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CONTRACTS 352 markets	NON-COMMERCIAL • Large Speculators					COMMERCIAL • Hedgers / Institutional Traders				NON-REPORTABLE • Small Speculators				OPEN INTEREST
CONTRACTS 352 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)	65,075	129,517	64,442		4,156	-90,816	88,824	179,640		25,741	41,421	15,680		263,918
	-5,738 (-8.1%)	-8,442 (-6.1%)	-2,704 (-4.0%)	49.1% \| 24.4%	+1,409 (+51.3%)	+6,531 (+6.7%)	+6,952 (+8.5%)	+421 (+0.2%)	33.7% \| 68.1%	-793 (-3.0%)	-659 (-1.6%)	+134 (+0.9%)	15.7% \| 5.9%	-740
	REDUCING	49	19	LONG	12	ADDING	43	24	SHORT	REDUCING	—	—	LONG	LIQUIDATION
BRITISH POUND CHICAGO MERCANTILE EXCHANGE (GBP, 6B, GBPUSD)	-54,724	54,947	109,671		2,911	59,248	167,315	108,067		-4,524	24,880	29,404		250,053
	+1,630 (+2.9%)	+7,603 (+16.1%)	+5,973 (+5.8%)	22.0% \| 43.9%	+812 (+38.7%)	-3,450 (-5.5%)	-4,918 (-2.9%)	-1,468 (-1.3%)	66.9% \| 43.2%	+1,820 (+28.7%)	+2,365 (+10.5%)	+545 (+1.9%)	9.9% \| 11.8%	+5,862
	ADDING	16	27	SHORT	11	REDUCING	26	37	LONG	ADDING	—	—	SHORT	BUILDUP
CANADIAN DOLLAR CHICAGO MERCANTILE EXCHANGE (CAD, 6C, USDCAD)	-78,272	54,249	132,521		8,852	78,377	165,386	87,009		-105	30,771	30,876		259,258
	-22,624 (-40.7%)	-6,465 (-10.6%)	+16,159 (+13.9%)	20.9% \| 51.1%	-126 (-1.4%)	+20,339 (+35.0%)	+25,398 (+18.1%)	+5,059 (+6.2%)	63.8% \| 33.6%	+2,285 (+95.6%)	-284 (-0.9%)	-2,569 (-7.7%)	11.9% \| 11.9%	+18,523
	REDUCING	23	38	SHORT	13	ADDING	38	34	LONG	ADDING	—	—	SHORT	BUILDUP
EURO FX CHICAGO MERCANTILE EXCHANGE (EUR, 6E, EURUSD)	26,018	214,639	188,621		24,097	-62,532	465,245	527,777		36,514	84,847	48,333		788,828
	+33,559 (+445.0%)	+13,693 (+6.8%)	-19,866 (-9.5%)	27.2% \| 23.9%	-216 (-0.9%)	-29,382 (-88.6%)	+499 (+0.1%)	+29,881 (+6.0%)	59.0% \| 66.9%	-4,177 (-10.3%)	-191 (-0.2%)	+3,986 (+9.0%)	10.8% \| 6.1%	+13,785
	ADDING	77	49	LONG	31	REDUCING	140	98	SHORT	REDUCING	—	—	LONG	BUILDUP
JAPANESE YEN CHICAGO MERCANTILE EXCHANGE (JPY, 6J, USDJPY)	-83,208	102,114	185,322		22,917	81,048	187,189	106,141		2,160	42,124	39,964		354,344
	+10,534 (+11.2%)	+10,554 (+11.5%)	+20 (+0.0%)	28.8% \| 52.3%	-675 (-2.9%)	-9,348 (-10.3%)	-4,914 (-2.6%)	+4,434 (+4.4%)	52.8% \| 30.0%	-1,186 (-35.4%)	+6 (+0.0%)	+1,192 (+3.1%)	11.9% \| 11.3%	+4,971
	ADDING	29	45	SHORT	9	REDUCING	50	40	LONG	REDUCING	—	—	LONG	BUILDUP
NEW ZEALAND DOLLAR CHICAGO MERCANTILE EXCHANGE (NZD, 6N, NZDUSD)	-42,276	10,112	52,388		364	43,712	66,965	23,253		-1,436	3,286	4,722		80,727
	-6,201 (-17.2%)	-2,524 (-20.0%)	+3,677 (+7.5%)	12.5% \| 64.9%	-281 (-43.6%)	+6,641 (+17.9%)	+7,397 (+12.4%)	+756 (+3.4%)	83.0% \| 28.8%	-440 (-44.2%)	-817 (-19.9%)	-377 (-7.4%)	4.1% \| 5.8%	+3,775
	REDUCING	20	37	SHORT	6	ADDING	19	20	LONG	REDUCING	—	—	SHORT	BUILDUP
SWISS FRANC CHICAGO MERCANTILE EXCHANGE (CHF, 6S, USDCHF)	-34,097	9,637	43,734		244	40,708	71,984	31,276		-6,611	11,511	18,122		93,376
	-3,403 (-11.1%)	-949 (-9.0%)	+2,454 (+5.9%)	10.3% \| 46.8%	+7 (+3.0%)	+2,022 (+5.2%)	+7,638 (+11.9%)	+5,616 (+21.9%)	77.1% \| 33.5%	+1,381 (+17.3%)	+34 (+0.3%)	-1,347 (-6.9%)	12.3% \| 19.4%	+6,730
	REDUCING	9	12	SHORT	2	ADDING	15	14	LONG	ADDING	—	—	SHORT	BUILDUP
USD INDEX ICE FUTURES U.S. (USD, DXY)	5,170	18,970	13,800		3,251	-5,405	8,110	13,515		235	2,580	2,345		32,911
	-341 (-6.2%)	-4,114 (-17.8%)	-3,773 (-21.5%)	57.6% \| 41.9%	+1,189 (+57.7%)	+1,270 (+19.0%)	+184 (+2.3%)	-1,086 (-7.4%)	24.6% \| 41.1%	-929 (-79.8%)	-921 (-26.3%)	+8 (+0.3%)	7.8% \| 7.1%	-3,662
	REDUCING	52	34	LONG	7	ADDING	11	8	SHORT	REDUCING	—	—	LONG	LIQUIDATION
Currencies & Forex › Minor Currencies
BRAZILIAN REAL CHICAGO MERCANTILE EXCHANGE (BRL, 6L, BRLUSD)	39,975	90,635	50,660		2,183	-44,018	32,892	76,910		4,043	5,168	1,125		130,878
	-120 (-0.3%)	+10,478 (+13.1%)	+10,598 (+26.5%)	69.3% \| 38.7%	+1,174 (+116.4%)	+479 (+1.1%)	+5,193 (+18.7%)	+4,714 (+6.5%)	25.1% \| 58.8%	-359 (-8.2%)	-38 (-0.7%)	+321 (+39.9%)	3.9% \| 0.9%	+16,807
	REDUCING	64	16	LONG	7	ADDING	25	16	SHORT	REDUCING	—	—	LONG	BUILDUP
MEXICAN PESO CHICAGO MERCANTILE EXCHANGE (MXN, 6M, USDMXN)	58,954	93,692	34,738		930	-63,580	85,477	149,057		4,626	8,048	3,422		188,147
	+1,483 (+2.6%)	+2,637 (+2.9%)	+1,154 (+3.4%)	49.8% \| 18.5%	-516 (-35.7%)	-1,793 (-2.9%)	+1,717 (+2.0%)	+3,510 (+2.4%)	45.4% \| 79.2%	+310 (+7.2%)	+1,519 (+23.3%)	+1,209 (+54.6%)	4.3% \| 1.8%	+5,357
	ADDING	73	32	LONG	6	REDUCING	38	29	SHORT	ADDING	—	—	LONG	BUILDUP
SOUTH AFRICAN RAND CHICAGO MERCANTILE EXCHANGE (ZAR, 6R, USDZAR)	6,379	9,235	2,856		581	-8,344	9,796	18,140		1,965	2,838	873		22,450
	-804 (-11.2%)	-1,069 (-10.4%)	-265 (-8.5%)	41.1% \| 12.7%	+77 (+15.3%)	+440 (+5.0%)	+243 (+2.5%)	-197 (-1.1%)	43.6% \| 80.8%	+364 (+22.7%)	+545 (+23.8%)	+181 (+26.2%)	12.6% \| 3.9%	-204
	REDUCING	17	10	LONG	2	ADDING	16	3	SHORT	ADDING	—	—	LONG	LIQUIDATION
Currencies & Forex › Forex Crosses
EURO FX/BRITISH POUND XRATE CHICAGO MERCANTILE EXCHANGE	553	5,377	4,824		0	-9,676	15,648	25,324		9,123	13,902	4,779		34,927
	-833 (-60.1%)	-164 (-3.0%)	+669 (+16.1%)	15.4% \| 13.8%	-1 (-100.0%)	-186 (-2.0%)	+29 (+0.2%)	+215 (+0.9%)	44.8% \| 72.5%	+1,019 (+12.6%)	+384 (+2.8%)	-635 (-11.7%)	39.8% \| 13.7%	+248
	REDUCING	5	5	LONG	0	REDUCING	11	5	SHORT	ADDING	—	—	LONG	BUILDUP
EURO FX/JAPANESE YEN XRATE CHICAGO MERCANTILE EXCHANGE	645	5,418	4,773		86	-5,211	4,767	9,978		4,566	9,670	5,104		19,941
	+899 (+353.9%)	+185 (+3.5%)	-714 (-13.0%)	27.2% \| 23.9%	0 (0.0%)	-38 (-0.7%)	+30 (+0.6%)	+68 (+0.7%)	23.9% \| 50.0%	-861 (-15.9%)	-19 (-0.2%)	+842 (+19.8%)	48.5% \| 25.6%	+196
	ADDING	5	3	LONG	1	REDUCING	8	10	SHORT	REDUCING	—	—	LONG	BUILDUP
Cryptocurrencies › Bitcoin & Ethereum
