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CONTRACTS 368 markets	NON-COMMERCIAL • Large Speculators					COMMERCIAL • Hedgers / Institutional Traders				NON-REPORTABLE • Small Speculators				OPEN INTEREST
CONTRACTS 368 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)	85,644	151,583	65,939		8,102	-109,572	100,426	209,998		23,928	41,158	17,230		301,269
	+654 (+0.8%)	+783 (+0.5%)	+129 (+0.2%)	50.3% \| 21.9%	+5,770 (+247.4%)	+2,231 (+2.0%)	+6,779 (+7.2%)	+4,548 (+2.2%)	33.3% \| 69.7%	-2,885 (-10.8%)	-1,307 (-3.1%)	+1,578 (+10.1%)	13.7% \| 5.7%	+12,025
	ADDING	50	20	LONG	14	ADDING	40	28	SHORT	REDUCING	—	—	LONG	BUILDUP
BRITISH POUND CHICAGO MERCANTILE EXCHANGE (GBP, 6B, GBPUSD)	-64,307	68,075	132,382		2,288	68,698	190,244	121,546		-4,391	25,040	29,431		285,647
	-21,248 (-49.3%)	-11,530 (-14.5%)	+9,718 (+7.9%)	23.8% \| 46.3%	-5,203 (-69.5%)	+24,047 (+53.9%)	+20,715 (+12.2%)	-3,332 (-2.7%)	66.6% \| 42.6%	-2,799 (-175.8%)	-1,978 (-7.3%)	+821 (+2.9%)	8.8% \| 10.3%	+2,004
	REDUCING	20	28	SHORT	12	ADDING	25	46	LONG	REDUCING	—	—	SHORT	BUILDUP
CANADIAN DOLLAR CHICAGO MERCANTILE EXCHANGE (CAD, 6C, USDCAD)	-31,231	72,674	103,905		17,002	35,724	175,009	139,285		-4,493	28,192	32,685		292,877
	-14,989 (-92.3%)	-4,368 (-5.7%)	+10,621 (+11.4%)	24.8% \| 35.5%	+8,871 (+109.1%)	+22,007 (+160.4%)	+40,999 (+30.6%)	+18,992 (+15.8%)	59.8% \| 47.6%	-7,018 (-277.9%)	-4,092 (-12.7%)	+2,926 (+9.8%)	9.6% \| 11.2%	+41,410
	REDUCING	19	39	SHORT	13	ADDING	41	31	LONG	REDUCING	—	—	SHORT	BUILDUP
EURO FX CHICAGO MERCANTILE EXCHANGE (EUR, 6E, EURUSD)	33,513	233,251	199,738		35,233	-66,535	471,453	537,988		33,022	86,082	53,060		826,019
	-6,687 (-16.6%)	+9,249 (+4.1%)	+15,936 (+8.7%)	28.2% \| 24.2%	+3,118 (+9.7%)	+12,519 (+15.8%)	-13,929 (-2.9%)	-26,448 (-4.7%)	57.1% \| 65.1%	-5,832 (-15.0%)	-1,796 (-2.0%)	+4,036 (+8.2%)	10.4% \| 6.4%	-3,358
	REDUCING	87	53	LONG	33	ADDING	139	96	SHORT	REDUCING	—	—	LONG	LIQUIDATION
JAPANESE YEN CHICAGO MERCANTILE EXCHANGE (JPY, 6J, USDJPY)	-93,905	106,603	200,508		23,709	90,766	226,613	135,847		3,139	39,648	36,509		396,573
	-18,803 (-25.0%)	+6,448 (+6.4%)	+25,251 (+14.4%)	26.9% \| 50.6%	+3,344 (+16.4%)	+16,623 (+22.4%)	+23,590 (+11.6%)	+6,967 (+5.4%)	57.1% \| 34.3%	+2,180 (+227.3%)	+1,149 (+3.0%)	-1,031 (-2.7%)	10.0% \| 9.2%	+34,531
	REDUCING	25	56	SHORT	19	ADDING	52	48	LONG	ADDING	—	—	LONG	BUILDUP
NEW ZEALAND DOLLAR CHICAGO MERCANTILE EXCHANGE (NZD, 6N, NZDUSD)	-40,613	12,319	52,932		427	43,497	76,920	33,423		-2,884	2,879	5,763		92,545
	-1,463 (-3.7%)	+473 (+4.0%)	+1,936 (+3.8%)	13.3% \| 57.2%	+200 (+88.1%)	+1,980 (+4.8%)	+5,916 (+8.3%)	+3,936 (+13.3%)	83.1% \| 36.1%	-517 (-21.8%)	-271 (-8.6%)	+246 (+4.5%)	3.1% \| 6.2%	+6,318
	REDUCING	20	35	SHORT	7	ADDING	22	21	LONG	REDUCING	—	—	SHORT	BUILDUP
SWISS FRANC CHICAGO MERCANTILE EXCHANGE (CHF, 6S, USDCHF)	-36,937	6,284	43,221		279	46,775	86,464	39,689		-9,838	11,198	21,036		104,225
	-740 (-2.0%)	+682 (+12.2%)	+1,422 (+3.4%)	6.0% \| 41.5%	+62 (+28.6%)	+2,495 (+5.6%)	+8,645 (+11.1%)	+6,150 (+18.3%)	83.0% \| 38.1%	-1,755 (-21.7%)	+93 (+0.8%)	+1,848 (+9.6%)	10.7% \| 20.2%	+9,482
	REDUCING	8	11	SHORT	2	ADDING	19	17	LONG	REDUCING	—	—	SHORT	BUILDUP
USD INDEX ICE FUTURES U.S. (USD, DXY)	-479	21,403	21,882		1,512	-1,551	13,920	15,471		2,030	3,791	1,761		40,626
	-3,666 (-115.0%)	+2,491 (+13.2%)	+6,157 (+39.2%)	52.7% \| 53.9%	-200 (-11.7%)	+3,104 (+66.7%)	+5,043 (+56.8%)	+1,939 (+14.3%)	34.3% \| 38.1%	+562 (+38.3%)	+1,184 (+45.4%)	+622 (+54.6%)	9.3% \| 4.3%	+8,518
	REDUCING	61	36	SHORT	9	ADDING	10	7	SHORT	ADDING	—	—	LONG	BUILDUP
Currencies & Forex › Minor Currencies
BRAZILIAN REAL CHICAGO MERCANTILE EXCHANGE (BRL, 6L, BRLUSD)	71,012	95,462	24,450		928	-74,999	27,975	102,974		3,987	5,037	1,050		129,402
	+2,459 (+3.6%)	+1,786 (+1.9%)	-673 (-2.7%)	73.8% \| 18.9%	-212 (-18.6%)	-1,834 (-2.5%)	-3,649 (-11.5%)	-1,815 (-1.7%)	21.6% \| 79.6%	-625 (-13.6%)	-801 (-13.7%)	-176 (-14.4%)	3.9% \| 0.8%	-2,876
	ADDING	53	19	LONG	9	REDUCING	22	18	SHORT	REDUCING	—	—	LONG	LIQUIDATION
MEXICAN PESO CHICAGO MERCANTILE EXCHANGE (MXN, 6M, USDMXN)	62,249	95,246	32,997		2,155	-67,299	98,026	165,325		5,050	8,400	3,350		203,827
	-1,841 (-2.9%)	+1,856 (+2.0%)	+3,697 (+12.6%)	46.7% \| 16.2%	+845 (+64.5%)	+1,442 (+2.1%)	+13,022 (+15.3%)	+11,580 (+7.5%)	48.1% \| 81.1%	+399 (+8.6%)	-527 (-5.9%)	-926 (-21.7%)	4.1% \| 1.6%	+15,196
	REDUCING	81	25	LONG	8	ADDING	42	38	SHORT	ADDING	—	—	LONG	BUILDUP
SOUTH AFRICAN RAND CHICAGO MERCANTILE EXCHANGE (ZAR, 6R, USDZAR)	6,783	9,163	2,380		581	-8,950	11,194	20,144		2,167	2,983	816		23,921
	-332 (-4.7%)	-289 (-3.1%)	+43 (+1.8%)	38.3% \| 9.9%	0 (0.0%)	+215 (+2.3%)	+637 (+6.0%)	+422 (+2.1%)	46.8% \| 84.2%	+117 (+5.7%)	+243 (+8.9%)	+126 (+18.3%)	12.5% \| 3.4%	+591
	REDUCING	17	8	LONG	2	ADDING	15	6	SHORT	ADDING	—	—	LONG	BUILDUP
Currencies & Forex › Forex Crosses
EURO FX/BRITISH POUND XRATE CHICAGO MERCANTILE EXCHANGE	1,475	4,654	3,179		353	-11,626	16,034	27,660		10,151	14,581	4,430		35,622
	-158 (-9.7%)	-718 (-13.4%)	-560 (-15.0%)	13.1% \| 8.9%	0 (0.0%)	-725 (-6.7%)	+344 (+2.2%)	+1,069 (+4.0%)	45.0% \| 77.6%	+883 (+9.5%)	-154 (-1.0%)	-1,037 (-19.0%)	40.9% \| 12.4%	-528
	REDUCING	4	5	LONG	1	REDUCING	12	7	SHORT	ADDING	—	—	LONG	LIQUIDATION
EURO FX/JAPANESE YEN XRATE CHICAGO MERCANTILE EXCHANGE	18	5,351	5,333		105	-5,115	5,404	10,519		5,097	10,303	5,206		21,163
	-241 (-93.1%)	-368 (-6.4%)	-127 (-2.3%)	25.3% \| 25.2%	+14 (+15.4%)	+97 (+1.9%)	-484 (-8.2%)	-581 (-5.2%)	25.5% \| 49.7%	+144 (+2.9%)	+670 (+7.0%)	+526 (+11.2%)	48.7% \| 24.6%	-168
	REDUCING	5	4	LONG	3	ADDING	9	11	SHORT	ADDING	—	—	LONG	LIQUIDATION
Cryptocurrencies › Bitcoin & Ethereum
BITCOIN CHICAGO MERCANTILE EXCHANGE (BTC, BTCUSD)	2,112	17,791	15,679		3,735	-2,272	212	2,484		160	1,262	1,102		23,000
	+853 (+67.8%)	-363 (-2.0%)	-1,216 (-7.2%)	77.4% \| 68.2%	+530 (+16.5%)	-112 (-5.2%)	-15 (-6.6%)	+97 (+4.1%)	0.9% \| 10.8%	-741 (-82.2%)	-687 (-35.2%)	+54 (+5.2%)	5.5% \| 4.8%	-535
	ADDING	36	65	LONG	20	REDUCING	2	6	SHORT	REDUCING	—	—	LONG	LIQUIDATION
ETHEREUM CHICAGO MERCANTILE EXCHANGE (ETH, ETHUSD)	3,568	24,820	21,252		7,420	-3,841	138	3,979		273	684	411		33,062
	+3,132 (+718.3%)	+2,295 (+10.2%)	-837 (-3.8%)	75.1% \| 64.3%	+1,944 (+35.5%)	-315 (-8.9%)	+52 (+60.5%)	+367 (+10.2%)	0.4% \| 12.0%	-2,817 (-91.2%)	-2,978 (-81.3%)	-161 (-28.1%)	2.1% \| 1.2%	+1,313
	ADDING	29	67	LONG	25	REDUCING	2	6	SHORT	REDUCING	—	—	LONG	BUILDUP
MICRO BITCOIN CHICAGO MERCANTILE EXCHANGE	-3,863	9,972	13,835		1,352	606	736	130		3,257	5,836	2,579		17,896
	+604 (+13.5%)	-5,543 (-35.7%)	-6,147 (-30.8%)	55.7% \| 77.3%	+539 (+66.3%)	-40 (-6.2%)	-40 (-5.2%)	0 (0.0%)	4.1% \| 0.7%	-564 (-14.8%)	-503 (-7.9%)	+61 (+2.4%)	32.6% \| 14.4%	-5,547
	ADDING	116	78	SHORT	13	REDUCING	4	1	LONG	REDUCING	—	—	LONG	LIQUIDATION
MICRO ETHER CHICAGO MERCANTILE EXCHANGE	-1,380	36,021	37,401		6,121	0	0	0		1,380	2,396	1,016		44,538
	+1,278 (+48.1%)	-2,290 (-6.0%)	-3,568 (-8.7%)	80.9% \| 84.0%	+3,280 (+115.5%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 0.0%	-1,278 (-48.1%)	-830 (-25.7%)	+448 (+78.9%)	5.4% \| 2.3%	+160
	ADDING	159	87	SHORT	10	NEUTRAL	0	0	SHORT	REDUCING	—	—	LONG	BUILDUP
NANO BITCOIN COINBASE DERIVATIVES, LLC	710	35,387	34,677		35	-273	0	273		-437	1,977	2,414		37,399
	+1,348 (+211.3%)	-4,167 (-10.5%)	-5,515 (-13.7%)	94.6% \| 92.7%	-404 (-92.0%)	-205 (-301.5%)	0 (0.0%)	+205 (+301.5%)	0.0% \| 0.7%	-1,143 (-161.9%)	-6 (-0.3%)	+1,137 (+89.0%)	5.3% \| 6.5%	-4,577
	ADDING	100	66	LONG	3	REDUCING	0	2	SHORT	REDUCING	—	—	SHORT	LIQUIDATION
NANO BITCOIN PERP STYLE COINBASE DERIVATIVES, LLC	-7,630	154,539	162,169		0	1,424	2,434	1,010		6,206	12,946	6,740		169,919
	-4,431 (-138.5%)	-26,252 (-14.5%)	-21,821 (-11.9%)	90.9% \| 95.4%	0 (0.0%)	+2,596 (+221.5%)	+2,130 (+700.7%)	-466 (-31.6%)	1.4% \| 0.6%	+1,835 (+42.0%)	+988 (+8.3%)	-847 (-11.2%)	7.6% \| 4.0%	-23,134
	REDUCING	652	640	SHORT	0	ADDING	4	4	LONG	ADDING	—	—	LONG	LIQUIDATION
NANO ETHER COINBASE DERIVATIVES, LLC	-748	54,524	55,272		46	0	0	0		748	1,155	407		55,725
	+157 (+17.3%)	-57 (-0.1%)	-214 (-0.4%)	97.8% \| 99.2%	+24 (+109.1%)	+29 (+100.0%)	0 (0.0%)	-29 (-100.0%)	0.0% \| 0.0%	-186 (-19.9%)	-209 (-15.3%)	-23 (-5.3%)	2.1% \| 0.7%	-242
	ADDING	108	42	SHORT	2	ADDING	0	0	SHORT	REDUCING	—	—	LONG	LIQUIDATION
NANO ETHER PERP STYLE COINBASE DERIVATIVES, LLC	17,525	177,418	159,893		14	-25,195	1,538	26,733		7,670	9,955	2,285		188,925
	+14,473 (+474.2%)	-5,385 (-2.9%)	-19,858 (-11.0%)	93.9% \| 84.6%	+2 (+16.7%)	-14,261 (-130.4%)	+1,060 (+221.8%)	+15,321 (+134.3%)	0.8% \| 14.2%	-212 (-2.7%)	-229 (-2.2%)	-17 (-0.7%)	5.3% \| 1.2%	-4,552
	ADDING	665	260	LONG	1	REDUCING	4	2	SHORT	REDUCING	—	—	LONG	LIQUIDATION
Cryptocurrencies › Other Cryptocurrencies (Altcoins)
NANO SOLANA COINBASE DERIVATIVES, LLC	-413	14,186	14,599		0	-36	0	36		449	630	181		14,816
	-151 (-57.6%)	+1,695 (+13.6%)	+1,846 (+14.5%)	95.7% \| 98.5%	0 (0.0%)	+16 (+30.8%)	0 (0.0%)	-16 (-30.8%)	0.0% \| 0.2%	+135 (+43.0%)	+108 (+20.7%)	-27 (-13.0%)	4.3% \| 1.2%	+1,803
	REDUCING	31	6	SHORT	0	ADDING	0	1	SHORT	ADDING	—	—	LONG	BUILDUP
NANO SOLANA PERP STYLE COINBASE DERIVATIVES, LLC	9,604	25,472	15,868		0	-14,114	659	14,773		4,510	5,382	872		31,513
	-3,394 (-26.1%)	-3,011 (-10.6%)	+383 (+2.5%)	80.8% \| 50.4%	0 (0.0%)	+3,120 (+18.1%)	+304 (+85.6%)	-2,816 (-16.0%)	2.1% \| 46.9%	+274 (+6.5%)	-3,826 (-41.6%)	-4,100 (-82.5%)	17.1% \| 2.8%	-6,533
	REDUCING	233	63	LONG	0	ADDING	2	3	SHORT	ADDING	—	—	LONG	LIQUIDATION
NANO XRP COINBASE DERIVATIVES, LLC	-358	43,137	43,495		17	0	0	0		358	538	180		43,692
	+94 (+20.8%)	+3,342 (+8.4%)	+3,248 (+8.1%)	98.7% \| 99.5%	+17 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 0.0%	-94 (-20.8%)	-117 (-17.9%)	-23 (-11.3%)	1.2% \| 0.4%	+3,242
	ADDING	25	13	SHORT	2	NEUTRAL	0	0	SHORT	REDUCING	—	—	LONG	BUILDUP
NANO XRP PERP STYLE COINBASE DERIVATIVES, LLC	1,278	17,650	16,372		0	-5,685	0	5,685		4,407	4,927	520		22,577
	+1,706 (+398.6%)	+99 (+0.6%)	-1,607 (-8.9%)	78.2% \| 72.5%	0 (0.0%)	-1,664 (-41.4%)	0 (0.0%)	+1,664 (+41.4%)	0.0% \| 25.2%	-42 (-0.9%)	+47 (+1.0%)	+89 (+20.6%)	21.8% \| 2.3%	+146
	ADDING	183	32	LONG	0	REDUCING	0	2	SHORT	REDUCING	—	—	LONG	BUILDUP
SOL CHICAGO MERCANTILE EXCHANGE	1,263	12,089	10,826		292	-1,235	0	1,235		-28	250	278		12,631
	+971 (+332.5%)	+1,284 (+11.9%)	+313 (+3.0%)	95.7% \| 85.7%	+6 (+2.1%)	-101 (-8.9%)	-56 (-100.0%)	+45 (+3.8%)	0.0% \| 9.8%	-870 (-103.3%)	-1,021 (-80.3%)	-151 (-35.2%)	2.0% \| 2.2%	+213
	ADDING	14	19	LONG	5	REDUCING	0	5	SHORT	REDUCING	—	—	SHORT	BUILDUP
XRP CHICAGO MERCANTILE EXCHANGE	1,178	7,543	6,365		261	-928	0	928		-250	105	355		7,909
	+269 (+29.6%)	+376 (+5.2%)	+107 (+1.7%)	95.4% \| 80.5%	-24 (-8.4%)	+32 (+3.3%)	-26 (-100.0%)	-58 (-5.9%)	0.0% \| 11.7%	-301 (-590.2%)	-266 (-71.7%)	+35 (+10.9%)	1.3% \| 4.5%	+60
	ADDING	13	17	LONG	4	ADDING	0	3	SHORT	REDUCING	—	—	SHORT	BUILDUP
Metals › Precious Metals
GOLD COMMODITY EXCHANGE INC. (XAU, CG, XAUUSD)	159,833	211,018	51,185		51,705	-191,629	69,520	261,149		31,796	47,082	15,286		379,325
	-11,789 (-6.9%)	-8,775 (-4.0%)	+3,014 (+6.3%)	55.6% \| 13.5%	+2,678 (+5.5%)	+18,629 (+8.9%)	+11,795 (+20.4%)	-6,834 (-2.6%)	18.3% \| 68.8%	-6,840 (-17.7%)	-2,869 (-5.7%)	+3,971 (+35.1%)	12.4% \| 4.0%	+2,829
	REDUCING	169	46	LONG	77	ADDING	47	46	SHORT	REDUCING	—	—	LONG	BUILDUP
MICRO GOLD COMMODITY EXCHANGE INC.	-24,044	21,807	45,851		3,244	5,810	5,810	0		18,234	37,348	19,114		68,209
	-167 (-0.7%)	+164 (+0.8%)	+331 (+0.7%)	32.0% \| 67.2%	+260 (+8.7%)	-287 (-4.7%)	-287 (-4.7%)	0 (0.0%)	8.5% \| 0.0%	+454 (+2.6%)	+1,005 (+2.8%)	+551 (+3.0%)	54.8% \| 28.0%	+1,142
	REDUCING	17	18	SHORT	11	REDUCING	3	0	LONG	ADDING	—	—	LONG	BUILDUP
PALLADIUM NEW YORK MERCANTILE EXCHANGE	-2,497	6,252	8,749		1,422	1,563	7,007	5,444		934	2,578	1,644		17,259
	-582 (-30.4%)	-112 (-1.8%)	+470 (+5.7%)	36.2% \| 50.7%	-295 (-17.2%)	+877 (+127.8%)	+339 (+5.1%)	-538 (-9.0%)	40.6% \| 31.5%	-295 (-24.0%)	-92 (-3.4%)	+203 (+14.1%)	14.9% \| 9.5%	-160
	REDUCING	54	48	SHORT	30	ADDING	31	29	LONG	REDUCING	—	—	LONG	LIQUIDATION
PLATINUM NEW YORK MERCANTILE EXCHANGE	17,908	26,148	8,240		9,663	-23,112	18,426	41,538		5,204	8,545	3,341		62,782
	-2,804 (-13.5%)	-2,118 (-7.5%)	+686 (+9.1%)	41.6% \| 13.1%	+390 (+4.2%)	+2,406 (+9.4%)	+873 (+5.0%)	-1,533 (-3.6%)	29.3% \| 66.2%	+398 (+8.3%)	+262 (+3.2%)	-136 (-3.9%)	13.6% \| 5.3%	-593
	REDUCING	106	40	LONG	37	ADDING	31	46	SHORT	ADDING	—	—	LONG	LIQUIDATION
SILVER COMMODITY EXCHANGE INC. (XAG, SI, XAGUSD)	24,671	34,591	9,920		12,629	-42,668	27,108	69,776		17,997	26,423	8,426		100,751
	-1,440 (-5.5%)	-1,978 (-5.4%)	-538 (-5.1%)	34.3% \| 9.8%	+541 (+4.5%)	+978 (+2.2%)	-233 (-0.9%)	-1,211 (-1.7%)	26.9% \| 69.3%	+462 (+2.6%)	-1,379 (-5.0%)	-1,841 (-17.9%)	26.2% \| 8.4%	-3,049
	REDUCING	85	26	LONG	36	ADDING	34	38	SHORT	ADDING	—	—	LONG	LIQUIDATION
Metals › Industrial Metals
ALUMINIUM EURO PREM DUTY-PAID COMMODITY EXCHANGE INC.	-505	4,087	4,592		18	281	12,493	12,212		224	284	60		16,882
	-390 (-339.1%)	+127 (+3.2%)	+517 (+12.7%)	24.2% \| 27.2%	+17 (+1,700.0%)	+390 (+357.8%)	-160 (-1.3%)	-550 (-4.3%)	74.0% \| 72.3%	0 (0.0%)	0 (0.0%)	0 (0.0%)	1.7% \| 0.4%	-16
	REDUCING	6	2	SHORT	1	ADDING	15	14	LONG	NEUTRAL	—	—	LONG	LIQUIDATION
ALUMINUM MWP COMMODITY EXCHANGE INC.	500	3,953	3,453		1,030	-167	23,002	23,169		-333	75	408		28,060
	+225 (+81.8%)	+135 (+3.5%)	-90 (-2.5%)	14.1% \| 12.3%	+162 (+18.7%)	-307 (-219.3%)	+41 (+0.2%)	+348 (+1.5%)	82.0% \| 82.6%	+82 (+19.8%)	0 (0.0%)	-82 (-16.7%)	0.3% \| 1.5%	+338
	ADDING	5	8	LONG	6	REDUCING	23	29	SHORT	ADDING	—	—	SHORT	BUILDUP
COBALT COMMODITY EXCHANGE INC.	-290	4,714	5,004		3,009	191	6,450	6,259		99	642	543		14,815
	+194 (+40.1%)	+643 (+15.8%)	+449 (+9.9%)	31.8% \| 33.8%	+4 (+0.1%)	-217 (-53.2%)	+26 (+0.4%)	+243 (+4.0%)	43.5% \| 42.2%	+23 (+30.3%)	0 (0.0%)	-23 (-4.1%)	4.3% \| 3.7%	+673
	ADDING	11	6	SHORT	10	REDUCING	13	16	LONG	ADDING	—	—	LONG	BUILDUP
COPPER- #1 COMMODITY EXCHANGE INC.	75,886	107,483	31,597		48,515	-85,499	83,511	169,010		9,613	18,455	8,842		257,964
	-423 (-0.6%)	-1,285 (-1.2%)	-862 (-2.7%)	41.7% \| 12.2%	+2,814 (+6.2%)	+1,644 (+1.9%)	-1,027 (-1.2%)	-2,671 (-1.6%)	32.4% \| 65.5%	-1,221 (-11.3%)	-2,346 (-11.3%)	-1,125 (-11.3%)	7.2% \| 3.4%	-1,844
	REDUCING	150	60	LONG	100	ADDING	64	60	SHORT	REDUCING	—	—	LONG	LIQUIDATION
LITHIUM HYDROXIDE COMMODITY EXCHANGE INC.	-8,280	2,219	10,499		1,720	8,146	12,225	4,079		134	447	313		16,611
	-37 (-0.4%)	-88 (-3.8%)	-51 (-0.5%)	13.4% \| 63.2%	+18 (+1.1%)	-13 (-0.2%)	+193 (+1.6%)	+206 (+5.3%)	73.6% \| 24.6%	+50 (+59.5%)	+39 (+9.6%)	-11 (-3.4%)	2.7% \| 1.9%	+162
	REDUCING	11	12	SHORT	12	REDUCING	12	9	LONG	ADDING	—	—	LONG	BUILDUP
NORTH EURO HOT-ROLL COIL STEEL COMMODITY EXCHANGE INC.	3,585	4,465	880		101	-3,630	4,246	7,876		45	92	47		8,904
	+30 (+0.8%)	+60 (+1.4%)	+30 (+3.5%)	50.1% \| 9.9%	+2 (+2.0%)	-31 (-0.9%)	+126 (+3.1%)	+157 (+2.0%)	47.7% \| 88.5%	+1 (+2.3%)	0 (0.0%)	-1 (-2.1%)	1.0% \| 0.5%	+188
	ADDING	7	1	LONG	3	REDUCING	9	8	SHORT	ADDING	—	—	LONG	BUILDUP
STEEL-HRC COMMODITY EXCHANGE INC.	11,106	12,746	1,640		1,030	-11,521	26,059	37,580		415	498	83		40,333
	-350 (-3.1%)	-237 (-1.8%)	+113 (+7.4%)	31.6% \| 4.1%	+267 (+35.0%)	+303 (+2.6%)	+479 (+1.9%)	+176 (+0.5%)	64.6% \| 93.2%	+47 (+12.8%)	+30 (+6.4%)	-17 (-17.0%)	1.2% \| 0.2%	+539
	REDUCING	23	7	LONG	9	ADDING	26	19	SHORT	ADDING	—	—	LONG	BUILDUP
Stock Indices & Equities › US Large Cap Indices
DJIA Consolidated CHICAGO BOARD OF TRADE	-10,765	7,337	18,102		5,086	7,968	62,571	54,603		2,797	13,158	10,361		88,152
	-7,203 (-202.2%)	-4,108 (-35.9%)	+3,095 (+20.6%)	8.3% \| 20.5%	+781 (+18.1%)	+7,078 (+795.3%)	+5,074 (+8.8%)	-2,004 (-3.5%)	71.0% \| 61.9%	+125 (+4.7%)	-357 (-2.6%)	-482 (-4.4%)	14.9% \| 11.8%	+1,390
	REDUCING	21	21	SHORT	14	ADDING	30	23	LONG	ADDING	—	—	LONG	BUILDUP
DJIA x $5 CHICAGO BOARD OF TRADE (YM)	-8,491	9,758	18,249		1,267	5,256	59,276	54,020		3,235	12,524	9,289		82,825
	-5,602 (-193.9%)	-2,592 (-21.0%)	+3,010 (+19.8%)	11.8% \| 22.0%	+4 (+0.3%)	+5,971 (+835.1%)	+3,886 (+7.0%)	-2,085 (-3.7%)	71.6% \| 65.2%	-369 (-10.2%)	-413 (-3.2%)	-44 (-0.5%)	15.1% \| 11.2%	+885
	REDUCING	16	15	SHORT	6	ADDING	30	20	LONG	REDUCING	—	—	LONG	BUILDUP
E-MINI S&P 500 CHICAGO MERCANTILE EXCHANGE (ES)	-140,605	270,382	410,987		40,598	38,808	1,494,005	1,455,197		101,797	263,458	161,661		2,068,443
	+3,230 (+2.2%)	+4,877 (+1.8%)	+1,647 (+0.4%)	13.1% \| 19.9%	+4,723 (+13.2%)	-9,004 (-18.8%)	+175 (+0.0%)	+9,179 (+0.6%)	72.2% \| 70.4%	+5,774 (+6.0%)	+2,439 (+0.9%)	-3,335 (-2.0%)	12.7% \| 7.8%	+12,214
	ADDING	75	70	SHORT	44	REDUCING	250	183	LONG	ADDING	—	—	LONG	BUILDUP
MICRO E-MINI DJIA (x$0.5) CHICAGO BOARD OF TRADE (MYM)	-22,744	13,111	35,855		863	27,123	32,949	5,826		-4,379	6,344	10,723		53,267
	-16,016 (-238.0%)	-7,355 (-35.9%)	+8,661 (+31.8%)	24.6% \| 67.3%	-39 (-4.3%)	+11,078 (+69.0%)	+11,883 (+56.4%)	+805 (+16.0%)	61.9% \| 10.9%	+4,938 (+53.0%)	+563 (+9.7%)	-4,375 (-29.0%)	11.9% \| 20.1%	+5,052
	REDUCING	8	11	SHORT	5	ADDING	1	5	LONG	ADDING	—	—	SHORT	BUILDUP
MICRO E-MINI NASDAQ-100 INDEX CHICAGO MERCANTILE EXCHANGE (MNQ)	-59,789	156,835	216,624		5,556	10,732	19,584	8,852		49,057	86,605	37,548		268,580
	-648 (-1.1%)	-14,186 (-8.3%)	-13,538 (-5.9%)	58.4% \| 80.7%	+732 (+15.2%)	-12,559 (-53.9%)	-12,746 (-39.4%)	-187 (-2.1%)	7.3% \| 3.3%	+13,207 (+36.8%)	+10,032 (+13.1%)	-3,175 (-7.8%)	32.2% \| 14.0%	-16,168
