%)	-2,340 (-4.3%)	9.4% \| 85.4%	+1,250 (+62.5%)	-2,190 (-4.5%)	+210 (+0.4%)	+2,400 (+72.7%)	85.3% \| 9.3%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 0.0%	+1,310
	ADDING	6	12	SHORT	9	REDUCING	12	9	LONG	NEUTRAL	—	—	LONG	BUILDUP
Carbon Credits & Green Energy › Fuel Standards
CALIF LOW CARBON FSC-OPIS ICE FUTURES ENERGY DIV	51,258	66,135	14,877		765	-51,248	40,094	91,342		-10	6	16		107,000
	-1,141 (-2.2%)	-840 (-1.3%)	+301 (+2.1%)	61.8% \| 13.9%	-445 (-36.8%)	+1,141 (+2.2%)	+2,049 (+5.4%)	+908 (+1.0%)	37.5% \| 85.4%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 0.0%	+764
	REDUCING	22	6	LONG	3	ADDING	16	10	SHORT	NEUTRAL	—	—	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
MARYLAND COMPLIANCE REC TIER1 ICE FUTURES ENERGY DIV	-1,904	1,900	3,804		0	1,904	10,457	8,553		0	0	0		12,357
	0 (0.0%)	0 (0.0%)	0 (0.0%)	15.4% \| 30.8%	0 (0.0%)	0 (0.0%)	+100 (+1.0%)	+100 (+1.2%)	84.6% \| 69.2%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 0.0%	+100
	NEUTRAL	3	4	SHORT	0	NEUTRAL	8	9	LONG	NEUTRAL	—	—	SHORT	BUILDUP
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
	-50 (-1.2%)	0 (0.0%)	+50 (+1.2%)	0.8% \| 24.4%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	95.8% \| 72.3%	+50 (+100.0%)	0 (0.0%)	-50 (-100.0%)	0.0% \| 0.0%	0
	REDUCING	1	6	SHORT	2	NEUTRAL	9	12	LONG	ADDING	—	—	SHORT	NEUTRAL
NEPOOL DUAL RECs CLASS 1 ICE FUTURES ENERGY DIV	-5,896	1,750	7,646		55	5,871	12,005	6,134		25	25	0		13,835
	0 (0.0%)	0 (0.0%)	0 (0.0%)	12.6% \| 55.3%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	86.8% \| 44.3%	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	4,145	4,145	0		0	-4,160	5,618	9,778		15	15	0		9,778
	+4,145 (0.0%)	+4,145 (0.0%)	0 (0.0%)	42.4% \| 0.0%	0 (0.0%)	-4,160 (0.0%)	+5,618 (0.0%)	+9,778 (0.0%)	57.5% \| 100.0%	+15 (0.0%)	+15 (0.0%)	0 (0.0%)	0.2% \| 0.0%	+9,778
	ADDING	5	0	LONG	0	REDUCING	10	5	SHORT	ADDING	—	—	LONG	BUILDUP
NJ SRECS ICE FUTURES ENERGY DIV	1,737	58,944	57,207		4,742	-1,737	67,799	69,536		0	0	0		131,485
	+11,023 (+118.7%)	+9,708 (+19.7%)	-1,315 (-2.2%)	44.8% \| 43.5%	-1,592 (-25.1%)	-11,023 (-118.7%)	+6,923 (+11.4%)	+17,946 (+34.8%)	51.6% \| 52.9%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 0.0%	+15,039
	ADDING	7	7	LONG	5	REDUCING	13	13	SHORT	NEUTRAL	—	—	SHORT	BUILDUP
PA COMPLIANCE AECs TIER1 ICE FUTURES ENERGY DIV	5,579	20,093	14,514		1,533	-5,579	36,884	42,463		0	0	0		58,510
	-325 (-5.5%)	+100 (+0.5%)	+425 (+3.0%)	34.3% \| 24.8%	-200 (-11.5%)	+325 (+5.5%)	+100 (+0.3%)	-225 (-0.5%)	63.0% \| 72.6%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 0.0%	0
	REDUCING	13	5	LONG	4	ADDING	16	11	SHORT	NEUTRAL	—	—	SHORT	NEUTRAL