BITCOIN CHICAGO MERCANTILE EXCHANGE (BTC, BTCUSD)	2,193	17,499	15,306		5,041	-2,043	209	2,252		-150	1,012	1,162		23,761
	-347 (-13.7%)	+1,357 (+8.4%)	+1,704 (+12.5%)	73.6% \| 64.4%	-48 (-0.9%)	+189 (+8.5%)	+59 (+39.3%)	-130 (-5.5%)	0.9% \| 9.5%	+158 (+51.3%)	+85 (+9.2%)	-73 (-5.9%)	4.3% \| 4.9%	+1,453
	REDUCING	41	76	LONG	27	ADDING	3	6	SHORT	ADDING	—	—	SHORT	BUILDUP
ETHEREUM CHICAGO MERCANTILE EXCHANGE (ETH, ETHUSD)	1,566	23,487	21,921		9,200	-1,871	843	2,714		305	824	519		34,354
	-1,162 (-42.6%)	+2,162 (+10.1%)	+3,324 (+17.9%)	68.4% \| 63.8%	+3,036 (+49.3%)	+944 (+33.5%)	+286 (+51.3%)	-658 (-19.5%)	2.5% \| 7.9%	+218 (+250.6%)	+222 (+36.9%)	+4 (+0.8%)	2.4% \| 1.5%	+5,706
	REDUCING	31	65	LONG	21	ADDING	4	7	SHORT	ADDING	—	—	LONG	BUILDUP
MICRO BITCOIN CHICAGO MERCANTILE EXCHANGE	-3,890	15,162	19,052		2,047	199	280	81		3,691	5,984	2,293		23,473
	-1,219 (-45.6%)	+273 (+1.8%)	+1,492 (+8.5%)	64.6% \| 81.2%	+577 (+39.3%)	+19 (+10.6%)	+44 (+18.6%)	+25 (+44.6%)	1.2% \| 0.3%	+1,200 (+48.2%)	+733 (+14.0%)	-467 (-16.9%)	25.5% \| 9.8%	+1,627
	REDUCING	124	79	SHORT	16	ADDING	5	1	LONG	ADDING	—	—	LONG	BUILDUP
MICRO ETHER CHICAGO MERCANTILE EXCHANGE	-1,642	55,603	57,245		3,134	417	417	0		1,225	2,089	864		61,243
	-249 (-17.9%)	-4,135 (-6.9%)	-3,886 (-6.4%)	90.8% \| 93.5%	+3,069 (+4,721.5%)	+417 (0.0%)	+417 (0.0%)	0 (0.0%)	0.7% \| 0.0%	-168 (-12.1%)	-19 (-0.9%)	+149 (+20.8%)	3.4% \| 1.4%	-668
	REDUCING	201	58	SHORT	8	ADDING	1	0	LONG	REDUCING	—	—	LONG	LIQUIDATION
NANO BITCOIN COINBASE DERIVATIVES, LLC	-164	39,618	39,782		2	0	0	0		164	1,551	1,387		41,171
	-336 (-195.3%)	+8,049 (+25.5%)	+8,385 (+26.7%)	96.2% \| 96.6%	-1 (-33.3%)	+130 (+100.0%)	0 (0.0%)	-130 (-100.0%)	0.0% \| 0.0%	+206 (+490.5%)	+28 (+1.8%)	-178 (-11.4%)	3.8% \| 3.4%	+8,076
	REDUCING	81	114	SHORT	1	ADDING	0	0	SHORT	ADDING	—	—	LONG	BUILDUP
NANO BITCOIN PERP STYLE COINBASE DERIVATIVES, LLC	-368	194,992	195,360		0	-2,662	103	2,765		3,030	10,859	7,829		205,954
	+2,771 (+88.3%)	+49,946 (+34.4%)	+47,175 (+31.8%)	94.7% \| 94.9%	0 (0.0%)	-932 (-53.9%)	-4 (-3.7%)	+928 (+50.5%)	0.1% \| 1.3%	-1,839 (-37.8%)	-809 (-6.9%)	+1,030 (+15.1%)	5.3% \| 3.8%	+49,133
	ADDING	511	603	SHORT	0	REDUCING	2	4	SHORT	REDUCING	—	—	LONG	BUILDUP
NANO ETHER COINBASE DERIVATIVES, LLC	-136	39,527	39,663		1	0	0	0		136	800	664		40,328
	+299 (+68.7%)	-2,344 (-5.6%)	-2,643 (-6.2%)	98.0% \| 98.4%	+1 (0.0%)	+149 (+100.0%)	0 (0.0%)	-149 (-100.0%)	0.0% \| 0.0%	-448 (-76.7%)	-292 (-26.7%)	+156 (+30.7%)	2.0% \| 1.6%	-2,635
	ADDING	88	82	SHORT	1	ADDING	0	0	SHORT	REDUCING	—	—	LONG	LIQUIDATION
NANO ETHER PERP STYLE COINBASE DERIVATIVES, LLC	-4,494	185,588	190,082		14	-113	324	437		4,607	8,690	4,083		194,616
	+2,116 (+32.0%)	+38,287 (+26.0%)	+36,171 (+23.5%)	95.4% \| 97.7%	+9 (+180.0%)	-401 (-139.2%)	-134 (-29.3%)	+267 (+157.1%)	0.2% \| 0.2%	-1,715 (-27.1%)	-608 (-6.5%)	+1,107 (+37.2%)	4.5% \| 2.1%	+37,554
	ADDING	502	311	SHORT	1	REDUCING	2	1	SHORT	REDUCING	—	—	LONG	BUILDUP
Cryptocurrencies › Other Cryptocurrencies (Altcoins)
AVALANCHE COINBASE DERIVATIVES, LLC (AVAX)	-101	1,781	1,882		36	0	0	0		101	173	72		1,990
	+70 (+40.9%)	+40 (+2.3%)	-30 (-1.6%)	89.5% \| 94.6%	+36 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 0.0%	-70 (-40.9%)	-41 (-19.2%)	+29 (+67.4%)	8.7% \| 3.6%	+35
	ADDING	15	5	SHORT	2	NEUTRAL	0	0	SHORT	REDUCING	—	—	LONG	BUILDUP
DOGECOIN COINBASE DERIVATIVES, LLC (DOGE)	-87	16,215	16,302		40	0	0	0		87	193	106		16,448
	+10 (+10.3%)	+1,070 (+7.1%)	+1,060 (+7.0%)	98.6% \| 99.1%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 0.0%	-10 (-10.3%)	+50 (+35.0%)	+60 (+130.4%)	1.2% \| 0.6%	+1,120
	ADDING	10	10	SHORT	1	NEUTRAL	0	0	SHORT	REDUCING	—	—	LONG	BUILDUP
NANO SOLANA COINBASE DERIVATIVES, LLC	-99	10,155	10,254		0	-60	0	60		159	545	386		10,700
	+191 (+65.9%)	+2,930 (+40.6%)	+2,739 (+36.4%)	94.9% \| 95.8%	0 (0.0%)	+102 (+63.0%)	0 (0.0%)	-102 (-63.0%)	0.0% \| 0.6%	-293 (-64.8%)	-130 (-19.3%)	+163 (+73.1%)	5.1% \| 3.6%	+2,800
	ADDING	23	15	SHORT	0	ADDING	0	1	SHORT	REDUCING	—	—	LONG	BUILDUP
NANO SOLANA PERP STYLE COINBASE DERIVATIVES, LLC	975	24,478	23,503		0	-4,721	600	5,321		3,746	9,955	6,209		35,033
	-2,510 (-72.0%)	-791 (-3.1%)	+1,719 (+7.9%)	69.9% \| 67.1%	0 (0.0%)	+2,957 (+38.5%)	-119 (-16.6%)	-3,076 (-36.6%)	1.7% \| 15.2%	-447 (-10.7%)	+2,644 (+36.2%)	+3,091 (+99.1%)	28.4% \| 17.7%	+1,734
	REDUCING	225	65	LONG	0	ADDING	1	5	SHORT	REDUCING	—	—	LONG	BUILDUP
NANO XRP COINBASE DERIVATIVES, LLC	-363	22,987	23,350		0	0	0	0		363	598	235		23,585
	+146 (+28.7%)	+9,120 (+65.8%)	+8,974 (+62.4%)	97.5% \| 99.0%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 0.0%	-146 (-28.7%)	-63 (-9.5%)	+83 (+54.6%)	2.5% \| 1.0%	+9,057
	ADDING	29	11	SHORT	0	NEUTRAL	0	0	SHORT	REDUCING	—	—	LONG	BUILDUP
NANO XRP PERP STYLE COINBASE DERIVATIVES, LLC	-2,353	16,486	18,839		0	-1,365	0	1,365		3,718	4,267	549		20,753
	+1,431 (+37.8%)	+3,846 (+30.4%)	+2,415 (+14.7%)	79.4% \| 90.8%	0 (0.0%)	-1,320 (-2,933.3%)	0 (0.0%)	+1,320 (+2,933.3%)	0.0% \| 6.6%	-111 (-2.9%)	-402 (-8.6%)	-291 (-34.6%)	20.6% \| 2.6%	+3,444
	ADDING	142	42	SHORT	0	REDUCING	0	3	SHORT	REDUCING	—	—	LONG	BUILDUP
SOL CHICAGO MERCANTILE EXCHANGE	1,290	10,929	9,639		3,057	-1,194	0	1,194		-96	324	420		14,310
	-330 (-20.4%)	+32 (+0.3%)	+362 (+3.9%)	76.4% \| 67.4%	-95 (-3.0%)	+191 (+13.8%)	0 (0.0%)	-191 (-13.8%)	0.0% \| 8.3%	+139 (+59.1%)	+39 (+13.7%)	-100 (-19.2%)	2.3% \| 2.9%	-24
	REDUCING	11	25	LONG	7	ADDING	0	4	SHORT	ADDING	—	—	SHORT	LIQUIDATION
XRP CHICAGO MERCANTILE EXCHANGE	1,201	6,289	5,088		1,190	-884	0	884		-317	75	392		7,554