	REDUCING	21	31	SHORT	13	REDUCING	19	8	LONG	ADDING	—	—	LONG	LIQUIDATION
MICRO E-MINI S&P 500 INDEX CHICAGO MERCANTILE EXCHANGE (MES)	56,986	166,994	110,008		3,199	12,766	45,622	32,856		-69,752	77,365	147,117		293,180
	+7,688 (+15.6%)	+64,786 (+63.4%)	+57,098 (+107.9%)	57.0% \| 37.5%	-1,908 (-37.4%)	-746 (-5.5%)	+709 (+1.6%)	+1,455 (+4.6%)	15.6% \| 11.2%	-6,942 (-11.1%)	+7,599 (+10.9%)	+14,541 (+11.0%)	26.4% \| 50.2%	+71,186
	ADDING	8	8	LONG	3	REDUCING	20	11	LONG	REDUCING	—	—	SHORT	BUILDUP
NASDAQ MINI CHICAGO MERCANTILE EXCHANGE (NQ)	-1,420	87,137	88,557		9,786	-4,033	156,898	160,931		5,453	39,365	33,912		293,186
	+14,565 (+91.1%)	+15,898 (+22.3%)	+1,333 (+1.5%)	29.7% \| 30.2%	-4,708 (-32.5%)	-16,296 (-132.9%)	-6,475 (-4.0%)	+9,821 (+6.5%)	53.5% \| 54.9%	+1,731 (+46.5%)	+719 (+1.9%)	-1,012 (-2.9%)	13.4% \| 11.6%	+5,434
	ADDING	78	44	SHORT	28	REDUCING	116	91	SHORT	ADDING	—	—	LONG	BUILDUP
NASDAQ-100 Consolidated CHICAGO MERCANTILE EXCHANGE	-7,399	71,907	79,306		41,255	-2,960	158,856	161,816		10,359	48,026	37,667		320,044
	+14,500 (+66.2%)	+12,745 (+21.5%)	-1,755 (-2.2%)	22.5% \| 24.8%	-2,901 (-6.6%)	-17,552 (-120.3%)	-7,750 (-4.7%)	+9,802 (+6.4%)	49.6% \| 50.6%	+3,052 (+41.8%)	+1,723 (+3.7%)	-1,329 (-3.4%)	15.0% \| 11.8%	+3,817
	ADDING	90	65	SHORT	38	REDUCING	129	94	SHORT	ADDING	—	—	LONG	BUILDUP
S&P 500 Consolidated CHICAGO MERCANTILE EXCHANGE	-134,906	270,399	405,305		57,600	40,084	1,498,567	1,458,483		94,822	271,195	176,373		2,097,761
	+3,999 (+2.9%)	+4,354 (+1.6%)	+355 (+0.1%)	12.9% \| 19.3%	+11,533 (+25.0%)	-9,079 (-18.5%)	+246 (+0.0%)	+9,325 (+0.6%)	71.4% \| 69.5%	+5,080 (+5.7%)	+3,199 (+1.2%)	-1,881 (-1.1%)	12.9% \| 8.4%	+19,333
	ADDING	78	74	SHORT	47	REDUCING	255	187	LONG	ADDING	—	—	LONG	BUILDUP
Stock Indices & Equities › US Mid & Small Cap Indices
EMINI RUSSELL 1000 VALUE INDEX CHICAGO MERCANTILE EXCHANGE	-14,757	2,349	17,106		0	14,108	27,576	13,468		649	1,869	1,220		31,794
	+58 (+0.4%)	-171 (-6.8%)	-229 (-1.3%)	7.4% \| 53.8%	0 (0.0%)	+64 (+0.5%)	+215 (+0.8%)	+151 (+1.1%)	86.7% \| 42.4%	-122 (-15.8%)	+91 (+5.1%)	+213 (+21.2%)	5.9% \| 3.8%	+135
	ADDING	2	2	SHORT	0	ADDING	10	10	LONG	REDUCING	—	—	LONG	BUILDUP
MICRO E-MINI RUSSELL 2000 INDX CHICAGO MERCANTILE EXCHANGE	-17,961	6,305	24,266		684	9,736	11,997	2,261		8,225	15,658	7,433		34,644
	-4,001 (-28.7%)	-4,257 (-40.3%)	-256 (-1.0%)	18.2% \| 70.0%	+267 (+64.0%)	+290 (+3.1%)	-363 (-2.9%)	-653 (-22.4%)	34.6% \| 6.5%	+3,711 (+82.2%)	+2,872 (+22.5%)	-839 (-10.1%)	45.2% \| 21.5%	-1,481
	REDUCING	6	15	SHORT	5	ADDING	12	2	LONG	ADDING	—	—	LONG	LIQUIDATION
RUSSELL 2000 ANNUAL DIVIDEND CHICAGO MERCANTILE EXCHANGE	1,580	16,438	14,858		1,888	-1,882	23,686	25,568		302	303	1		42,315
	-80 (-4.8%)	0 (0.0%)	+80 (+0.5%)	38.8% \| 35.1%	0 (0.0%)	+80 (+4.1%)	+80 (+0.3%)	0 (0.0%)	56.0% \| 60.4%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.7% \| 0.0%	+80
	REDUCING	5	3	LONG	2	ADDING	6	8	SHORT	NEUTRAL	—	—	LONG	BUILDUP
RUSSELL E-MINI CHICAGO MERCANTILE EXCHANGE (RTY)	-21,048	79,731	100,779		9,478	15,510	304,709	289,199		5,538	27,324	21,786		421,242
	-7,933 (-60.5%)	-15,867 (-16.6%)	-7,934 (-7.3%)	18.9% \| 23.9%	+2,354 (+33.0%)	+5,523 (+55.3%)	+3,313 (+1.1%)	-2,210 (-0.8%)	72.3% \| 68.7%	+2,410 (+77.0%)	+2,152 (+8.5%)	-258 (-1.2%)	6.5% \| 5.2%	-8,048
	REDUCING	49	58	SHORT	21	ADDING	145	132	LONG	ADDING	—	—	LONG	LIQUIDATION
Stock Indices & Equities › International Indices
MSCI EAFE ICE FUTURES U.S.	-22,929	44,852	67,781		583	15,978	409,882	393,904		6,951	15,030	8,079		470,347
	-10,970 (-91.7%)	+2,760 (+6.6%)	+13,730 (+25.4%)	9.5% \| 14.4%	+280 (+92.4%)	+10,408 (+186.9%)	+14,785 (+3.7%)	+4,377 (+1.1%)	87.1% \| 83.7%	+562 (+8.8%)	+1,324 (+9.7%)	+762 (+10.4%)	3.2% \| 1.7%	+19,149
	REDUCING	25	23	SHORT	7	ADDING	118	77	LONG	ADDING	—	—	LONG	BUILDUP
MSCI EM INDEX ICE FUTURES U.S.	63,434	170,538	107,104		18,807	-87,103	939,543	1,026,646		23,669	32,067	8,398		1,160,955
	-3,616 (-5.4%)	+3,798 (+2.3%)	+7,414 (+7.4%)	14.7% \| 9.2%	+246 (+1.3%)	+3,863 (+4.2%)	+22,037 (+2.4%)	+18,174 (+1.8%)	80.9% \| 88.4%	-247 (-1.0%)	-2,109 (-6.2%)	-1,862 (-18.1%)	2.8% \| 0.7%	+23,972
	REDUCING	81	33	LONG	27	ADDING	236	138	SHORT	REDUCING	—	—	LONG	BUILDUP
NIKKEI STOCK AVERAGE YEN DENOM CHICAGO MERCANTILE EXCHANGE	10,087	11,628	1,541		292	-772	16,822	17,594		-9,315	6,566	15,881		35,308
	+1,172 (+13.1%)	+1,440 (+14.1%)	+268 (+21.1%)	32.9% \| 4.4%	-79 (-21.3%)	-1,396 (-223.7%)	-15 (-0.1%)	+1,381 (+8.5%)	47.6% \| 49.8%	+224 (+2.3%)	+288 (+4.6%)	+64 (+0.4%)	18.6% \| 45.0%	+1,634
	ADDING	18	4	LONG	5	REDUCING	14	14	SHORT	ADDING	—	—	SHORT	BUILDUP
Stock Indices & Equities › Volatility
VIX FUTURES CBOE FUTURES EXCHANGE	-55,769	126,025	181,794		85,610	53,251	199,578	146,327		2,518	28,948	26,430		440,161
	-6,808 (-13.9%)	+10,225 (+8.8%)	+17,033 (+10.3%)	28.6% \| 41.3%	+3,054 (+3.7%)	+4,197 (+8.6%)	+20,865 (+11.7%)	+16,668 (+12.9%)	45.3% \| 33.2%	+2,611 (+2,807.5%)	+2,826 (+10.8%)	+215 (+0.8%)	6.6% \| 6.0%	+36,970
	REDUCING	60	68	SHORT	80	ADDING	43	43	LONG	ADDING	—	—	LONG	BUILDUP
Stock Indices & Equities › US Sectoral & Other Indices
ADJUSTED INT RATE S&P 500 TOTL CHICAGO MERCANTILE EXCHANGE	-13,176	76,740	89,916		169,860	22,291	653,239	630,948		-9,115	5,657	14,772		905,496
	+11,701 (+47.0%)	+15,401 (+25.1%)	+3,700 (+4.3%)	8.5% \| 9.9%	-10,720 (-5.9%)	-10,851 (-32.7%)	-3,790 (-0.6%)	+7,061 (+1.1%)	72.1% \| 69.7%	-850 (-10.3%)	-250 (-4.2%)	+600 (+4.2%)	0.6% \| 1.6%	+641
	ADDING	10	7	SHORT	21	REDUCING	38	48	LONG	REDUCING	—	—	SHORT	BUILDUP
DOW JONES U.S. REAL ESTATE IDX CHICAGO BOARD OF TRADE	11,791	13,237	1,446		0	-14,248	57,654	71,902		2,457	3,276	819		74,167
	+1,749 (+17.4%)	+2,394 (+22.1%)	+645 (+80.5%)	17.8% \| 1.9%	0 (0.0%)	-1,714 (-13.7%)	-641 (-1.1%)	+1,073 (+1.5%)	77.7% \| 96.9%	-35 (-1.4%)	-56 (-1.7%)	-21 (-2.5%)	4.4% \| 1.1%	+1,697
	ADDING	6	3	LONG	0	REDUCING	29	14	SHORT	REDUCING	—	—	LONG	BUILDUP
E-MINI S&P 400 STOCK INDEX CHICAGO MERCANTILE EXCHANGE	326	5,689	5,363		34	-3,802	24,271	28,073		3,476	8,794	5,318		38,788
	+899 (+156.9%)	+254 (+4.7%)	-645 (-10.7%)	14.7% \| 13.8%	+10 (+41.7%)	-400 (-11.8%)	+833 (+3.6%)	+1,233 (+4.6%)	62.6% \| 72.4%	-499 (-12.6%)	-379 (-4.1%)	+120 (+2.3%)	22.7% \| 13.7%	+718
	ADDING	8	7	LONG	1	REDUCING	42	28	SHORT	REDUCING	—	—	LONG	BUILDUP
E-MINI S&P COMMUNICATION INDEX CHICAGO MERCANTILE EXCHANGE	-44	1,656	1,700		0	-1,023	15,477	16,500		1,067	1,604	537		18,737
	-980 (-104.7%)	+20 (+1.2%)	+1,000 (+142.9%)	8.8% \| 9.1%	0 (0.0%)	+791 (+43.6%)	-626 (-3.9%)	-1,417 (-7.9%)	82.6% \| 88.1%	+189 (+21.5%)	+278 (+21.0%)	+89 (+19.9%)	8.6% \| 2.9%	-328
	REDUCING	2	1	SHORT	0	ADDING	15	6	SHORT	ADDING	—	—	LONG	LIQUIDATION
E-MINI S&P CONSU STAPLES INDEX CHICAGO MERCANTILE EXCHANGE	-2,519	386	2,905		0	2,793	22,526	19,733		-274	1,775	2,049		24,687
	+171 (+6.4%)	-30 (-7.2%)	-201 (-6.5%)	1.6% \| 11.8%	0 (0.0%)	-92 (-3.2%)	+56 (+0.2%)	+148 (+0.8%)	91.2% \| 79.9%	-79 (-40.5%)	+173 (+10.8%)	+252 (+14.0%)	7.2% \| 8.3%	+199
	ADDING	1	2	SHORT	0	REDUCING	13	11	LONG	REDUCING	—	—	SHORT	BUILDUP
E-MINI S&P ENERGY INDEX CHICAGO MERCANTILE EXCHANGE	-5,588	702	6,290		0	1,975	27,232	25,257		3,613	4,355	742		32,289
	-2,648 (-90.1%)	-531 (-43.1%)	+2,117 (+50.7%)	2.2% \| 19.5%	0 (0.0%)	+2,293 (+721.1%)	+3,828 (+16.4%)	+1,535 (+6.5%)	84.3% \| 78.2%	+355 (+10.9%)	+699 (+19.1%)	+344 (+86.4%)	13.5% \| 2.3%	+3,996
	REDUCING	2	3	SHORT	0	ADDING	21	10	LONG	ADDING	—	—	LONG	BUILDUP
E-MINI S&P FINANCIAL INDEX CHICAGO MERCANTILE EXCHANGE	2,389	2,689	300		0	-3,046	70,410	73,456		657	1,642	985		74,741
	+215 (+9.9%)	+229 (+9.3%)	+14 (+4.9%)	3.6% \| 0.4%	0 (0.0%)	-406 (-15.4%)	+3,798 (+5.7%)	+4,204 (+6.1%)	94.2% \| 98.3%	+191 (+41.0%)	+81 (+5.2%)	-110 (-10.0%)	2.2% \| 1.3%	+4,108
	ADDING	4	1	LONG	0	REDUCING	16	13	SHORT	ADDING	—	—	LONG	BUILDUP
E-MINI S&P HEALTH CARE INDEX CHICAGO MERCANTILE EXCHANGE	-144	1,884	2,028		0	-2,009	15,389	17,398		2,153	3,304	1,151		20,577
	-1,286 (-112.6%)	+110 (+6.2%)	+1,396 (+220.9%)	9.2% \| 9.9%	0 (0.0%)	+1,394 (+41.0%)	+1,420 (+10.2%)	+26 (+0.1%)	74.8% \| 84.6%	-108 (-4.8%)	+120 (+3.8%)	+228 (+24.7%)	16.1% \| 5.6%	+1,650
	REDUCING	4	2	SHORT	0	ADDING	13	6	SHORT	REDUCING	—	—	LONG	BUILDUP
E-MINI S&P INDUSTRIAL INDEX CHICAGO MERCANTILE EXCHANGE	20	520	500		0	-704	10,437	11,141		684	1,827	1,143		12,784
	+886 (+102.3%)	-5 (-1.0%)	-891 (-64.1%)	4.1% \| 3.9%	0 (0.0%)	-780 (-1,026.3%)	-2,631 (-20.1%)	-1,851 (-14.2%)	81.6% \| 87.1%	-106 (-13.4%)	+90 (+5.2%)	+196 (+20.7%)	14.3% \| 8.9%	-2,546
	ADDING	1	1	LONG	0	REDUCING	11	9	SHORT	REDUCING	—	—	LONG	LIQUIDATION
E-MINI S&P TECHNOLOGY INDEX CHICAGO MERCANTILE EXCHANGE	1,819	2,368	549		0	-4,290	13,123	17,413		2,471	3,024	553		18,515
	-158 (-8.0%)	-158 (-6.3%)	0 (0.0%)	12.8% \| 3.0%	0 (0.0%)	+353 (+7.6%)	-577 (-4.2%)	-930 (-5.1%)	70.9% \| 94.0%	-195 (-7.3%)	-194 (-6.0%)	+1 (+0.2%)	16.3% \| 3.0%	-929
	REDUCING	5	1	LONG	0	ADDING	12	10	SHORT	REDUCING	—	—	LONG	LIQUIDATION
E-MINI S&P UTILITIES INDEX CHICAGO MERCANTILE EXCHANGE	1,075	1,287	212		0	-2,831	16,894	19,725		1,756	3,334	1,578		21,515
	+139 (+14.9%)	+139 (+12.1%)	0 (0.0%)	6.0% \| 1.0%	0 (0.0%)	+318 (+10.1%)	+2,290 (+15.7%)	+1,972 (+11.1%)	78.5% \| 91.7%	-457 (-20.7%)	-440 (-11.7%)	+17 (+1.1%)	15.5% \| 7.3%	+1,989
	ADDING	2	1	LONG	0	ADDING	14	14	SHORT	REDUCING	—	—	LONG	BUILDUP
S&P 500 ANNUAL DIVIDEND INDEX CHICAGO MERCANTILE EXCHANGE	91,273	147,320	56,047		18,731	-93,949	188,337	282,286		2,676	3,996	1,320		358,384
	+1,698 (+1.9%)	+1,975 (+1.4%)	+277 (+0.5%)	41.1% \| 15.6%	-1,883 (-9.1%)	-966 (-1.0%)	-1,693 (-0.9%)	-727 (-0.3%)	52.6% \| 78.8%	-732 (-21.5%)	-674 (-14.4%)	+58 (+4.6%)	1.1% \| 0.4%	-2,275
	ADDING	29	9	LONG	9	REDUCING	38	26	SHORT	REDUCING	—	—	LONG	LIQUIDATION
S&P 500 QUARTERLY DIVIDEND IND CHICAGO MERCANTILE EXCHANGE	3,603	22,401	18,798		2,706	-3,598	25,278	28,876		-5	0	5		50,385
	-569 (-13.6%)	+451 (+2.1%)	+1,020 (+5.7%)	44.5% \| 37.3%	-2 (-0.1%)	+585 (+14.0%)	+1,681 (+7.1%)	+1,096 (+3.9%)	50.2% \| 57.3%	-16 (-145.5%)	-16 (-100.0%)	0 (0.0%)	0.0% \| 0.0%	+2,114
	REDUCING	5	3	LONG	1	ADDING	16	16	SHORT	REDUCING	—	—	SHORT	BUILDUP
Interest Rates & Bonds › US Treasuries
MICRO 10 YEAR YIELD CHICAGO BOARD OF TRADE	1,610	3,950	2,340		34	-671	100	771		-939	620	1,559		4,704
	+466 (+40.7%)	+1,480 (+59.9%)	+1,014 (+76.5%)	84.0% \| 49.7%	-4 (-10.5%)	-311 (-86.4%)	0 (0.0%)	+311 (+67.6%)	2.1% \| 16.4%	-155 (-19.8%)	+208 (+50.5%)	+363 (+30.4%)	13.2% \| 33.1%	+1,684
	ADDING	9	25	LONG	2	REDUCING	1	1	SHORT	REDUCING	—	—	SHORT	BUILDUP
ULTRA UST 10Y CHICAGO BOARD OF TRADE	-114,954	263,782	378,736		58,770	235,846	2,071,478	1,835,632		-120,892	221,012	341,904		2,615,042
	-25,053 (-27.9%)	+8,847 (+3.5%)	+33,900 (+9.8%)	10.1% \| 14.5%	+19,994 (+51.6%)	+14,541 (+6.6%)	+87,049 (+4.4%)	+72,508 (+4.1%)	79.2% \| 70.2%	+10,512 (+8.0%)	+11,977 (+5.7%)	+1,465 (+0.4%)	8.5% \| 13.1%	+127,867
	REDUCING	26	37	SHORT	28	ADDING	129	129	LONG	ADDING	—	—	SHORT	BUILDUP
ULTRA UST BOND CHICAGO BOARD OF TRADE	-254,464	139,936	394,400		115,467	264,146	2,087,342	1,823,196		-9,682	192,061	201,743		2,534,806
	-15,470 (-6.5%)	+6,713 (+5.0%)	+22,183 (+6.0%)	5.5% \| 15.6%	+64,501 (+126.6%)	+10,772 (+4.3%)	+95,732 (+4.8%)	+84,960 (+4.9%)	82.3% \| 71.9%	+4,698 (+32.7%)	+12,874 (+7.2%)	+8,176 (+4.2%)	7.6% \| 8.0%	+179,820
	REDUCING	24	33	SHORT	19	ADDING	131	109	LONG	ADDING	—	—	SHORT	BUILDUP
UST 10Y NOTE CHICAGO BOARD OF TRADE	-848,052	566,207	1,414,259		470,154	786,275	4,366,133	3,579,858		61,777	430,774	368,997		5,833,268
	-66,885 (-8.6%)	-72,177 (-11.3%)	-5,292 (-0.4%)	9.7% \| 24.2%	-152,684 (-24.5%)	+52,532 (+7.2%)	+181,301 (+4.3%)	+128,769 (+3.7%)	74.8% \| 61.4%	+14,353 (+30.3%)	+10,471 (+2.5%)	-3,882 (-1.0%)	7.4% \| 6.3%	-33,089
	REDUCING	74	73	SHORT	59	ADDING	234	198	LONG	ADDING	—	—	LONG	LIQUIDATION
UST 2Y NOTE CHICAGO BOARD OF TRADE	-1,560,837	487,295	2,048,132		343,496	1,498,142	3,881,287	2,383,145		62,695	226,572	163,877		4,938,650
	+41,775 (+2.6%)	-5,424 (-1.1%)	-47,199 (-2.3%)	9.9% \| 41.5%	+64,276 (+23.0%)	-22,617 (-1.5%)	+86,474 (+2.3%)	+109,091 (+4.8%)	78.6% \| 48.3%	-19,158 (-23.4%)	-3,186 (-1.4%)	+15,972 (+10.8%)	4.6% \| 3.3%	+142,140
	ADDING	71	92	SHORT	60	REDUCING	255	217	LONG	REDUCING	—	—	LONG	BUILDUP
UST 5Y NOTE CHICAGO BOARD OF TRADE	-1,350,516	694,412	2,044,928		426,041	1,382,881	5,418,755	4,035,874		-32,365	438,786	471,151		6,977,994
	+11,629 (+0.9%)	-28,218 (-3.9%)	-39,847 (-1.9%)	10.0% \| 29.3%	+133,246 (+45.5%)	+84,163 (+6.5%)	+102,041 (+1.9%)	+17,878 (+0.4%)	77.7% \| 57.8%	-95,792 (-151.0%)	+1,610 (+0.4%)	+97,402 (+26.1%)	6.3% \| 6.8%	+208,679
	ADDING	73	64	SHORT	49	ADDING	241	230	LONG	REDUCING	—	—	SHORT	BUILDUP
UST BOND CHICAGO BOARD OF TRADE	-178,674	182,942	361,616		33,856	111,298	1,427,336	1,316,038		67,376	234,918	167,542		1,879,052
	-5,820 (-3.4%)	+502 (+0.3%)	+6,322 (+1.8%)	9.7% \| 19.2%	+13,797 (+68.8%)	+24,414 (+28.1%)	+29,527 (+2.1%)	+5,113 (+0.4%)	76.0% \| 70.0%	-18,594 (-21.6%)	-1,795 (-0.8%)	+16,799 (+11.1%)	12.5% \| 8.9%	+42,031
	REDUCING	43	41	SHORT	33	ADDING	137	118	LONG	REDUCING	—	—	LONG	BUILDUP
Interest Rates & Bonds › Interest Rates & Swaps
10 YEAR ERIS SOFR SWAP CHICAGO BOARD OF TRADE	-25,009	126,877	151,886		45,694	25,031	47,106	22,075		-22	0	22		219,677
	+2,225 (+8.2%)	-6,159 (-4.6%)	-8,384 (-5.2%)	57.8% \| 69.1%	-914 (-2.0%)	-2,225 (-8.2%)	-2,225 (-4.5%)	0 (0.0%)	21.4% \| 10.0%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 0.0%	-9,298
	ADDING	30	18	SHORT	6	REDUCING	4	4	LONG	NEUTRAL	—	—	SHORT	LIQUIDATION
2 YEAR ERIS SOFR SWAP CHICAGO BOARD OF TRADE	8,238	76,804	68,566		36,590	-8,234	190	8,424		-4	0	4		113,584
	+585 (+7.6%)	+1,477 (+2.0%)	+892 (+1.3%)	67.6% \| 60.4%	+505 (+1.4%)	-585 (-7.6%)	-249 (-56.7%)	+336 (+4.2%)	0.2% \| 7.4%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 0.0%	+1,733
	ADDING	11	31	LONG	4	REDUCING	2	5	SHORT	NEUTRAL	—	—	SHORT	BUILDUP
5 YEAR ERIS SOFR SWAP CHICAGO BOARD OF TRADE	27,614	109,539	81,925		32,395	-27,552	21,913	49,465		-62	10	72		163,857
	-9,749 (-26.1%)	-31,919 (-22.6%)	-22,170 (-21.3%)	66.9% \| 50.0%	-1,480 (-4.4%)	+9,754 (+26.1%)	+9,860 (+81.8%)	+106 (+0.2%)	13.4% \| 30.2%	-5 (-8.8%)	0 (0.0%)	+5 (+7.5%)	0.0% \| 0.0%	-23,539
	REDUCING	25	33	LONG	4	ADDING	3	9	SHORT	REDUCING	—	—	SHORT	LIQUIDATION
EURO SHORT TERM RATE CHICAGO MERCANTILE EXCHANGE	-9,761	643	10,404		2,739	9,739	19,551	9,812		22	69	47		23,002
	+205 (+2.1%)	+15 (+2.4%)	-190 (-1.8%)	2.8% \| 45.2%	+17 (+0.6%)	-178 (-1.8%)	-158 (-0.8%)	+20 (+0.2%)	85.0% \| 42.7%	-27 (-55.1%)	-40 (-36.7%)	-13 (-21.7%)	0.3% \| 0.2%	-166
	ADDING	5	9	SHORT	9	REDUCING	14	14	LONG	REDUCING	—	—	LONG	LIQUIDATION
FED FUNDS CHICAGO BOARD OF TRADE	-96,824	208,071	304,895		377,998	89,193	1,279,497	1,190,304		7,631	42,560	34,929		1,908,126
	-54,824 (-130.5%)	-3,337 (-1.6%)	+51,487 (+20.3%)	10.9% \| 16.0%	+44,199 (+13.2%)	+57,311 (+179.8%)	+82,410 (+6.9%)	+25,099 (+2.2%)	67.1% \| 62.4%	-2,487 (-24.6%)	+5,502 (+14.8%)	+7,989 (+29.7%)	2.2% \| 1.8%	+128,774
	REDUCING	28	29	SHORT	42	ADDING	77	77	LONG	REDUCING	—	—	LONG	BUILDUP
SOFR-1M CHICAGO MERCANTILE EXCHANGE	-139,037	297,504	436,541		199,859	139,261	932,468	793,207		-224	192	416		1,430,023
	+11,594 (+7.7%)	+59,194 (+24.8%)	+47,600 (+12.2%)	20.8% \| 30.5%	+2,958 (+1.5%)	-11,373 (-7.6%)	+44,148 (+5.0%)	+55,521 (+7.5%)	65.2% \| 55.5%	-221 (-7,366.7%)	-1,683 (-89.8%)	-1,462 (-77.8%)	0.0% \| 0.0%	+104,617
	ADDING	49	54	SHORT	51	REDUCING	77	91	LONG	REDUCING	—	—	SHORT	BUILDUP
SOFR-3M CHICAGO MERCANTILE EXCHANGE	-1,473,774	1,674,583	3,148,357		3,147,653	1,474,436	8,525,818	7,051,382		-662	37,330	37,992		13,385,384
	-330,187 (-28.9%)	-97,399 (-5.5%)	+232,788 (+8.0%)	12.5% \| 23.5%	-25,467 (-0.8%)	+333,810 (+29.3%)	+201,639 (+2.4%)	-132,171 (-1.8%)	63.7% \| 52.7%	-3,623 (-122.4%)	-14,223 (-27.6%)	-10,600 (-21.8%)	0.3% \| 0.3%	+64,550
	REDUCING	236	267	SHORT	222	ADDING	270	299	LONG	REDUCING	—	—	SHORT	BUILDUP
Agriculture & Food Products › Grains
CORN CHICAGO BOARD OF TRADE	358,102	569,689	211,587		426,707	-288,625	757,342	1,045,967		-69,477	129,874	199,351		1,883,612
	-25,435 (-6.6%)	-1,109 (-0.2%)	+24,326 (+13.0%)	30.2% \| 11.2%	-5,761 (-1.3%)	-28,669 (-11.0%)	+14,069 (+1.9%)	+42,738 (+4.3%)	40.2% \| 55.5%	+54,104 (+43.8%)	-16,281 (-11.1%)	-70,385 (-26.1%)	6.9% \| 10.6%	-9,082
	REDUCING	193	139	LONG	115	REDUCING	266	329	SHORT	ADDING	—	—	SHORT	LIQUIDATION
OATS CHICAGO BOARD OF TRADE	1,034	1,421	387		175	-2,092	1,076	3,168		1,058	1,801	743		4,473
	+1,034 (0.0%)	+1,421 (0.0%)	+387 (0.0%)	31.8% \| 8.7%	+175 (0.0%)	-2,092 (0.0%)	+1,076 (0.0%)	+3,168 (0.0%)	24.1% \| 70.8%	+1,058 (0.0%)	+1,801 (0.0%)	+743 (0.0%)	40.3% \| 16.6%	+4,473
	ADDING	6	2	LONG	2	REDUCING	7	11	SHORT	ADDING	—	—	LONG	BUILDUP
ROUGH RICE CHICAGO BOARD OF TRADE	-839	3,874	4,713		1,387	-867	4,253	5,120		1,706	3,206	1,500		12,720
	+421 (+33.4%)	+766 (+24.6%)	+345 (+7.9%)	30.5% \| 37.1%	-64 (-4.4%)	-431 (-98.9%)	+1,050 (+32.8%)	+1,481 (+40.7%)	33.4% \| 40.3%	+10 (+0.6%)	-1,400 (-30.4%)	-1,410 (-48.5%)	25.2% \| 11.8%	+352
	ADDING	29	21	SHORT	2	REDUCING	17	17	SHORT	ADDING	—	—	LONG	BUILDUP
WHEAT-HRSpring MIAX FUTURES EXCHANGE	29,690	36,055	6,365		5,327	-29,611	38,534	68,145		-79	1,981	2,060		81,897