PA SOLAR ALTER ENERGY CREDIT ICE FUTURES ENERGY DIV	4,805	5,805	1,000		0	-4,805	13,950	18,755		0	0	0		19,755
	0 (0.0%)	0 (0.0%)	0 (0.0%)	29.4% \| 5.1%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	70.6% \| 94.9%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 0.0%	0
	NEUTRAL	6	3	LONG	0	NEUTRAL	11	7	SHORT	NEUTRAL	—	—	SHORT	NEUTRAL
PENNSYLVANIA AEC TIER 2-V2026 NODAL EXCHANGE	-2,106	9,936	12,042		0	2,106	17,609	15,503		0	0	0		27,545
	-250 (-13.5%)	0 (0.0%)	+250 (+2.1%)	36.1% \| 43.7%	0 (0.0%)	+250 (+13.5%)	0 (0.0%)	-250 (-1.6%)	63.9% \| 56.3%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 0.0%	0
	REDUCING	7	4	SHORT	0	ADDING	12	9	LONG	NEUTRAL	—	—	SHORT	NEUTRAL
PENNSYLVANIA AEC TIER 2-V2027 NODAL EXCHANGE	254	5,079	4,825		0	-254	13,890	14,144		0	0	0		18,969
	0 (0.0%)	0 (0.0%)	0 (0.0%)	26.8% \| 25.4%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	73.2% \| 74.6%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 0.0%	0
	NEUTRAL	4	3	LONG	0	NEUTRAL	13	6	SHORT	NEUTRAL	—	—	SHORT	NEUTRAL
PJM TRI-RECs CLASS 1 ICE FUTURES ENERGY DIV	2,851	80,953	78,102		8,759	-2,851	176,978	179,829		0	0	0		266,690
	+15,482 (+122.6%)	+21,559 (+36.3%)	+6,077 (+8.4%)	30.4% \| 29.3%	-5,745 (-39.6%)	-15,482 (-122.6%)	-13,703 (-7.2%)	+1,779 (+1.0%)	66.4% \| 67.4%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 0.0%	+2,111
	ADDING	13	10	LONG	9	REDUCING	19	18	SHORT	NEUTRAL	—	—	SHORT	BUILDUP
TX GREEN-E REC V25 BACK HALF NODAL EXCHANGE	-2,189	1,631	3,820		0	2,144	5,494	3,350		45	889	844		8,014
	0 (0.0%)	-100 (-5.8%)	-100 (-2.6%)	20.4% \| 47.7%	0 (0.0%)	0 (0.0%)	-130 (-2.3%)	-130 (-3.7%)	68.6% \| 41.8%	0 (0.0%)	+193 (+27.7%)	+193 (+29.6%)	11.1% \| 10.5%	-37
	NEUTRAL	4	9	SHORT	0	NEUTRAL	12	9	LONG	NEUTRAL	—	—	LONG	LIQUIDATION
TX REC CRS V26 BACK HALF NODAL EXCHANGE	-5,449	399	5,848		0	5,465	8,204	2,739		-16	255	271		8,858
	0 (0.0%)	0 (0.0%)	0 (0.0%)	4.5% \| 66.0%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	92.6% \| 30.9%	0 (0.0%)	0 (0.0%)	0 (0.0%)	2.9% \| 3.1%	0
	NEUTRAL	4	8	SHORT	0	NEUTRAL	14	6	LONG	NEUTRAL	—	—	SHORT	NEUTRAL
TX REC CRS V26 FRONT HALF NODAL EXCHANGE	-3,831	371	4,202		0	3,828	7,003	3,175		3	147	144		7,521
	0 (0.0%)	0 (0.0%)	0 (0.0%)	4.9% \| 55.9%	0 (0.0%)	0 (0.0%)	-272 (-3.7%)	-272 (-7.9%)	93.1% \| 42.2%	0 (0.0%)	0 (0.0%)	0 (0.0%)	2.0% \| 1.9%	-272
	NEUTRAL	3	8	SHORT	0	NEUTRAL	15	8	LONG	NEUTRAL	—	—	LONG	LIQUIDATION
TX REC CRS V27 BACK HALF NODAL EXCHANGE	-3,146	573	3,719		75	3,156	5,296	2,140		-10	265	275		6,209
	0 (0.0%)	0 (0.0%)	0 (0.0%)	9.2% \| 59.9%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	85.3% \| 34.5%	0 (0.0%)	0 (0.0%)	0 (0.0%)	4.3% \| 4.4%	0