	+16 (+1.4%)	+318 (+5.3%)	+302 (+6.3%)	83.3% \| 67.4%	-152 (-11.3%)	-10 (-1.1%)	0 (0.0%)	+10 (+1.1%)	0.0% \| 11.7%	-6 (-1.9%)	-11 (-12.8%)	-5 (-1.3%)	1.0% \| 5.2%	+155
	ADDING	6	16	LONG	6	REDUCING	0	3	SHORT	REDUCING	—	—	SHORT	BUILDUP
Metals › Precious Metals
GOLD COMMODITY EXCHANGE INC. (XAU, CG, XAUUSD)	162,526	210,009	47,483		44,940	-201,082	55,757	256,839		38,556	51,568	13,012		362,274
	+6,221 (+4.0%)	+4,641 (+2.3%)	-1,580 (-3.2%)	58.0% \| 13.1%	+2,277 (+5.3%)	-7,331 (-3.8%)	-1,972 (-3.4%)	+5,359 (+2.1%)	15.4% \| 70.9%	+1,110 (+3.0%)	+2,451 (+5.0%)	+1,341 (+11.5%)	14.2% \| 3.6%	+7,397
	ADDING	179	34	LONG	52	REDUCING	46	45	SHORT	ADDING	—	—	LONG	BUILDUP
MICRO GOLD COMMODITY EXCHANGE INC.	-13,439	18,459	31,898		3,811	6,208	6,208	0		7,231	31,435	24,204		59,913
	-262 (-2.0%)	+2,345 (+14.6%)	+2,607 (+8.9%)	30.8% \| 53.2%	-577 (-13.1%)	+101 (+1.7%)	+101 (+1.7%)	0 (0.0%)	10.4% \| 0.0%	+161 (+2.3%)	+816 (+2.7%)	+655 (+2.8%)	52.5% \| 40.4%	+2,685
	REDUCING	19	19	SHORT	9	ADDING	5	0	LONG	ADDING	—	—	LONG	BUILDUP
PALLADIUM NEW YORK MERCANTILE EXCHANGE	-1,053	6,684	7,737		430	170	5,331	5,161		883	2,203	1,320		14,648
	+340 (+24.4%)	+29 (+0.4%)	-311 (-3.9%)	45.6% \| 52.8%	-219 (-33.7%)	-205 (-54.7%)	-324 (-5.7%)	-119 (-2.3%)	36.4% \| 35.2%	-135 (-13.3%)	-25 (-1.1%)	+110 (+9.1%)	15.0% \| 9.0%	-539
	ADDING	52	36	SHORT	17	REDUCING	22	24	LONG	REDUCING	—	—	LONG	LIQUIDATION
PLATINUM NEW YORK MERCANTILE EXCHANGE	20,603	29,215	8,612		8,028	-25,259	17,619	42,878		4,656	7,590	2,934		62,452
	+2,565 (+14.2%)	+1,956 (+7.2%)	-609 (-6.6%)	46.8% \| 13.8%	+531 (+7.1%)	-2,225 (-9.7%)	+226 (+1.3%)	+2,451 (+6.1%)	28.2% \| 68.7%	-340 (-6.8%)	-145 (-1.9%)	+195 (+7.1%)	12.2% \| 4.7%	+2,568
	ADDING	116	36	LONG	35	REDUCING	38	43	SHORT	REDUCING	—	—	LONG	BUILDUP
SILVER COMMODITY EXCHANGE INC. (XAG, SI, XAGUSD)	23,562	32,391	8,829		26,489	-40,133	32,338	72,471		16,571	25,765	9,194		116,983
	+145 (+0.6%)	-419 (-1.3%)	-564 (-6.0%)	27.7% \| 7.5%	-2,720 (-9.3%)	-1,218 (-3.1%)	+4,127 (+14.6%)	+5,345 (+8.0%)	27.6% \| 62.0%	+1,073 (+6.9%)	+857 (+3.4%)	-216 (-2.3%)	22.0% \| 7.9%	+1,845
	ADDING	71	24	LONG	48	REDUCING	29	39	SHORT	ADDING	—	—	LONG	BUILDUP
Metals › Industrial Metals
ALUMINIUM EURO PREM DUTY-PAID COMMODITY EXCHANGE INC.	112	4,286	4,174		0	-279	14,249	14,528		167	227	60		18,762
	-20 (-15.2%)	-20 (-0.5%)	0 (0.0%)	22.8% \| 22.2%	0 (0.0%)	+20 (+6.7%)	+90 (+0.6%)	+70 (+0.5%)	75.9% \| 77.4%	0 (0.0%)	0 (0.0%)	0 (0.0%)	1.2% \| 0.3%	+70
	REDUCING	7	2	LONG	0	ADDING	15	14	SHORT	NEUTRAL	—	—	LONG	BUILDUP
ALUMINUM MWP COMMODITY EXCHANGE INC.	548	4,059	3,511		752	-204	23,491	23,695		-344	87	431		28,389
	+265 (+93.6%)	+295 (+7.8%)	+30 (+0.9%)	14.3% \| 12.4%	+130 (+20.9%)	-182 (-827.3%)	+293 (+1.3%)	+475 (+2.0%)	82.7% \| 83.5%	-83 (-31.8%)	-52 (-37.4%)	+31 (+7.8%)	0.3% \| 1.5%	+666
	ADDING	6	9	LONG	4	REDUCING	23	27	SHORT	REDUCING	—	—	SHORT	BUILDUP
COBALT COMMODITY EXCHANGE INC.	-200	4,410	4,610		3,156	305	6,671	6,366		-105	646	751		14,883
	+201 (+50.1%)	+48 (+1.1%)	-153 (-3.2%)	29.6% \| 31.0%	+155 (+5.2%)	-51 (-14.3%)	-179 (-2.6%)	-128 (-2.0%)	44.8% \| 42.8%	-150 (-333.3%)	-1 (-0.2%)	+149 (+24.8%)	4.3% \| 5.0%	+23
	ADDING	8	6	SHORT	9	REDUCING	14	16	LONG	REDUCING	—	—	SHORT	BUILDUP
COPPER- #1 COMMODITY EXCHANGE INC.	55,109	86,302	31,193		51,028	-64,141	88,954	153,095		9,032	19,311	10,279		245,595
	+14,882 (+37.0%)	+13,665 (+18.8%)	-1,217 (-3.8%)	35.1% \| 12.7%	+3,638 (+7.7%)	-12,526 (-24.3%)	+4,935 (+5.9%)	+17,461 (+12.9%)	36.2% \| 62.3%	-2,356 (-20.7%)	-1,277 (-6.2%)	+1,079 (+11.7%)	7.9% \| 4.2%	+20,961
	ADDING	142	57	LONG	82	REDUCING	62	54	SHORT	REDUCING	—	—	LONG	BUILDUP
LITHIUM HYDROXIDE COMMODITY EXCHANGE INC.	-8,600	2,098	10,698		1,744	8,434	12,945	4,511		166	523	357		17,310
	-753 (-9.6%)	+34 (+1.6%)	+787 (+7.9%)	12.1% \| 61.8%	-129 (-6.9%)	+701 (+9.1%)	+632 (+5.1%)	-69 (-1.5%)	74.8% \| 26.1%	+52 (+45.6%)	+42 (+8.7%)	-10 (-2.7%)	3.0% \| 2.1%	+579
	REDUCING	10	13	SHORT	11	ADDING	11	7	LONG	ADDING	—	—	LONG	BUILDUP
NORTH EURO HOT-ROLL COIL STEEL COMMODITY EXCHANGE INC.	3,793	4,562	769		251	-3,852	4,778	8,630		59	142	83		9,733
	+70 (+1.9%)	+181 (+4.1%)	+111 (+16.9%)	46.9% \| 7.9%	-32 (-11.3%)	-92 (-2.4%)	+65 (+1.4%)	+157 (+1.9%)	49.1% \| 88.7%	+22 (+59.5%)	-1 (-0.7%)	-23 (-21.7%)	1.5% \| 0.9%	+213
	ADDING	7	2	LONG	3	REDUCING	9	9	SHORT	ADDING	—	—	LONG	BUILDUP
STEEL-HRC COMMODITY EXCHANGE INC.	11,550	12,328	778		821	-11,965	24,396	36,361		415	534	119		38,079
	+212 (+1.9%)	+225 (+1.9%)	+13 (+1.7%)	32.4% \| 2.0%	-127 (-13.4%)	-238 (-2.0%)	+2,650 (+12.2%)	+2,888 (+8.6%)	64.1% \| 95.5%	+26 (+6.7%)	+62 (+13.1%)	+36 (+43.4%)	1.4% \| 0.3%	+2,810
	ADDING	25	7	LONG	7	REDUCING	26	20	SHORT	ADDING	—	—	LONG	BUILDUP
Stock Indices & Equities › US Large Cap Indices
DJIA Consolidated CHICAGO BOARD OF TRADE	-4,600	7,010	11,610		3,165	1,221	47,901	46,680		3,378	14,012	10,634		72,089
	+4,974 (+52.0%)	+1,995 (+39.8%)	-2,979 (-20.4%)	9.7% \| 16.1%	+2,063 (+187.2%)	-4,945 (-80.2%)	-1,445 (-2.9%)	+3,500 (+8.1%)	66.4% \| 64.8%	-30 (-0.9%)	+918 (+7.0%)	+948 (+9.8%)	19.4% \| 14.8%	+3,532
	ADDING	19	18	SHORT	14	REDUCING	29	21	LONG	REDUCING	—	—	LONG	BUILDUP
DJIA x $5 CHICAGO BOARD OF TRADE (YM)	-5,076	7,504	12,580		1,121	395	46,755	46,360		4,681	13,493	8,812		68,873
	+4,498 (+47.0%)	+2,489 (+49.6%)	-2,009 (-13.8%)	10.9% \| 18.3%	+19 (+1.7%)	-5,771 (-93.6%)	-2,591 (-5.3%)	+3,180 (+7.4%)	67.9% \| 67.3%	+1,273 (+37.4%)	+399 (+3.0%)	-874 (-9.0%)	19.6% \| 12.8%	+316
	ADDING	13	14	SHORT	6	REDUCING	29	20	LONG	ADDING	—	—	LONG	BUILDUP
E-MINI S&P 500 CHICAGO MERCANTILE EXCHANGE (ES)	-115,762	236,683	352,445		31,890	45,668	1,448,311	1,402,643		70,094	242,192	172,098		1,959,076