	-2,616 (-8.1%)	-2,082 (-5.5%)	+534 (+9.2%)	44.0% \| 7.8%	-58 (-1.1%)	+3,235 (+9.8%)	+2,876 (+8.1%)	-359 (-0.5%)	47.1% \| 83.2%	-619 (-114.6%)	-7,925 (-80.0%)	-7,306 (-78.0%)	2.4% \| 2.5%	-7,189
	REDUCING	27	17	LONG	7	ADDING	32	39	SHORT	REDUCING	—	—	SHORT	LIQUIDATION
WHEAT-HRW CHICAGO BOARD OF TRADE	5,416	80,651	75,235		87,829	-4,941	118,186	123,127		-475	21,333	21,808		307,999
	-8,809 (-61.9%)	-106 (-0.1%)	+8,703 (+13.1%)	26.2% \| 24.4%	+4,365 (+5.2%)	+8,890 (+64.3%)	+7,225 (+6.5%)	-1,665 (-1.3%)	38.4% \| 40.0%	-81 (-20.6%)	-1,027 (-4.6%)	-946 (-4.2%)	6.9% \| 7.1%	+10,457
	REDUCING	75	66	LONG	77	ADDING	76	90	SHORT	REDUCING	—	—	SHORT	BUILDUP
WHEAT-SRW CHICAGO BOARD OF TRADE	263	143,267	143,004		137,996	-1,992	157,233	159,225		1,729	36,126	34,397		474,622
	+14,684 (+101.8%)	+8,690 (+6.5%)	-5,994 (-4.0%)	30.2% \| 30.1%	+10,995 (+8.7%)	-14,481 (-116.0%)	+11,056 (+7.6%)	+25,537 (+19.1%)	33.1% \| 33.5%	-203 (-10.5%)	-2,881 (-7.4%)	-2,678 (-7.2%)	7.6% \| 7.2%	+27,860
	ADDING	140	108	LONG	109	REDUCING	80	108	SHORT	REDUCING	—	—	LONG	BUILDUP
Agriculture & Food Products › Live Animals & Livestock
FEEDER CATTLE CHICAGO MERCANTILE EXCHANGE	6,536	30,272	23,736		10,313	-2,136	13,917	16,053		-4,400	9,482	13,882		63,984
	+533 (+8.9%)	+451 (+1.5%)	-82 (-0.3%)	47.3% \| 37.1%	+324 (+3.2%)	-1,283 (-150.4%)	+470 (+3.5%)	+1,753 (+12.3%)	21.8% \| 25.1%	+750 (+14.6%)	-1,217 (-11.4%)	-1,967 (-12.4%)	14.8% \| 21.7%	+28
	ADDING	89	57	LONG	65	REDUCING	56	93	SHORT	ADDING	—	—	SHORT	BUILDUP
LEAN HOGS CHICAGO MERCANTILE EXCHANGE	-7,197	89,006	96,203		84,335	10,228	129,862	119,634		-3,031	23,175	26,206		326,378
	-4,863 (-208.4%)	-1,897 (-2.1%)	+2,966 (+3.2%)	27.3% \| 29.5%	+6,555 (+8.4%)	+4,873 (+91.0%)	+1,385 (+1.1%)	-3,488 (-2.8%)	39.8% \| 36.7%	-10 (-0.3%)	-951 (-3.9%)	-941 (-3.5%)	7.1% \| 8.0%	+5,092
	REDUCING	86	116	SHORT	115	ADDING	80	88	LONG	REDUCING	—	—	SHORT	BUILDUP
LIVE CATTLE CHICAGO MERCANTILE EXCHANGE	90,889	156,500	65,611		73,412	-78,298	104,747	183,045		-12,591	29,883	42,474		364,542
	-3,616 (-3.8%)	-1,607 (-1.0%)	+2,009 (+3.2%)	42.9% \| 18.0%	+9,027 (+14.0%)	-521 (-0.7%)	+7,769 (+8.0%)	+8,290 (+4.7%)	28.7% \| 50.2%	+4,137 (+24.7%)	-5,642 (-15.9%)	-9,779 (-18.7%)	8.2% \| 11.7%	+9,547
	REDUCING	144	59	LONG	114	REDUCING	109	180	SHORT	ADDING	—	—	SHORT	BUILDUP
Agriculture & Food Products › Milk & Dairy Products
BUTTER (CASH SETTLED) CHICAGO MERCANTILE EXCHANGE	-4,521	298	4,819		461	3,797	16,027	12,230		724	957	233		17,743
	-75 (-1.7%)	+75 (+33.6%)	+150 (+3.2%)	1.7% \| 27.2%	-16 (-3.4%)	-5 (-0.1%)	+664 (+4.3%)	+669 (+5.8%)	90.3% \| 68.9%	+80 (+12.4%)	+115 (+13.7%)	+35 (+17.7%)	5.4% \| 1.3%	+838
	REDUCING	2	9	SHORT	5	REDUCING	39	30	LONG	ADDING	—	—	LONG	BUILDUP
CHEESE (CASH-SETTLED) CHICAGO MERCANTILE EXCHANGE	-8,703	126	8,829		1,009	8,769	26,706	17,937		-66	724	790		28,565
	-705 (-8.8%)	-8 (-6.0%)	+697 (+8.6%)	0.4% \| 30.9%	+162 (+19.1%)	+726 (+9.0%)	+1,133 (+4.4%)	+407 (+2.3%)	93.5% \| 62.8%	-21 (-46.7%)	+37 (+5.4%)	+58 (+7.9%)	2.5% \| 2.8%	+1,324
	REDUCING	3	29	SHORT	11	ADDING	33	28	LONG	REDUCING	—	—	SHORT	BUILDUP
CME MILK IV CHICAGO MERCANTILE EXCHANGE	5,696	6,606	910		701	-4,555	7,134	11,689		-1,141	30	1,171		14,471
	+315 (+5.9%)	+332 (+5.3%)	+17 (+1.9%)	45.6% \| 6.3%	+93 (+15.3%)	-285 (-6.7%)	+74 (+1.0%)	+359 (+3.2%)	49.3% \| 80.8%	-30 (-2.7%)	+6 (+25.0%)	+36 (+3.2%)	0.2% \| 8.1%	+505
	ADDING	5	6	LONG	5	REDUCING	10	34	SHORT	REDUCING	—	—	SHORT	BUILDUP
DRY WHEY CHICAGO MERCANTILE EXCHANGE	-1,260	7	1,267		95	872	3,022	2,150		388	620	232		3,744
	-33 (-2.7%)	+7 (0.0%)	+40 (+3.3%)	0.2% \| 33.8%	+37 (+63.8%)	+62 (+7.7%)	+144 (+5.0%)	+82 (+4.0%)	80.7% \| 57.4%	-29 (-7.0%)	0 (0.0%)	+29 (+14.3%)	16.6% \| 6.2%	+188
	REDUCING	1	4	SHORT	4	ADDING	12	9	LONG	REDUCING	—	—	LONG	BUILDUP
MILK, Class III CHICAGO MERCANTILE EXCHANGE	-7,537	2,525	10,062		1,171	10,561	22,801	12,240		-3,024	2,193	5,217		28,690
	-1,023 (-15.7%)	+152 (+6.4%)	+1,175 (+13.2%)	8.8% \| 35.1%	+294 (+33.5%)	+1,441 (+15.8%)	+1,316 (+6.1%)	-125 (-1.0%)	79.5% \| 42.7%	-418 (-16.0%)	+134 (+6.5%)	+552 (+11.8%)	7.6% \| 18.2%	+1,896
	REDUCING	7	33	SHORT	13	ADDING	25	28	LONG	REDUCING	—	—	SHORT	BUILDUP
NON FAT DRY MILK CHICAGO MERCANTILE EXCHANGE	-3,488	862	4,350		760	2,741	10,749	8,008		747	1,036	289		13,407
	-214 (-6.5%)	+18 (+2.1%)	+232 (+5.6%)	6.4% \| 32.4%	+127 (+20.1%)	+156 (+6.0%)	+390 (+3.8%)	+234 (+3.0%)	80.2% \| 59.7%	+58 (+8.4%)	+17 (+1.7%)	-41 (-12.4%)	7.7% \| 2.2%	+552
	REDUCING	6	7	SHORT	5	ADDING	36	32	LONG	ADDING	—	—	LONG	BUILDUP
Agriculture & Food Products › Oilseeds & Edible Oils
CANOLA ICE FUTURES U.S.	20,662	98,598	77,936		38,272	-19,949	173,065	193,014		-713	1,362	2,075		311,297
	-16,226 (-44.0%)	-12,656 (-11.4%)	+3,570 (+4.8%)	31.7% \| 25.0%	-2,483 (-6.1%)	+16,195 (+44.8%)	+2,234 (+1.3%)	-13,961 (-6.7%)	55.6% \| 62.0%	+31 (+4.2%)	+236 (+21.0%)	+205 (+11.0%)	0.4% \| 0.7%	-12,669
	REDUCING	100	86	LONG	16	ADDING	34	39	SHORT	ADDING	—	—	SHORT	LIQUIDATION
MINI SOYBEANS CHICAGO BOARD OF TRADE	18,276	19,327	1,051		2,845	-9,568	19	9,587		-8,708	6,979	15,687		29,170
	+1,476 (+8.8%)	+1,166 (+6.4%)	-310 (-22.8%)	66.3% \| 3.6%	+367 (+14.8%)	-264 (-2.8%)	+7 (+58.3%)	+271 (+2.9%)	0.1% \| 32.9%	-1,212 (-16.2%)	-780 (-10.1%)	+432 (+2.8%)	23.9% \| 53.8%	+760
	ADDING	3	7	LONG	1	REDUCING	2	13	SHORT	REDUCING	—	—	SHORT	BUILDUP
SOYBEAN MEAL CHICAGO BOARD OF TRADE	159,741	208,033	48,292		116,103	-183,762	245,006	428,768		24,021	51,157	27,136		620,299
	+11,088 (+7.5%)	+9,903 (+5.0%)	-1,185 (-2.4%)	33.5% \| 7.8%	+12,428 (+12.0%)	-21,802 (-13.5%)	+7,483 (+3.2%)	+29,285 (+7.3%)	39.5% \| 69.1%	+10,714 (+80.5%)	-941 (-1.8%)	-11,655 (-30.0%)	8.2% \| 4.4%	+28,873
	ADDING	119	51	LONG	54	REDUCING	102	93	SHORT	ADDING	—	—	LONG	BUILDUP
SOYBEAN OIL CHICAGO BOARD OF TRADE	158,107	209,661	51,554		143,021	-172,756	320,353	493,109		14,649	43,107	28,458		716,142
	+5 (+0.0%)	+210 (+0.1%)	+205 (+0.4%)	29.3% \| 7.2%	-1,419 (-1.0%)	-3,149 (-1.9%)	+15,820 (+5.2%)	+18,969 (+4.0%)	44.7% \| 68.9%	+3,144 (+27.3%)	-2,599 (-5.7%)	-5,743 (-16.8%)	6.0% \| 4.0%	+12,012
	ADDING	123	63	LONG	68	REDUCING	82	105	SHORT	ADDING	—	—	LONG	BUILDUP
SOYBEANS CHICAGO BOARD OF TRADE	212,238	288,551	76,313		202,738	-183,266	479,743	663,009		-28,972	52,144	81,116		1,023,176
	-11,764 (-5.3%)	-1,235 (-0.4%)	+10,529 (+16.0%)	28.2% \| 7.5%	+2,336 (+1.2%)	+4,837 (+2.6%)	+41,953 (+9.6%)	+37,116 (+5.9%)	46.9% \| 64.8%	+6,927 (+19.3%)	-10,874 (-17.3%)	-17,801 (-18.0%)	5.1% \| 7.9%	+32,180
	REDUCING	151	115	LONG	73	ADDING	123	249	SHORT	ADDING	—	—	SHORT	BUILDUP
USD Malaysian Crude Palm Oil C CHICAGO MERCANTILE EXCHANGE	-940	1,590	2,530		400	860	45,489	44,629		80	80	0		47,559
	-75 (-8.7%)	+440 (+38.3%)	+515 (+25.6%)	3.3% \| 5.3%	-200 (-33.3%)	+75 (+9.6%)	-976 (-2.1%)	-1,051 (-2.3%)	95.6% \| 93.8%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.2% \| 0.0%	-736
	REDUCING	5	2	SHORT	1	ADDING	15	15	LONG	NEUTRAL	—	—	LONG	LIQUIDATION
Agriculture & Food Products › Softs & Other Agricultural Commodities
COCOA ICE FUTURES U.S.	-15,488	40,134	55,622		40,822	14,704	101,849	87,145		784	10,773	9,989		193,578
	-2,507 (-19.3%)	-4,870 (-10.8%)	-2,363 (-4.1%)	20.7% \| 28.7%	+2,507 (+6.5%)	+2,808 (+23.6%)	+1,641 (+1.6%)	-1,167 (-1.3%)	52.6% \| 45.0%	-301 (-27.7%)	-69 (-0.6%)	+232 (+2.4%)	5.6% \| 5.2%	-791
	REDUCING	66	79	SHORT	54	ADDING	50	26	LONG	REDUCING	—	—	LONG	LIQUIDATION
COFFEE C ICE FUTURES U.S.	15,960	53,799	37,839		54,535	-15,381	73,346	88,727		-579	8,137	8,716		189,817
	-5,099 (-24.2%)	-727 (-1.3%)	+4,372 (+13.1%)	28.3% \| 19.9%	+3,636 (+7.1%)	+5,269 (+25.5%)	+4,783 (+7.0%)	-486 (-0.5%)	38.6% \| 46.7%	-170 (-41.6%)	-124 (-1.5%)	+46 (+0.5%)	4.3% \| 4.6%	+7,568
	REDUCING	100	120	LONG	82	ADDING	81	87	SHORT	REDUCING	—	—	SHORT	BUILDUP
COTTON NO. 2 ICE FUTURES U.S.	92,470	137,278	44,808		61,747	-103,545	110,947	214,492		11,075	19,326	8,251		329,298
	-9,919 (-9.7%)	-10,506 (-7.1%)	-587 (-1.3%)	41.7% \| 13.6%	+1,538 (+2.6%)	+13,614 (+11.6%)	+7,494 (+7.2%)	-6,120 (-2.8%)	33.7% \| 65.1%	-3,695 (-25.0%)	-4,446 (-18.7%)	-751 (-8.3%)	5.9% \| 2.5%	-5,920
	REDUCING	139	79	LONG	35	ADDING	48	43	SHORT	REDUCING	—	—	LONG	LIQUIDATION
FRZN CONCENTRATED ORANGE JUICE ICE FUTURES U.S.	1,777	4,182	2,405		398	-1,600	2,317	3,917		-177	1,401	1,578		8,298
	-692 (-28.0%)	-142 (-3.3%)	+550 (+29.6%)	50.4% \| 29.0%	+99 (+33.1%)	+1,170 (+42.2%)	+964 (+71.2%)	-206 (-5.0%)	27.9% \| 47.2%	-478 (-158.8%)	-767 (-35.4%)	-289 (-15.5%)	16.9% \| 19.0%	+154
	REDUCING	16	15	LONG	6	ADDING	12	8	SHORT	REDUCING	—	—	SHORT	BUILDUP
LUMBER CHICAGO MERCANTILE EXCHANGE	-4,697	1,849	6,546		41	4,557	6,405	1,848		140	820	680		9,115
	+382 (+7.5%)	+183 (+11.0%)	-199 (-3.0%)	20.3% \| 71.8%	-33 (-44.6%)	-445 (-8.9%)	-421 (-6.2%)	+24 (+1.3%)	70.3% \| 20.3%	+63 (+81.8%)	+38 (+4.9%)	-25 (-3.5%)	9.0% \| 7.5%	-233
	ADDING	12	37	SHORT	3	REDUCING	18	11	LONG	ADDING	—	—	LONG	LIQUIDATION
SUGAR NO. 11 ICE FUTURES U.S.	-78,909	240,256	319,165		157,295	71,445	487,110	415,665		7,464	86,264	78,800		970,925
	+18,509 (+19.0%)	+12,829 (+5.6%)	-5,680 (-1.7%)	24.7% \| 32.9%	+1,003 (+0.6%)	-14,614 (-17.0%)	+1,558 (+0.3%)	+16,172 (+4.0%)	50.2% \| 42.8%	-3,895 (-34.3%)	-5,888 (-6.4%)	-1,993 (-2.5%)	8.9% \| 8.1%	+9,502
	ADDING	95	90	SHORT	98	REDUCING	79	67	LONG	REDUCING	—	—	LONG	BUILDUP
Energy › Natural Gas
HENRY HUB NEW YORK MERCANTILE EXCHANGE	252,980	278,360	25,380		1,239	-249,423	95,684	345,107		-3,557	16,483	20,040		391,766
	+3,807 (+1.5%)	+3,642 (+1.3%)	-165 (-0.6%)	71.1% \| 6.5%	0 (0.0%)	-2,246 (-0.9%)	-337 (-0.4%)	+1,909 (+0.6%)	24.4% \| 88.1%	-1,561 (-78.2%)	0 (0.0%)	+1,561 (+8.4%)	4.2% \| 5.1%	+3,305
	ADDING	6	5	LONG	3	REDUCING	18	17	SHORT	REDUCING	—	—	SHORT	BUILDUP
HENRY HUB LAST DAY FIN NEW YORK MERCANTILE EXCHANGE	60,471	131,767	71,296		105,932	-76,106	188,004	264,110		15,635	24,074	8,439		449,777
	+6,781 (+12.6%)	+2,595 (+2.0%)	-4,186 (-5.5%)	29.3% \| 15.9%	+5,716 (+5.7%)	-3,920 (-5.4%)	+8,131 (+4.5%)	+12,051 (+4.8%)	41.8% \| 58.7%	-2,861 (-15.5%)	-3,694 (-13.3%)	-833 (-9.0%)	5.4% \| 1.9%	+12,748
	ADDING	27	12	LONG	34	REDUCING	55	44	SHORT	REDUCING	—	—	LONG	BUILDUP
HENRY HUB PENULTIMATE FIN NEW YORK MERCANTILE EXCHANGE	-8,499	52,616	61,115		38,696	10,341	139,397	129,056		-1,842	4,937	6,779		235,646
	+1,653 (+16.3%)	-1,095 (-2.0%)	-2,748 (-4.3%)	22.3% \| 25.9%	+5,453 (+16.4%)	-988 (-8.7%)	+1,000 (+0.7%)	+1,988 (+1.6%)	59.2% \| 54.8%	-665 (-56.5%)	-43 (-0.9%)	+622 (+10.1%)	2.1% \| 2.9%	+5,315
	ADDING	17	24	SHORT	35	REDUCING	29	29	LONG	REDUCING	—	—	SHORT	BUILDUP
HENRY HUB PENULTIMATE NAT GAS NEW YORK MERCANTILE EXCHANGE	-6,121	11,857	17,978		20,206	3,623	72,830	69,207		2,498	9,986	7,488		114,879
	+1,943 (+24.1%)	+2,602 (+28.1%)	+659 (+3.8%)	10.3% \| 15.6%	+4,256 (+26.7%)	-2,750 (-43.2%)	-1,389 (-1.9%)	+1,361 (+2.0%)	63.4% \| 60.2%	+807 (+47.7%)	-1,280 (-11.4%)	-2,087 (-21.8%)	8.7% \| 6.5%	+4,189
	ADDING	14	9	SHORT	19	REDUCING	21	20	LONG	ADDING	—	—	LONG	BUILDUP
NAT GAS ICE LD1 ICE FUTURES ENERGY DIV	332,060	721,422	389,362		1,555,447	-360,385	5,697,280	6,057,665		28,325	49,247	20,922		8,023,396
	+70,187 (+26.8%)	+793 (+0.1%)	-69,394 (-15.1%)	9.0% \| 4.9%	+26,810 (+1.8%)	-68,036 (-23.3%)	+14,479 (+0.3%)	+82,515 (+1.4%)	71.0% \| 75.5%	-2,151 (-7.1%)	-1,894 (-3.7%)	+257 (+1.2%)	0.6% \| 0.3%	+40,188
	ADDING	42	38	LONG	69	REDUCING	176	140	SHORT	REDUCING	—	—	LONG	BUILDUP
NAT GAS ICE PEN ICE FUTURES ENERGY DIV	-194,542	126,483	321,025		147,378	194,377	454,274	259,897		165	713	548		728,848
	-15,931 (-8.9%)	+3,431 (+2.8%)	+19,362 (+6.4%)	17.4% \| 44.0%	+12,618 (+9.4%)	+15,903 (+8.9%)	+10,064 (+2.3%)	-5,839 (-2.2%)	62.3% \| 35.7%	+28 (+20.4%)	0 (0.0%)	-28 (-4.9%)	0.1% \| 0.1%	+26,113
	REDUCING	19	22	SHORT	32	ADDING	36	31	LONG	ADDING	—	—	LONG	BUILDUP
NAT GAS NYME NEW YORK MERCANTILE EXCHANGE	-192,196	230,391	422,587		730,353	174,224	578,821	404,597		17,972	59,864	41,892		1,599,429
	-15,890 (-9.0%)	-11,149 (-4.6%)	+4,741 (+1.1%)	14.4% \| 26.4%	-10,183 (-1.4%)	+14,981 (+9.4%)	-10,404 (-1.8%)	-25,385 (-5.9%)	36.2% \| 25.3%	+909 (+5.3%)	+2,886 (+5.1%)	+1,977 (+5.0%)	3.7% \| 2.6%	-28,850
	REDUCING	113	94	SHORT	143	ADDING	83	70	LONG	ADDING	—	—	LONG	LIQUIDATION
Energy › Crude Oil & Refined Products
BRENT LAST DAY NEW YORK MERCANTILE EXCHANGE	-24,966	59,813	84,779		90,766	20,829	83,284	62,455		4,137	9,907	5,770		243,770
	-6,932 (-38.4%)	-6,474 (-9.8%)	+458 (+0.5%)	24.5% \| 34.8%	-1,365 (-1.5%)	+7,250 (+53.4%)	+4,719 (+6.0%)	-2,531 (-3.9%)	34.2% \| 25.6%	-318 (-7.1%)	-36 (-0.4%)	+282 (+5.1%)	4.1% \| 2.4%	-3,156
	REDUCING	24	17	SHORT	35	ADDING	20	18	LONG	REDUCING	—	—	LONG	LIQUIDATION
CONDENSATE DIF-TMX C5 1A INDEX ICE FUTURES ENERGY DIV	30	30	0		0	90	7,690	7,600		-120	0	120		7,720
	+180 (+120.0%)	+30 (0.0%)	-150 (-100.0%)	0.4% \| 0.0%	0 (0.0%)	-195 (-68.4%)	-2,242 (-22.6%)	-2,047 (-21.2%)	99.6% \| 98.4%	+15 (+11.1%)	0 (0.0%)	-15 (-11.1%)	0.0% \| 1.6%	-2,212
	ADDING	1	0	LONG	0	REDUCING	17	13	LONG	ADDING	—	—	SHORT	LIQUIDATION
CRUDE DIFF-TMX SW 1A INDEX ICE FUTURES ENERGY DIV	-120	0	120		0	120	15,515	15,395		0	0	0		15,515
	+115 (+48.9%)	0 (0.0%)	-115 (-48.9%)	0.0% \| 0.8%	0 (0.0%)	-120 (-50.0%)	-3,328 (-17.7%)	-3,208 (-17.2%)	100.0% \| 99.2%	+5 (+100.0%)	0 (0.0%)	-5 (-100.0%)	0.0% \| 0.0%	-3,328
	ADDING	0	2	SHORT	0	REDUCING	15	20	LONG	ADDING	—	—	SHORT	LIQUIDATION
CRUDE DIFF-TMX WCS 1A INDEX ICE FUTURES ENERGY DIV	-4,654	0	4,654		442	4,738	54,556	49,818		-84	45	129		55,043
	-243 (-5.5%)	0 (0.0%)	+243 (+5.5%)	0.0% \| 8.5%	-154 (-25.8%)	+205 (+4.5%)	-8,309 (-13.2%)	-8,514 (-14.6%)	99.1% \| 90.5%	+38 (+31.1%)	+30 (+200.0%)	-8 (-5.8%)	0.1% \| 0.2%	-8,433
	REDUCING	0	4	SHORT	2	ADDING	23	23	LONG	ADDING	—	—	SHORT	LIQUIDATION
CRUDE DIFF-WCS HOUSTON/WTI 1ST ICE FUTURES ENERGY DIV	6,075	6,555	480		750	-6,080	47,274	53,354		5	15	10		54,594
	-1,025 (-14.4%)	-545 (-7.7%)	+480 (0.0%)	12.0% \| 0.9%	+120 (+19.0%)	+1,010 (+14.2%)	+435 (+0.9%)	-575 (-1.1%)	86.6% \| 97.7%	+15 (+150.0%)	+5 (+50.0%)	-10 (-50.0%)	0.0% \| 0.0%	+15
	REDUCING	3	3	LONG	3	ADDING	28	24	SHORT	ADDING	—	—	LONG	BUILDUP
CRUDE OIL, LIGHT SWEET-WTI ICE FUTURES EUROPE	-28,256	87,907	116,163		208,916	27,050	524,702	497,652		1,206	15,355	14,149		836,880
	+13,243 (+31.9%)	-1,636 (-1.8%)	-14,879 (-11.4%)	10.5% \| 13.9%	-6,747 (-3.1%)	-13,045 (-32.5%)	-29,607 (-5.3%)	-16,562 (-3.2%)	62.7% \| 59.5%	-198 (-14.1%)	-360 (-2.3%)	-162 (-1.1%)	1.8% \| 1.7%	-38,350
	ADDING	14	40	SHORT	47	REDUCING	53	49	LONG	REDUCING	—	—	LONG	LIQUIDATION
WTI HOUSTON ARGUS/WTI TR MO NEW YORK MERCANTILE EXCHANGE	-55,098	890	55,988		15,891	65,358	400,935	335,577		-10,260	6,234	16,494		423,950
	-5,201 (-10.4%)	-505 (-36.2%)	+4,696 (+9.2%)	0.2% \| 13.2%	-297 (-1.8%)	+4,936 (+8.2%)	+10,093 (+2.6%)	+5,157 (+1.6%)	94.6% \| 79.2%	+265 (+2.5%)	-1,895 (-23.3%)	-2,160 (-11.6%)	1.5% \| 3.9%	+7,396
	REDUCING	1	5	SHORT	5	ADDING	28	32	LONG	ADDING	—	—	SHORT	BUILDUP
WTI CRUDE OIL 1ST LINE ICE FUTURES ENERGY DIV (CL)	22	5,526	5,504		1,519	195	22,822	22,627		-217	1,335	1,552		31,202
	-1,073 (-98.0%)	+293 (+5.6%)	+1,366 (+33.0%)	17.7% \| 17.6%	+579 (+61.6%)	+1,022 (+123.6%)	+2,225 (+10.8%)	+1,203 (+5.6%)	73.1% \| 72.5%	+51 (+19.0%)	+51 (+4.0%)	0 (0.0%)	4.3% \| 5.0%	+3,148
	REDUCING	2	4	LONG	4	ADDING	10	11	LONG	ADDING	—	—	SHORT	BUILDUP
WTI FINANCIAL CRUDE OIL NEW YORK MERCANTILE EXCHANGE	24,585	54,361	29,776		14,379	-14,008	123,710	137,718		-10,577	33,058	43,635		225,508
	+1,237 (+5.3%)	+1,027 (+1.9%)	-210 (-0.7%)	24.1% \| 13.2%	-279 (-1.9%)	-312 (-2.3%)	+2,801 (+2.3%)	+3,113 (+2.3%)	54.9% \| 61.1%	-925 (-9.6%)	-443 (-1.3%)	+482 (+1.1%)	14.7% \| 19.3%	+3,106
	ADDING	5	5	LONG	6	REDUCING	33	29	SHORT	REDUCING	—	—	SHORT	BUILDUP
WTI MIDLAND ARGUS VS WTI TRADE NEW YORK MERCANTILE EXCHANGE	19,630	25,145	5,515		600	2,694	260,156	257,462		-22,324	7,796	30,120		293,697
	-30 (-0.2%)	0 (0.0%)	+30 (+0.5%)	8.6% \| 1.9%	0 (0.0%)	+4,387 (+259.1%)	+8,620 (+3.4%)	+4,233 (+1.7%)	88.6% \| 87.7%	-4,357 (-24.3%)	-4,017 (-34.0%)	+340 (+1.1%)	2.7% \| 10.3%	+4,603
	REDUCING	1	2	LONG	1	ADDING	14	25	LONG	REDUCING	—	—	SHORT	BUILDUP
WTI-BRENT CALENDAR NEW YORK MERCANTILE EXCHANGE	-77,522	6,530	84,052		2,498	81,625	178,531	96,906		-4,103	11,565	15,668		199,124
	+2,410 (+3.0%)	+253 (+4.0%)	-2,157 (-2.5%)	3.3% \| 42.2%	+590 (+30.9%)	-2,260 (-2.7%)	-1,076 (-0.6%)	+1,184 (+1.2%)	89.7% \| 48.7%	-150 (-3.8%)	-150 (-1.3%)	0 (0.0%)	5.8% \| 7.9%	-383
	ADDING	2	3	SHORT	5	REDUCING	13	9	LONG	REDUCING	—	—	SHORT	LIQUIDATION
WTI-PHYSICAL NEW YORK MERCANTILE EXCHANGE	172,580	384,294	211,714		639,186	-200,409	900,625	1,101,034		27,829	78,845	51,016		2,002,950
	+2,703 (+1.6%)	+12,803 (+3.4%)	+10,100 (+5.0%)	19.2% \| 10.6%	-30,616 (-4.6%)	-4,275 (-2.2%)	-57,884 (-6.0%)	-53,609 (-4.6%)	45.0% \| 55.0%	+1,572 (+6.0%)	-3,280 (-4.0%)	-4,852 (-8.7%)	3.9% \| 2.5%	-78,977
	ADDING	117	69	LONG	113	REDUCING	102	101	SHORT	ADDING	—	—	LONG	LIQUIDATION
Energy › Ethanol & Biofuels
D4 BIODIESEL RINs OPIS CURR YR ICE FUTURES ENERGY DIV	-994	6,201	7,195		1,559	942	6,105	5,163		52	160	108		14,025
	-88 (-9.7%)	+202 (+3.4%)	+290 (+4.2%)	44.2% \| 51.3%	-78 (-4.8%)	+106 (+12.7%)	+424 (+7.5%)	+318 (+6.6%)	43.5% \| 36.8%	-18 (-25.7%)	+26 (+19.4%)	+44 (+68.8%)	1.1% \| 0.8%	+574
	REDUCING	25	12	SHORT	9	ADDING	12	12	LONG	REDUCING	—	—	LONG	BUILDUP