	NEUTRAL	6	5	SHORT	1	NEUTRAL	14	7	LONG	NEUTRAL	—	—	SHORT	NEUTRAL
TX REC CRS V27 FRONT HALF NODAL EXCHANGE	-3,370	620	3,990		40	3,367	6,017	2,650		3	86	83		6,763
	0 (0.0%)	0 (0.0%)	0 (0.0%)	9.2% \| 59.0%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	89.0% \| 39.2%	0 (0.0%)	0 (0.0%)	0 (0.0%)	1.3% \| 1.2%	0
	NEUTRAL	4	6	SHORT	1	NEUTRAL	15	9	LONG	NEUTRAL	—	—	LONG	NEUTRAL
TX REC CRS V28 BACK HALF NODAL EXCHANGE	-1,457	1,265	2,722		75	1,464	3,752	2,288		-7	236	243		5,328
	-300 (-25.9%)	-195 (-13.4%)	+105 (+4.0%)	23.7% \| 51.1%	0 (0.0%)	+300 (+25.8%)	+300 (+8.7%)	0 (0.0%)	70.4% \| 42.9%	0 (0.0%)	0 (0.0%)	0 (0.0%)	4.4% \| 4.6%	+105
	REDUCING	6	4	SHORT	1	ADDING	14	7	LONG	NEUTRAL	—	—	SHORT	BUILDUP
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	-2,061	744	2,805		0	2,036	3,966	1,930		25	113	88		4,823
	-1 (0.0%)	0 (0.0%)	+1 (+0.0%)	15.4% \| 58.2%	0 (0.0%)	+1 (+0.0%)	+1 (+0.0%)	0 (0.0%)	82.2% \| 40.0%	0 (0.0%)	0 (0.0%)	0 (0.0%)	2.3% \| 1.8%	+1
	REDUCING	6	5	SHORT	0	ADDING	9	8	LONG	NEUTRAL	—	—	LONG	BUILDUP
TX REC CRS V29 FRONT HALF NODAL EXCHANGE	-1,012	1,346	2,358		0	980	5,116	4,136		32	119	87		6,581
	-27 (-2.7%)	-27 (-2.0%)	0 (0.0%)	20.5% \| 35.8%	0 (0.0%)	+27 (+2.8%)	+2 (+0.0%)	-25 (-0.6%)	77.7% \| 62.8%	0 (0.0%)	0 (0.0%)	0 (0.0%)	1.8% \| 1.3%	-25
	REDUCING	6	3	SHORT	0	ADDING	9	10	LONG	NEUTRAL	—	—	LONG	LIQUIDATION
TX REC CRS V30 BACK HALF NODAL EXCHANGE	-528	957	1,485		0	522	1,870	1,348		6	120	114		2,947
	-100 (-23.4%)	0 (0.0%)	+100 (+7.2%)	32.5% \| 50.4%	0 (0.0%)	+100 (+23.7%)	0 (0.0%)	-100 (-6.9%)	63.5% \| 45.7%	0 (0.0%)	0 (0.0%)	0 (0.0%)	4.1% \| 3.9%	0
	REDUCING	5	4	SHORT	0	ADDING	9	10	LONG	NEUTRAL	—	—	LONG	NEUTRAL
TX REC CRS V30 FRONT HALF NODAL EXCHANGE	-505	892	1,397		25	503	2,120	1,617		2	125	123		3,162
	-100 (-24.7%)	0 (0.0%)	+100 (+7.7%)	28.2% \| 44.2%	0 (0.0%)	+100 (+24.8%)	0 (0.0%)	-100 (-5.8%)	67.0% \| 51.1%	0 (0.0%)	0 (0.0%)	0 (0.0%)	4.0% \| 3.9%	0
	REDUCING	5	5	SHORT	1	ADDING	9	9	LONG	NEUTRAL	—	—	LONG	NEUTRAL
Other Markets › Bloomberg Indices
BBG COMMODITY CHICAGO BOARD OF TRADE	-11,019	52,813	63,832		4,856	10,228	136,909	126,681		791	815	24		195,393
	-3,773 (-52.1%)	+8,138 (+18.2%)	+11,911 (+22.9%)	27.0% \| 32.7%	+25 (+0.5%)	+3,691 (+56.5%)	+3,691 (+2.8%)	0 (0.0%)	70.1% \| 64.8%	+82 (+11.6%)	+83 (+11.3%)	+1 (+4.3%)	0.4% \| 0.0%	+11,937
	REDUCING	50	13	SHORT	3	ADDING	14	2	LONG	ADDING	—	—	LONG	BUILDUP
Other Markets › Chemical Products
PGP PROPYLENE (PCW) CAL NEW YORK MERCANTILE EXCHANGE	-1,344	2,593	3,937		553	1,384	2,767	1,383		-40	80	120		5,993
	+193 (+12.6%)	-366 (-12.4%)	-559 (-12.4%)	43.3% \| 65.7%	-438 (-44.2%)	-110 (-7.4%)	-967 (-25.9%)	-857 (-38.3%)	46.2% \| 23.1%	-83 (-193.0%)	-8 (-9.1%)	+75 (+166.7%)	1.3% \| 2.0%	-1,779