	-70,096 (-153.5%)	+3,588 (+1.5%)	+73,684 (+26.4%)	12.1% \| 18.0%	-6,736 (-17.4%)	+63,196 (+360.5%)	+33,115 (+2.3%)	-30,081 (-2.1%)	73.9% \| 71.6%	+6,900 (+10.9%)	+19 (+0.0%)	-6,881 (-3.8%)	12.4% \| 8.8%	+29,986
	REDUCING	71	69	SHORT	37	ADDING	246	185	LONG	ADDING	—	—	LONG	BUILDUP
MICRO E-MINI DJIA (x$0.5) CHICAGO BOARD OF TRADE (MYM)	4,766	14,889	10,123		618	8,263	11,463	3,200		-13,029	5,193	18,222		32,163
	+4,766 (0.0%)	+14,889 (0.0%)	+10,123 (0.0%)	46.3% \| 31.5%	+618 (0.0%)	+8,263 (0.0%)	+11,463 (0.0%)	+3,200 (0.0%)	35.6% \| 9.9%	-13,029 (0.0%)	+5,193 (0.0%)	+18,222 (0.0%)	16.1% \| 56.7%	+32,163
	ADDING	9	7	LONG	6	ADDING	1	3	LONG	REDUCING	—	—	SHORT	BUILDUP
MICRO E-MINI NASDAQ-100 INDEX CHICAGO MERCANTILE EXCHANGE (MNQ)	-11,769	96,701	108,470		2,464	17,848	24,639	6,791		-6,079	39,547	45,626		163,351
	+14,329 (+54.9%)	+43,042 (+80.2%)	+28,713 (+36.0%)	59.2% \| 66.4%	+1,171 (+90.6%)	-9,269 (-34.2%)	-8,675 (-26.0%)	+594 (+9.6%)	15.1% \| 4.2%	-5,060 (-496.6%)	+9,119 (+30.0%)	+14,179 (+45.1%)	24.2% \| 27.9%	+44,657
	ADDING	15	30	SHORT	9	REDUCING	17	9	LONG	REDUCING	—	—	SHORT	BUILDUP
MICRO E-MINI S&P 500 INDEX CHICAGO MERCANTILE EXCHANGE (MES)	8,747	82,571	73,824		1,050	54,519	68,418	13,899		-63,266	66,811	130,077		218,850
	-16,835 (-65.8%)	+9,010 (+12.2%)	+25,845 (+53.9%)	37.7% \| 33.7%	+540 (+105.9%)	+22,144 (+68.4%)	+18,943 (+38.3%)	-3,201 (-18.7%)	31.3% \| 6.4%	-5,309 (-9.2%)	-2,163 (-3.1%)	+3,146 (+2.5%)	30.5% \| 59.4%	+26,330
	REDUCING	8	10	LONG	5	ADDING	20	9	LONG	REDUCING	—	—	SHORT	BUILDUP
NASDAQ MINI CHICAGO MERCANTILE EXCHANGE (NQ)	10,821	72,085	61,264		8,026	-11,101	145,670	156,771		280	34,416	34,136		260,197
	-1,704 (-13.6%)	-698 (-1.0%)	+1,006 (+1.7%)	27.7% \| 23.5%	+2,482 (+44.8%)	-1,596 (-16.8%)	+8,132 (+5.9%)	+9,728 (+6.6%)	56.0% \| 60.3%	+3,300 (+109.3%)	+3,487 (+11.3%)	+187 (+0.6%)	13.2% \| 13.1%	+13,403
	REDUCING	70	44	LONG	20	REDUCING	119	82	SHORT	ADDING	—	—	LONG	BUILDUP
NASDAQ-100 Consolidated CHICAGO MERCANTILE EXCHANGE	9,644	69,365	59,721		20,663	-9,316	148,134	157,450		-328	38,371	38,699		276,532
	-271 (-2.7%)	-667 (-1.0%)	-396 (-0.7%)	25.1% \| 21.6%	+6,873 (+49.8%)	-2,522 (-37.1%)	+7,265 (+5.2%)	+9,787 (+6.6%)	53.6% \| 56.9%	+2,794 (+89.5%)	+4,399 (+12.9%)	+1,605 (+4.3%)	13.9% \| 14.0%	+17,869
	REDUCING	74	66	LONG	28	REDUCING	131	85	SHORT	ADDING	—	—	SHORT	BUILDUP
S&P 500 Consolidated CHICAGO MERCANTILE EXCHANGE	-114,887	233,239	348,126		43,696	51,120	1,455,153	1,404,033		63,767	248,873	185,106		1,980,961
	-71,779 (-166.5%)	+2,282 (+1.0%)	+74,061 (+27.0%)	11.8% \| 17.6%	-4,475 (-9.3%)	+65,410 (+457.7%)	+35,009 (+2.5%)	-30,401 (-2.1%)	73.5% \| 70.9%	+6,369 (+11.1%)	-197 (-0.1%)	-6,566 (-3.4%)	12.6% \| 9.3%	+32,619
	REDUCING	75	75	SHORT	42	ADDING	253	189	LONG	ADDING	—	—	LONG	BUILDUP
Stock Indices & Equities › US Mid & Small Cap Indices
MICRO E-MINI RUSSELL 2000 INDX CHICAGO MERCANTILE EXCHANGE	7,043	15,195	8,152		720	4,777	7,988	3,211		-11,820	6,834	18,654		30,737
	+3,497 (+98.6%)	+5,310 (+53.7%)	+1,813 (+28.6%)	49.4% \| 26.5%	+51 (+7.6%)	-1,366 (-22.2%)	-665 (-7.7%)	+701 (+27.9%)	26.0% \| 10.4%	-2,131 (-22.0%)	-590 (-7.9%)	+1,541 (+9.0%)	22.2% \| 60.7%	+4,106
	ADDING	8	9	LONG	4	REDUCING	11	3	LONG	REDUCING	—	—	SHORT	BUILDUP
RUSSELL E-MINI CHICAGO MERCANTILE EXCHANGE (RTY)	-9,334	74,311	83,645		6,090	6,690	298,207	291,517		2,644	25,893	23,249		404,501
	+4,641 (+33.2%)	+6,374 (+9.4%)	+1,733 (+2.1%)	18.4% \| 20.7%	+353 (+6.2%)	-5,520 (-45.2%)	-411 (-0.1%)	+5,109 (+1.8%)	73.7% \| 72.1%	+879 (+49.8%)	+747 (+3.0%)	-132 (-0.6%)	6.4% \| 5.7%	+7,063
	ADDING	51	43	SHORT	22	REDUCING	143	123	LONG	ADDING	—	—	LONG	BUILDUP
Stock Indices & Equities › International Indices
MSCI EAFE ICE FUTURES U.S.	-4,058	47,359	51,417		2,399	-2,185	397,434	399,619		6,243	13,054	6,811		460,246
	+4,856 (+54.5%)	+1,752 (+3.8%)	-3,104 (-5.7%)	10.3% \| 11.2%	+1,293 (+116.9%)	-3,349 (-287.7%)	-32,784 (-7.6%)	-29,435 (-6.9%)	86.4% \| 86.8%	-1,507 (-19.4%)	-1,363 (-9.5%)	+144 (+2.2%)	2.8% \| 1.5%	-31,102
	ADDING	29	18	SHORT	8	REDUCING	124	73	SHORT	REDUCING	—	—	LONG	LIQUIDATION
MSCI EM INDEX ICE FUTURES U.S.	13,630	132,072	118,442		17,963	-41,685	930,170	971,855		28,055	35,853	7,798		1,116,058
	-7,211 (-34.6%)	-15,116 (-10.3%)	-7,905 (-6.3%)	11.8% \| 10.6%	+1,779 (+11.0%)	+14,737 (+26.1%)	+11,239 (+1.2%)	-3,498 (-0.4%)	83.3% \| 87.1%	-7,526 (-21.2%)	-9,293 (-20.6%)	-1,767 (-18.5%)	3.2% \| 0.7%	-11,391
	REDUCING	80	40	LONG	21	ADDING	241	145	SHORT	REDUCING	—	—	LONG	LIQUIDATION
NIKKEI STOCK AVERAGE YEN DENOM CHICAGO MERCANTILE EXCHANGE	11,398	12,487	1,089		558	2,534	14,846	12,312		-13,932	6,121	20,053		34,012
	+2,559 (+29.0%)	+1,214 (+10.8%)	-1,345 (-55.3%)	36.7% \| 3.2%	+2 (+0.4%)	-2,375 (-48.4%)	+622 (+4.4%)	+2,997 (+32.2%)	43.6% \| 36.2%	-184 (-1.3%)	+511 (+9.1%)	+695 (+3.6%)	18.0% \| 59.0%	+2,349
	ADDING	18	2	LONG	4	REDUCING	16	11	LONG	REDUCING	—	—	SHORT	BUILDUP
Stock Indices & Equities › Volatility
VIX FUTURES CBOE FUTURES EXCHANGE	-24,304	104,203	128,507		75,070	23,022	160,065	137,043		1,282	25,830	24,548		365,168
	-3,916 (-19.2%)	+12,932 (+14.2%)	+16,848 (+15.1%)	28.5% \| 35.2%	+528 (+0.7%)	+456 (+2.0%)	+7,840 (+5.2%)	+7,384 (+5.7%)	43.8% \| 37.5%	+3,460 (+158.9%)	-2,737 (-9.6%)	-6,197 (-20.2%)	7.1% \| 6.7%	+18,563
	REDUCING	65	62	SHORT	80	ADDING	49	46	LONG	ADDING	—	—	LONG	BUILDUP
Stock Indices & Equities › US Sectoral & Other Indices
ADJUSTED INT RATE S&P 500 TOTL CHICAGO MERCANTILE EXCHANGE	-15,062	71,263	86,325		159,346	20,923	615,317	594,394		-5,861	6,229	12,090		852,155