D6 RINs OPIS CURRENT YEAR ICE FUTURES ENERGY DIV	6,984	14,528	7,544		3,493	-6,881	5,227	12,108		-103	124	227		23,372
	+24 (+0.3%)	-146 (-1.0%)	-170 (-2.2%)	62.2% \| 32.3%	+123 (+3.6%)	-53 (-0.8%)	+81 (+1.6%)	+134 (+1.1%)	22.4% \| 51.8%	+29 (+22.0%)	+24 (+24.0%)	-5 (-2.2%)	0.5% \| 1.0%	+82
	ADDING	23	23	LONG	11	REDUCING	15	12	SHORT	ADDING	—	—	SHORT	BUILDUP
ETHANOL NEW YORK MERCANTILE EXCHANGE	8,352	9,244	892		2,435	-8,244	38,958	47,202		-108	519	627		51,156
	+137 (+1.7%)	+176 (+1.9%)	+39 (+4.6%)	18.1% \| 1.7%	-213 (-8.0%)	-96 (-1.2%)	+3,758 (+10.7%)	+3,854 (+8.9%)	76.2% \| 92.3%	-41 (-61.2%)	-625 (-54.6%)	-584 (-48.2%)	1.0% \| 1.2%	+3,096
	ADDING	34	8	LONG	12	REDUCING	58	71	SHORT	REDUCING	—	—	SHORT	BUILDUP
ETHANOL T2 FOB INCL DUTY NEW YORK MERCANTILE EXCHANGE	-143	27	170		0	17	4,493	4,476		126	303	177		4,823
	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.6% \| 3.5%	0 (0.0%)	+5 (+41.7%)	+144 (+3.3%)	+139 (+3.2%)	93.2% \| 92.8%	-5 (-3.8%)	-2 (-0.7%)	+3 (+1.7%)	6.3% \| 3.7%	+142
	NEUTRAL	1	1	SHORT	0	ADDING	21	17	LONG	REDUCING	—	—	LONG	BUILDUP
Energy › 1. Natural Gas Basis & Indices (US)
AECO FIN BASIS ICE FUTURES ENERGY DIV	27,326	42,178	14,852		7,294	-41,701	965,033	1,006,734		14,375	19,991	5,616		1,034,496
	-748 (-2.7%)	+1,577 (+3.9%)	+2,325 (+18.6%)	4.1% \| 1.4%	-929 (-11.3%)	+1,118 (+2.6%)	+6,413 (+0.7%)	+5,295 (+0.5%)	93.3% \| 97.3%	-370 (-2.5%)	-279 (-1.4%)	+91 (+1.6%)	1.9% \| 0.5%	+6,782
	REDUCING	6	5	LONG	6	ADDING	47	33	SHORT	REDUCING	—	—	LONG	BUILDUP
ALGONQUIN CITYGATES BASIS ICE FUTURES ENERGY DIV	-4,354	1,442	5,796		959	7,664	99,262	91,598		-3,310	5,413	8,723		107,076
	-1,291 (-42.1%)	-818 (-36.2%)	+473 (+8.9%)	1.3% \| 5.4%	+540 (+128.9%)	+1,608 (+26.6%)	+218 (+0.2%)	-1,390 (-1.5%)	92.7% \| 85.5%	-317 (-10.6%)	+240 (+4.6%)	+557 (+6.8%)	5.1% \| 8.1%	+180
	REDUCING	2	3	SHORT	3	ADDING	14	16	LONG	REDUCING	—	—	SHORT	BUILDUP
CG Mainline Basis ICE FUTURES ENERGY DIV	-34,879	2,145	37,024		913	34,046	352,375	318,329		833	6,793	5,960		362,226
	-4,855 (-16.2%)	-1,836 (-46.1%)	+3,019 (+8.9%)	0.6% \| 10.2%	0 (0.0%)	+5,450 (+19.1%)	+6,042 (+1.7%)	+592 (+0.2%)	97.3% \| 87.9%	-595 (-41.7%)	-64 (-0.9%)	+531 (+9.8%)	1.9% \| 1.6%	+4,142
	REDUCING	1	6	SHORT	1	ADDING	20	23	LONG	REDUCING	—	—	LONG	BUILDUP
CG-MAINLINE FINANCIAL INDEX ICE FUTURES ENERGY DIV	-4,218	2,564	6,782		0	3,462	36,881	33,419		756	1,352	596		40,797
	-1,442 (-51.9%)	0 (0.0%)	+1,442 (+27.0%)	6.3% \| 16.6%	0 (0.0%)	+2,083 (+151.1%)	+4,783 (+14.9%)	+2,700 (+8.8%)	90.4% \| 81.9%	-641 (-45.9%)	-523 (-27.9%)	+118 (+24.7%)	3.3% \| 1.5%	+4,260
	REDUCING	1	4	SHORT	0	ADDING	11	18	LONG	REDUCING	—	—	LONG	BUILDUP
CHICAGO CITYGATE (INDEX) ICE FUTURES ENERGY DIV	-3,132	1,636	4,768		0	2,510	92,618	90,108		622	2,364	1,742		96,618
	-587 (-23.1%)	-467 (-22.2%)	+120 (+2.6%)	1.7% \| 4.9%	0 (0.0%)	+194 (+8.4%)	+2,804 (+3.1%)	+2,610 (+3.0%)	95.9% \| 93.3%	+393 (+171.6%)	+423 (+21.8%)	+30 (+1.8%)	2.4% \| 1.8%	+2,760
	REDUCING	2	2	SHORT	0	ADDING	23	17	LONG	ADDING	—	—	LONG	BUILDUP
CHICAGO FIN BASIS ICE FUTURES ENERGY DIV	4,722	8,344	3,622		3,009	-6,697	344,104	350,801		1,975	12,345	10,370		367,802
	-1,746 (-27.0%)	-2,779 (-25.0%)	-1,033 (-22.2%)	2.3% \| 1.0%	+124 (+4.3%)	+2,096 (+23.8%)	+18,309 (+5.6%)	+16,213 (+4.8%)	93.6% \| 95.4%	-350 (-15.1%)	+715 (+6.1%)	+1,065 (+11.4%)	3.4% \| 2.8%	+16,369
	REDUCING	3	2	LONG	3	ADDING	38	36	SHORT	REDUCING	—	—	LONG	BUILDUP
CIG ROCKIES BASIS ICE FUTURES ENERGY DIV	-115,521	385	115,906		4,395	116,169	465,527	349,358		-648	7,432	8,080		477,739
	-11,954 (-11.5%)	0 (0.0%)	+11,954 (+11.5%)	0.1% \| 24.3%	+141 (+3.3%)	+11,837 (+11.3%)	+14,635 (+3.2%)	+2,798 (+0.8%)	97.4% \| 73.1%	+117 (+15.3%)	-511 (-6.4%)	-628 (-7.2%)	1.6% \| 1.7%	+14,265
	REDUCING	1	10	SHORT	6	ADDING	43	32	LONG	ADDING	—	—	SHORT	BUILDUP
CIG ROCKIES FINANCIAL INDEX ICE FUTURES ENERGY DIV	-23,108	0	23,108		0	22,559	32,966	10,407		549	2,447	1,898		35,413
	-4,155 (-21.9%)	0 (0.0%)	+4,155 (+21.9%)	0.0% \| 65.3%	0 (0.0%)	+3,804 (+20.3%)	+4,600 (+16.2%)	+796 (+8.3%)	93.1% \| 29.4%	+351 (+177.3%)	+330 (+15.6%)	-21 (-1.1%)	6.9% \| 5.4%	+4,930
	REDUCING	0	5	SHORT	0	ADDING	14	10	LONG	ADDING	—	—	LONG	BUILDUP
DOMINION – SOUTH POINT ICE FUTURES ENERGY DIV	2,711	6,995	4,284		2,118	-4,350	41,251	45,601		1,639	3,538	1,899		53,902
	+381 (+16.4%)	+471 (+7.2%)	+90 (+2.1%)	13.0% \| 7.9%	0 (0.0%)	-176 (-4.2%)	+1,744 (+4.4%)	+1,920 (+4.4%)	76.5% \| 84.6%	-205 (-11.1%)	-145 (-3.9%)	+60 (+3.3%)	6.6% \| 3.5%	+2,070
	ADDING	5	4	LONG	2	REDUCING	19	14	SHORT	REDUCING	—	—	LONG	BUILDUP
DOMINION – SOUTH POINT (BASIS) ICE FUTURES ENERGY DIV	-30,548	32,173	62,721		23,159	18,994	715,109	696,115		11,554	18,623	7,069		789,064
	-2,888 (-10.4%)	+2,129 (+7.1%)	+5,017 (+8.7%)	4.1% \| 7.9%	-508 (-2.1%)	+1,612 (+9.3%)	+4,091 (+0.6%)	+2,479 (+0.4%)	90.6% \| 88.2%	+1,276 (+12.4%)	-238 (-1.3%)	-1,514 (-17.6%)	2.4% \| 0.9%	+5,474
	REDUCING	8	14	SHORT	12	ADDING	51	49	LONG	ADDING	—	—	LONG	BUILDUP
EP SAN JUAN BASIS ICE FUTURES ENERGY DIV	16,501	26,076	9,575		1,124	-21,798	230,690	252,488		5,297	11,290	5,993		269,180
	-1,038 (-5.9%)	+552 (+2.2%)	+1,590 (+19.9%)	9.7% \| 3.6%	0 (0.0%)	+367 (+1.7%)	+4,219 (+1.9%)	+3,852 (+1.5%)	85.7% \| 93.8%	+671 (+14.5%)	+93 (+0.8%)	-578 (-8.8%)	4.2% \| 2.2%	+4,864
	REDUCING	1	3	LONG	3	ADDING	24	20	SHORT	ADDING	—	—	LONG	BUILDUP
FLORIDA GAS-ZONE 3 BASIS ICE FUTURES ENERGY DIV	983	1,600	617		0	-2,244	23,351	25,595		1,261	3,671	2,410		28,622
	+983 (0.0%)	+1,600 (0.0%)	+617 (0.0%)	5.6% \| 2.2%	0 (0.0%)	-2,244 (0.0%)	+23,351 (0.0%)	+25,595 (0.0%)	81.6% \| 89.4%	+1,261 (0.0%)	+3,671 (0.0%)	+2,410 (0.0%)	12.8% \| 8.4%	+28,622
	ADDING	1	1	LONG	0	REDUCING	13	12	SHORT	ADDING	—	—	LONG	BUILDUP
HENRY HUB BASIS ICE FUTURES ENERGY DIV	-512	39,931	40,443		1,651	693	98,416	97,723		-181	1,583	1,764		141,581
	+204 (+28.5%)	+3,120 (+8.5%)	+2,916 (+7.8%)	28.2% \| 28.6%	+1,410 (+585.1%)	-2,579 (-78.8%)	+8,448 (+9.4%)	+11,027 (+12.7%)	69.5% \| 69.0%	+2,375 (+92.9%)	+29 (+1.9%)	-2,346 (-57.1%)	1.1% \| 1.2%	+13,007
	ADDING	6	6	SHORT	2	REDUCING	23	20	LONG	ADDING	—	—	SHORT	BUILDUP
HENRY HUB INDEX ICE FUTURES ENERGY DIV	-27,227	45,660	72,887		3,163	25,934	151,320	125,386		1,293	2,037	744		202,180
	+2,700 (+9.0%)	+4,830 (+11.8%)	+2,130 (+3.0%)	22.6% \| 36.1%	-150 (-4.5%)	-3,282 (-11.2%)	+8,760 (+6.1%)	+12,042 (+10.6%)	74.8% \| 62.0%	+582 (+81.9%)	+582 (+40.0%)	0 (0.0%)	1.0% \| 0.4%	+14,022
	ADDING	9	9	SHORT	5	REDUCING	49	30	LONG	ADDING	—	—	LONG	BUILDUP
HOUSTON SHIP CHANNEL (INDEX) ICE FUTURES ENERGY DIV	-105,860	217	106,077		62	104,143	510,170	406,027		1,717	4,549	2,832		514,998
	-15,079 (-16.6%)	0 (0.0%)	+15,079 (+16.6%)	0.0% \| 20.6%	0 (0.0%)	+15,545 (+17.5%)	+45,281 (+9.7%)	+29,736 (+7.9%)	99.1% \| 78.8%	-466 (-21.3%)	-952 (-17.3%)	-486 (-14.6%)	0.9% \| 0.5%	+44,329
	REDUCING	1	8	SHORT	1	ADDING	35	42	LONG	REDUCING	—	—	LONG	BUILDUP
HSC FIN BASIS ICE FUTURES ENERGY DIV	-144,039	193	144,232		27,535	144,310	924,042	779,732		-271	7,925	8,196		959,695
	+3,955 (+2.7%)	+193 (0.0%)	-3,762 (-2.5%)	0.0% \| 15.0%	+6,415 (+30.4%)	-5,894 (-3.9%)	+45,750 (+5.2%)	+51,644 (+7.1%)	96.3% \| 81.2%	+1,939 (+87.7%)	-408 (-4.9%)	-2,347 (-22.3%)	0.8% \| 0.9%	+51,950
	ADDING	1	19	SHORT	10	REDUCING	55	55	LONG	ADDING	—	—	SHORT	BUILDUP
MALIN (BASIS) ICE FUTURES ENERGY DIV	4,476	6,335	1,859		488	-18,667	98,126	116,793		14,191	16,117	1,926		121,066
	+671 (+17.6%)	+881 (+16.2%)	+210 (+12.7%)	5.2% \| 1.5%	+302 (+162.4%)	+399 (+2.1%)	+1,553 (+1.6%)	+1,154 (+1.0%)	81.1% \| 96.5%	-1,070 (-7.0%)	-1,008 (-5.9%)	+62 (+3.3%)	13.3% \| 1.6%	+1,728
	ADDING	3	2	LONG	2	ADDING	15	20	SHORT	REDUCING	—	—	LONG	BUILDUP
MICHCON BASIS ICE FUTURES ENERGY DIV	-14,216	5,246	19,462		3,584	10,987	155,174	144,187		3,229	15,791	12,562		179,795
	+1,541 (+9.8%)	+1,293 (+32.7%)	-248 (-1.3%)	2.9% \| 10.8%	-251 (-6.5%)	-1,188 (-9.8%)	-141 (-0.1%)	+1,047 (+0.7%)	86.3% \| 80.2%	-353 (-9.9%)	-690 (-4.2%)	-337 (-2.6%)	8.8% \| 7.0%	+211
	ADDING	5	7	SHORT	5	REDUCING	30	35	LONG	REDUCING	—	—	LONG	BUILDUP
MICHCON FINANCIAL INDEX ICE FUTURES ENERGY DIV	-3,349	0	3,349		0	2,799	19,895	17,096		550	1,872	1,322		21,767
	-921 (-37.9%)	0 (0.0%)	+921 (+37.9%)	0.0% \| 15.4%	0 (0.0%)	+925 (+49.4%)	+2,450 (+14.0%)	+1,525 (+9.8%)	91.4% \| 78.5%	-4 (-0.7%)	-737 (-28.2%)	-733 (-35.7%)	8.6% \| 6.1%	+1,713
	REDUCING	0	4	SHORT	0	ADDING	17	12	LONG	REDUCING	—	—	LONG	BUILDUP
NAT GAS LD1 for GDD -TEXOK ICE FUTURES ENERGY DIV	-12,534	4,951	17,485		323	15,629	148,557	132,928		-3,095	599	3,694		154,430
	-1,526 (-13.9%)	+240 (+5.1%)	+1,766 (+11.2%)	3.2% \| 11.3%	+323 (0.0%)	+1,925 (+14.0%)	+4,775 (+3.3%)	+2,850 (+2.2%)	96.2% \| 86.1%	-399 (-14.8%)	-207 (-25.7%)	+192 (+5.5%)	0.4% \| 2.4%	+5,131
	REDUCING	2	4	SHORT	1	ADDING	27	21	LONG	REDUCING	—	—	SHORT	BUILDUP
NGPL MIDCONT BASIS ICE FUTURES ENERGY DIV	-4,617	0	4,617		0	8,438	96,844	88,406		-3,821	8,894	12,715		105,738
	-60 (-1.3%)	0 (0.0%)	+60 (+1.3%)	0.0% \| 4.4%	0 (0.0%)	+59 (+0.7%)	+3,900 (+4.2%)	+3,841 (+4.5%)	91.6% \| 83.6%	+1 (+0.0%)	+182 (+2.1%)	+181 (+1.4%)	8.4% \| 12.0%	+4,082
	REDUCING	0	1	SHORT	0	ADDING	15	16	LONG	ADDING	—	—	SHORT	BUILDUP
NGPL TXOK BASIS ICE FUTURES ENERGY DIV	-39,911	22,083	61,994		7,747	43,452	620,606	577,154		-3,541	9,211	12,752		659,647
	+4,374 (+9.9%)	-3,700 (-14.4%)	-8,074 (-11.5%)	3.3% \| 9.4%	+436 (+6.0%)	-5,464 (-11.2%)	+26,245 (+4.4%)	+31,709 (+5.8%)	94.1% \| 87.5%	+1,090 (+23.5%)	+1,054 (+12.9%)	-36 (-0.3%)	1.4% \| 1.9%	+24,035
	ADDING	4	7	SHORT	5	REDUCING	44	42	LONG	ADDING	—	—	SHORT	BUILDUP
NNG VENTURA BASIS ICE FUTURES ENERGY DIV	-10,118	0	10,118		0	-5,278	124,431	129,709		15,396	18,297	2,901		142,728
	-153 (-1.5%)	0 (0.0%)	+153 (+1.5%)	0.0% \| 7.1%	0 (0.0%)	+1,608 (+23.4%)	+3,411 (+2.8%)	+1,803 (+1.4%)	87.2% \| 90.9%	-1,455 (-8.6%)	-1,275 (-6.5%)	+180 (+6.6%)	12.8% \| 2.0%	+2,136
	REDUCING	0	1	SHORT	0	ADDING	25	20	SHORT	REDUCING	—	—	LONG	BUILDUP
NWP ROCKIES FIN BASIS ICE FUTURES ENERGY DIV	-13,599	17,133	30,732		16,234	7,446	336,308	328,862		6,153	16,369	10,216		386,044
	+934 (+6.4%)	+5,343 (+45.3%)	+4,409 (+16.7%)	4.4% \| 8.0%	+1,731 (+11.9%)	-2,061 (-21.7%)	+13,295 (+4.1%)	+15,356 (+4.9%)	87.1% \| 85.2%	+1,127 (+22.4%)	+947 (+6.1%)	-180 (-1.7%)	4.2% \| 2.6%	+21,316
	ADDING	7	5	SHORT	9	REDUCING	45	42	LONG	ADDING	—	—	LONG	BUILDUP
NWP Rockies Index ICE FUTURES ENERGY DIV	2,484	6,224	3,740		616	-2,633	23,578	26,211		149	2,386	2,237		32,804
	+711 (+40.1%)	+1,491 (+31.5%)	+780 (+26.4%)	19.0% \| 11.4%	+600 (+3,750.0%)	-464 (-21.4%)	+3,373 (+16.7%)	+3,837 (+17.1%)	71.9% \| 79.9%	-247 (-62.4%)	+88 (+3.8%)	+335 (+17.6%)	7.3% \| 6.8%	+5,552
	ADDING	3	3	LONG	2	REDUCING	18	10	SHORT	REDUCING	—	—	LONG	BUILDUP
PANHANDLE BASIS ICE FUTURES ENERGY DIV	16,521	19,394	2,873		2,693	-25,685	151,245	176,930		9,164	19,098	9,934		192,430
	-1,885 (-10.2%)	-879 (-4.3%)	+1,006 (+53.9%)	10.1% \| 1.5%	+135 (+5.3%)	-1,050 (-4.3%)	+5,127 (+3.5%)	+6,177 (+3.6%)	78.6% \| 91.9%	+2,935 (+47.1%)	+1,096 (+6.1%)	-1,839 (-15.6%)	9.9% \| 5.2%	+5,479
	REDUCING	4	2	LONG	4	REDUCING	31	33	SHORT	ADDING	—	—	LONG	BUILDUP
PG&E – CITYGATE (INDEX) ICE FUTURES ENERGY DIV	-1,221	1,307	2,528		8	-4,022	28,276	32,298		5,243	6,866	1,623		36,457
	-1,221 (0.0%)	+1,307 (0.0%)	+2,528 (0.0%)	3.6% \| 6.9%	+8 (0.0%)	-4,022 (0.0%)	+28,276 (0.0%)	+32,298 (0.0%)	77.6% \| 88.6%	+5,243 (0.0%)	+6,866 (0.0%)	+1,623 (0.0%)	18.8% \| 4.5%	+36,457
	REDUCING	1	3	SHORT	1	REDUCING	10	9	SHORT	ADDING	—	—	LONG	BUILDUP
PG&E CITYGATE FIN BASIS ICE FUTURES ENERGY DIV	-608	12,929	13,537		3,975	-3,819	143,880	147,699		4,427	10,405	5,978		171,189
	-1,730 (-154.2%)	-908 (-6.6%)	+822 (+6.5%)	7.6% \| 7.9%	-94 (-2.3%)	+1,844 (+32.6%)	+1,846 (+1.3%)	+2 (+0.0%)	84.0% \| 86.3%	-114 (-2.5%)	+577 (+5.9%)	+691 (+13.1%)	6.1% \| 3.5%	+1,421
	REDUCING	4	4	SHORT	6	ADDING	34	31	SHORT	REDUCING	—	—	LONG	BUILDUP
REX ZONE 3 BASIS ICE FUTURES ENERGY DIV	-8,843	2,369	11,212		4,677	9,702	270,124	260,422		-859	6,358	7,217		283,528
	-586 (-7.1%)	-616 (-20.6%)	-30 (-0.3%)	0.8% \| 4.0%	+875 (+23.0%)	-1,320 (-12.0%)	+7,732 (+2.9%)	+9,052 (+3.6%)	95.3% \| 91.9%	+1,906 (+68.9%)	+1,155 (+22.2%)	-751 (-9.4%)	2.2% \| 2.5%	+9,146
	REDUCING	3	3	SHORT	4	REDUCING	33	40	LONG	ADDING	—	—	SHORT	BUILDUP
REX ZONE 3 INDEX ICE FUTURES ENERGY DIV	-263	492	755		0	2,299	37,648	35,349		-2,036	830	2,866		38,970
	+120 (+31.3%)	+120 (+32.3%)	0 (0.0%)	1.3% \| 1.9%	0 (0.0%)	-157 (-6.4%)	+2,310 (+6.5%)	+2,467 (+7.5%)	96.6% \| 90.7%	+37 (+1.8%)	+210 (+33.9%)	+173 (+6.4%)	2.1% \| 7.4%	+2,640
	ADDING	1	1	SHORT	0	REDUCING	13	21	LONG	ADDING	—	—	SHORT	BUILDUP
SOCAL (INDEX) ICE FUTURES ENERGY DIV	15,487	17,567	2,080		600	-15,120	17,459	32,579		-367	397	764		36,023
	+15,487 (0.0%)	+17,567 (0.0%)	+2,080 (0.0%)	48.8% \| 5.8%	+600 (0.0%)	-15,120 (0.0%)	+17,459 (0.0%)	+32,579 (0.0%)	48.5% \| 90.4%	-367 (0.0%)	+397 (0.0%)	+764 (0.0%)	1.1% \| 2.1%	+36,023
	ADDING	2	2	LONG	1	REDUCING	15	11	SHORT	REDUCING	—	—	SHORT	BUILDUP
SOCAL BORDER FIN BASIS ICE FUTURES ENERGY DIV	71,472	83,519	12,047		5,671	-74,645	217,424	292,069		3,173	16,952	13,779		323,566
	-1,161 (-1.6%)	-633 (-0.8%)	+528 (+4.6%)	25.8% \| 3.7%	-17 (-0.3%)	-1,197 (-1.6%)	+9,666 (+4.7%)	+10,863 (+3.9%)	67.2% \| 90.3%	+2,358 (+289.3%)	+3,395 (+25.0%)	+1,037 (+8.1%)	5.2% \| 4.3%	+12,411
	REDUCING	5	6	LONG	7	REDUCING	30	33	SHORT	ADDING	—	—	LONG	BUILDUP
SOCAL CITYGATE FINANCIAL BASIS ICE FUTURES ENERGY DIV	1,114	1,758	644		457	-2,733	22,174	24,907		1,619	6,765	5,146		31,154
	+1 (+0.1%)	+1 (+0.1%)	0 (0.0%)	5.6% \| 2.1%	+30 (+7.0%)	-276 (-11.2%)	+1,156 (+5.5%)	+1,432 (+6.1%)	71.2% \| 79.9%	+275 (+20.5%)	+521 (+8.3%)	+246 (+5.0%)	21.7% \| 16.5%	+1,708
	ADDING	2	1	LONG	1	REDUCING	13	13	SHORT	ADDING	—	—	LONG	BUILDUP
SONAT – TIER 1 POOL (ZONE 0) ICE FUTURES ENERGY DIV	9,104	9,104	0		180	-10,672	75,718	86,390		1,568	8,158	6,590		93,160
	+35 (+0.4%)	+35 (+0.4%)	0 (0.0%)	9.8% \| 0.0%	0 (0.0%)	+1,580 (+12.9%)	+3,388 (+4.7%)	+1,808 (+2.1%)	81.3% \| 92.7%	-1,615 (-50.7%)	-1,497 (-15.5%)	+118 (+1.8%)	8.8% \| 7.1%	+1,926
	ADDING	3	0	LONG	1	ADDING	16	23	SHORT	REDUCING	—	—	LONG	BUILDUP
TCO Basis ICE FUTURES ENERGY DIV	-2,700	147	2,847		1,039	4,032	205,479	201,447		-1,332	7,361	8,693		214,026
	-1,892 (-234.2%)	-1,892 (-92.8%)	0 (0.0%)	0.1% \| 1.3%	+428 (+70.0%)	+1,351 (+50.4%)	+2,630 (+1.3%)	+1,279 (+0.6%)	96.0% \| 94.1%	+541 (+28.9%)	+584 (+8.6%)	+43 (+0.5%)	3.4% \| 4.1%	+1,750
	REDUCING	1	1	SHORT	1	ADDING	24	22	LONG	ADDING	—	—	SHORT	BUILDUP
TETCO M2 Basis (Receipts) ICE FUTURES ENERGY DIV	16,569	25,853	9,284		3,442	-26,235	506,723	532,958		9,666	12,502	2,836		548,520
	+607 (+3.8%)	+269 (+1.1%)	-338 (-3.5%)	4.7% \| 1.7%	-267 (-7.2%)	-879 (-3.5%)	+984 (+0.2%)	+1,863 (+0.4%)	92.4% \| 97.2%	+272 (+2.9%)	+364 (+3.0%)	+92 (+3.4%)	2.3% \| 0.5%	+1,350
	ADDING	2	5	LONG	3	REDUCING	36	26	SHORT	ADDING	—	—	LONG	BUILDUP
TETCO M2 Index (Receipts) ICE FUTURES ENERGY DIV	0	0	0		0	-93	44,699	44,792		93	678	585		45,377
	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 0.0%	0 (0.0%)	-767 (-113.8%)	+570 (+1.3%)	+1,337 (+3.1%)	98.5% \| 98.7%	+767 (+113.8%)	0 (0.0%)	-767 (-56.7%)	1.5% \| 1.3%	+570
	NEUTRAL	0	0	SHORT	0	REDUCING	13	13	SHORT	ADDING	—	—	LONG	BUILDUP
TETCO M3 BASIS ICE FUTURES ENERGY DIV	2,169	4,184	2,015		4,048	-5,951	141,134	147,085		3,782	14,818	11,036		164,184
	+241 (+12.5%)	+210 (+5.3%)	-31 (-1.5%)	2.5% \| 1.2%	+150 (+3.8%)	+484 (+7.5%)	+1,817 (+1.3%)	+1,333 (+0.9%)	86.0% \| 89.6%	-725 (-16.1%)	-761 (-4.9%)	-36 (-0.3%)	9.0% \| 6.7%	+1,416
	ADDING	4	3	LONG	4	ADDING	22	28	SHORT	REDUCING	—	—	LONG	BUILDUP
TETCO M3 INDEX ICE FUTURES ENERGY DIV	404	404	0		30	3,022	70,824	67,802		-3,426	246	3,672		71,504
	-30 (-6.9%)	-30 (-6.9%)	0 (0.0%)	0.6% \| 0.0%	+30 (0.0%)	+266 (+9.7%)	+1,620 (+2.3%)	+1,354 (+2.0%)	99.0% \| 94.8%	-236 (-7.4%)	+60 (+32.3%)	+296 (+8.8%)	0.3% \| 5.1%	+1,680
	REDUCING	1	0	LONG	1	ADDING	12	14	LONG	REDUCING	—	—	SHORT	BUILDUP
TETCO WLA BASIS ICE FUTURES ENERGY DIV	-53,547	0	53,547		0	50,977	125,227	74,250		2,570	6,731	4,161		131,958
	-6,437 (-13.7%)	0 (0.0%)	+6,437 (+13.7%)	0.0% \| 40.6%	0 (0.0%)	+2,245 (+4.6%)	+6,672 (+5.6%)	+4,427 (+6.3%)	94.9% \| 56.3%	+4,192 (+258.4%)	+933 (+16.1%)	-3,259 (-43.9%)	5.1% \| 3.2%	+7,605
	REDUCING	0	3	SHORT	0	ADDING	18	17	LONG	ADDING	—	—	LONG	BUILDUP
TGT ZONE 1 BASIS ICE FUTURES ENERGY DIV	1,052	1,052	0		730	5,504	202,751	197,247		-6,556	6,800	13,356		211,333
	-184 (-14.9%)	-184 (-14.9%)	0 (0.0%)	0.5% \| 0.0%	+184 (+33.7%)	+1,418 (+34.7%)	+4,032 (+2.0%)	+2,614 (+1.3%)	95.9% \| 93.3%	-1,234 (-23.2%)	-1,019 (-13.0%)	+215 (+1.6%)	3.2% \| 6.3%	+3,013
	REDUCING	1	0	LONG	1	ADDING	24	20	LONG	REDUCING	—	—	SHORT	BUILDUP
TRANSCO LEIDY BASIS ICE FUTURES ENERGY DIV	7,778	8,925	1,147		217	-10,080	105,687	115,767		2,302	6,928	4,626		121,757
	+1,063 (+15.8%)	+1,460 (+19.6%)	+397 (+52.9%)	7.3% \| 0.9%	0 (0.0%)	-1,189 (-13.4%)	+1,948 (+1.9%)	+3,137 (+2.8%)	86.8% \| 95.1%	+126 (+5.8%)	0 (0.0%)	-126 (-2.7%)	5.7% \| 3.8%	+3,408
	ADDING	3	1	LONG	1	REDUCING	22	18	SHORT	ADDING	—	—	LONG	BUILDUP
TRANSCO STATION 85-ZONE 4 BASI ICE FUTURES ENERGY DIV	73,463	85,056	11,593		9,378	-78,834	278,445	357,279		5,371	11,821	6,450		384,700
	+4,291 (+6.2%)	+5,443 (+6.8%)	+1,152 (+11.0%)	22.1% \| 3.0%	+212 (+2.3%)	-4,295 (-5.8%)	+3,453 (+1.3%)	+7,748 (+2.2%)	72.4% \| 92.9%	+4 (+0.1%)	+2 (+0.0%)	-2 (0.0%)	3.1% \| 1.7%	+9,110