	ADDING	6	5	SHORT	3	REDUCING	6	5	LONG	REDUCING	—	—	SHORT	LIQUIDATION
Other Markets › Uncategorized
1K SHIB PERP COINBASE DERIVATIVES, LLC	-338	2,845	3,183		0	0	0	0		338	409	71		3,254
	+113 (+25.1%)	-515 (-15.3%)	-628 (-16.5%)	87.4% \| 97.8%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 0.0%	-113 (-25.1%)	-100 (-19.6%)	+13 (+22.4%)	12.6% \| 2.2%	-615
	ADDING	15	6	SHORT	0	NEUTRAL	0	0	SHORT	REDUCING	—	—	LONG	LIQUIDATION
3 YEAR ERIS SOFR SWAP CHICAGO BOARD OF TRADE	21,944	75,250	53,306		7,061	-21,923	10	21,933		-21	0	21		82,321
	-125 (-0.6%)	0 (0.0%)	+125 (+0.2%)	91.4% \| 64.8%	+100 (+1.4%)	+125 (+0.6%)	0 (0.0%)	-125 (-0.6%)	0.0% \| 26.6%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 0.0%	+100
	REDUCING	1	14	LONG	3	ADDING	1	6	SHORT	NEUTRAL	—	—	SHORT	BUILDUP
AVALANCHE PERP STYLE COINBASE DERIVATIVES, LLC	-521	2,850	3,371		0	0	0	0		521	683	162		3,533
	+57 (+9.9%)	+336 (+13.4%)	+279 (+9.0%)	80.7% \| 95.4%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 0.0%	-57 (-9.9%)	-63 (-8.4%)	-6 (-3.6%)	19.3% \| 4.6%	+273
	ADDING	32	13	SHORT	0	NEUTRAL	0	0	SHORT	REDUCING	—	—	LONG	BUILDUP
CALIF CARBON ALL VINTAGE 2027 ICE FUTURES ENERGY DIV	3,002	3,588	586		100	-3,008	5,013	8,021		6	12	6		8,713
	+46 (+1.6%)	+66 (+1.9%)	+20 (+3.5%)	41.2% \| 6.7%	0 (0.0%)	-35 (-1.2%)	+2,138 (+74.4%)	+2,173 (+37.2%)	57.5% \| 92.1%	-11 (-64.7%)	-5 (-29.4%)	+6 (0.0%)	0.1% \| 0.1%	+2,199
	ADDING	9	1	LONG	1	REDUCING	5	6	SHORT	REDUCING	—	—	LONG	BUILDUP
CARDONA PERP STYLE COINBASE DERIVATIVES, LLC	-752	3,118	3,870		0	0	0	0		752	919	167		4,037
	-40 (-5.6%)	-86 (-2.7%)	-46 (-1.2%)	77.2% \| 95.9%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 0.0%	+40 (+5.6%)	+34 (+3.8%)	-6 (-3.5%)	22.8% \| 4.1%	-52
	REDUCING	35	9	SHORT	0	NEUTRAL	0	0	SHORT	ADDING	—	—	LONG	LIQUIDATION
CHAINLINK PERP STYLE COINBASE DERIVATIVES, LLC	-662	992	1,654		0	0	0	0		662	738	76		1,730
	-80 (-13.7%)	-186 (-15.8%)	-106 (-6.0%)	57.3% \| 95.6%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 0.0%	+80 (+13.7%)	+41 (+5.9%)	-39 (-33.9%)	42.7% \| 4.4%	-145
	REDUCING	18	14	SHORT	0	NEUTRAL	0	0	SHORT	ADDING	—	—	LONG	LIQUIDATION
HEDERA PERP STYLE COINBASE DERIVATIVES, LLC	-290	578	868		0	0	0	0		290	434	144		1,012
	-290 (0.0%)	+578 (0.0%)	+868 (0.0%)	57.1% \| 85.8%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 0.0%	+290 (0.0%)	+434 (0.0%)	+144 (0.0%)	42.9% \| 14.2%	+1,012
	REDUCING	11	11	SHORT	0	NEUTRAL	0	0	SHORT	ADDING	—	—	LONG	BUILDUP
LITECOIN PERP STYLE COINBASE DERIVATIVES, LLC	-369	1,519	1,888		0	0	0	0		369	446	77		1,965