	+13,148 (+46.6%)	-847 (-1.2%)	-13,995 (-14.0%)	8.4% \| 10.1%	+9,492 (+6.3%)	-14,178 (-40.4%)	-15,635 (-2.5%)	-1,457 (-0.2%)	72.2% \| 69.8%	+1,030 (+14.9%)	-350 (-5.3%)	-1,380 (-10.2%)	0.7% \| 1.4%	-7,340
	ADDING	9	6	SHORT	19	REDUCING	38	48	LONG	ADDING	—	—	SHORT	LIQUIDATION
DOW JONES U.S. REAL ESTATE IDX CHICAGO BOARD OF TRADE	10,172	13,345	3,173		0	-13,389	59,072	72,461		3,217	3,960	743		76,377
	+2,434 (+31.5%)	+410 (+3.2%)	-2,024 (-38.9%)	17.5% \| 4.2%	0 (0.0%)	-3,273 (-32.4%)	-852 (-1.4%)	+2,421 (+3.5%)	77.3% \| 94.9%	+839 (+35.3%)	+646 (+19.5%)	-193 (-20.6%)	5.2% \| 1.0%	+204
	ADDING	5	3	LONG	0	REDUCING	32	16	SHORT	ADDING	—	—	LONG	BUILDUP
E-MINI S&P 400 STOCK INDEX CHICAGO MERCANTILE EXCHANGE	1,917	3,936	2,019		70	-5,028	26,310	31,338		3,111	8,364	5,253		38,680
	-1,467 (-43.4%)	-1,432 (-26.7%)	+35 (+1.8%)	10.2% \| 5.2%	-11 (-13.6%)	+980 (+16.3%)	-590 (-2.2%)	-1,570 (-4.8%)	68.0% \| 81.0%	+487 (+18.6%)	+281 (+3.5%)	-206 (-3.8%)	21.6% \| 13.6%	-1,752
	REDUCING	7	4	LONG	3	ADDING	43	31	SHORT	ADDING	—	—	LONG	LIQUIDATION
E-MINI S&P COMMUNICATION INDEX CHICAGO MERCANTILE EXCHANGE	1,813	2,663	850		0	-2,405	14,306	16,711		592	1,449	857		18,418
	-231 (-11.3%)	-231 (-8.0%)	0 (0.0%)	14.5% \| 4.6%	0 (0.0%)	+591 (+19.7%)	+772 (+5.7%)	+181 (+1.1%)	77.7% \| 90.7%	-360 (-37.8%)	+77 (+5.6%)	+437 (+104.0%)	7.9% \| 4.7%	+618
	REDUCING	3	1	LONG	0	ADDING	15	5	SHORT	REDUCING	—	—	LONG	BUILDUP
E-MINI S&P CONSU STAPLES INDEX CHICAGO MERCANTILE EXCHANGE	2,136	2,776	640		0	-2,751	22,474	25,225		615	2,260	1,645		27,510
	+3,458 (+261.6%)	+2,352 (+554.7%)	-1,106 (-63.3%)	10.1% \| 2.3%	0 (0.0%)	-3,285 (-615.2%)	+2,666 (+13.5%)	+5,951 (+30.9%)	81.7% \| 91.7%	-173 (-22.0%)	+5 (+0.2%)	+178 (+12.1%)	8.2% \| 6.0%	+5,023
	ADDING	1	1	LONG	0	REDUCING	12	11	SHORT	REDUCING	—	—	LONG	BUILDUP
E-MINI S&P ENERGY INDEX CHICAGO MERCANTILE EXCHANGE	582	2,912	2,330		0	-3,501	17,209	20,710		2,919	3,647	728		23,768
	-1,622 (-73.6%)	-660 (-18.5%)	+962 (+70.3%)	12.3% \| 9.8%	0 (0.0%)	+910 (+20.6%)	-2,458 (-12.5%)	-3,368 (-14.0%)	72.4% \| 87.1%	+712 (+32.3%)	+436 (+13.6%)	-276 (-27.5%)	15.3% \| 3.1%	-2,682
	REDUCING	5	1	LONG	0	ADDING	18	11	SHORT	ADDING	—	—	LONG	LIQUIDATION
E-MINI S&P FINANCIAL INDEX CHICAGO MERCANTILE EXCHANGE	-198	1,072	1,270		0	404	65,429	65,025		-206	1,357	1,563		67,858
	+714 (+78.3%)	0 (0.0%)	-714 (-36.0%)	1.6% \| 1.9%	0 (0.0%)	-1,040 (-72.0%)	+1,694 (+2.7%)	+2,734 (+4.4%)	96.4% \| 95.8%	+326 (+61.3%)	+39 (+3.0%)	-287 (-15.5%)	2.0% \| 2.3%	+1,733
	ADDING	2	2	SHORT	0	REDUCING	16	13	LONG	ADDING	—	—	SHORT	BUILDUP
E-MINI S&P HEALTH CARE INDEX CHICAGO MERCANTILE EXCHANGE	878	1,201	323		0	-3,062	13,352	16,414		2,184	3,270	1,086		17,823
	+155 (+21.4%)	+46 (+4.0%)	-109 (-25.2%)	6.7% \| 1.8%	0 (0.0%)	-48 (-1.6%)	-58 (-0.4%)	-10 (-0.1%)	74.9% \| 92.1%	-107 (-4.7%)	+12 (+0.4%)	+119 (+12.3%)	18.3% \| 6.1%	0
	ADDING	3	1	LONG	0	REDUCING	14	7	SHORT	REDUCING	—	—	LONG	NEUTRAL
E-MINI S&P INDUSTRIAL INDEX CHICAGO MERCANTILE EXCHANGE	-2,991	0	2,991		0	1,616	13,094	11,478		1,375	2,135	760		15,229
	-1,030 (-52.5%)	-285 (-100.0%)	+745 (+33.2%)	0.0% \| 19.6%	0 (0.0%)	+1,198 (+286.6%)	+1,157 (+9.7%)	-41 (-0.4%)	86.0% \| 75.4%	-168 (-10.9%)	+71 (+3.4%)	+239 (+45.9%)	14.0% \| 5.0%	+943
	REDUCING	0	1	SHORT	0	ADDING	14	9	LONG	REDUCING	—	—	LONG	BUILDUP
E-MINI S&P TECHNOLOGY INDEX CHICAGO MERCANTILE EXCHANGE	1,266	2,124	858		0	-3,614	13,631	17,245		2,348	3,011	663		18,766
	-507 (-28.6%)	+44 (+2.1%)	+551 (+179.5%)	11.3% \| 4.6%	0 (0.0%)	-53 (-1.5%)	+1,286 (+10.4%)	+1,339 (+8.4%)	72.6% \| 91.9%	+560 (+31.3%)	+498 (+19.8%)	-62 (-8.6%)	16.0% \| 3.5%	+1,828
	REDUCING	4	2	LONG	0	REDUCING	11	11	SHORT	ADDING	—	—	LONG	BUILDUP
E-MINI S&P UTILITIES INDEX CHICAGO MERCANTILE EXCHANGE	2,003	4,400	2,397		0	-4,772	18,809	23,581		2,769	3,734	965		26,943
	-237 (-10.6%)	-237 (-5.1%)	0 (0.0%)	16.3% \| 8.9%	0 (0.0%)	-805 (-20.3%)	+928 (+5.2%)	+1,733 (+7.9%)	69.8% \| 87.5%	+1,042 (+60.3%)	+269 (+7.8%)	-773 (-44.5%)	13.9% \| 3.6%	+960
	REDUCING	4	1	LONG	0	REDUCING	17	15	SHORT	ADDING	—	—	LONG	BUILDUP
S&P 500 ANNUAL DIVIDEND INDEX CHICAGO MERCANTILE EXCHANGE	98,146	148,810	50,664		23,773	-98,277	182,609	280,886		131	3,685	3,554		358,877
	-952 (-1.0%)	+1,462 (+1.0%)	+2,414 (+5.0%)	41.5% \| 14.1%	+2,705 (+12.8%)	+3,627 (+3.6%)	+3,947 (+2.2%)	+320 (+0.1%)	50.9% \| 78.3%	-2,675 (-95.3%)	-364 (-9.0%)	+2,311 (+185.9%)	1.0% \| 1.0%	+7,750
	REDUCING	29	8	LONG	9	ADDING	38	29	SHORT	REDUCING	—	—	LONG	BUILDUP
S&P 500 QUARTERLY DIVIDEND IND CHICAGO MERCANTILE EXCHANGE	6,757	21,594	14,837		2,708	-6,772	17,062	23,834		15	20	5		41,384
	+672 (+11.0%)	+949 (+4.6%)	+277 (+1.9%)	52.2% \| 35.9%	0 (0.0%)	-672 (-11.0%)	+442 (+2.7%)	+1,114 (+4.9%)	41.2% \| 57.6%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 0.0%	+1,391
	ADDING	4	2	LONG	2	REDUCING	15	14	SHORT	NEUTRAL	—	—	LONG	BUILDUP
Interest Rates & Bonds › US Treasuries
ULTRA UST 10Y CHICAGO BOARD OF TRADE	-132,873	212,961	345,834		17,923	250,694	1,952,351	1,701,657		-117,821	209,565	327,386		2,392,800
	+28,514 (+17.7%)	+5,180 (+2.5%)	-23,334 (-6.3%)	8.9% \| 14.5%	-4,015 (-18.3%)	-18,066 (-6.7%)	+18,215 (+0.9%)	+36,281 (+2.2%)	81.6% \| 71.1%	-10,448 (-9.7%)	+12,571 (+6.4%)	+23,019 (+7.6%)	8.8% \| 13.7%	+31,951
	ADDING	19	39	SHORT	16	REDUCING	112	124	LONG	REDUCING	—	—	SHORT	BUILDUP
ULTRA UST BOND CHICAGO BOARD OF TRADE	-300,823	127,956	428,779		10,070	295,874	1,953,973	1,658,099		4,949	187,419	182,470		2,279,418
	-40,440 (-15.5%)	+1,455 (+1.2%)	+41,895 (+10.8%)	5.6% \| 18.8%	-202 (-2.0%)	+34,481 (+13.2%)	+12,833 (+0.7%)	-21,648 (-1.3%)	85.7% \| 72.7%	+5,959 (+590.0%)	+3,355 (+1.8%)	-2,604 (-1.4%)	8.2% \| 8.0%	+17,441