	ADDING	3	8	LONG	7	REDUCING	34	42	SHORT	ADDING	—	—	LONG	BUILDUP
TRANSCO STN 85 MONTHLY INDEX ICE FUTURES ENERGY DIV	8,227	9,656	1,429		1,197	-7,682	56,488	64,170		-545	1,323	1,868		68,664
	+4,721 (+134.7%)	+6,150 (+175.4%)	+1,429 (0.0%)	14.1% \| 2.1%	+391 (+48.5%)	-4,600 (-149.3%)	+5,460 (+10.7%)	+10,060 (+18.6%)	82.3% \| 93.5%	-121 (-28.5%)	-31 (-2.3%)	+90 (+5.1%)	1.9% \| 2.7%	+11,970
	ADDING	2	2	LONG	2	REDUCING	14	19	SHORT	REDUCING	—	—	SHORT	BUILDUP
Transco Zone 5 South Basis ICE FUTURES ENERGY DIV	21,000	22,412	1,412		398	-19,864	132,133	151,997		-1,136	6,274	7,410		161,217
	+241 (+1.2%)	+241 (+1.1%)	0 (0.0%)	13.9% \| 0.9%	0 (0.0%)	+1,407 (+6.6%)	+3,339 (+2.6%)	+1,932 (+1.3%)	82.0% \| 94.3%	-1,648 (-321.9%)	-2,116 (-25.2%)	-468 (-5.9%)	3.9% \| 4.6%	+1,464
	ADDING	4	1	LONG	2	ADDING	23	28	SHORT	REDUCING	—	—	SHORT	BUILDUP
TRANSCO ZONE 6 BASIS ICE FUTURES ENERGY DIV	-1,574	6,887	8,461		3,009	-565	246,386	246,951		2,139	7,158	5,019		263,440
	-2,157 (-370.0%)	+904 (+15.1%)	+3,061 (+56.7%)	2.6% \| 3.2%	-910 (-23.2%)	+2,153 (+79.2%)	+3,383 (+1.4%)	+1,230 (+0.5%)	93.5% \| 93.7%	+4 (+0.2%)	+4 (+0.1%)	0 (0.0%)	2.7% \| 1.9%	+3,381
	REDUCING	3	4	SHORT	4	ADDING	35	33	SHORT	ADDING	—	—	LONG	BUILDUP
TRANSCO ZONE 6 MONTHLY INDEX ICE FUTURES ENERGY DIV	0	0	0		0	1,801	99,208	97,407		-1,801	1,199	3,000		100,407
	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 0.0%	0 (0.0%)	+1,152 (+177.5%)	+6,524 (+7.0%)	+5,372 (+5.8%)	98.8% \| 97.0%	-1,152 (-177.5%)	-1,400 (-53.9%)	-248 (-7.6%)	1.2% \| 3.0%	+5,124
	NEUTRAL	0	0	SHORT	0	ADDING	11	12	LONG	REDUCING	—	—	SHORT	BUILDUP
WAHA FIN BASIS ICE FUTURES ENERGY DIV	-40,671	4,520	45,191		28,160	35,791	648,178	612,387		4,880	10,523	5,643		691,381
	-4,386 (-12.1%)	+118 (+2.7%)	+4,504 (+11.1%)	0.7% \| 6.5%	+2,374 (+9.2%)	+5,145 (+16.8%)	+10,058 (+1.6%)	+4,913 (+0.8%)	93.8% \| 88.6%	-759 (-13.5%)	-1,166 (-10.0%)	-407 (-6.7%)	1.5% \| 0.8%	+11,384
	REDUCING	2	10	SHORT	5	ADDING	54	44	LONG	REDUCING	—	—	LONG	BUILDUP
WAHA INDEX ICE FUTURES ENERGY DIV	1,314	1,314	0		30	888	89,948	89,060		-2,202	2,452	4,654		93,744
	-30 (-2.2%)	-30 (-2.2%)	0 (0.0%)	1.4% \| 0.0%	+30 (0.0%)	+114 (+14.7%)	+3,804 (+4.4%)	+3,690 (+4.3%)	96.0% \| 95.0%	-84 (-4.0%)	+300 (+13.9%)	+384 (+9.0%)	2.6% \| 5.0%	+4,104
	REDUCING	2	0	LONG	1	ADDING	24	22	LONG	REDUCING	—	—	SHORT	BUILDUP
Energy › Petroleum Products & Fuels
ARGUS CIF ARA Lg Finl Propane ICE FUTURES ENERGY DIV	752	752	0		724	-902	1,743	2,645		150	598	448		3,817
	+49 (+7.0%)	+49 (+7.0%)	0 (0.0%)	19.7% \| 0.0%	+79 (+12.2%)	-48 (-5.6%)	+47 (+2.8%)	+95 (+3.7%)	45.7% \| 69.3%	-1 (-0.7%)	-75 (-11.1%)	-74 (-14.2%)	15.7% \| 11.7%	+100
	ADDING	4	0	LONG	4	REDUCING	16	18	SHORT	REDUCING	—	—	LONG	BUILDUP
ARGUS FAR EAST PROPANE ICE FUTURES ENERGY DIV	1,546	2,163	617		1,512	-2,078	9,143	11,221		532	1,215	683		14,033
	+59 (+4.0%)	+27 (+1.3%)	-32 (-4.9%)	15.4% \| 4.4%	+112 (+8.0%)	-90 (-4.5%)	+498 (+5.8%)	+588 (+5.5%)	65.2% \| 80.0%	+31 (+6.2%)	+49 (+4.2%)	+18 (+2.7%)	8.7% \| 4.9%	+686
	ADDING	9	4	LONG	12	REDUCING	47	54	SHORT	ADDING	—	—	LONG	BUILDUP
ARGUS PROPANE FAR EAST INDEX NEW YORK MERCANTILE EXCHANGE	740	836	96		300	-1,010	2,650	3,660		270	946	676		4,732
	+89 (+13.7%)	+87 (+11.6%)	-2 (-2.0%)	17.7% \| 2.0%	+45 (+17.6%)	-42 (-4.3%)	+44 (+1.7%)	+86 (+2.4%)	56.0% \| 77.3%	-47 (-14.8%)	-31 (-3.2%)	+16 (+2.4%)	20.0% \| 14.3%	+145
	ADDING	3	3	LONG	5	REDUCING	16	15	SHORT	REDUCING	—	—	LONG	BUILDUP
BUTANE OPIS MT BELV NONTET FP ICE FUTURES ENERGY DIV	2,760	5,840	3,080		7,463	-2,355	43,735	46,090		-405	232	637		57,270
	-694 (-20.1%)	+144 (+2.5%)	+838 (+37.4%)	10.2% \| 5.4%	-18 (-0.2%)	+576 (+19.7%)	+898 (+2.1%)	+322 (+0.7%)	76.4% \| 80.5%	+118 (+22.6%)	+30 (+14.9%)	-88 (-12.1%)	0.4% \| 1.1%	+1,054
	REDUCING	10	10	LONG	13	ADDING	58	57	SHORT	ADDING	—	—	SHORT	BUILDUP
CONWAY PROPANE (OPIS) NEW YORK MERCANTILE EXCHANGE	539	959	420		1,758	-743	14,593	15,336		204	661	457		17,971
	+200 (+59.0%)	+142 (+17.4%)	-58 (-12.1%)	5.3% \| 2.3%	+45 (+2.6%)	-170 (-29.7%)	-132 (-0.9%)	+38 (+0.2%)	81.2% \| 85.3%	-30 (-12.8%)	-30 (-4.3%)	0 (0.0%)	3.7% \| 2.5%	+25
	ADDING	6	4	LONG	8	REDUCING	32	32	SHORT	REDUCING	—	—	LONG	BUILDUP
ETHANE, MT. BELV-ENTERPRISE ICE FUTURES ENERGY DIV	-654	6,311	6,965		13,969	818	74,300	73,482		-164	88	252		94,668
	+3,283 (+83.4%)	+1,649 (+35.4%)	-1,634 (-19.0%)	6.7% \| 7.4%	-151 (-1.1%)	-3,288 (-80.1%)	-55 (-0.1%)	+3,233 (+4.6%)	78.5% \| 77.6%	+5 (+3.0%)	+28 (+46.7%)	+23 (+10.0%)	0.1% \| 0.3%	+1,471
	ADDING	9	6	SHORT	9	REDUCING	39	37	LONG	ADDING	—	—	SHORT	BUILDUP
FUEL OIL-3% USGC/3.5% FOB RDAM ICE FUTURES ENERGY DIV	-4,883	1,662	6,545		1,773	4,911	12,381	7,470		-28	22	50		15,838
	-569 (-13.2%)	+100 (+6.4%)	+669 (+11.4%)	10.5% \| 41.3%	+247 (+16.2%)	+565 (+13.0%)	+1,070 (+9.5%)	+505 (+7.3%)	78.2% \| 47.2%	+4 (+12.5%)	0 (0.0%)	-4 (-7.4%)	0.1% \| 0.3%	+1,417
	REDUCING	2	7	SHORT	6	ADDING	21	15	LONG	ADDING	—	—	SHORT	BUILDUP
GASOLINE CRK-RBOB/BRENT 1st ICE FUTURES ENERGY DIV	1,273	2,122	849		1,365	-2,259	6,738	8,997		986	2,571	1,585		12,796
	+300 (+30.8%)	+280 (+15.2%)	-20 (-2.3%)	16.6% \| 6.6%	+115 (+9.2%)	-395 (-21.2%)	+125 (+1.9%)	+520 (+6.1%)	52.7% \| 70.3%	+95 (+10.7%)	+430 (+20.1%)	+335 (+26.8%)	20.1% \| 12.4%	+950
	ADDING	3	3	LONG	4	REDUCING	12	16	SHORT	ADDING	—	—	LONG	BUILDUP
GASOLINE RBOB NEW YORK MERCANTILE EXCHANGE	50,929	80,150	29,221		60,881	-64,242	151,612	215,854		13,313	27,203	13,890		319,846
	-3,596 (-6.6%)	-26 (0.0%)	+3,570 (+13.9%)	25.1% \| 9.1%	+1,272 (+2.1%)	+6,174 (+8.8%)	-8,395 (-5.2%)	-14,569 (-6.3%)	47.4% \| 67.5%	-2,578 (-16.2%)	-712 (-2.6%)	+1,866 (+15.5%)	8.5% \| 4.3%	-7,861
	REDUCING	87	35	LONG	63	ADDING	91	102	SHORT	REDUCING	—	—	LONG	LIQUIDATION
GULF # 6 FUEL OIL CRACK NEW YORK MERCANTILE EXCHANGE	-310	544	854		2,286	310	5,570	5,260		0	0	0		8,400
	+50 (+13.9%)	-50 (-8.4%)	-100 (-10.5%)	6.5% \| 10.2%	+125 (+5.8%)	-50 (-13.9%)	-115 (-2.0%)	-65 (-1.2%)	66.3% \| 62.6%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 0.0%	-40
	ADDING	3	5	SHORT	6	REDUCING	16	16	LONG	NEUTRAL	—	—	SHORT	LIQUIDATION
GULF COAST CBOB GAS A2 PL RBOB NEW YORK MERCANTILE EXCHANGE	285	285	0		750	517	17,625	17,108		-802	1,846	2,648		20,506
	+75 (+35.7%)	+75 (+35.7%)	0 (0.0%)	1.4% \| 0.0%	-75 (-9.1%)	-200 (-27.9%)	+540 (+3.2%)	+740 (+4.5%)	86.0% \| 83.4%	+125 (+13.5%)	+125 (+7.3%)	0 (0.0%)	9.0% \| 12.9%	+665
	ADDING	1	0	LONG	1	REDUCING	17	17	LONG	ADDING	—	—	SHORT	BUILDUP
GULF JET NY HEAT OIL SPR NEW YORK MERCANTILE EXCHANGE	230	230	0		0	-355	15,684	16,039		125	125	0		16,039
	0 (0.0%)	0 (0.0%)	0 (0.0%)	1.4% \| 0.0%	0 (0.0%)	0 (0.0%)	+179 (+1.2%)	+179 (+1.1%)	97.8% \| 100.0%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.8% \| 0.0%	+179
	NEUTRAL	1	0	LONG	0	NEUTRAL	25	21	SHORT	NEUTRAL	—	—	LONG	BUILDUP
ISOBUTANE OPIS MT BELV NONTET ICE FUTURES ENERGY DIV	-1,306	0	1,306		0	1,162	9,219	8,057		144	697	553		9,916
	-130 (-11.1%)	0 (0.0%)	+130 (+11.1%)	0.0% \| 13.2%	0 (0.0%)	+54 (+4.9%)	+411 (+4.7%)	+357 (+4.6%)	93.0% \| 81.3%	+76 (+111.8%)	+4 (+0.6%)	-72 (-11.5%)	7.0% \| 5.6%	+415
	REDUCING	0	1	SHORT	0	ADDING	17	16	LONG	ADDING	—	—	LONG	BUILDUP
MARINE .5% FOB USGC/BRENT 1st ICE FUTURES ENERGY DIV	260	260	0		0	-260	1,351	1,611		0	62	62		1,673
	+75 (+40.5%)	+75 (+40.5%)	0 (0.0%)	15.5% \| 0.0%	0 (0.0%)	-70 (-36.8%)	+106 (+8.5%)	+176 (+12.3%)	80.8% \| 96.3%	-5 (-100.0%)	-5 (-7.5%)	0 (0.0%)	3.7% \| 3.7%	+176
	ADDING	3	0	LONG	0	REDUCING	13	13	SHORT	REDUCING	—	—	SHORT	BUILDUP
MARINE FUEL OIL 0.5% FOB USGC ICE FUTURES ENERGY DIV	148	190	42		11	-216	1,466	1,682		68	73	5		1,740
	+148 (0.0%)	+190 (0.0%)	+42 (0.0%)	10.9% \| 2.4%	+11 (0.0%)	-216 (0.0%)	+1,466 (0.0%)	+1,682 (0.0%)	84.3% \| 96.7%	+68 (0.0%)	+73 (0.0%)	+5 (0.0%)	4.2% \| 0.3%	+1,740
	ADDING	1	1	LONG	1	REDUCING	15	15	SHORT	ADDING	—	—	LONG	BUILDUP
MT BELV NAT GASOLINE OPIS NEW YORK MERCANTILE EXCHANGE	744	1,770	1,026		199	22	44,819	44,797		-766	203	969		46,991
	-104 (-12.3%)	+107 (+6.4%)	+211 (+25.9%)	3.8% \| 2.2%	-14 (-6.6%)	+81 (+137.3%)	+2,831 (+6.7%)	+2,750 (+6.5%)	95.4% \| 95.3%	+23 (+2.9%)	+23 (+12.8%)	0 (0.0%)	0.4% \| 2.1%	+2,947
	REDUCING	5	3	LONG	3	ADDING	27	34	LONG	ADDING	—	—	SHORT	BUILDUP
MT BELV NORM BUTANE OPIS NEW YORK MERCANTILE EXCHANGE	972	4,147	3,175		3,403	-118	37,401	37,519		-854	735	1,589		45,686
	+356 (+57.8%)	+371 (+9.8%)	+15 (+0.5%)	9.1% \| 6.9%	+43 (+1.3%)	-395 (-142.6%)	+455 (+1.2%)	+850 (+2.3%)	81.9% \| 82.1%	+39 (+4.4%)	-107 (-12.7%)	-146 (-8.4%)	1.6% \| 3.5%	+762
	ADDING	18	7	LONG	11	REDUCING	67	62	SHORT	ADDING	—	—	SHORT	BUILDUP
MT BELVIEU ETHANE OPIS NEW YORK MERCANTILE EXCHANGE	2,282	4,267	1,985		694	-1,425	37,318	38,743		-857	191	1,048		42,470
	+45 (+2.0%)	+55 (+1.3%)	+10 (+0.5%)	10.0% \| 4.7%	+20 (+3.0%)	-30 (-2.2%)	+1,435 (+4.0%)	+1,465 (+3.9%)	87.9% \| 91.2%	-15 (-1.8%)	+8 (+4.4%)	+23 (+2.2%)	0.4% \| 2.5%	+1,518
	ADDING	7	9	LONG	6	REDUCING	27	32	SHORT	REDUCING	—	—	SHORT	BUILDUP
NAT GASLNE OPIS MT B NONTET FP ICE FUTURES ENERGY DIV	-2,643	250	2,893		1,456	3,489	18,527	15,038		-846	15	861		20,248
	+170 (+6.0%)	+70 (+38.9%)	-100 (-3.3%)	1.2% \| 14.3%	0 (0.0%)	-115 (-3.2%)	-387 (-2.0%)	-272 (-1.8%)	91.5% \| 74.3%	-55 (-7.0%)	-10 (-40.0%)	+45 (+5.5%)	0.1% \| 4.3%	-327
	ADDING	2	4	SHORT	5	REDUCING	24	27	LONG	REDUCING	—	—	SHORT	LIQUIDATION
NY HARBOR ULSD NEW YORK MERCANTILE EXCHANGE	5,643	41,735	36,092		46,055	-31,776	118,940	150,716		26,133	50,371	24,238		257,101
	+2,635 (+87.6%)	+999 (+2.5%)	-1,636 (-4.3%)	16.2% \| 14.0%	+1,261 (+2.8%)	-592 (-1.9%)	-4,212 (-3.4%)	-3,620 (-2.3%)	46.3% \| 58.6%	-2,043 (-7.3%)	-2,705 (-5.1%)	-662 (-2.7%)	19.6% \| 9.4%	-4,657
	ADDING	46	29	LONG	50	REDUCING	63	73	SHORT	REDUCING	—	—	LONG	LIQUIDATION
PROPANE NEW YORK MERCANTILE EXCHANGE	-11,416	4,936	16,352		13,356	11,554	92,210	80,656		-138	670	808		111,172
	-644 (-6.0%)	-157 (-3.1%)	+487 (+3.1%)	4.4% \| 14.7%	+875 (+7.0%)	+644 (+5.9%)	+664 (+0.7%)	+20 (+0.0%)	82.9% \| 72.6%	0 (0.0%)	-34 (-4.8%)	-34 (-4.0%)	0.6% \| 0.7%	+1,348
	REDUCING	19	18	SHORT	22	ADDING	85	76	LONG	NEUTRAL	—	—	SHORT	BUILDUP
PROPANE ARGUS CIF ARA MINI ICE FUTURES ENERGY DIV	-2,864	529	3,393		196	2,907	5,457	2,550		-43	570	613		6,752
	+102 (+3.4%)	+52 (+10.9%)	-50 (-1.5%)	7.8% \| 50.3%	+53 (+37.1%)	-108 (-3.6%)	-12 (-0.2%)	+96 (+3.9%)	80.8% \| 37.8%	+6 (+12.2%)	+6 (+1.1%)	0 (0.0%)	8.4% \| 9.1%	+99
	ADDING	4	5	SHORT	4	REDUCING	20	18	LONG	ADDING	—	—	SHORT	BUILDUP
PROPANE ARGUS FAR EAST MINI ICE FUTURES ENERGY DIV	112	1,177	1,065		524	-50	4,141	4,191		-62	907	969		6,749
	+30 (+36.6%)	+50 (+4.4%)	+20 (+1.9%)	17.4% \| 15.8%	+80 (+18.0%)	+88 (+63.8%)	+483 (+13.2%)	+395 (+10.4%)	61.4% \| 62.1%	-118 (-210.7%)	-40 (-4.2%)	+78 (+8.8%)	13.4% \| 14.4%	+573
	ADDING	11	10	LONG	13	ADDING	36	29	SHORT	REDUCING	—	—	SHORT	BUILDUP
PROPANE ARGUS SAUDI CP FP ICE FUTURES ENERGY DIV	347	465	118		489	-823	1,991	2,814		476	855	379		3,800
	+38 (+12.3%)	+39 (+9.2%)	+1 (+0.9%)	12.2% \| 3.1%	+104 (+27.0%)	+11 (+1.3%)	+175 (+9.6%)	+164 (+6.2%)	52.4% \| 74.1%	-49 (-9.3%)	-7 (-0.8%)	+42 (+12.5%)	22.5% \| 10.0%	+311
	ADDING	6	2	LONG	7	ADDING	18	17	SHORT	REDUCING	—	—	LONG	BUILDUP
PROPANE NON-LDH MT BEL NEW YORK MERCANTILE EXCHANGE	700	1,631	931		1,501	-397	26,804	27,201		-303	351	654		30,287
	+407 (+138.9%)	+179 (+12.3%)	-228 (-19.7%)	5.4% \| 3.1%	+137 (+10.0%)	-407 (-4,070.0%)	+704 (+2.7%)	+1,111 (+4.3%)	88.5% \| 89.8%	0 (0.0%)	0 (0.0%)	0 (0.0%)	1.2% \| 2.2%	+1,020
	ADDING	3	3	LONG	3	REDUCING	36	40	SHORT	NEUTRAL	—	—	SHORT	BUILDUP
PROPANE OPIS CONWAY INWELL FP ICE FUTURES ENERGY DIV	-27	98	125		2,077	-22	9,671	9,693		49	492	443		12,338
	-188 (-116.8%)	-99 (-50.3%)	+89 (+247.2%)	0.8% \| 1.0%	+44 (+2.2%)	+198 (+90.0%)	+692 (+7.7%)	+494 (+5.4%)	78.4% \| 78.6%	-10 (-16.9%)	+10 (+2.1%)	+20 (+4.7%)	4.0% \| 3.6%	+647
	REDUCING	2	4	SHORT	7	ADDING	20	20	SHORT	REDUCING	—	—	LONG	BUILDUP
PROPANE OPIS MT BELV NONTET FP ICE FUTURES ENERGY DIV	124	5,657	5,533		13,881	631	88,567	87,936		-755	129	884		108,234
	+2,767 (+104.7%)	+2,080 (+58.1%)	-687 (-11.0%)	5.2% \| 5.1%	-1,180 (-7.8%)	-2,722 (-81.2%)	+588 (+0.7%)	+3,310 (+3.9%)	81.8% \| 81.2%	-45 (-6.3%)	0 (0.0%)	+45 (+5.4%)	0.1% \| 0.8%	+1,488
	ADDING	6	6	LONG	6	REDUCING	48	48	LONG	REDUCING	—	—	SHORT	BUILDUP
PROPANE OPIS MT BELVIEU TET FP ICE FUTURES ENERGY DIV	16,466	30,324	13,858		34,165	-15,946	123,114	139,060		-520	667	1,187		188,270
	-341 (-2.0%)	+1,043 (+3.6%)	+1,384 (+11.1%)	16.1% \| 7.4%	-322 (-0.9%)	+235 (+1.5%)	+5,077 (+4.3%)	+4,842 (+3.6%)	65.4% \| 73.9%	+106 (+16.9%)	+4 (+0.6%)	-102 (-7.9%)	0.4% \| 0.6%	+5,802
	REDUCING	20	14	LONG	26	ADDING	85	89	SHORT	ADDING	—	—	SHORT	BUILDUP
PROPANE,OPIS MT BELV TET BALMO ICE FUTURES ENERGY DIV	-196	474	670		227	172	1,020	848		24	24	0		1,745
	-196 (0.0%)	+474 (0.0%)	+670 (0.0%)	27.2% \| 38.4%	+227 (0.0%)	+172 (0.0%)	+1,020 (0.0%)	+848 (0.0%)	58.5% \| 48.6%	+24 (0.0%)	+24 (0.0%)	0 (0.0%)	1.4% \| 0.0%	+1,745
	REDUCING	5	3	SHORT	3	ADDING	6	7	LONG	ADDING	—	—	LONG	BUILDUP
UP DOWN GC ULSD VS HO SPR NEW YORK MERCANTILE EXCHANGE	-118	0	118		1,453	-7,826	22,228	30,054		7,944	13,644	5,700		37,325
	-67 (-131.4%)	0 (0.0%)	+67 (+131.4%)	0.0% \| 0.3%	-53 (-3.5%)	+145 (+1.8%)	+70 (+0.3%)	-75 (-0.2%)	59.6% \| 80.5%	-78 (-1.0%)	+112 (+0.8%)	+190 (+3.4%)	36.6% \| 15.3%	+129
	REDUCING	0	1	SHORT	1	ADDING	15	13	SHORT	REDUCING	—	—	LONG	BUILDUP
USGC HSFO (PLATTS) ICE FUTURES ENERGY DIV	7,492	8,455	963		2,004	-7,374	9,908	17,282		-118	36	154		20,403
	+921 (+14.0%)	+915 (+12.1%)	-6 (-0.6%)	41.4% \| 4.7%	+202 (+11.2%)	-940 (-14.6%)	-552 (-5.3%)	+388 (+2.3%)	48.6% \| 84.7%	+19 (+13.9%)	+22 (+157.1%)	+3 (+2.0%)	0.2% \| 0.8%	+587
	ADDING	8	3	LONG	3	REDUCING	31	46	SHORT	ADDING	—	—	SHORT	BUILDUP
USGC HSFO-PLATTS/BRENT 1ST LN ICE FUTURES ENERGY DIV	-1,513	2,368	3,881		1,590	1,441	8,420	6,979		72	72	0		12,450
	-236 (-18.5%)	+327 (+16.0%)	+563 (+17.0%)	19.0% \| 31.2%	+300 (+23.3%)	+236 (+19.6%)	+996 (+13.4%)	+760 (+12.2%)	67.6% \| 56.1%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.6% \| 0.0%	+1,623
	REDUCING	6	5	SHORT	3	ADDING	23	16	LONG	NEUTRAL	—	—	LONG	BUILDUP
Electricity & Power › CAISO Markets
CAISO NP-15 DA OFF-PK FIXED ICE FUTURES ENERGY DIV	-9,869	4,043	13,912		2,658	9,766	43,377	33,611		103	179	76		50,257
	+168 (+1.7%)	-1,229 (-23.3%)	-1,397 (-9.1%)	8.0% \| 27.7%	-93 (-3.4%)	-168 (-1.7%)	-98 (-0.2%)	+70 (+0.2%)	86.3% \| 66.9%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.4% \| 0.2%	-1,420
	ADDING	5	4	SHORT	5	REDUCING	24	15	LONG	NEUTRAL	—	—	LONG	LIQUIDATION
CAISO NP-15 PEAK ICE FUTURES ENERGY DIV	-15,620	1,662	17,282		2,281	15,457	45,862	30,405		163	195	32		50,000
	-237 (-1.5%)	+209 (+14.4%)	+446 (+2.6%)	3.3% \| 34.6%	-272 (-10.7%)	+222 (+1.5%)	+921 (+2.0%)	+699 (+2.4%)	91.7% \| 60.8%	+15 (+10.1%)	+15 (+8.3%)	0 (0.0%)	0.4% \| 0.1%	+873
	REDUCING	5	7	SHORT	7	ADDING	27	18	LONG	ADDING	—	—	LONG	BUILDUP
CAISO SP-15 DA OFF-PK FIXED ICE FUTURES ENERGY DIV	-16,006	4,498	20,504		11,585	15,933	68,932	52,999		73	212	139		85,227
	+591 (+3.6%)	+398 (+9.7%)	-193 (-0.9%)	5.3% \| 24.1%	+531 (+4.8%)	-677 (-4.1%)	+750 (+1.1%)	+1,427 (+2.8%)	80.9% \| 62.2%	+86 (+661.5%)	+83 (+64.3%)	-3 (-2.1%)	0.2% \| 0.2%	+1,762
	ADDING	4	6	SHORT	8	REDUCING	31	25	LONG	ADDING	—	—	LONG	BUILDUP
CAISO SP-15 PEAK 0900-1600 HE ICE FUTURES ENERGY DIV	2,776	3,260	484		300	-2,765	9,169	11,934		-11	20	31		12,749
	0 (0.0%)	0 (0.0%)	0 (0.0%)	25.6% \| 3.8%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	71.9% \| 93.6%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.2% \| 0.2%	0
	NEUTRAL	2	3	LONG	2	NEUTRAL	11	10	SHORT	NEUTRAL	—	—	SHORT	NEUTRAL
SP15 FIN DA PEAK FIXED ICE FUTURES ENERGY DIV	-8,707	9,114	17,821		11,406	8,525	87,811	79,286		182	570	388		108,901
	-389 (-4.7%)	+412 (+4.7%)	+801 (+4.7%)	8.4% \| 16.4%	+260 (+2.3%)	+381 (+4.7%)	+1,747 (+2.0%)	+1,366 (+1.8%)	80.6% \| 72.8%	+8 (+4.6%)	+9 (+1.6%)	+1 (+0.3%)	0.5% \| 0.4%	+2,428
	REDUCING	8	17	SHORT	10	ADDING	36	33	LONG	ADDING	—	—	LONG	BUILDUP
Electricity & Power › ERCOT Markets
ERCOT – NORTH MONTHLY OFF-PEAK ICE FUTURES ENERGY DIV	-1,811	10,264	12,075		4,058	2,814	99,794	96,980		-1,003	590	1,593		114,706
	-3,666 (-197.6%)	-3,600 (-26.0%)	+66 (+0.5%)	8.9% \| 10.5%	+1,465 (+56.5%)	+3,666 (+430.3%)	+5,103 (+5.4%)	+1,437 (+1.5%)	87.0% \| 84.5%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.5% \| 1.4%	+2,968
	REDUCING	5	11	SHORT	7	ADDING	25	26	LONG	NEUTRAL	—	—	SHORT	BUILDUP
ERCOT Houston 345KV Hub RT 7×8 ICE FUTURES ENERGY DIV	200	200	0		0	-80	13,960	14,040		-120	0	120		14,160
	0 (0.0%)	0 (0.0%)	0 (0.0%)	1.4% \| 0.0%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	98.6% \| 99.2%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 0.8%	0
	NEUTRAL	1	0	LONG	0	NEUTRAL	12	10	SHORT	NEUTRAL	—	—	SHORT	NEUTRAL
ERCOT Houston 345KV RT OFF FIX ICE FUTURES ENERGY DIV	10,616	10,916	300		1,150	-11,206	28,495	39,701		590	590	0		41,151
	-1,224 (-10.3%)	-1,224 (-10.1%)	0 (0.0%)	26.5% \| 0.7%	+600 (+109.1%)	+1,224 (+9.8%)	+1,345 (+5.0%)	+121 (+0.3%)	69.2% \| 96.5%	0 (0.0%)	0 (0.0%)	0 (0.0%)	1.4% \| 0.0%	+721
	REDUCING	5	1	LONG	3	ADDING	19	17	SHORT	NEUTRAL	—	—	LONG	BUILDUP
ERCOT HOUSTON 345KV RT PK FIX ICE FUTURES ENERGY DIV	9,616	10,616	1,000		1,150	-10,366	30,640	41,006		750	990	240		43,396
	-1,224 (-11.3%)	-1,224 (-10.3%)	0 (0.0%)	24.5% \| 2.3%	+600 (+109.1%)	+1,224 (+10.6%)	+1,345 (+4.6%)	+121 (+0.3%)	70.6% \| 94.5%	0 (0.0%)	0 (0.0%)	0 (0.0%)	2.3% \| 0.6%	+721