	-8 (-2.2%)	+121 (+8.7%)	+129 (+7.3%)	77.3% \| 96.1%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 0.0%	+8 (+2.2%)	-20 (-4.3%)	-28 (-26.7%)	22.7% \| 3.9%	+101
	REDUCING	25	7	SHORT	0	NEUTRAL	0	0	SHORT	ADDING	—	—	LONG	BUILDUP
MICRO COPPER COMMODITY EXCHANGE INC.	-8,870	2,311	11,181		2,316	-189	44	233		9,059	11,059	2,000		15,730
	-8,870 (0.0%)	+2,311 (0.0%)	+11,181 (0.0%)	14.7% \| 71.1%	+2,316 (0.0%)	-189 (0.0%)	+44 (0.0%)	+233 (0.0%)	0.3% \| 1.5%	+9,059 (0.0%)	+11,059 (0.0%)	+2,000 (0.0%)	70.3% \| 12.7%	+15,730
	REDUCING	11	8	SHORT	3	REDUCING	1	1	SHORT	ADDING	—	—	LONG	BUILDUP
PJM.APS_month_on_dap NODAL EXCHANGE	580	1,640	1,060		0	-1,260	8,768	10,028		680	1,150	470		11,558
	0 (0.0%)	0 (0.0%)	0 (0.0%)	14.2% \| 9.2%	0 (0.0%)	0 (0.0%)	-40 (-0.5%)	-40 (-0.4%)	75.9% \| 86.8%	0 (0.0%)	-880 (-43.3%)	-880 (-65.2%)	9.9% \| 4.1%	-920
	NEUTRAL	2	1	LONG	0	NEUTRAL	17	8	SHORT	NEUTRAL	—	—	LONG	LIQUIDATION
POLKADOT PERP STYLE COINBASE DERIVATIVES, LLC	-405	1,872	2,277		0	0	0	0		405	486	81		2,358
	-48 (-13.4%)	-98 (-5.0%)	-50 (-2.1%)	79.4% \| 96.6%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 0.0%	+48 (+13.4%)	+66 (+15.7%)	+18 (+28.6%)	20.6% \| 3.4%	-32
	REDUCING	21	7	SHORT	0	NEUTRAL	0	0	SHORT	ADDING	—	—	LONG	LIQUIDATION
PROPANE,OPIS MT B TET/AFEI ICE FUTURES ENERGY DIV	-397	327	724		430	407	1,488	1,081		-10	595	605		2,840
	-16 (-4.2%)	-12 (-3.5%)	+4 (+0.6%)	11.5% \| 25.5%	+26 (+6.4%)	-7 (-1.7%)	+58 (+4.1%)	+65 (+6.4%)	52.4% \| 38.1%	+23 (+69.7%)	+50 (+9.2%)	+27 (+4.7%)	21.0% \| 21.3%	+122
	REDUCING	4	6	SHORT	8	REDUCING	10	8	LONG	ADDING	—	—	SHORT	BUILDUP
RGGI V2026 ICE FUTURES ENERGY DIV	2,543	13,880	11,337		7,658	-2,578	40,831	43,409		35	77	42		62,446
	-1,128 (-30.7%)	-1,157 (-7.7%)	-29 (-0.3%)	22.2% \| 18.2%	+429 (+5.9%)	+1,145 (+30.8%)	+1,692 (+4.3%)	+547 (+1.3%)	65.4% \| 69.5%	-17 (-32.7%)	+2 (+2.7%)	+19 (+82.6%)	0.1% \| 0.1%	+966
	REDUCING	15	20	LONG	7	ADDING	22	14	SHORT	REDUCING	—	—	LONG	BUILDUP
SUI PERP STYLE COINBASE DERIVATIVES, LLC	-418	1,305	1,723		0	0	0	0		418	631	213		1,936
	+148 (+26.1%)	+386 (+42.0%)	+238 (+16.0%)	67.4% \| 89.0%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 0.0%	-148 (-26.1%)	-119 (-15.9%)	+29 (+15.8%)	32.6% \| 11.0%	+267
	ADDING	25	13	SHORT	0	NEUTRAL	0	0	SHORT	REDUCING	—	—	LONG	BUILDUP
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	214	1,502	1,288		37	-277	1,232	1,509		63	175	112		2,946
	+118 (+122.9%)	+130 (+9.5%)	+12 (+0.9%)	51.0% \| 43.7%	+5 (+15.6%)	-110 (-65.9%)	+42 (+3.5%)	+152 (+11.2%)	41.8% \| 51.2%	-8 (-11.3%)	+7 (+4.2%)	+15 (+15.5%)	5.9% \| 3.8%	+184
	ADDING	3	11	LONG	2	REDUCING	4	7	SHORT	REDUCING	—	—	LONG	BUILDUP

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