	REDUCING	19	28	SHORT	10	ADDING	123	111	LONG	ADDING	—	—	LONG	BUILDUP
UST 10Y NOTE CHICAGO BOARD OF TRADE	-800,365	631,581	1,431,946		118,977	757,957	4,031,176	3,273,219		42,408	405,706	363,298		5,187,440
	+23,259 (+2.8%)	+63,898 (+11.3%)	+40,639 (+2.9%)	12.2% \| 27.6%	-9,259 (-7.2%)	-41,385 (-5.2%)	-1,496 (0.0%)	+39,889 (+1.2%)	77.7% \| 63.1%	+18,126 (+74.6%)	+11,175 (+2.8%)	-6,951 (-1.9%)	7.8% \| 7.0%	+64,318
	ADDING	64	67	SHORT	46	REDUCING	207	191	LONG	ADDING	—	—	LONG	BUILDUP
UST 2Y NOTE CHICAGO BOARD OF TRADE	-1,703,806	496,781	2,200,587		165,533	1,625,810	3,812,985	2,187,175		77,996	222,693	144,697		4,697,992
	+8,209 (+0.5%)	-28,779 (-5.5%)	-36,988 (-1.7%)	10.6% \| 46.8%	-2,555 (-1.5%)	-13,168 (-0.8%)	+21,346 (+0.6%)	+34,514 (+1.6%)	81.2% \| 46.6%	+4,959 (+6.8%)	+2,375 (+1.1%)	-2,584 (-1.8%)	4.7% \| 3.1%	-7,613
	ADDING	68	88	SHORT	38	REDUCING	245	200	LONG	ADDING	—	—	LONG	LIQUIDATION
UST 5Y NOTE CHICAGO BOARD OF TRADE	-1,625,745	650,727	2,276,472		189,229	1,555,284	5,258,606	3,703,322		70,461	397,241	326,780		6,495,803
	-72,816 (-4.7%)	-6,074 (-0.9%)	+66,742 (+3.0%)	10.0% \| 35.0%	-15,631 (-7.6%)	+61,245 (+4.1%)	+68,231 (+1.3%)	+6,986 (+0.2%)	81.0% \| 57.0%	+11,571 (+19.6%)	+4,098 (+1.0%)	-7,473 (-2.2%)	6.1% \| 5.0%	+50,624
	REDUCING	70	64	SHORT	44	ADDING	220	214	LONG	ADDING	—	—	LONG	BUILDUP
UST BOND CHICAGO BOARD OF TRADE	-74,116	183,836	257,952		26,556	-30,772	1,339,848	1,370,620		104,888	228,604	123,716		1,778,844
	-15,120 (-25.6%)	-14,117 (-7.1%)	+1,003 (+0.4%)	10.3% \| 14.5%	+1,853 (+7.5%)	+13,537 (+30.6%)	+15,228 (+1.1%)	+1,691 (+0.1%)	75.3% \| 77.1%	+1,583 (+1.5%)	-10,634 (-4.4%)	-12,217 (-9.0%)	12.9% \| 7.0%	-7,670
	REDUCING	44	26	SHORT	22	ADDING	130	110	SHORT	ADDING	—	—	LONG	LIQUIDATION
Interest Rates & Bonds › Interest Rates & Swaps
10 YEAR ERIS SOFR SWAP CHICAGO BOARD OF TRADE	-29,031	147,600	176,631		34,528	29,048	48,761	19,713		-17	1	18		230,890
	0 (0.0%)	-59 (0.0%)	-59 (0.0%)	63.9% \| 76.5%	+1,550 (+4.7%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	21.1% \| 8.5%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 0.0%	+1,491
	NEUTRAL	30	13	SHORT	6	NEUTRAL	4	4	LONG	NEUTRAL	—	—	SHORT	BUILDUP
2 YEAR ERIS SOFR SWAP CHICAGO BOARD OF TRADE	7,270	71,714	64,444		34,230	-7,266	30	7,296		-4	0	4		105,974
	+353 (+5.1%)	-3,045 (-4.1%)	-3,398 (-5.0%)	67.7% \| 60.8%	-1,334 (-3.8%)	-353 (-5.1%)	0 (0.0%)	+353 (+5.1%)	0.0% \| 6.9%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 0.0%	-4,379
	ADDING	11	30	LONG	4	REDUCING	1	5	SHORT	NEUTRAL	—	—	SHORT	LIQUIDATION
5 YEAR ERIS SOFR SWAP CHICAGO BOARD OF TRADE	32,547	134,381	101,834		51,575	-32,490	12,221	44,711		-57	10	67		198,187
	-312 (-0.9%)	+2,573 (+2.0%)	+2,885 (+2.9%)	67.8% \| 51.4%	+1,200 (+2.4%)	+312 (+1.0%)	+260 (+2.2%)	-52 (-0.1%)	6.2% \| 22.6%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 0.0%	+4,033
	REDUCING	25	28	LONG	5	ADDING	3	9	SHORT	NEUTRAL	—	—	SHORT	BUILDUP
EURO SHORT TERM RATE CHICAGO MERCANTILE EXCHANGE	1,270	1,884	614		3,937	-1,306	8,137	9,443		36	43	7		14,001
	-896 (-41.4%)	-685 (-26.7%)	+211 (+52.4%)	13.5% \| 4.4%	+369 (+10.3%)	+888 (+40.5%)	+286 (+3.6%)	-602 (-6.0%)	58.1% \| 67.4%	+8 (+28.6%)	-1 (-2.3%)	-9 (-56.3%)	0.3% \| 0.0%	-31
	REDUCING	12	6	LONG	10	ADDING	13	13	SHORT	ADDING	—	—	LONG	LIQUIDATION
FED FUNDS CHICAGO BOARD OF TRADE	-27,761	369,335	397,096		265,768	13,158	1,174,355	1,161,197		14,603	47,911	33,308		1,857,369
	+46,743 (+62.7%)	+53,561 (+17.0%)	+6,818 (+1.7%)	19.9% \| 21.4%	-19,266 (-6.8%)	-46,299 (-77.9%)	-17,190 (-1.4%)	+29,109 (+2.6%)	63.2% \| 62.5%	-444 (-3.0%)	-2 (0.0%)	+442 (+1.3%)	2.6% \| 1.8%	+17,103
	ADDING	33	24	SHORT	40	REDUCING	79	73	LONG	REDUCING	—	—	LONG	BUILDUP
SOFR-1M CHICAGO MERCANTILE EXCHANGE	-45,722	323,110	368,832		187,916	45,646	784,466	738,820		76	8,819	8,743		1,304,311
	+11,897 (+20.6%)	+23,762 (+7.9%)	+11,865 (+3.3%)	24.8% \| 28.3%	-14,731 (-7.3%)	-11,904 (-20.7%)	-16,038 (-2.0%)	-4,134 (-0.6%)	60.1% \| 56.6%	+7 (+10.1%)	+8,618 (+4,287.6%)	+8,611 (+6,523.5%)	0.7% \| 0.7%	+1,611
	ADDING	41	56	SHORT	54	REDUCING	75	91	LONG	ADDING	—	—	LONG	BUILDUP
SOFR-3M CHICAGO MERCANTILE EXCHANGE	-618,096	1,886,071	2,504,167		2,981,374	617,577	7,131,460	6,513,883		519	34,441	33,922		12,033,346
	-53,782 (-9.5%)	-138,269 (-6.8%)	-84,487 (-3.3%)	15.7% \| 20.8%	+9,643 (+0.3%)	+54,071 (+9.6%)	+90,530 (+1.3%)	+36,459 (+0.6%)	59.3% \| 54.1%	-289 (-35.8%)	+15,924 (+86.0%)	+16,213 (+91.6%)	0.3% \| 0.3%	-22,172
	REDUCING	260	245	SHORT	223	ADDING	265	285	LONG	REDUCING	—	—	LONG	LIQUIDATION
Agriculture & Food Products › Grains
CORN CHICAGO BOARD OF TRADE	248,881	459,043	210,162		462,315	-202,187	762,143	964,330		-46,694	150,652	197,346		1,834,153
	-41,938 (-14.4%)	-918 (-0.2%)	+41,020 (+24.3%)	25.0% \| 11.5%	-20,420 (-4.2%)	+30,782 (+13.2%)	+26,198 (+3.6%)	-4,584 (-0.5%)	41.6% \| 52.6%	+11,156 (+19.3%)	+12,503 (+9.1%)	+1,347 (+0.7%)	8.2% \| 10.8%	+17,363
	REDUCING	186	138	LONG	138	ADDING	302	326	SHORT	ADDING	—	—	SHORT	BUILDUP
ROUGH RICE CHICAGO BOARD OF TRADE	-3,734	2,744	6,478		1,232	2,827	5,922	3,095		907	2,564	1,657		12,462
	-480 (-14.8%)	+133 (+5.1%)	+613 (+10.5%)	22.0% \| 52.0%	+46 (+3.9%)	+652 (+30.0%)	+376 (+6.8%)	-276 (-8.2%)	47.5% \| 24.8%	-172 (-15.9%)	+78 (+3.1%)	+250 (+17.8%)	20.6% \| 13.3%	+633
	REDUCING	22	26	SHORT	6	ADDING	23	15	LONG	REDUCING	—	—	LONG	BUILDUP
WHEAT-HRSpring MIAX FUTURES EXCHANGE	21,794	27,784	5,990		4,814	-21,232	31,885	53,117		-562	9,709	10,271		74,192
	-3,686 (-14.5%)	-2,740 (-9.0%)	+946 (+18.8%)	37.4% \| 8.1%	-1,600 (-24.9%)	+4,670 (+18.0%)	-1,758 (-5.2%)	-6,428 (-10.8%)	43.0% \| 71.6%	-984 (-233.2%)	-375 (-3.7%)	+609 (+6.3%)	13.1% \| 13.8%	-6,473