	REDUCING	4	2	LONG	3	ADDING	19	17	SHORT	NEUTRAL	—	—	LONG	BUILDUP
ERCOT N 345KV REAL T PK 2×16 ICE FUTURES ENERGY DIV	5,248	19,271	14,023		3,270	-5,526	105,358	110,884		278	467	189		128,366
	-1,007 (-16.1%)	+257 (+1.4%)	+1,264 (+9.9%)	15.0% \| 10.9%	-10 (-0.3%)	+1,027 (+15.7%)	+2,863 (+2.8%)	+1,836 (+1.7%)	82.1% \| 86.4%	-20 (-6.7%)	-20 (-4.1%)	0 (0.0%)	0.4% \| 0.1%	+3,090
	REDUCING	8	9	LONG	9	ADDING	34	34	SHORT	REDUCING	—	—	LONG	BUILDUP
ERCOT N 345KV REAL T PK DALY M ICE FUTURES ENERGY DIV	-2,465	2,685	5,150		691	2,250	6,225	3,975		215	730	515		10,331
	-850 (-52.6%)	-1,240 (-31.6%)	-390 (-7.0%)	26.0% \| 49.8%	-216 (-23.8%)	+715 (+46.6%)	-985 (-13.7%)	-1,700 (-30.0%)	60.3% \| 38.5%	+135 (+168.8%)	+120 (+19.7%)	-15 (-2.8%)	7.1% \| 5.0%	-2,321
	REDUCING	9	12	SHORT	9	ADDING	19	17	LONG	ADDING	—	—	LONG	LIQUIDATION
ERCOT NORTH 345KV DA PK DLY FI ICE FUTURES ENERGY DIV	1,620	8,720	7,100		350	-1,570	6,165	7,735		-50	0	50		15,235
	-450 (-21.7%)	-850 (-8.9%)	-400 (-5.3%)	57.2% \| 46.6%	-350 (-50.0%)	+400 (+20.3%)	-685 (-10.0%)	-1,085 (-12.3%)	40.5% \| 50.8%	+50 (+50.0%)	0 (0.0%)	-50 (-50.0%)	0.0% \| 0.3%	-1,885
	REDUCING	6	6	LONG	2	ADDING	7	8	SHORT	ADDING	—	—	SHORT	LIQUIDATION
ERCOT North 345KV Hub RT 7×16 ICE FUTURES ENERGY DIV	-2,525	480	3,005		400	2,385	16,791	14,406		140	260	120		17,931
	0 (0.0%)	0 (0.0%)	0 (0.0%)	2.7% \| 16.8%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	93.6% \| 80.3%	0 (0.0%)	0 (0.0%)	0 (0.0%)	1.5% \| 0.7%	0
	NEUTRAL	2	3	SHORT	3	NEUTRAL	18	18	LONG	NEUTRAL	—	—	LONG	NEUTRAL
ERCOT North 345KV Hub RT 7×8 ICE FUTURES ENERGY DIV	102,820	107,578	4,758		14,798	-103,328	93,189	196,517		508	808	300		216,373
	+2,202 (+2.2%)	+2,401 (+2.3%)	+199 (+4.4%)	49.7% \| 2.2%	-1,035 (-6.5%)	-2,145 (-2.1%)	+965 (+1.0%)	+3,110 (+1.6%)	43.1% \| 90.8%	-57 (-10.1%)	-28 (-3.3%)	+29 (+10.7%)	0.4% \| 0.1%	+2,303
	ADDING	18	6	LONG	14	REDUCING	33	30	SHORT	REDUCING	—	—	LONG	BUILDUP
ERCOT NORTH 345KV RT PK FIX ICE FUTURES ENERGY DIV	75,751	102,845	27,094		24,008	-76,213	132,037	208,250		462	1,158	696		260,048
	-3,729 (-4.7%)	-3,696 (-3.5%)	+33 (+0.1%)	39.5% \| 10.4%	+605 (+2.6%)	+3,698 (+4.6%)	+2,573 (+2.0%)	-1,125 (-0.5%)	50.8% \| 80.1%	+31 (+7.2%)	+85 (+7.9%)	+54 (+8.4%)	0.4% \| 0.3%	-433
	REDUCING	30	29	LONG	31	ADDING	48	47	SHORT	ADDING	—	—	LONG	LIQUIDATION
ERCOT SOUTH 345 KV RT PEAK FIX ICE FUTURES ENERGY DIV	-2,655	950	3,605		435	2,867	31,032	28,165		-212	332	544		32,749
	-190 (-7.7%)	-185 (-16.3%)	+5 (+0.1%)	2.9% \| 11.0%	+235 (+117.5%)	+190 (+7.1%)	+70 (+0.2%)	-120 (-0.4%)	94.8% \| 86.0%	0 (0.0%)	0 (0.0%)	0 (0.0%)	1.0% \| 1.7%	+120
	REDUCING	2	2	SHORT	1	ADDING	17	12	LONG	NEUTRAL	—	—	SHORT	BUILDUP
ERCOT WEST 345K RT OFF-PEAK ICE FUTURES ENERGY DIV	-2,345	1,092	3,437		768	2,471	30,230	27,759		-126	174	300		32,264
	+180 (+7.1%)	0 (0.0%)	-180 (-5.0%)	3.4% \| 10.7%	0 (0.0%)	-180 (-6.8%)	+521 (+1.8%)	+701 (+2.6%)	93.7% \| 86.0%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.5% \| 0.9%	+521
	ADDING	2	2	SHORT	3	REDUCING	19	15	LONG	NEUTRAL	—	—	SHORT	BUILDUP
ERCOT WEST 345KV RT PEAK ICE FUTURES ENERGY DIV	-2,465	1,092	3,557		768	2,591	30,397	27,806		-126	174	300		32,431
	+180 (+6.8%)	0 (0.0%)	-180 (-4.8%)	3.4% \| 11.0%	0 (0.0%)	-180 (-6.5%)	+578 (+1.9%)	+758 (+2.8%)	93.7% \| 85.7%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.5% \| 0.9%	+578
	ADDING	2	3	SHORT	3	REDUCING	19	15	LONG	NEUTRAL	—	—	SHORT	BUILDUP
ERCOT-SOUTH MONTHLY OFFPEAK ICE FUTURES ENERGY DIV	-3,255	345	3,600		310	3,447	29,916	26,469		-192	332	524		30,903
	-190 (-6.2%)	-190 (-35.5%)	0 (0.0%)	1.1% \| 11.6%	+240 (+342.9%)	+190 (+5.8%)	+250 (+0.8%)	+60 (+0.2%)	96.8% \| 85.7%	0 (0.0%)	0 (0.0%)	0 (0.0%)	1.1% \| 1.7%	+300
	REDUCING	2	1	SHORT	1	ADDING	16	12	LONG	NEUTRAL	—	—	SHORT	BUILDUP
ERCOT.HB_NORTH_month_7x8_rtp NODAL EXCHANGE	7,125	7,375	250		2,175	-7,305	25,050	32,355		180	2,075	1,895		36,675
	-375 (-5.0%)	-375 (-4.8%)	0 (0.0%)	20.1% \| 0.7%	+375 (+20.8%)	+375 (+4.9%)	+1,800 (+7.7%)	+1,425 (+4.6%)	68.3% \| 88.2%	0 (0.0%)	+600 (+40.7%)	+600 (+46.3%)	5.7% \| 5.2%	+2,400
	REDUCING	2	1	LONG	1	ADDING	17	14	SHORT	NEUTRAL	—	—	LONG	BUILDUP
ERCOT.HB_NORTH_month_off_rtp NODAL EXCHANGE	-1,120	0	1,120		1,075	1,220	73,126	71,906		-100	7,915	8,015		82,116
	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 1.4%	0 (0.0%)	-12 (-1.0%)	+304 (+0.4%)	+316 (+0.4%)	89.1% \| 87.6%	+12 (+10.7%)	-134 (-1.7%)	-146 (-1.8%)	9.6% \| 9.8%	+170
	NEUTRAL	0	1	SHORT	1	REDUCING	16	20	LONG	ADDING	—	—	SHORT	BUILDUP
ERCOT.HB_NORTH_month_on_rtp NODAL EXCHANGE	-195	1,900	2,095		1,125	175	71,496	71,321		20	9,540	9,520		84,061
	0 (0.0%)	0 (0.0%)	0 (0.0%)	2.3% \| 2.5%	0 (0.0%)	0 (0.0%)	+220 (+0.3%)	+220 (+0.3%)	85.1% \| 84.8%	0 (0.0%)	-100 (-1.0%)	-100 (-1.0%)	11.3% \| 11.3%	+120
	NEUTRAL	1	2	SHORT	2	NEUTRAL	17	21	LONG	NEUTRAL	—	—	LONG	BUILDUP
Electricity & Power › ISO-NE Markets
ISO NE MASS HUB DA OFF-PK FIXD ICE FUTURES ENERGY DIV	51	6,717	6,666		3,120	-410	54,634	55,044		359	447	88		64,918
	-417 (-89.1%)	-7 (-0.1%)	+410 (+6.6%)	10.3% \| 10.3%	-119 (-3.7%)	+420 (+50.6%)	+827 (+1.5%)	+407 (+0.7%)	84.2% \| 84.8%	-3 (-0.8%)	+24 (+5.7%)	+27 (+44.3%)	0.7% \| 0.1%	+725
	REDUCING	6	10	LONG	8	ADDING	29	27	SHORT	REDUCING	—	—	LONG	BUILDUP
ISO NE MASS HUB DA PEAK ICE FUTURES ENERGY DIV	-11,347	7,545	18,892		6,513	11,072	80,331	69,259		275	648	373		95,037
	-158 (-1.4%)	+495 (+7.0%)	+653 (+3.6%)	7.9% \| 19.9%	+199 (+3.2%)	+217 (+2.0%)	+234 (+0.3%)	+17 (+0.0%)	84.5% \| 72.9%	-59 (-17.7%)	-17 (-2.6%)	+42 (+12.7%)	0.7% \| 0.4%	+911
	REDUCING	8	18	SHORT	16	ADDING	32	26	LONG	REDUCING	—	—	LONG	BUILDUP
ISONE.H.INTERNAL_HB_mo_off_dap NODAL EXCHANGE	11,157	12,930	1,773		530	-10,749	57,640	68,389		-408	9,604	10,012		80,704
	-60 (-0.5%)	-17 (-0.1%)	+43 (+2.5%)	16.0% \| 2.2%	+77 (+17.0%)	+60 (+0.6%)	+286 (+0.5%)	+226 (+0.3%)	71.4% \| 84.7%	0 (0.0%)	-31 (-0.3%)	-31 (-0.3%)	11.9% \| 12.4%	+315
	REDUCING	3	3	LONG	2	ADDING	19	24	SHORT	NEUTRAL	—	—	SHORT	BUILDUP
ISONE.H.INTERNAL_HUB_mo_on_dap NODAL EXCHANGE	12,087	14,497	2,410		460	-11,909	63,298	75,207		-178	10,726	10,904		88,981
	-60 (-0.5%)	-60 (-0.4%)	0 (0.0%)	16.3% \| 2.7%	+120 (+35.3%)	+60 (+0.5%)	+411 (+0.7%)	+351 (+0.5%)	71.1% \| 84.5%	0 (0.0%)	-30 (-0.3%)	-30 (-0.3%)	12.1% \| 12.3%	+441
	REDUCING	4	2	LONG	2	ADDING	20	25	SHORT	NEUTRAL	—	—	SHORT	BUILDUP
Electricity & Power › MISO Markets
MISO IN. DAY-AHEAD PEAK ICE FUTURES ENERGY DIV	-4,862	901	5,763		129	4,594	20,881	16,287		268	402	134		22,313
	-1,597 (-48.9%)	-147 (-14.0%)	+1,450 (+33.6%)	4.0% \| 25.8%	0 (0.0%)	+1,624 (+54.7%)	+1,678 (+8.7%)	+54 (+0.3%)	93.6% \| 73.0%	-27 (-9.2%)	-5 (-1.2%)	+22 (+19.6%)	1.8% \| 0.6%	+1,526
	REDUCING	3	6	SHORT	2	ADDING	28	18	LONG	REDUCING	—	—	LONG	BUILDUP
MISO IN. REAL-TIME OFF-PEAK ICE FUTURES ENERGY DIV	-4,938	4,700	9,638		243	4,804	29,040	24,236		134	440	306		34,423
	+2,422 (+32.9%)	0 (0.0%)	-2,422 (-20.1%)	13.7% \| 28.0%	+168 (+224.0%)	-2,447 (-33.7%)	-197 (-0.7%)	+2,250 (+10.2%)	84.4% \| 70.4%	+25 (+22.9%)	+25 (+6.0%)	0 (0.0%)	1.3% \| 0.9%	-4
	ADDING	1	3	SHORT	2	REDUCING	22	17	LONG	ADDING	—	—	LONG	LIQUIDATION
MISO INDIANA OFF-PEAK ICE FUTURES ENERGY DIV	-10,803	217	11,020		120	10,606	36,936	26,330		197	493	296		37,766
	-1,178 (-12.2%)	+12 (+5.9%)	+1,190 (+12.1%)	0.6% \| 29.2%	0 (0.0%)	+1,183 (+12.6%)	+1,125 (+3.1%)	-58 (-0.2%)	97.8% \| 69.7%	-5 (-2.5%)	+5 (+1.0%)	+10 (+3.5%)	1.3% \| 0.8%	+1,142
	REDUCING	2	2	SHORT	1	ADDING	22	18	LONG	REDUCING	—	—	LONG	BUILDUP
MISO INDIANA HUB RT PEAK ICE FUTURES ENERGY DIV	-5,241	10,374	15,615		0	4,992	33,723	28,731		249	623	374		44,720
	+2,843 (+35.2%)	+1,229 (+13.4%)	-1,614 (-9.4%)	23.2% \| 34.9%	0 (0.0%)	-2,643 (-34.6%)	+181 (+0.5%)	+2,824 (+10.9%)	75.4% \| 64.2%	-200 (-44.5%)	-75 (-10.7%)	+125 (+50.2%)	1.4% \| 0.8%	+1,335
	ADDING	2	3	SHORT	0	REDUCING	23	21	LONG	REDUCING	—	—	LONG	BUILDUP
MISO.INDIANA.HUB_month_off_dap NODAL EXCHANGE	-2,225	0	2,225		725	2,532	17,715	15,183		-307	2,640	2,947		21,080
	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 10.6%	0 (0.0%)	+15 (+0.6%)	+40 (+0.2%)	+25 (+0.2%)	84.0% \| 72.0%	-15 (-5.1%)	+160 (+6.5%)	+175 (+6.3%)	12.5% \| 14.0%	+200
	NEUTRAL	0	2	SHORT	2	ADDING	15	15	LONG	REDUCING	—	—	SHORT	BUILDUP
MISO.INDIANA.HUB_month_off_rtp NODAL EXCHANGE	-4,125	1,200	5,325		0	3,880	25,193	21,313		245	1,727	1,482		28,120
	+120 (+2.8%)	0 (0.0%)	-120 (-2.2%)	4.3% \| 18.9%	0 (0.0%)	-120 (-3.0%)	+130 (+0.5%)	+250 (+1.2%)	89.6% \| 75.8%	0 (0.0%)	+120 (+7.5%)	+120 (+8.8%)	6.1% \| 5.3%	+250
	ADDING	1	1	SHORT	0	REDUCING	16	15	LONG	NEUTRAL	—	—	LONG	BUILDUP
MISO.INDIANA.HUB_month_on_dap NODAL EXCHANGE	-2,218	0	2,218		725	2,715	18,376	15,661		-497	2,460	2,957		21,561
	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 10.3%	0 (0.0%)	0 (0.0%)	-40 (-0.2%)	-40 (-0.3%)	85.2% \| 72.6%	0 (0.0%)	+150 (+6.5%)	+150 (+5.3%)	11.4% \| 13.7%	+110
	NEUTRAL	0	2	SHORT	2	NEUTRAL	16	17	LONG	NEUTRAL	—	—	SHORT	BUILDUP
Electricity & Power › NYISO Markets
NYISO ZONE A DA OFF-PK FIX PR ICE FUTURES ENERGY DIV	-2,008	1,666	3,674		209	1,524	30,533	29,009		484	766	282		33,174
	-120 (-6.4%)	0 (0.0%)	+120 (+3.4%)	5.0% \| 11.1%	-11 (-5.0%)	+122 (+8.7%)	+1,302 (+4.5%)	+1,180 (+4.2%)	92.0% \| 87.4%	-2 (-0.4%)	+2 (+0.3%)	+4 (+1.4%)	2.3% \| 0.9%	+1,293
	REDUCING	4	3	SHORT	5	ADDING	22	20	LONG	REDUCING	—	—	LONG	BUILDUP
NYISO ZONE A DA PEAK ICE FUTURES ENERGY DIV	-3,957	700	4,657		189	3,919	29,436	25,517		38	708	670		31,033
	-208 (-5.5%)	+5 (+0.7%)	+213 (+4.8%)	2.3% \| 15.0%	-26 (-12.1%)	+155 (+4.1%)	+237 (+0.8%)	+82 (+0.3%)	94.9% \| 82.2%	+53 (+353.3%)	+36 (+5.4%)	-17 (-2.5%)	2.3% \| 2.2%	+252
	REDUCING	4	3	SHORT	3	ADDING	25	23	LONG	ADDING	—	—	LONG	BUILDUP
NYISO ZONE G DA OFF-PK ICE FUTURES ENERGY DIV	-2,825	1,521	4,346		721	2,888	18,237	15,349		-63	374	437		20,853
	-436 (-18.3%)	-434 (-22.2%)	+2 (+0.0%)	7.3% \| 20.8%	+181 (+33.5%)	+432 (+17.6%)	+24 (+0.1%)	-408 (-2.6%)	87.5% \| 73.6%	+4 (+6.0%)	+4 (+1.1%)	0 (0.0%)	1.8% \| 2.1%	-225
	REDUCING	4	5	SHORT	4	ADDING	22	24	LONG	ADDING	—	—	SHORT	LIQUIDATION
NYISO ZONE G DA PEAK ICE FUTURES ENERGY DIV	-4,599	1,892	6,491		1,123	3,940	22,017	18,077		659	769	110		25,801
	-452 (-10.9%)	+19 (+1.0%)	+471 (+7.8%)	7.3% \| 25.2%	-143 (-11.3%)	+447 (+12.8%)	+409 (+1.9%)	-38 (-0.2%)	85.3% \| 70.1%	+5 (+0.8%)	+1 (+0.1%)	-4 (-3.5%)	3.0% \| 0.4%	+286
	REDUCING	7	8	SHORT	5	ADDING	25	25	LONG	ADDING	—	—	LONG	BUILDUP
NYISO ZONE J DA PEAK ICE FUTURES ENERGY DIV	517	1,727	1,210		80	-154	6,558	6,712		-363	148	511		8,513
	0 (0.0%)	0 (0.0%)	0 (0.0%)	20.3% \| 14.2%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	77.0% \| 78.8%	0 (0.0%)	0 (0.0%)	0 (0.0%)	1.7% \| 6.0%	0
	NEUTRAL	3	2	LONG	1	NEUTRAL	13	11	SHORT	NEUTRAL	—	—	SHORT	NEUTRAL
NYISO.CENTRL_month_off_dap NODAL EXCHANGE	10,895	10,895	0		0	-11,455	23,475	34,930		560	1,030	470		35,400
	+55 (+0.5%)	+55 (+0.5%)	0 (0.0%)	30.8% \| 0.0%	0 (0.0%)	-55 (-0.5%)	+365 (+1.6%)	+420 (+1.2%)	66.3% \| 98.7%	0 (0.0%)	0 (0.0%)	0 (0.0%)	2.9% \| 1.3%	+420
	ADDING	3	0	LONG	0	REDUCING	17	4	SHORT	NEUTRAL	—	—	LONG	BUILDUP
NYISO.CENTRL_month_on_dap NODAL EXCHANGE	12,389	12,389	0		0	-13,025	24,395	37,420		636	1,076	440		37,860
	+55 (+0.4%)	+55 (+0.4%)	0 (0.0%)	32.7% \| 0.0%	0 (0.0%)	-55 (-0.4%)	+365 (+1.5%)	+420 (+1.1%)	64.4% \| 98.8%	0 (0.0%)	0 (0.0%)	0 (0.0%)	2.8% \| 1.2%	+420
	ADDING	3	0	LONG	0	REDUCING	16	5	SHORT	NEUTRAL	—	—	LONG	BUILDUP
NYISO.HUD VL_month_off_dap NODAL EXCHANGE	-7,894	935	8,829		631	8,006	33,221	25,215		-112	3,831	3,943		38,618
	-315 (-4.2%)	0 (0.0%)	+315 (+3.7%)	2.4% \| 22.9%	+6 (+1.0%)	+315 (+4.1%)	+325 (+1.0%)	+10 (+0.0%)	86.0% \| 65.3%	0 (0.0%)	+44 (+1.2%)	+44 (+1.1%)	9.9% \| 10.2%	+375
	REDUCING	2	3	SHORT	2	ADDING	25	21	LONG	NEUTRAL	—	—	SHORT	BUILDUP
NYISO.HUD VL_month_on_dap NODAL EXCHANGE	-8,031	1,235	9,266		980	8,003	34,084	26,081		28	4,508	4,480		40,807
	-390 (-5.1%)	0 (0.0%)	+390 (+4.4%)	3.0% \| 22.7%	0 (0.0%)	+390 (+5.1%)	+355 (+1.1%)	-35 (-0.1%)	83.5% \| 63.9%	0 (0.0%)	0 (0.0%)	0 (0.0%)	11.0% \| 11.0%	+355
	REDUCING	2	3	SHORT	2	ADDING	25	21	LONG	NEUTRAL	—	—	LONG	BUILDUP
NYISO.N.Y.C._month_off_dap NODAL EXCHANGE	150	450	300		0	-979	21,539	22,518		829	4,239	3,410		26,228
	0 (0.0%)	0 (0.0%)	0 (0.0%)	1.7% \| 1.1%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	82.1% \| 85.9%	0 (0.0%)	0 (0.0%)	0 (0.0%)	16.2% \| 13.0%	0
	NEUTRAL	1	1	LONG	0	NEUTRAL	14	15	SHORT	NEUTRAL	—	—	LONG	NEUTRAL
NYISO.N.Y.C._month_on_dap NODAL EXCHANGE	450	750	300		60	-1,011	22,487	23,498		561	4,011	3,450		27,308
	0 (0.0%)	0 (0.0%)	0 (0.0%)	2.7% \| 1.1%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	82.3% \| 86.0%	0 (0.0%)	0 (0.0%)	0 (0.0%)	14.7% \| 12.6%	0
	NEUTRAL	2	1	LONG	1	NEUTRAL	17	17	SHORT	NEUTRAL	—	—	LONG	NEUTRAL
NYISO.WEST_month_off_dap NODAL EXCHANGE	-2,373	100	2,473		1,242	2,737	32,566	29,829		-364	2,281	2,645		36,189
	-175 (-8.0%)	0 (0.0%)	+175 (+7.6%)	0.3% \| 6.8%	-55 (-4.2%)	+186 (+7.3%)	+988 (+3.1%)	+802 (+2.8%)	90.0% \| 82.4%	-11 (-3.1%)	+40 (+1.8%)	+51 (+2.0%)	6.3% \| 7.3%	+973
	REDUCING	1	2	SHORT	2	ADDING	13	19	LONG	REDUCING	—	—	SHORT	BUILDUP
NYISO.WEST_month_on_dap NODAL EXCHANGE	-2,775	100	2,875		1,075	3,118	33,537	30,419		-343	2,574	2,917		37,286
	-175 (-6.7%)	0 (0.0%)	+175 (+6.5%)	0.3% \| 7.7%	-60 (-5.3%)	+175 (+5.9%)	+996 (+3.1%)	+821 (+2.8%)	89.9% \| 81.6%	0 (0.0%)	+101 (+4.1%)	+101 (+3.6%)	6.9% \| 7.8%	+1,037
	REDUCING	1	1	SHORT	2	ADDING	18	19	LONG	NEUTRAL	—	—	SHORT	BUILDUP
Electricity & Power › PJM Markets
AEP DAYTON HUB DA PEAK DAILY ICE FUTURES ENERGY DIV	-1,850	850	2,700		200	1,800	7,650	5,850		50	50	0		8,750
	-1,850 (0.0%)	+850 (0.0%)	+2,700 (0.0%)	9.7% \| 30.9%	+200 (0.0%)	+1,800 (0.0%)	+7,650 (0.0%)	+5,850 (0.0%)	87.4% \| 66.9%	+50 (0.0%)	+50 (0.0%)	0 (0.0%)	0.6% \| 0.0%	+8,750
	REDUCING	3	6	SHORT	1	ADDING	15	12	LONG	ADDING	—	—	LONG	BUILDUP
PJM AEP DAYTON DA PEAK ICE FUTURES ENERGY DIV	1,872	21,793	19,921		805	-1,740	43,002	44,742		-132	400	532		66,000
	-797 (-29.9%)	-124 (-0.6%)	+673 (+3.5%)	33.0% \| 30.2%	-6 (-0.7%)	+753 (+30.2%)	+918 (+2.2%)	+165 (+0.4%)	65.2% \| 67.8%	+44 (+25.0%)	+70 (+21.2%)	+26 (+5.1%)	0.6% \| 0.8%	+858
	REDUCING	8	9	LONG	4	ADDING	34	28	SHORT	ADDING	—	—	SHORT	BUILDUP
PJM AEP DAYTON HUB DA OFF-PK ICE FUTURES ENERGY DIV	4,417	21,265	16,848		814	-4,731	33,199	37,930		314	879	565		56,157
	-25 (-0.6%)	-25 (-0.1%)	0 (0.0%)	37.9% \| 30.0%	0 (0.0%)	+55 (+1.1%)	+306 (+0.9%)	+251 (+0.7%)	59.1% \| 67.5%	-30 (-8.7%)	-10 (-1.1%)	+20 (+3.7%)	1.6% \| 1.0%	+271
	REDUCING	7	7	LONG	4	ADDING	30	26	SHORT	REDUCING	—	—	LONG	BUILDUP
PJM AEP DAYTON RT OFF-PK FIXED ICE FUTURES ENERGY DIV	12,511	21,606	9,095		3,270	-12,321	32,695	45,016		-190	715	905		58,286
	-21 (-0.2%)	+15 (+0.1%)	+36 (+0.4%)	37.1% \| 15.6%	-5 (-0.2%)	+317 (+2.5%)	+446 (+1.4%)	+129 (+0.3%)	56.1% \| 77.2%	-296 (-279.2%)	+20 (+2.9%)	+316 (+53.7%)	1.2% \| 1.6%	+476
	REDUCING	4	7	LONG	7	ADDING	29	27	SHORT	REDUCING	—	—	SHORT	BUILDUP
PJM AEP DAYTON RT PEAK FIXED ICE FUTURES ENERGY DIV	12,107	26,486	14,379		3,051	-12,259	37,797	50,056		152	700	548		68,034
	-58 (-0.5%)	-212 (-0.8%)	-154 (-1.1%)	38.9% \| 21.1%	+136 (+4.7%)	+29 (+0.2%)	+1,399 (+3.8%)	+1,370 (+2.8%)	55.6% \| 73.6%	+29 (+23.6%)	+159 (+29.4%)	+130 (+31.1%)	1.0% \| 0.8%	+1,482
	REDUCING	14	11	LONG	12	ADDING	35	30	SHORT	ADDING	—	—	LONG	BUILDUP
PJM N. IL HUB DA OFF-PK ICE FUTURES ENERGY DIV	2,430	4,141	1,711		224	-2,579	22,374	24,953		149	903	754		27,642
	0 (0.0%)	0 (0.0%)	0 (0.0%)	15.0% \| 6.2%	0 (0.0%)	-20 (-0.8%)	+229 (+1.0%)	+249 (+1.0%)	80.9% \| 90.3%	+20 (+15.5%)	0 (0.0%)	-20 (-2.6%)	3.3% \| 2.7%	+229
	NEUTRAL	3	2	LONG	1	REDUCING	20	17	SHORT	ADDING	—	—	LONG	BUILDUP
PJM N. IL HUB DA PEAK ICE FUTURES ENERGY DIV	2,444	4,239	1,795		57	-2,465	22,162	24,627		21	681	660		27,139
	+73 (+3.1%)	+118 (+2.9%)	+45 (+2.6%)	15.6% \| 6.6%	+50 (+714.3%)	-175 (-7.6%)	-120 (-0.5%)	+55 (+0.2%)	81.7% \| 90.7%	+102 (+125.9%)	+28 (+4.3%)	-74 (-10.1%)	2.5% \| 2.4%	+76
	ADDING	4	4	LONG	2	REDUCING	21	16	SHORT	ADDING	—	—	LONG	BUILDUP
PJM N. IL HUB RT PEAK ICE FUTURES ENERGY DIV	23,751	23,846	95		873	-24,318	43,006	67,324		567	1,038	471		68,763
	-12 (-0.1%)	-12 (-0.1%)	0 (0.0%)	34.7% \| 0.1%	+30 (+3.6%)	-112 (-0.5%)	-87 (-0.2%)	+25 (+0.0%)	62.5% \| 97.9%	+124 (+28.0%)	+124 (+13.6%)	0 (0.0%)	1.5% \| 0.7%	+55
	REDUCING	6	3	LONG	5	REDUCING	24	22	SHORT	ADDING	—	—	LONG	BUILDUP
PJM NI HUB RT OFF-PK FIXED ICE FUTURES ENERGY DIV	53,248	53,298	50		2,825	-53,257	26,426	79,683		9	802	793		83,351
	-30 (-0.1%)	-30 (-0.1%)	0 (0.0%)	63.9% \| 0.1%	+15 (+0.5%)	+54 (+0.1%)	+205 (+0.8%)	+151 (+0.2%)	31.7% \| 95.6%	-24 (-72.7%)	-24 (-2.9%)	0 (0.0%)	1.0% \| 1.0%	+166
	REDUCING	7	1	LONG	3	ADDING	24	23	SHORT	REDUCING	—	—	LONG	BUILDUP
PJM PPL ZONE DA OFF-PEAK FIXED ICE FUTURES ENERGY DIV	340	910	570		575	-661	15,951	16,612		321	321	0		17,757
	0 (0.0%)	0 (0.0%)	0 (0.0%)	5.1% \| 3.2%	+125 (+27.8%)	0 (0.0%)	+265 (+1.7%)	+265 (+1.6%)	89.8% \| 93.6%	0 (0.0%)	0 (0.0%)	0 (0.0%)	1.8% \| 0.0%	+390
	NEUTRAL	1	2	LONG	1	NEUTRAL	13	11	SHORT	NEUTRAL	—	—	LONG	BUILDUP
PJM PPL ZONE DA PEAK ICE FUTURES ENERGY DIV	340	910	570		575	-661	16,851	17,512		321	321	0		18,657
	0 (0.0%)	0 (0.0%)	0 (0.0%)	4.9% \| 3.1%	+125 (+27.8%)	0 (0.0%)	+265 (+1.6%)	+265 (+1.5%)	90.3% \| 93.9%	0 (0.0%)	0 (0.0%)	0 (0.0%)	1.7% \| 0.0%	+390
	NEUTRAL	1	2	LONG	1	NEUTRAL	14	11	SHORT	NEUTRAL	—	—	LONG	BUILDUP
PJM.PSEG_month_on_dap NODAL EXCHANGE	-14,702	8,688	23,390		50	14,280	77,633	63,353		422	8,478	8,056		94,849
	-85 (-0.6%)	0 (0.0%)	+85 (+0.4%)	9.2% \| 24.7%	0 (0.0%)	+75 (+0.5%)	+715 (+0.9%)	+640 (+1.0%)	81.8% \| 66.8%	+10 (+2.4%)	-125 (-1.5%)	-135 (-1.6%)	8.9% \| 8.5%	+590
	REDUCING	4	3	SHORT	1	ADDING	26	22	LONG	ADDING	—	—	LONG	BUILDUP
PJM WEST HUB REAL TIME PK MINI ICE FUTURES ENERGY DIV	-115	970	1,085		305	420	1,240	820		-305	245	550		2,760
	-115 (0.0%)	+970 (0.0%)	+1,085 (0.0%)	35.1% \| 39.3%	+305 (0.0%)	+420 (0.0%)	+1,240 (0.0%)	+820 (0.0%)	44.9% \| 29.7%	-305 (0.0%)	+245 (0.0%)	+550 (0.0%)	8.9% \| 19.9%	+2,760
	REDUCING	4	11	SHORT	6	ADDING	8	8	LONG	REDUCING	—	—	SHORT	BUILDUP
PJM WESTERN HUB DA OFF-PK ICE FUTURES ENERGY DIV	10,154	22,287	12,133		2,363	-10,232	96,965	107,197		78	389	311		122,004
	-2,210 (-17.9%)	-2,028 (-8.3%)	+182 (+1.5%)	18.3% \| 9.9%	+208 (+9.7%)	+2,218 (+17.8%)	+2,655 (+2.8%)	+437 (+0.4%)	79.5% \| 87.9%	-8 (-9.3%)	+14 (+3.7%)	+22 (+7.6%)	0.3% \| 0.3%	+849
	REDUCING	10	9	LONG	5	ADDING	40	30	SHORT	REDUCING	—	—	LONG	BUILDUP
PJM WESTERN HUB DA PEAK ICE FUTURES ENERGY DIV	17,664	29,084	11,420		2,755	-17,918	96,426	114,344		254	563	309		128,828
	-1,915 (-9.8%)	-1,904 (-6.1%)	+11 (+0.1%)	22.6% \| 8.9%	+229 (+9.1%)	+1,825 (+9.2%)	+3,967 (+4.3%)	+2,142 (+1.9%)	74.8% \| 88.8%	+90 (+54.9%)	+92 (+19.5%)	+2 (+0.7%)	0.4% \| 0.2%	+2,384
	REDUCING	17	13	LONG	5	ADDING	42	39	SHORT	ADDING	—	—	LONG	BUILDUP
PJM WESTERN HUB RT OFF ICE FUTURES ENERGY DIV	93,863	105,946	12,083		33,199	-94,404	130,030	224,434		541	1,059	518		270,234
	+556 (+0.6%)	+944 (+0.9%)	+388 (+3.3%)	39.2% \| 4.5%	+276 (+0.8%)	-488 (-0.5%)	+3,305 (+2.6%)	+3,793 (+1.7%)	48.1% \| 83.1%	-68 (-11.2%)	-73 (-6.4%)	-5 (-1.0%)	0.4% \| 0.2%	+4,452
	ADDING	29	14	LONG	20	REDUCING	43	38	SHORT	REDUCING	—	—	LONG	BUILDUP
PJM WESTERN HUB RT PEAK MINI ICE FUTURES ENERGY DIV	-20,401	72,582	92,983		63,059	20,467	256,516	236,049		-66	1,005	1,071		393,162
	-9,518 (-87.5%)	-3,128 (-4.1%)	+6,390 (+7.4%)	18.5% \| 23.7%	-1,415 (-2.2%)	+9,722 (+90.5%)	+7,693 (+3.1%)	-2,029 (-0.9%)	65.2% \| 60.0%	-204 (-147.8%)	-65 (-6.1%)	+139 (+14.9%)	0.3% \| 0.3%	+3,085
	REDUCING	56	18	SHORT	45	ADDING	53	48	LONG	REDUCING	—	—	SHORT	BUILDUP
PJM.AEP_month_off_dap NODAL EXCHANGE	-5,602	2,386	7,988		105	5,117	29,711	24,594		485	785	300		32,987
	-900 (-19.1%)	0 (0.0%)	+900 (+12.7%)	7.2% \| 24.2%	0 (0.0%)	+960 (+23.1%)	+1,200 (+4.2%)	+240 (+1.0%)	90.1% \| 74.6%	-60 (-11.0%)	-240 (-23.4%)	-180 (-37.5%)	2.4% \| 0.9%	+960
	REDUCING	2	1	SHORT	1	ADDING	17	6	LONG	REDUCING	—	—	LONG	BUILDUP
PJM.AEP_month_on_dap NODAL EXCHANGE	-5,602	2,386	7,988		105	5,077	29,676	24,599		525	825	300		32,992
	-900 (-19.1%)	0 (0.0%)	+900 (+12.7%)	7.2% \| 24.2%	0 (0.0%)	+960 (+23.3%)	+1,200 (+4.2%)	+240 (+1.0%)	89.9% \| 74.6%	-60 (-10.3%)	-240 (-22.5%)	-180 (-37.5%)	2.5% \| 0.9%	+960
	REDUCING	2	1	SHORT	1	ADDING	17	6	LONG	REDUCING	—	—	LONG	BUILDUP
PJM.AEP-DAYTON HUB_mo_off_dap NODAL EXCHANGE	20,884	27,985	7,101		1,210	-20,329	61,680	82,009		-555	22,011	22,566		112,886
	+2,640 (+14.5%)	+2,712 (+10.7%)	+72 (+1.0%)	24.8% \| 6.3%	-25 (-2.0%)	-2,640 (-14.9%)	+1,915 (+3.2%)	+4,555 (+5.9%)	54.6% \| 72.6%	0 (0.0%)	+1,155 (+5.5%)	+1,155 (+5.4%)	19.5% \| 20.0%	+5,757
	ADDING	8	4	LONG	3	REDUCING	19	25	SHORT	NEUTRAL	—	—	SHORT	BUILDUP
PJM.AEP-DAYTON HUB_mo_off_rtp NODAL EXCHANGE	6,507	9,497	2,990		4,234	-6,447	59,767	66,214		-60	10,361	10,421		83,859
	-1,425 (-18.0%)	-1,425 (-13.0%)	0 (0.0%)	11.3% \| 3.6%	+50 (+1.2%)	+1,425 (+18.1%)	+3,422 (+6.1%)	+1,997 (+3.1%)	71.3% \| 79.0%	0 (0.0%)	+735 (+7.6%)	+735 (+7.6%)	12.4% \| 12.4%	+2,782
	REDUCING	6	5	LONG	4	ADDING	24	23	SHORT	NEUTRAL	—	—	SHORT	BUILDUP
PJM.AEP-DAYTON HUB_mo_on_dap NODAL EXCHANGE	16,779	26,630	9,851		1,370	-16,249	65,045	81,294		-530	22,954	23,484		115,999
	+2,640 (+18.7%)	+2,712 (+11.3%)	+72 (+0.7%)	23.0% \| 8.5%	-25 (-1.8%)	-2,640 (-19.4%)	+2,464 (+3.9%)	+5,104 (+6.7%)	56.1% \| 70.1%	0 (0.0%)	+1,305 (+6.0%)	+1,305 (+5.9%)	19.8% \| 20.2%	+6,456
	ADDING	8	4	LONG	3	REDUCING	19	26	SHORT	NEUTRAL	—	—	SHORT	BUILDUP
PJM.AEP-DAYTON HUB_mo_on_rtp NODAL EXCHANGE	11,990	13,860	1,870		4,670	-12,103	56,878	68,981		113	11,154	11,041		86,562
	-1,525 (-11.3%)	-1,525 (-9.9%)	0 (0.0%)	16.0% \| 2.2%	+5 (+0.1%)	+1,525 (+11.2%)	+5,502 (+10.7%)	+3,977 (+6.1%)	65.7% \| 79.7%	0 (0.0%)	+510 (+4.8%)	+510 (+4.8%)	12.9% \| 12.8%	+4,492
	REDUCING	7	4	LONG	5	ADDING	24	23	SHORT	NEUTRAL	—	—	LONG	BUILDUP
PJM.APS_month_off_dap NODAL EXCHANGE	2,357	3,247	890		0	-3,217	9,974	13,191		860	1,479	619		14,700
	0 (0.0%)	0 (0.0%)	0 (0.0%)	22.1% \| 6.1%	0 (0.0%)	0 (0.0%)	+1,580 (+18.8%)	+1,580 (+13.6%)	67.9% \| 89.7%	0 (0.0%)	0 (0.0%)	0 (0.0%)	10.1% \| 4.2%	+1,580
	NEUTRAL	3	2	LONG	0	NEUTRAL	16	8	SHORT	NEUTRAL	—	—	LONG	BUILDUP
PJM.ATSI_month_off_dap NODAL EXCHANGE	1,985	3,595	1,610		50	-2,480	20,258	22,738		495	2,175	1,680		26,078
	-180 (-8.3%)	0 (0.0%)	+180 (+12.6%)	13.8% \| 6.2%	0 (0.0%)	+180 (+6.8%)	0 (0.0%)	-180 (-0.8%)	77.7% \| 87.2%	0 (0.0%)	0 (0.0%)	0 (0.0%)	8.3% \| 6.4%	0
	REDUCING	2	1	LONG	1	ADDING	13	10	SHORT	NEUTRAL	—	—	LONG	NEUTRAL
PJM.ATSI_month_on_dap NODAL EXCHANGE	1,985	3,595	1,610		50	-2,480	20,268	22,748		495	2,175	1,680		26,088
	-180 (-8.3%)	0 (0.0%)	+180 (+12.6%)	13.8% \| 6.2%	0 (0.0%)	+180 (+6.8%)	0 (0.0%)	-180 (-0.8%)	77.7% \| 87.2%	0 (0.0%)	0 (0.0%)	0 (0.0%)	8.3% \| 6.4%	0
	REDUCING	2	1	LONG	1	ADDING	13	10	SHORT	NEUTRAL	—	—	LONG	NEUTRAL
PJM.BGE_month_off_dap NODAL EXCHANGE	2,790	5,275	2,485		755	-2,680	22,465	25,145		-110	1,665	1,775		30,160
	0 (0.0%)	0 (0.0%)	0 (0.0%)	17.5% \| 8.2%	0 (0.0%)	0 (0.0%)	-240 (-1.1%)	-240 (-0.9%)	74.5% \| 83.4%	0 (0.0%)	0 (0.0%)	0 (0.0%)	5.5% \| 5.9%	-240
	NEUTRAL	5	1	LONG	1	NEUTRAL	18	9	SHORT	NEUTRAL	—	—	SHORT	LIQUIDATION
PJM.BGE_month_on_dap NODAL EXCHANGE	2,815	5,275	2,460		75	-2,665	22,885	25,550		-150	640	790		28,875
	0 (0.0%)	0 (0.0%)	0 (0.0%)	18.3% \| 8.5%	0 (0.0%)	0 (0.0%)	-240 (-1.0%)	-240 (-0.9%)	79.3% \| 88.5%	0 (0.0%)	0 (0.0%)	0 (0.0%)	2.2% \| 2.7%	-240
	NEUTRAL	5	1	LONG	1	NEUTRAL	18	9	SHORT	NEUTRAL	—	—	SHORT	LIQUIDATION
PJM.DOM_month_off_dap NODAL EXCHANGE	-1,435	1,675	3,110		0	1,489	11,449	9,960		-54	585	639		13,709
	0 (0.0%)	0 (0.0%)	0 (0.0%)	12.2% \| 22.7%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	83.5% \| 72.7%	0 (0.0%)	0 (0.0%)	0 (0.0%)	4.3% \| 4.7%	0
	NEUTRAL	2	2	SHORT	0	NEUTRAL	15	7	LONG	NEUTRAL	—	—	SHORT	NEUTRAL
PJM.JCPL_month_off_dap NODAL EXCHANGE	3,320	8,030	4,710		2,055	-4,605	37,040	41,645		1,285	4,235	2,950		51,360
	-50 (-1.5%)	-50 (-0.6%)	0 (0.0%)	15.6% \| 9.2%	-250 (-10.8%)	+50 (+1.1%)	+30 (+0.1%)	-20 (0.0%)	72.1% \| 81.1%	0 (0.0%)	+550 (+14.9%)	+550 (+22.9%)	8.2% \| 5.7%	+280
	REDUCING	5	1	LONG	1	ADDING	18	15	SHORT	NEUTRAL	—	—	LONG	BUILDUP
PJM.JCPL_month_on_dap NODAL EXCHANGE	2,335	7,645	5,310		2,380	-3,620	39,445	43,065		1,285	4,305	3,020		53,775
	-50 (-2.1%)	-50 (-0.6%)	0 (0.0%)	14.2% \| 9.9%	-250 (-9.5%)	+50 (+1.4%)	-75 (-0.2%)	-125 (-0.3%)	73.4% \| 80.1%	0 (0.0%)	+550 (+14.6%)	+550 (+22.3%)	8.0% \| 5.6%	+175
	REDUCING	5	1	LONG	1	ADDING	18	15	SHORT	NEUTRAL	—	—	LONG	BUILDUP
PJM.METED_month_off_dap NODAL EXCHANGE	-805	115	920		395	191	12,962	12,771		614	1,427	813		14,899
	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.8% \| 6.2%	0 (0.0%)	-120 (-38.6%)	-40 (-0.3%)	+80 (+0.6%)	87.0% \| 85.7%	+120 (+24.3%)	+120 (+9.2%)	0 (0.0%)	9.6% \| 5.5%	+80
	NEUTRAL	1	3	SHORT	3	REDUCING	19	12	LONG	ADDING	—	—	LONG	BUILDUP
PJM.METED_month_on_dap NODAL EXCHANGE	-805	115	920		395	191	12,902	12,711		614	1,432	818		14,844
	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.8% \| 6.2%	0 (0.0%)	-120 (-38.6%)	0 (0.0%)	+120 (+1.0%)	86.9% \| 85.6%	+120 (+24.3%)	+120 (+9.1%)	0 (0.0%)	9.6% \| 5.5%	+120
	NEUTRAL	1	3	SHORT	3	REDUCING	19	11	LONG	ADDING	—	—	LONG	BUILDUP
PJM.N ILLINOIS HUB_mo_off_dap NODAL EXCHANGE	2,550	2,700	150		0	-2,506	74,524	77,030		-44	8,885	8,929		86,109
	0 (0.0%)	0 (0.0%)	0 (0.0%)	3.1% \| 0.2%	0 (0.0%)	0 (0.0%)	+800 (+1.1%)	+800 (+1.0%)	86.5% \| 89.5%	0 (0.0%)	-20 (-0.2%)	-20 (-0.2%)	10.3% \| 10.4%	+780
	NEUTRAL	2	1	LONG	0	NEUTRAL	19	20	SHORT	NEUTRAL	—	—	SHORT	BUILDUP
PJM.N ILLINOIS HUB_mo_off_rtp NODAL EXCHANGE	4,287	4,312	25		927	-4,504	58,102	62,606		217	7,813	7,596		71,154
	+175 (+4.3%)	0 (0.0%)	-175 (-87.5%)	6.1% \| 0.0%	+175 (+23.3%)	-175 (-4.0%)	-185 (-0.3%)	-10 (0.0%)	81.7% \| 88.0%	0 (0.0%)	+10 (+0.1%)	+10 (+0.1%)	11.0% \| 10.7%	0
	ADDING	3	1	LONG	2	REDUCING	17	19	SHORT	NEUTRAL	—	—	LONG	NEUTRAL
PJM.N ILLINOIS HUB_mo_on_dap NODAL EXCHANGE	2,585	2,735	150		0	-2,541	77,214	79,755		-44	8,750	8,794		88,699
	0 (0.0%)	0 (0.0%)	0 (0.0%)	3.1% \| 0.2%	0 (0.0%)	0 (0.0%)	+775 (+1.0%)	+775 (+1.0%)	87.1% \| 89.9%	0 (0.0%)	0 (0.0%)	0 (0.0%)	9.9% \| 9.9%	+775
	NEUTRAL	1	1	LONG	0	NEUTRAL	19	20	SHORT	NEUTRAL	—	—	SHORT	BUILDUP
PJM.N ILLINOIS HUB_mo_on_rtp NODAL EXCHANGE	1,625	1,625	0		800	-1,702	63,433	65,135		77	7,210	7,133		73,068
	+175 (+12.1%)	+125 (+8.3%)	-50 (-100.0%)	2.2% \| 0.0%	+50 (+6.7%)	-175 (-11.5%)	-25 (0.0%)	+150 (+0.2%)	86.8% \| 89.1%	0 (0.0%)	-106 (-1.4%)	-106 (-1.5%)	9.9% \| 9.8%	+44
	ADDING	4	0	LONG	1	REDUCING	18	18	SHORT	NEUTRAL	—	—	LONG	BUILDUP
PJM.PECO_month_off_dap NODAL EXCHANGE	39,671	40,442	771		594	-40,231	81,761	121,992		560	5,349	4,789		128,146
	-550 (-1.4%)	-555 (-1.4%)	-5 (-0.6%)	31.6% \| 0.6%	+15 (+2.6%)	+520 (+1.3%)	+890 (+1.1%)	+370 (+0.3%)	63.8% \| 95.2%	+30 (+5.7%)	-55 (-1.0%)	-85 (-1.7%)	4.2% \| 3.7%	+295
	REDUCING	4	4	LONG	4	ADDING	24	17	SHORT	ADDING	—	—	LONG	BUILDUP
PJM.PECO_month_on_dap NODAL EXCHANGE	33,251	34,347	1,096		399	-33,556	85,951	119,507		305	4,999	4,694		125,696
	-595 (-1.8%)	-600 (-1.7%)	-5 (-0.5%)	27.3% \| 0.9%	+20 (+5.3%)	+575 (+1.7%)	+1,615 (+1.9%)	+1,040 (+0.9%)	68.4% \| 95.1%	+20 (+7.0%)	-15 (-0.3%)	-35 (-0.7%)	4.0% \| 3.7%	+1,020
	REDUCING	4	4	LONG	4	ADDING	24	17	SHORT	ADDING	—	—	LONG	BUILDUP
PJM.PEPCO_month_off_dap NODAL EXCHANGE	-9,706	855	10,561		105	9,407	21,507	12,100		299	1,831	1,532		24,298
	+300 (+3.0%)	0 (0.0%)	-300 (-2.8%)	3.5% \| 43.5%	0 (0.0%)	-300 (-3.1%)	-287 (-1.3%)	+13 (+0.1%)	88.5% \| 49.8%	0 (0.0%)	+127 (+7.5%)	+127 (+9.0%)	7.5% \| 6.3%	-160
	ADDING	1	3	SHORT	1	REDUCING	23	15	LONG	NEUTRAL	—	—	LONG	LIQUIDATION
PJM.PEPCO_month_on_dap NODAL EXCHANGE	-9,726	855	10,581		105	9,427	21,527	12,100		299	1,831	1,532		24,318
	+300 (+3.0%)	0 (0.0%)	-300 (-2.8%)	3.5% \| 43.5%	0 (0.0%)	-300 (-3.1%)	-287 (-1.3%)	+13 (+0.1%)	88.5% \| 49.8%	0 (0.0%)	+127 (+7.5%)	+127 (+9.0%)	7.5% \| 6.3%	-160
	ADDING	1	3	SHORT	1	REDUCING	23	15	LONG	NEUTRAL	—	—	LONG	LIQUIDATION
PJM.PPL_month_off_dap NODAL EXCHANGE	-1,721	909	2,630		360	1,383	52,102	50,719		338	2,183	1,845		55,554
	+27 (+1.5%)	+72 (+8.6%)	+45 (+1.7%)	1.6% \| 4.7%	-20 (-5.3%)	-27 (-1.9%)	+1,673 (+3.3%)	+1,700 (+3.5%)	93.8% \| 91.3%	0 (0.0%)	+50 (+2.3%)	+50 (+2.8%)	3.9% \| 3.3%	+1,775
	ADDING	3	2	SHORT	3	REDUCING	28	22	LONG	NEUTRAL	—	—	LONG	BUILDUP
PJM.PPL_month_on_dap NODAL EXCHANGE	-2,180	965	3,145		175	1,723	52,152	50,429		457	2,322	1,865		55,614
	0 (0.0%)	0 (0.0%)	0 (0.0%)	1.7% \| 5.7%	0 (0.0%)	-72 (-4.0%)	+1,713 (+3.4%)	+1,785 (+3.7%)	93.8% \| 90.7%	+72 (+18.7%)	+112 (+5.1%)	+40 (+2.2%)	4.2% \| 3.4%	+1,825
	NEUTRAL	1	2	SHORT	1	REDUCING	27	22	LONG	ADDING	—	—	LONG	BUILDUP
PJM.PSEG_month_off_dap NODAL EXCHANGE	-14,217	8,848	23,065		50	14,115	75,646	61,531		102	8,257	8,155		92,801
	-85 (-0.6%)	0 (0.0%)	+85 (+0.4%)	9.5% \| 24.9%	0 (0.0%)	+85 (+0.6%)	+765 (+1.0%)	+680 (+1.1%)	81.5% \| 66.3%	0 (0.0%)	-205 (-2.4%)	-205 (-2.5%)	8.9% \| 8.8%	+560
	REDUCING	4	4	SHORT	1	ADDING	27	23	LONG	NEUTRAL	—	—	LONG	BUILDUP
PJM.WESTERN HUB_month_on_dap NODAL EXCHANGE	-14,491	10,583	25,074		8,972	14,606	186,715	172,109		-115	63,237	63,352		269,507
	-1,331 (-10.1%)	0 (0.0%)	+1,331 (+5.6%)	3.9% \| 9.3%	-1,585 (-15.0%)	+1,331 (+10.0%)	+4,882 (+2.7%)	+3,551 (+2.1%)	69.3% \| 63.9%	0 (0.0%)	+839 (+1.3%)	+839 (+1.3%)	23.5% \| 23.5%	+4,136
	REDUCING	5	7	SHORT	6	ADDING	32	36	LONG	NEUTRAL	—	—	SHORT	BUILDUP
PJM.WESTERN HUB_month_off_dap NODAL EXCHANGE	-28,602	5,220	33,822		10,493	28,717	190,754	162,037		-115	62,186	62,301		268,653
	-1,336 (-4.9%)	-40 (-0.8%)	+1,296 (+4.0%)	1.9% \| 12.6%	-1,550 (-12.9%)	+1,331 (+4.9%)	+4,880 (+2.6%)	+3,549 (+2.2%)	71.0% \| 60.3%	+5 (+4.2%)	+929 (+1.5%)	+924 (+1.5%)	23.1% \| 23.2%	+4,219
	REDUCING	4	7	SHORT	6	ADDING	30	36	LONG	ADDING	—	—	SHORT	BUILDUP
PJM.WESTERN HUB_month_off_rtp NODAL EXCHANGE	-3,652	9,097	12,749		7,959	3,796	156,149	152,353		-144	31,522	31,666		204,727
	+1,370 (+27.3%)	+120 (+1.3%)	-1,250 (-8.9%)	4.4% \| 6.2%	+480 (+6.4%)	-1,370 (-26.5%)	+1,399 (+0.9%)	+2,769 (+1.9%)	76.3% \| 74.4%	0 (0.0%)	+635 (+2.1%)	+635 (+2.0%)	15.4% \| 15.5%	+2,634
	ADDING	7	5	SHORT	6	REDUCING	30	33	LONG	NEUTRAL	—	—	SHORT	BUILDUP
PJM.WESTERN HUB_month_on_rtp NODAL EXCHANGE	-7,258	9,581	16,839		8,667	7,362	201,529	194,167		-104	29,060	29,164		248,837
	+1,620 (+18.2%)	+325 (+3.5%)	-1,295 (-7.1%)	3.9% \| 6.8%	+168 (+2.0%)	-1,620 (-18.0%)	+2,498 (+1.3%)	+4,118 (+2.2%)	81.0% \| 78.0%	0 (0.0%)	+537 (+1.9%)	+537 (+1.9%)	11.7% \| 11.7%	+3,528
	ADDING	8	5	SHORT	8	REDUCING	31	35	LONG	NEUTRAL	—	—	SHORT	BUILDUP
Electricity & Power › Western US Markets
MID-C DAY-AHEAD OFF-PEAK ICE FUTURES ENERGY DIV	-4,664	4,174	8,838		1,779	4,446	25,874	21,428		218	363	145		32,190
	+4 (+0.1%)	+1,118 (+36.6%)	+1,114 (+14.4%)	13.0% \| 27.5%	-5 (-0.3%)	-24 (-0.5%)	+399 (+1.6%)	+423 (+2.0%)	80.4% \| 66.6%	+20 (+10.1%)	0 (0.0%)	-20 (-12.1%)	1.1% \| 0.5%	+1,512
	ADDING	5	5	SHORT	5	REDUCING	27	26	LONG	ADDING	—	—	LONG	BUILDUP
MID-C DAY-AHEAD PEAK ICE FUTURES ENERGY DIV	-1,366	7,029	8,395		2,795	1,048	36,566	35,518		318	631	313		47,021
	+784 (+36.5%)	+1,218 (+21.0%)	+434 (+5.5%)	14.9% \| 17.9%	+129 (+4.8%)	-746 (-41.6%)	+543 (+1.5%)	+1,289 (+3.8%)	77.8% \| 75.5%	-38 (-10.7%)	-65 (-9.3%)	-27 (-7.9%)	1.3% \| 0.7%	+1,825
	ADDING	9	12	SHORT	11	REDUCING	31	32	LONG	REDUCING	—	—	LONG	BUILDUP
PALO VERDE DA OFF-PK FiXED PR ICE FUTURES ENERGY DIV	-1,183	2,590	3,773		903	1,283	14,035	12,752		-100	140	240		17,668
	-205 (-21.0%)	+50 (+2.0%)	+255 (+7.2%)	14.7% \| 21.4%	-12 (-1.3%)	+325 (+33.9%)	+600 (+4.5%)	+275 (+2.2%)	79.4% \| 72.2%	-120 (-600.0%)	0 (0.0%)	+120 (+100.0%)	0.8% \| 1.4%	+638
	REDUCING	2	6	SHORT	3	ADDING	22	20	LONG	REDUCING	—	—	SHORT	BUILDUP
PALO VERDE DA PEAK ICE FUTURES ENERGY DIV	-1,930	625	2,555		1,135	1,969	18,576	16,607		-39	46	85		20,382
	-130 (-7.2%)	-40 (-6.0%)	+90 (+3.7%)	3.1% \| 12.5%	+15 (+1.3%)	+128 (+7.0%)	+530 (+2.9%)	+402 (+2.5%)	91.1% \| 81.5%	+2 (+4.9%)	0 (0.0%)	-2 (-2.3%)	0.2% \| 0.4%	+505
	REDUCING	4	5	SHORT	4	ADDING	25	18	LONG	ADDING	—	—	SHORT	BUILDUP
Carbon Credits & Green Energy › Carbon Allowances (Compliance)
CALIF CARBON ALL VINTAGE 2026 ICE FUTURES ENERGY DIV	82,690	140,434	57,744		10,219	-82,943	55,685	138,628		253	290	37		206,628
	-726 (-0.9%)	-1,407 (-1.0%)	-681 (-1.2%)	68.0% \| 27.9%	+3,149 (+44.5%)	+467 (+0.6%)	+9,922 (+21.7%)	+9,455 (+7.3%)	26.9% \| 67.1%	+259 (+4,316.7%)	+174 (+150.0%)	-85 (-69.7%)	0.1% \| 0.0%	+11,838
	REDUCING	65	30	LONG	16	ADDING	33	30	SHORT	ADDING	—	—	LONG	BUILDUP
CALIF CARBON CURRENT AUCTION ICE FUTURES ENERGY DIV	-31,345	10,754	42,099		7,708	31,322	52,196	20,874		23	23	0		70,681
	+7,998 (+20.3%)	+3,781 (+54.2%)	-4,217 (-9.1%)	15.2% \| 59.6%	+4,353 (+129.7%)	-8,004 (-20.4%)	-4,329 (-7.7%)	+3,675 (+21.4%)	73.8% \| 29.5%	+6 (+35.3%)	0 (0.0%)	-6 (-100.0%)	0.0% \| 0.0%	+3,805
	ADDING	18	11	SHORT	14	REDUCING	17	14	LONG	ADDING	—	—	LONG	BUILDUP
Carbon Credits & Green Energy › Fuel Standards
CALIF LOW CARBON FSC-OPIS ICE FUTURES ENERGY DIV	51,083	69,613	18,530		550	-51,104	36,734	87,838		21	21	0		106,918
	+844 (+1.7%)	+1,262 (+1.8%)	+418 (+2.3%)	65.1% \| 17.3%	0 (0.0%)	-854 (-1.7%)	+30 (+0.1%)	+884 (+1.0%)	34.4% \| 82.2%	+10 (+90.9%)	+10 (+90.9%)	0 (0.0%)	0.0% \| 0.0%	+1,302
	ADDING	23	7	LONG	2	REDUCING	12	12	SHORT	ADDING	—	—	LONG	BUILDUP
Carbon Credits & Green Energy › Renewable Energy Certificates (RECs)
CT RECs CLASS 1 ICE FUTURES ENERGY DIV	3,400	3,950	550		0	-3,400	5,990	9,390		0	0	0		9,940
	0 (0.0%)	0 (0.0%)	0 (0.0%)	39.7% \| 5.5%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	60.3% \| 94.5%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 0.0%	0
	NEUTRAL	3	3	LONG	0	NEUTRAL	8	13	SHORT	NEUTRAL	—	—	SHORT	NEUTRAL
MARYLAND COMPLIANCE REC TIER1 ICE FUTURES ENERGY DIV	-3,812	1,100	4,912		0	3,812	8,984	5,172		0	0	0		10,084
	0 (0.0%)	0 (0.0%)	0 (0.0%)	10.9% \| 48.7%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	89.1% \| 51.3%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 0.0%	0
	NEUTRAL	2	5	SHORT	0	NEUTRAL	10	8	LONG	NEUTRAL	—	—	SHORT	NEUTRAL
MASS COMPLIANCE RECs CLASS 1 ICE FUTURES ENERGY DIV	-9,500	150	9,650		600	9,500	22,537	13,037		0	0	0		23,287
	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.6% \| 41.4%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	96.8% \| 56.0%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 0.0%	0
	NEUTRAL	1	7	SHORT	2	NEUTRAL	10	14	LONG	NEUTRAL	—	—	SHORT	NEUTRAL
NEPOOL DUAL RECs CLASS 1 ICE FUTURES ENERGY DIV	-6,531	1,615	8,146		455	6,506	12,040	5,534		25	25	0		14,135