	REDUCING	20	17	LONG	10	ADDING	40	37	SHORT	REDUCING	—	—	SHORT	LIQUIDATION
WHEAT-HRW CHICAGO BOARD OF TRADE	3,108	70,212	67,104		83,498	-882	125,335	126,217		-2,226	18,739	20,965		297,784
	-470 (-13.1%)	-14,476 (-17.1%)	-14,006 (-17.3%)	23.6% \| 22.5%	+6,085 (+7.9%)	+996 (+53.0%)	+8,294 (+7.1%)	+7,298 (+6.1%)	42.1% \| 42.4%	-526 (-30.9%)	-15 (-0.1%)	+511 (+2.5%)	6.3% \| 7.0%	-112
	REDUCING	46	38	LONG	9	ADDING	41	48	SHORT	REDUCING	—	—	SHORT	LIQUIDATION
WHEAT-SRW CHICAGO BOARD OF TRADE	-18,366	128,989	147,355		143,232	16,252	158,808	142,556		2,114	34,508	32,394		465,537
	+341 (+1.8%)	-9,233 (-6.7%)	-9,574 (-6.1%)	27.7% \| 31.7%	-12,092 (-7.8%)	-1,390 (-7.9%)	-17,059 (-9.7%)	-15,669 (-9.9%)	34.1% \| 30.6%	+1,049 (+98.5%)	+1,442 (+4.4%)	+393 (+1.2%)	7.4% \| 7.0%	-36,942
	ADDING	92	65	SHORT	18	REDUCING	50	58	LONG	ADDING	—	—	LONG	LIQUIDATION
Agriculture & Food Products › Live Animals & Livestock
FEEDER CATTLE CHICAGO MERCANTILE EXCHANGE	12,277	33,555	21,278		13,542	-3,289	13,495	16,784		-8,988	9,338	18,326		69,930
	+1,256 (+11.4%)	+984 (+3.0%)	-272 (-1.3%)	48.0% \| 30.4%	-1,857 (-12.1%)	-154 (-4.9%)	-38 (-0.3%)	+116 (+0.7%)	19.3% \| 24.0%	-1,102 (-14.0%)	-677 (-6.8%)	+425 (+2.4%)	13.4% \| 26.2%	-1,588
	ADDING	96	54	LONG	75	REDUCING	57	107	SHORT	REDUCING	—	—	SHORT	LIQUIDATION
LEAN HOGS CHICAGO MERCANTILE EXCHANGE	38,052	116,981	78,929		72,916	-31,257	117,396	148,653		-6,795	21,439	28,234		328,732
	-8,409 (-18.1%)	-7,549 (-6.1%)	+860 (+1.1%)	35.6% \| 24.0%	+3,533 (+5.1%)	+9,013 (+22.4%)	+2,958 (+2.6%)	-6,055 (-3.9%)	35.7% \| 45.2%	-604 (-9.8%)	-432 (-2.0%)	+172 (+0.6%)	6.5% \| 8.6%	-1,490
	REDUCING	100	94	LONG	100	ADDING	74	91	SHORT	REDUCING	—	—	SHORT	LIQUIDATION
LIVE CATTLE CHICAGO MERCANTILE EXCHANGE	105,588	157,577	51,989		55,054	-91,124	97,746	188,870		-14,464	30,612	45,076		340,989
	+1,572 (+1.5%)	+3,106 (+2.0%)	+1,534 (+3.0%)	46.2% \| 15.2%	-5,354 (-8.9%)	-3,348 (-3.8%)	-327 (-0.3%)	+3,021 (+1.6%)	28.7% \| 55.4%	+1,776 (+10.9%)	+196 (+0.6%)	-1,580 (-3.4%)	9.0% \| 13.2%	-2,379
	ADDING	135	53	LONG	96	REDUCING	112	187	SHORT	ADDING	—	—	SHORT	LIQUIDATION
Agriculture & Food Products › Milk & Dairy Products
BUTTER (CASH SETTLED) CHICAGO MERCANTILE EXCHANGE	-3,392	405	3,797		299	2,807	14,291	11,484		585	923	338		15,918
	-87 (-2.6%)	+91 (+29.0%)	+178 (+4.9%)	2.5% \| 23.9%	+7 (+2.4%)	+141 (+5.3%)	+653 (+4.8%)	+512 (+4.7%)	89.8% \| 72.1%	-54 (-8.5%)	-81 (-8.1%)	-27 (-7.4%)	5.8% \| 2.1%	+670
	REDUCING	4	8	SHORT	6	ADDING	37	28	LONG	REDUCING	—	—	LONG	BUILDUP
CHEESE (CASH-SETTLED) CHICAGO MERCANTILE EXCHANGE	-7,928	241	8,169		1,335	7,812	26,621	18,809		116	800	684		28,997
	-259 (-3.4%)	-79 (-24.7%)	+180 (+2.3%)	0.8% \| 28.2%	+324 (+32.0%)	+240 (+3.2%)	+482 (+1.8%)	+242 (+1.3%)	91.8% \| 64.9%	+19 (+19.6%)	+61 (+8.3%)	+42 (+6.5%)	2.8% \| 2.4%	+788
	REDUCING	4	26	SHORT	11	ADDING	34	30	LONG	ADDING	—	—	LONG	BUILDUP
CME MILK IV CHICAGO MERCANTILE EXCHANGE	3,432	4,384	952		620	-2,243	7,468	9,711		-1,189	10	1,199		12,482
	+854 (+33.1%)	+891 (+25.5%)	+37 (+4.0%)	35.1% \| 7.6%	+8 (+1.3%)	-951 (-73.6%)	+79 (+1.1%)	+1,030 (+11.9%)	59.8% \| 77.8%	+97 (+7.5%)	0 (0.0%)	-97 (-7.5%)	0.1% \| 9.6%	+978
	ADDING	4	7	LONG	4	REDUCING	8	27	SHORT	ADDING	—	—	SHORT	BUILDUP
MILK, Class III CHICAGO MERCANTILE EXCHANGE	-5,640	2,643	8,283		849	8,096	21,083	12,987		-2,456	2,254	4,710		26,829
	-543 (-10.7%)	-292 (-9.9%)	+251 (+3.1%)	9.9% \| 30.9%	+193 (+29.4%)	+810 (+11.1%)	+1,076 (+5.4%)	+266 (+2.1%)	78.6% \| 48.4%	-267 (-12.2%)	-96 (-4.1%)	+171 (+3.8%)	8.4% \| 17.6%	+881
	REDUCING	11	23	SHORT	14	ADDING	22	28	LONG	REDUCING	—	—	SHORT	BUILDUP
NON FAT DRY MILK CHICAGO MERCANTILE EXCHANGE	-2,369	768	3,137		306	1,695	10,404	8,709		674	1,037	363		12,515
	-384 (-19.3%)	+160 (+26.3%)	+544 (+21.0%)	6.1% \| 25.1%	-193 (-38.7%)	+477 (+39.2%)	+792 (+8.2%)	+315 (+3.8%)	83.1% \| 69.6%	-93 (-12.1%)	-101 (-8.9%)	-8 (-2.2%)	8.3% \| 2.9%	+658
	REDUCING	6	4	SHORT	6	ADDING	36	30	LONG	REDUCING	—	—	LONG	BUILDUP
Agriculture & Food Products › Oilseeds & Edible Oils
CANOLA ICE FUTURES U.S.	48,693	109,246	60,553		44,722	-48,069	164,429	212,498		-624	1,483	2,107		319,880
	-29,564 (-37.8%)	-23,768 (-17.9%)	+5,796 (+10.6%)	34.2% \| 18.9%	-5,963 (-11.8%)	+28,852 (+37.5%)	+1,636 (+1.0%)	-27,216 (-11.4%)	51.4% \| 66.4%	+712 (+53.3%)	+13 (+0.9%)	-699 (-24.9%)	0.5% \| 0.7%	-28,082
	REDUCING	99	108	LONG	37	ADDING	41	55	SHORT	ADDING	—	—	SHORT	LIQUIDATION
SOYBEAN MEAL CHICAGO BOARD OF TRADE	152,215	198,626	46,411		112,588	-173,259	247,506	420,765		21,044	45,867	24,823		604,587
	+35,351 (+30.2%)	+30,510 (+18.1%)	-4,841 (-9.4%)	32.9% \| 7.7%	-12,591 (-10.1%)	-36,150 (-26.4%)	-12,734 (-4.9%)	+23,416 (+5.9%)	40.9% \| 69.6%	+799 (+3.9%)	-2,152 (-4.5%)	-2,951 (-10.6%)	7.6% \| 4.1%	+3,033
	ADDING	122	55	LONG	78	REDUCING	110	122	SHORT	ADDING	—	—	LONG	BUILDUP
SOYBEAN OIL CHICAGO BOARD OF TRADE	146,946	196,483	49,537		168,021	-157,654	319,838	477,492		10,708	38,340	27,632		722,682
	-1,296 (-0.9%)	-433 (-0.2%)	+863 (+1.8%)	27.2% \| 6.9%	-4,534 (-2.6%)	+6,498 (+4.0%)	+1,960 (+0.6%)	-4,538 (-0.9%)	44.3% \| 66.1%	-5,202 (-32.7%)	-5,129 (-11.8%)	+73 (+0.3%)	5.3% \| 3.8%	-8,136
	REDUCING	120	80	LONG	93	ADDING	95	108	SHORT	REDUCING	—	—	LONG	LIQUIDATION
SOYBEANS CHICAGO BOARD OF TRADE	201,722	277,797	76,075		200,879	-173,003	465,151	638,154		-28,719	56,082	84,801		999,909
	-6,737 (-3.2%)	-5,712 (-2.0%)	+1,025 (+1.4%)	27.8% \| 7.6%	-7,192 (-3.5%)	+4,169 (+2.4%)	+8,905 (+2.0%)	+4,736 (+0.7%)	46.5% \| 63.8%	+2,568 (+8.2%)	+4,166 (+8.0%)	+1,598 (+1.9%)	5.6% \| 8.5%	+167