	0 (0.0%)	0 (0.0%)	0 (0.0%)	11.4% \| 57.6%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	85.2% \| 39.2%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.2% \| 0.0%	0
	NEUTRAL	1	4	SHORT	1	NEUTRAL	12	8	LONG	NEUTRAL	—	—	LONG	NEUTRAL
NEW JERSEY RECs CLASS 2 V2026 NODAL EXCHANGE	3,770	3,770	0		0	-3,785	6,175	9,960		15	15	0		9,960
	0 (0.0%)	0 (0.0%)	0 (0.0%)	37.9% \| 0.0%	0 (0.0%)	0 (0.0%)	+30 (+0.5%)	+30 (+0.3%)	62.0% \| 100.0%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.2% \| 0.0%	+30
	NEUTRAL	5	0	LONG	0	NEUTRAL	11	5	SHORT	NEUTRAL	—	—	LONG	BUILDUP
NEW JERSEY RECs CLASS 2 V2027 NODAL EXCHANGE	4,495	4,495	0		0	-4,495	6,161	10,656		0	0	0		10,656
	0 (0.0%)	0 (0.0%)	0 (0.0%)	42.2% \| 0.0%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	57.8% \| 100.0%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 0.0%	0
	NEUTRAL	6	0	LONG	0	NEUTRAL	12	4	SHORT	NEUTRAL	—	—	SHORT	NEUTRAL
NJ SRECS ICE FUTURES ENERGY DIV	-34,397	26,045	60,442		4,822	34,397	124,492	90,095		0	0	0		155,359
	+2,780 (+7.5%)	+700 (+2.8%)	-2,080 (-3.3%)	16.8% \| 38.9%	0 (0.0%)	-2,780 (-7.5%)	+3,830 (+3.2%)	+6,610 (+7.9%)	80.1% \| 58.0%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 0.0%	+4,530
	ADDING	6	7	SHORT	3	REDUCING	17	14	LONG	NEUTRAL	—	—	SHORT	BUILDUP
PA COMPLIANCE AECs TIER1 ICE FUTURES ENERGY DIV	2,416	18,477	16,061		2,065	-2,416	43,000	45,416		0	0	0		63,542
	-862 (-26.3%)	+1,114 (+6.4%)	+1,976 (+14.0%)	29.1% \| 25.3%	+86 (+4.3%)	+862 (+26.3%)	+450 (+1.1%)	-412 (-0.9%)	67.7% \| 71.5%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 0.0%	+1,650
	REDUCING	10	6	LONG	4	ADDING	21	13	SHORT	NEUTRAL	—	—	SHORT	BUILDUP
PA SOLAR ALTER ENERGY CREDIT ICE FUTURES ENERGY DIV	4,285	6,385	2,100		0	-4,285	15,870	20,155		0	0	0		22,255
	0 (0.0%)	0 (0.0%)	0 (0.0%)	28.7% \| 9.4%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	71.3% \| 90.6%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 0.0%	0
	NEUTRAL	5	4	LONG	0	NEUTRAL	12	6	SHORT	NEUTRAL	—	—	SHORT	NEUTRAL
PENNSYLVANIA AEC TIER 2-V2026 NODAL EXCHANGE	-2,377	10,717	13,094		0	2,377	17,474	15,097		0	100	100		28,291
	+100 (+4.0%)	+100 (+0.9%)	0 (0.0%)	37.9% \| 46.3%	0 (0.0%)	-100 (-4.0%)	-250 (-1.4%)	-150 (-1.0%)	61.8% \| 53.4%	0 (0.0%)	+100 (0.0%)	+100 (0.0%)	0.4% \| 0.4%	-50
	ADDING	8	4	SHORT	0	REDUCING	15	10	LONG	NEUTRAL	—	—	SHORT	LIQUIDATION
PENNSYLVANIA AEC TIER 2-V2027 NODAL EXCHANGE	-3,251	7,568	10,819		0	3,251	17,695	14,444		0	135	135		25,398
	0 (0.0%)	0 (0.0%)	0 (0.0%)	29.8% \| 42.6%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	69.7% \| 56.9%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.5% \| 0.5%	0
	NEUTRAL	8	3	SHORT	0	NEUTRAL	15	7	LONG	NEUTRAL	—	—	SHORT	NEUTRAL
PJM TRI-RECs CLASS 1 ICE FUTURES ENERGY DIV	-30,044	44,717	74,761		23,317	30,039	219,297	189,258		5	23	18		287,354
	+2,343 (+7.2%)	+4,154 (+10.2%)	+1,811 (+2.5%)	15.6% \| 26.0%	+393 (+1.7%)	-2,343 (-7.2%)	-1,942 (-0.9%)	+401 (+0.2%)	76.3% \| 65.9%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 0.0%	+2,605
	ADDING	11	12	SHORT	12	REDUCING	22	20	LONG	NEUTRAL	—	—	LONG	BUILDUP
TX REC CRS V26 BACK HALF NODAL EXCHANGE	-5,812	228	6,040		0	5,824	8,661	2,837		-12	159	171		9,048
	-125 (-2.2%)	+15 (+7.0%)	+140 (+2.4%)	2.5% \| 66.8%	0 (0.0%)	+125 (+2.2%)	+125 (+1.5%)	0 (0.0%)	95.7% \| 31.4%	0 (0.0%)	-8 (-4.8%)	-8 (-4.5%)	1.8% \| 1.9%	+132
	REDUCING	3	7	SHORT	0	ADDING	12	8	LONG	NEUTRAL	—	—	SHORT	BUILDUP
TX REC CRS V26 FRONT HALF NODAL EXCHANGE	-3,005	416	3,421		0	3,004	6,825	3,821		1	331	330		7,572
	-50 (-1.7%)	0 (0.0%)	+50 (+1.5%)	5.5% \| 45.2%	0 (0.0%)	+50 (+1.7%)	+100 (+1.5%)	+50 (+1.3%)	90.1% \| 50.5%	0 (0.0%)	0 (0.0%)	0 (0.0%)	4.4% \| 4.4%	+100
	REDUCING	4	6	SHORT	0	ADDING	14	8	LONG	NEUTRAL	—	—	LONG	BUILDUP
TX REC CRS V27 BACK HALF NODAL EXCHANGE	-3,207	666	3,873		0	3,203	5,580	2,377		4	304	300		6,550
	-68 (-2.2%)	+19 (+2.9%)	+87 (+2.3%)	10.2% \| 59.1%	-25 (-100.0%)	+64 (+2.0%)	+339 (+6.5%)	+275 (+13.1%)	85.2% \| 36.3%	+4 (0.0%)	+4 (+1.3%)	0 (0.0%)	4.6% \| 4.6%	+337
	REDUCING	6	5	SHORT	0	ADDING	13	8	LONG	ADDING	—	—	LONG	BUILDUP
TX REC CRS V27 FRONT HALF NODAL EXCHANGE	-2,448	703	3,151		30	2,469	5,861	3,392		-21	161	182		6,755
	+24 (+1.0%)	+24 (+3.5%)	0 (0.0%)	10.4% \| 46.6%	0 (0.0%)	-24 (-1.0%)	+74 (+1.3%)	+98 (+3.0%)	86.8% \| 50.2%	0 (0.0%)	-33 (-17.0%)	-33 (-15.3%)	2.4% \| 2.7%	+65
	ADDING	4	4	SHORT	1	REDUCING	15	10	LONG	NEUTRAL	—	—	SHORT	BUILDUP
TX REC CRS V28 BACK HALF NODAL EXCHANGE	-1,516	1,110	2,626		441	1,531	3,594	2,063		-15	282	297		5,427
	-202 (-15.4%)	-89 (-7.4%)	+113 (+4.5%)	20.5% \| 48.4%	0 (0.0%)	+202 (+15.2%)	+102 (+2.9%)	-100 (-4.6%)	66.2% \| 38.0%	0 (0.0%)	0 (0.0%)	0 (0.0%)	5.2% \| 5.5%	+13
	REDUCING	7	3	SHORT	1	ADDING	14	8	LONG	NEUTRAL	—	—	SHORT	BUILDUP
TX REC CRS V28 FRONT HALF NODAL EXCHANGE	-2,352	583	2,935		0	2,351	5,341	2,990		1	208	207		6,132
	-73 (-3.2%)	+2 (+0.3%)	+75 (+2.6%)	9.5% \| 47.9%	0 (0.0%)	+50 (+2.2%)	-135 (-2.5%)	-185 (-5.8%)	87.1% \| 48.8%	+23 (+104.5%)	-4 (-1.9%)	-27 (-11.5%)	3.4% \| 3.4%	-137
	REDUCING	3	4	SHORT	0	ADDING	12	8	LONG	ADDING	—	—	LONG	LIQUIDATION
TX REC CRS V29 BACK HALF NODAL EXCHANGE	-2,616	338	2,954		0	2,616	4,481	1,865		0	102	102		4,921
	-59 (-2.3%)	+91 (+36.8%)	+150 (+5.3%)	6.9% \| 60.0%	0 (0.0%)	+59 (+2.3%)	+19 (+0.4%)	-40 (-2.1%)	91.1% \| 37.9%	0 (0.0%)	0 (0.0%)	0 (0.0%)	2.1% \| 2.1%	+110
	REDUCING	4	5	SHORT	0	ADDING	13	7	LONG	NEUTRAL	—	—	SHORT	BUILDUP
TX REC CRS V29 FRONT HALF NODAL EXCHANGE	-1,745	970	2,715		0	1,729	5,147	3,418		16	118	102		6,235
	-677 (-63.4%)	-305 (-23.9%)	+372 (+15.9%)	15.6% \| 43.5%	0 (0.0%)	+698 (+67.7%)	-5 (-0.1%)	-703 (-17.1%)	82.6% \| 54.8%	-21 (-56.8%)	-6 (-4.8%)	+15 (+17.2%)	1.9% \| 1.6%	-316
	REDUCING	5	4	SHORT	0	ADDING	11	11	LONG	REDUCING	—	—	LONG	LIQUIDATION
TX REC CRS V30 BACK HALF NODAL EXCHANGE	-1,992	148	2,140		0	2,001	2,631	630		-9	144	153		2,923
	-107 (-5.7%)	-5 (-3.3%)	+102 (+5.0%)	5.1% \| 73.2%	0 (0.0%)	+107 (+5.6%)	+107 (+4.2%)	0 (0.0%)	90.0% \| 21.6%	0 (0.0%)	0 (0.0%)	0 (0.0%)	4.9% \| 5.2%	+102
	REDUCING	3	6	SHORT	0	ADDING	10	8	LONG	NEUTRAL	—	—	SHORT	BUILDUP
TX REC CRS V30 FRONT HALF NODAL EXCHANGE	-1,378	291	1,669		0	1,401	2,138	737		-23	157	180		2,586
	-91 (-7.1%)	-112 (-27.8%)	-21 (-1.2%)	11.3% \| 64.5%	0 (0.0%)	+125 (+9.8%)	-37 (-1.7%)	-162 (-18.0%)	82.7% \| 28.5%	-34 (-309.1%)	0 (0.0%)	+34 (+23.3%)	6.1% \| 7.0%	-149
	REDUCING	2	6	SHORT	0	ADDING	9	8	LONG	REDUCING	—	—	SHORT	LIQUIDATION
Other Markets › Bloomberg Indices
BBG COMMODITY CHICAGO BOARD OF TRADE	-76,415	106,216	182,631		1,393	75,902	135,902	60,000		513	538	25		244,049
	+315 (+0.4%)	-1,321 (-1.2%)	-1,636 (-0.9%)	43.5% \| 74.8%	0 (0.0%)	-331 (-0.4%)	-331 (-0.2%)	0 (0.0%)	55.7% \| 24.6%	+16 (+3.2%)	+10 (+1.9%)	-6 (-19.4%)	0.2% \| 0.0%	-1,642
	ADDING	58	13	SHORT	3	REDUCING	11	1	LONG	ADDING	—	—	LONG	LIQUIDATION
Other Markets › Chemical Products
PGP PROPYLENE (PCW) CAL NEW YORK MERCANTILE EXCHANGE	-2,413	2,170	4,583		924	2,314	3,536	1,222		99	188	89		6,818
	-179 (-8.0%)	+90 (+4.3%)	+269 (+6.2%)	31.8% \| 67.2%	-23 (-2.4%)	+149 (+6.9%)	+149 (+4.4%)	0 (0.0%)	51.9% \| 17.9%	+30 (+43.5%)	+30 (+19.0%)	0 (0.0%)	2.8% \| 1.3%	+246
	REDUCING	6	6	SHORT	7	ADDING	7	5	LONG	ADDING	—	—	LONG	BUILDUP
Other Markets › Uncategorized
1K SHIB PERP COINBASE DERIVATIVES, LLC	-447	2,041	2,488		0	0	0	0		447	512	65		2,553
	+72 (+13.9%)	-701 (-25.6%)	-773 (-23.7%)	79.9% \| 97.5%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 0.0%	-72 (-13.9%)	-88 (-14.7%)	-16 (-19.8%)	20.1% \| 2.5%	-789
	ADDING	21	6	SHORT	0	NEUTRAL	0	0	SHORT	REDUCING	—	—	LONG	LIQUIDATION
3 YEAR ERIS SOFR SWAP CHICAGO BOARD OF TRADE	23,225	49,279	26,054		19,752	-23,204	10	23,214		-21	0	21		69,041
	+680 (+3.0%)	-36,832 (-42.8%)	-37,512 (-59.0%)	71.4% \| 37.7%	+10,343 (+109.9%)	-680 (-3.0%)	0 (0.0%)	+680 (+3.0%)	0.0% \| 33.6%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 0.0%	-26,489
	ADDING	5	13	LONG	5	REDUCING	1	6	SHORT	NEUTRAL	—	—	SHORT	LIQUIDATION
7 YEAR ERIS SOFR SWAP CHICAGO BOARD OF TRADE	15,787	23,026	7,239		15,847	-15,784	375	16,159		-3	13	16		39,261
	+278 (+1.8%)	+268 (+1.2%)	-10 (-0.1%)	58.6% \| 18.4%	-174 (-1.1%)	-278 (-1.8%)	-154 (-29.1%)	+124 (+0.8%)	1.0% \| 41.2%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 0.0%	-60
	ADDING	7	8	LONG	4	REDUCING	1	5	SHORT	NEUTRAL	—	—	SHORT	LIQUIDATION
AVALANCHE PERP STYLE COINBASE DERIVATIVES, LLC	-735	4,780	5,515		0	0	0	0		735	876	141		5,656
	-58 (-8.6%)	+1,224 (+34.4%)	+1,282 (+30.3%)	84.5% \| 97.5%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 0.0%	+58 (+8.6%)	+30 (+3.5%)	-28 (-16.6%)	15.5% \| 2.5%	+1,254
	REDUCING	45	15	SHORT	0	NEUTRAL	0	0	SHORT	ADDING	—	—	LONG	BUILDUP
BITCOIN CASH PERP STYLE COINBASE DERIVATIVES, LLC	706	1,468	762		0	-1,005	0	1,005		299	371	72		1,839
	+706 (0.0%)	+1,468 (0.0%)	+762 (0.0%)	79.8% \| 41.4%	0 (0.0%)	-1,005 (0.0%)	0 (0.0%)	+1,005 (0.0%)	0.0% \| 54.6%	+299 (0.0%)	+371 (0.0%)	+72 (0.0%)	20.2% \| 3.9%	+1,839
	ADDING	17	3	LONG	0	REDUCING	0	1	SHORT	ADDING	—	—	LONG	BUILDUP
BLOOMBERG HY CREDIT FUTURES CHICAGO BOARD OF TRADE	3,316	4,889	1,573		219	-3,151	631	3,782		-165	60	225		5,799
	+17 (+0.5%)	-106 (-2.1%)	-123 (-7.3%)	84.3% \| 27.1%	+49 (+28.8%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	10.9% \| 65.2%	-17 (-11.5%)	-7 (-10.4%)	+10 (+4.7%)	1.0% \| 3.9%	-64
	ADDING	8	11	LONG	4	NEUTRAL	2	2	SHORT	REDUCING	—	—	SHORT	LIQUIDATION
BLOOMBERG IG CREDIT FUTURES CHICAGO BOARD OF TRADE	-571	6,609	7,180		176	615	615	0		-44	28	72		7,428
	-62 (-12.2%)	-71 (-1.1%)	-9 (-0.1%)	89.0% \| 96.7%	+66 (+60.0%)	+42 (+7.3%)	+42 (+7.3%)	0 (0.0%)	8.3% \| 0.0%	+20 (+31.3%)	+4 (+16.7%)	-16 (-18.2%)	0.4% \| 1.0%	+41
	REDUCING	9	11	SHORT	3	ADDING	3	0	LONG	ADDING	—	—	SHORT	BUILDUP
CALIF CARBON ALL VINTAGE 2027 ICE FUTURES ENERGY DIV	1,914	6,436	4,522		405	-1,908	18,631	20,539		-6	0	6		25,472
	-1,011 (-34.6%)	+235 (+3.8%)	+1,246 (+38.0%)	25.3% \| 17.8%	0 (0.0%)	+1,024 (+34.9%)	+494 (+2.7%)	-530 (-2.5%)	73.1% \| 80.6%	-13 (-185.7%)	-22 (-100.0%)	-9 (-60.0%)	0.0% \| 0.0%	+707
	REDUCING	11	6	LONG	1	ADDING	8	8	SHORT	REDUCING	—	—	SHORT	BUILDUP
CALIF CARBON ALLOWANCE V2026 NODAL EXCHANGE	165	3,801	3,636		0	-177	3,063	3,240		12	52	40		6,916
	-3 (-1.8%)	+4 (+0.1%)	+7 (+0.2%)	55.0% \| 52.6%	0 (0.0%)	+9 (+4.8%)	-1 (0.0%)	-10 (-0.3%)	44.3% \| 46.8%	-6 (-33.3%)	-5 (-8.8%)	+1 (+2.6%)	0.8% \| 0.6%	-2
	REDUCING	4	6	LONG	0	ADDING	8	7	SHORT	REDUCING	—	—	LONG	LIQUIDATION
CARDONA PERP STYLE COINBASE DERIVATIVES, LLC	-1,056	4,918	5,974		0	0	0	0		1,056	1,206	150		6,124
	+28 (+2.6%)	+1,473 (+42.8%)	+1,445 (+31.9%)	80.3% \| 97.6%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 0.0%	-28 (-2.6%)	-90 (-6.9%)	-62 (-29.2%)	19.7% \| 2.4%	+1,383
	ADDING	55	16	SHORT	0	NEUTRAL	0	0	SHORT	REDUCING	—	—	LONG	BUILDUP
CHAINLINK PERP STYLE COINBASE DERIVATIVES, LLC	-679	2,221	2,900		0	0	0	0		679	895	216		3,116
	-19 (-2.9%)	-368 (-14.2%)	-349 (-10.7%)	71.3% \| 93.1%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 0.0%	+19 (+2.9%)	-21 (-2.3%)	-40 (-15.6%)	28.7% \| 6.9%	-389
	REDUCING	31	17	SHORT	0	NEUTRAL	0	0	SHORT	ADDING	—	—	LONG	LIQUIDATION
DOGECOIN PERP STYLE COINBASE DERIVATIVES, LLC	-699	2,331	3,030		0	84	150	66		615	834	219		3,315
	+25 (+3.5%)	+162 (+7.5%)	+137 (+4.7%)	70.3% \| 91.4%	0 (0.0%)	+150 (+227.3%)	+150 (0.0%)	0 (0.0%)	4.5% \| 2.0%	-175 (-22.2%)	-232 (-21.8%)	-57 (-20.7%)	25.2% \| 6.6%	+80
	ADDING	23	12	SHORT	0	ADDING	1	1	LONG	REDUCING	—	—	LONG	BUILDUP
E-MINI S&P CONSUMER DISC INDEX CHICAGO MERCANTILE EXCHANGE	-397	675	1,072		0	609	6,039	5,430		-212	881	1,093		7,595
	-18 (-4.7%)	0 (0.0%)	+18 (+1.7%)	8.9% \| 14.1%	0 (0.0%)	+9 (+1.5%)	+2 (+0.0%)	-7 (-0.1%)	79.5% \| 71.5%	+9 (+4.1%)	+15 (+1.7%)	+6 (+0.6%)	11.6% \| 14.4%	+17
	REDUCING	1	2	SHORT	0	ADDING	7	11	LONG	ADDING	—	—	SHORT	BUILDUP
ERCOT.HB_HOUSTON_month_on_rtp NODAL EXCHANGE	-2,000	0	2,000		900	1,980	43,160	41,180		20	2,390	2,370		46,450
	-2,000 (0.0%)	0 (0.0%)	+2,000 (0.0%)	0.0% \| 4.3%	+900 (0.0%)	+1,980 (0.0%)	+43,160 (0.0%)	+41,180 (0.0%)	92.9% \| 88.7%	+20 (0.0%)	+2,390 (0.0%)	+2,370 (0.0%)	5.1% \| 5.1%	+46,450
	REDUCING	0	1	SHORT	1	ADDING	16	8	LONG	ADDING	—	—	LONG	BUILDUP
HEDERA PERP STYLE COINBASE DERIVATIVES, LLC	-591	821	1,412		0	0	0	0		591	703	112		1,524
	-37 (-6.7%)	+11 (+1.4%)	+48 (+3.5%)	53.9% \| 92.7%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 0.0%	+37 (+6.7%)	+7 (+1.0%)	-30 (-21.1%)	46.1% \| 7.3%	+18
	REDUCING	16	14	SHORT	0	NEUTRAL	0	0	SHORT	ADDING	—	—	LONG	BUILDUP
LITECOIN PERP STYLE COINBASE DERIVATIVES, LLC	-295	1,977	2,272		0	0	0	0		295	437	142		2,414
	-7 (-2.4%)	-603 (-23.4%)	-596 (-20.8%)	81.9% \| 94.1%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 0.0%	+7 (+2.4%)	+2 (+0.5%)	-5 (-3.4%)	18.1% \| 5.9%	-601
	REDUCING	30	4	SHORT	0	NEUTRAL	0	0	SHORT	ADDING	—	—	LONG	LIQUIDATION
MONT BELVIEU ETHYLENE FIN NEW YORK MERCANTILE EXCHANGE	1,158	1,441	283		259	-1,474	1,448	2,922		316	326	10		3,474
	+60 (+5.5%)	+60 (+4.3%)	0 (0.0%)	41.5% \| 8.1%	0 (0.0%)	-140 (-10.5%)	-135 (-8.5%)	+5 (+0.2%)	41.7% \| 84.1%	+80 (+33.9%)	+90 (+38.1%)	+10 (0.0%)	9.4% \| 0.3%	+15
	ADDING	7	2	LONG	3	REDUCING	7	9	SHORT	ADDING	—	—	LONG	BUILDUP
NAT GAS TETCO-WLA INDEX ICE FUTURES ENERGY DIV	-18,669	0	18,669		176	17,489	30,147	12,658		1,180	1,548	368		31,871
	-165 (-0.9%)	0 (0.0%)	+165 (+0.9%)	0.0% \| 58.6%	+176 (0.0%)	-120 (-0.7%)	+1,746 (+6.1%)	+1,866 (+17.3%)	94.6% \| 39.7%	+285 (+31.8%)	+436 (+39.2%)	+151 (+69.6%)	4.9% \| 1.2%	+2,358
	REDUCING	0	2	SHORT	1	REDUCING	12	8	LONG	ADDING	—	—	LONG	BUILDUP
ONDO PERP STYLE COINBASE DERIVATIVES, LLC	-453	2,058	2,511		0	0	0	0		453	747	294		2,805
	-115 (-34.0%)	-253 (-10.9%)	-138 (-5.2%)	73.4% \| 89.5%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 0.0%	+115 (+34.0%)	+73 (+10.8%)	-42 (-12.5%)	26.6% \| 10.5%	-180
	REDUCING	33	23	SHORT	0	NEUTRAL	0	0	SHORT	ADDING	—	—	LONG	LIQUIDATION
PJM.APS_month_on_dap NODAL EXCHANGE	2,645	3,535	890		0	-3,505	10,018	13,523		860	1,479	619		15,032
	0 (0.0%)	0 (0.0%)	0 (0.0%)	23.5% \| 5.9%	0 (0.0%)	0 (0.0%)	+1,580 (+18.7%)	+1,580 (+13.2%)	66.6% \| 90.0%	0 (0.0%)	0 (0.0%)	0 (0.0%)	9.8% \| 4.1%	+1,580
	NEUTRAL	3	2	LONG	0	NEUTRAL	16	8	SHORT	NEUTRAL	—	—	LONG	BUILDUP
POLKADOT PERP STYLE COINBASE DERIVATIVES, LLC	-483	1,353	1,836		0	0	0	0		483	562	79		1,915
	-62 (-14.7%)	-172 (-11.3%)	-110 (-5.7%)	70.7% \| 95.9%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 0.0%	+62 (+14.7%)	+32 (+6.0%)	-30 (-27.5%)	29.3% \| 4.1%	-140
	REDUCING	22	7	SHORT	0	NEUTRAL	0	0	SHORT	ADDING	—	—	LONG	LIQUIDATION
PROPANE,OPIS MT B TET/AFEI ICE FUTURES ENERGY DIV	-897	388	1,285		431	491	2,006	1,515		406	936	530		3,761
	-897 (0.0%)	+388 (0.0%)	+1,285 (0.0%)	10.3% \| 34.2%	+431 (0.0%)	+491 (0.0%)	+2,006 (0.0%)	+1,515 (0.0%)	53.3% \| 40.3%	+406 (0.0%)	+936 (0.0%)	+530 (0.0%)	24.9% \| 14.1%	+3,761
	REDUCING	3	4	SHORT	6	ADDING	10	9	LONG	ADDING	—	—	LONG	BUILDUP
RGGI V2026 ICE FUTURES ENERGY DIV	5,034	11,570	6,536		4,814	-5,110	50,404	55,514		76	96	20		66,884
	-659 (-11.6%)	-2,479 (-17.6%)	-1,820 (-21.8%)	17.3% \| 9.8%	-260 (-5.1%)	+632 (+11.0%)	+2,509 (+5.2%)	+1,877 (+3.5%)	75.4% \| 83.0%	+27 (+55.1%)	+19 (+24.7%)	-8 (-28.6%)	0.1% \| 0.0%	-211
	REDUCING	25	11	LONG	5	ADDING	20	12	SHORT	ADDING	—	—	LONG	LIQUIDATION
RGGI V2027 ICE FUTURES ENERGY DIV	-8,833	2,861	11,694		2,055	8,805	15,254	6,449		28	35	7		20,205
	+320 (+3.5%)	-601 (-17.4%)	-921 (-7.3%)	14.2% \| 57.9%	-86 (-4.0%)	-324 (-3.5%)	-196 (-1.3%)	+128 (+2.0%)	75.5% \| 31.9%	+4 (+16.7%)	+11 (+45.8%)	+7 (0.0%)	0.2% \| 0.0%	-872
	ADDING	7	9	SHORT	4	REDUCING	10	8	LONG	ADDING	—	—	LONG	LIQUIDATION
STELLAR PERP STYLE COINBASE DERIVATIVES, LLC	-527	1,447	1,974		0	0	0	0		527	607	80		2,054
	-95 (-22.0%)	+277 (+23.7%)	+372 (+23.2%)	70.4% \| 96.1%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 0.0%	+95 (+22.0%)	+132 (+27.8%)	+37 (+86.0%)	29.6% \| 3.9%	+409
	REDUCING	21	8	SHORT	0	NEUTRAL	0	0	SHORT	ADDING	—	—	LONG	BUILDUP
SUI PERP STYLE COINBASE DERIVATIVES, LLC	-555	1,510	2,065		0	0	0	0		555	965	410		2,475
	-73 (-15.1%)	-518 (-25.5%)	-445 (-17.7%)	61.0% \| 83.4%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 0.0%	+73 (+15.1%)	+66 (+7.3%)	-7 (-1.7%)	39.0% \| 16.6%	-452
	REDUCING	38	19	SHORT	0	NEUTRAL	0	0	SHORT	ADDING	—	—	LONG	LIQUIDATION
TX REC CRS V31 BACK HALF NODAL EXCHANGE	-934	181	1,115		0	934	1,393	459		0	100	100		1,674
	-50 (-5.7%)	-50 (-21.6%)	0 (0.0%)	10.8% \| 66.6%	0 (0.0%)	+50 (+5.7%)	+25 (+1.8%)	-25 (-5.2%)	83.2% \| 27.4%	0 (0.0%)	0 (0.0%)	0 (0.0%)	6.0% \| 6.0%	-25
	REDUCING	3	3	SHORT	0	ADDING	9	7	LONG	NEUTRAL	—	—	SHORT	LIQUIDATION
WASHINGTON CARBON ALL V2026 ICE FUTURES ENERGY DIV	432	2,461	2,029		185	-384	1,057	1,441		-48	8	56		3,711
	+156 (+56.5%)	+462 (+23.1%)	+306 (+17.8%)	66.3% \| 54.7%	0 (0.0%)	-156 (-68.4%)	-100 (-8.6%)	+56 (+4.0%)	28.5% \| 38.8%	0 (0.0%)	-20 (-71.4%)	-20 (-26.3%)	0.2% \| 1.5%	+342
	ADDING	6	12	LONG	2	REDUCING	8	9	SHORT	NEUTRAL	—	—	SHORT	BUILDUP
ZCASH PERP STYLE COINBASE DERIVATIVES, LLC	-291	2,683	2,974		0	0	0	0		291	880	589		3,563
	-38 (-15.0%)	+752 (+38.9%)	+790 (+36.2%)	75.3% \| 83.5%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 0.0%	+38 (+15.0%)	+102 (+13.1%)	+64 (+12.2%)	24.7% \| 16.5%	+854
	REDUCING	36	49	SHORT	0	NEUTRAL	0	0	SHORT	ADDING	—	—	LONG	BUILDUP

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