	REDUCING	162	106	LONG	114	ADDING	163	265	SHORT	ADDING	—	—	SHORT	BUILDUP
USD Malaysian Crude Palm Oil C CHICAGO MERCANTILE EXCHANGE	-375	1,150	1,525		600	285	45,520	45,235		90	110	20		47,380
	-506 (-386.3%)	-120 (-9.4%)	+386 (+33.9%)	2.4% \| 3.2%	0 (0.0%)	+506 (+229.0%)	+1,510 (+3.4%)	+1,004 (+2.3%)	96.1% \| 95.5%	0 (0.0%)	+20 (+22.2%)	+20 (0.0%)	0.2% \| 0.0%	+1,410
	REDUCING	3	3	SHORT	1	ADDING	15	15	LONG	NEUTRAL	—	—	LONG	BUILDUP
Agriculture & Food Products › Softs & Other Agricultural Commodities
COCOA ICE FUTURES U.S.	-22,594	41,334	63,928		42,562	21,615	101,512	79,897		979	11,193	10,214		196,601
	-522 (-2.4%)	-3,051 (-6.9%)	-2,529 (-3.8%)	21.0% \| 32.5%	-3,297 (-7.2%)	-584 (-2.6%)	-2,250 (-2.2%)	-1,666 (-2.0%)	51.6% \| 40.6%	+1,106 (+870.9%)	+265 (+2.4%)	-841 (-7.6%)	5.7% \| 5.2%	-8,333
	REDUCING	83	70	SHORT	72	REDUCING	56	32	LONG	ADDING	—	—	LONG	LIQUIDATION
COFFEE C ICE FUTURES U.S.	22,817	51,766	28,949		45,057	-21,935	63,997	85,932		-882	7,743	8,625		168,563
	+1,110 (+5.1%)	+1,623 (+3.2%)	+513 (+1.8%)	30.7% \| 17.2%	-3,777 (-7.7%)	-248 (-1.1%)	-4,105 (-6.0%)	-3,857 (-4.3%)	38.0% \| 51.0%	-862 (-4,310.0%)	-1,318 (-14.5%)	-456 (-5.0%)	4.6% \| 5.1%	-7,577
	ADDING	112	93	LONG	89	REDUCING	89	97	SHORT	REDUCING	—	—	SHORT	LIQUIDATION
COTTON NO. 2 ICE FUTURES U.S.	69,750	127,016	57,266		67,130	-81,694	113,343	195,037		11,944	20,954	9,010		328,443
	+8,393 (+13.7%)	-4,263 (-3.2%)	-12,656 (-18.1%)	38.7% \| 17.4%	-4,009 (-5.6%)	-11,851 (-17.0%)	-10,715 (-8.6%)	+1,136 (+0.6%)	34.5% \| 59.4%	+3,458 (+40.7%)	+1,309 (+6.7%)	-2,149 (-19.3%)	6.4% \| 2.7%	-17,678
	ADDING	154	98	LONG	61	REDUCING	62	53	SHORT	ADDING	—	—	LONG	LIQUIDATION
FRZN CONCENTRATED ORANGE JUICE ICE FUTURES U.S.	3,387	4,387	1,000		250	-3,474	1,692	5,166		87	1,487	1,400		7,816
	+770 (+29.4%)	+344 (+8.5%)	-426 (-29.9%)	56.1% \| 12.8%	-150 (-37.5%)	-773 (-28.6%)	-422 (-20.0%)	+351 (+7.3%)	21.6% \| 66.1%	+3 (+3.6%)	+96 (+6.9%)	+93 (+7.1%)	19.0% \| 17.9%	-132
	ADDING	15	10	LONG	6	REDUCING	11	9	SHORT	ADDING	—	—	LONG	LIQUIDATION
LUMBER CHICAGO MERCANTILE EXCHANGE	-5,291	1,651	6,942		104	5,344	7,661	2,317		-53	927	980		10,343
	-457 (-9.5%)	-130 (-7.3%)	+327 (+4.9%)	16.0% \| 67.1%	-56 (-35.0%)	+521 (+10.8%)	+504 (+7.0%)	-17 (-0.7%)	74.1% \| 22.4%	-64 (-581.8%)	+68 (+7.9%)	+132 (+15.6%)	9.0% \| 9.5%	+386
	REDUCING	14	38	SHORT	6	ADDING	27	16	LONG	REDUCING	—	—	SHORT	BUILDUP
SUGAR NO. 11 ICE FUTURES U.S.	-134,969	180,153	315,122		136,327	133,442	538,547	405,105		1,527	91,702	90,175		946,729
	-64,216 (-90.8%)	-13,062 (-6.8%)	+51,154 (+19.4%)	19.0% \| 33.3%	-19,062 (-12.3%)	+66,188 (+98.4%)	+50,823 (+10.4%)	-15,365 (-3.7%)	56.9% \| 42.8%	-1,972 (-56.4%)	+3,773 (+4.3%)	+5,745 (+6.8%)	9.7% \| 9.5%	+22,472
	REDUCING	98	81	SHORT	85	ADDING	85	68	LONG	REDUCING	—	—	LONG	BUILDUP
Energy › Natural Gas
HENRY HUB NEW YORK MERCANTILE EXCHANGE	235,314	265,585	30,271		1,299	-231,142	104,719	335,861		-4,172	15,947	20,119		387,550
	+2,024 (+0.9%)	+1,830 (+0.7%)	-194 (-0.6%)	68.5% \| 7.8%	0 (0.0%)	-1,830 (-0.8%)	+460 (+0.4%)	+2,290 (+0.7%)	27.0% \| 86.7%	-194 (-4.9%)	-79 (-0.5%)	+115 (+0.6%)	4.1% \| 5.2%	+2,211
	ADDING	6	5	LONG	3	REDUCING	18	17	SHORT	REDUCING	—	—	SHORT	BUILDUP
HENRY HUB LAST DAY FIN NEW YORK MERCANTILE EXCHANGE	62,596	139,207	76,611		95,987	-78,050	187,664	265,714		15,454	23,344	7,890		446,202
	-4,711 (-7.0%)	-771 (-0.6%)	+3,940 (+5.4%)	31.2% \| 17.2%	+2,382 (+2.5%)	+5,072 (+6.1%)	+6,402 (+3.5%)	+1,330 (+0.5%)	42.1% \| 59.6%	-361 (-2.3%)	+195 (+0.8%)	+556 (+7.6%)	5.2% \| 1.8%	+8,208
	REDUCING	23	16	LONG	33	ADDING	50	39	SHORT	REDUCING	—	—	LONG	BUILDUP
HENRY HUB PENULTIMATE FIN NEW YORK MERCANTILE EXCHANGE	-11,520	52,368	63,888		34,260	13,236	136,891	123,655		-1,716	7,601	9,317		231,120
	-1,727 (-17.6%)	+5,530 (+11.8%)	+7,257 (+12.8%)	22.7% \| 27.6%	+15 (+0.0%)	+3,892 (+41.7%)	+2,352 (+1.7%)	-1,540 (-1.2%)	59.2% \| 53.5%	-2,165 (-482.2%)	+113 (+1.5%)	+2,278 (+32.4%)	3.3% \| 4.0%	+8,010
	REDUCING	13	28	SHORT	33	ADDING	30	29	LONG	REDUCING	—	—	SHORT	BUILDUP
HENRY HUB PENULTIMATE NAT GAS NEW YORK MERCANTILE EXCHANGE	-10,147	9,062	19,209		10,417	9,155	73,772	64,617		992	13,391	12,399		106,642
	-414 (-4.3%)	-938 (-9.4%)	-524 (-2.7%)	8.5% \| 18.0%	+837 (+8.7%)	-154 (-1.7%)	0 (0.0%)	+154 (+0.2%)	69.2% \| 60.6%	+568 (+134.0%)	+240 (+1.8%)	-328 (-2.6%)	12.6% \| 11.6%	+139
	REDUCING	8	12	SHORT	17	REDUCING	20	19	LONG	ADDING	—	—	LONG	BUILDUP
NAT GAS ICE LD1 ICE FUTURES ENERGY DIV	295,135	753,889	458,754		1,493,577	-324,260	5,696,036	6,020,296		29,125	46,232	17,107		7,989,734
	-158,992 (-35.0%)	-48,165 (-6.0%)	+110,827 (+31.9%)	9.4% \| 5.7%	+11,400 (+0.8%)	+156,457 (+32.5%)	+140,700 (+2.5%)	-15,757 (-0.3%)	71.3% \| 75.4%	+2,535 (+9.5%)	+2,064 (+4.7%)	-471 (-2.7%)	0.6% \| 0.2%	+105,999
	REDUCING	35	35	LONG	61	ADDING	173	142	SHORT	ADDING	—	—	LONG	BUILDUP
NAT GAS ICE PEN ICE FUTURES ENERGY DIV	-202,805	129,870	332,675		102,936	202,286	451,436	249,150		519	1,101	582		685,343
	+6,997 (+3.3%)	-4,069 (-3.0%)	-11,066 (-3.2%)	18.9% \| 48.5%	+10,206 (+11.0%)	-6,997 (-3.3%)	+3,071 (+0.7%)	+10,068 (+4.2%)	65.9% \| 36.4%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.2% \| 0.1%	+9,208
	ADDING	19	22	SHORT	29	REDUCING	35	29	LONG	NEUTRAL	—	—	LONG	BUILDUP
NAT GAS NYME NEW YORK MERCANTILE EXCHANGE	-186,888	236,339	423,227		723,148	170,912	568,949	398,037		15,976	56,804	40,828		1,585,240
	-2,901 (-1.6%)	+23,470 (+11.0%)	+26,371 (+6.6%)	14.9% \| 26.7%	+5,859 (+0.8%)	+8,825 (+5.4%)	-3,174 (-0.6%)	-11,999 (-2.9%)	35.9% \| 25.1%	-5,924 (-27.1%)	+222 (+0.4%)	+6,146 (+17.7%)	3.6% \| 2.6%	+26,377
	REDUCING	113	97	SHORT	137	ADDING	83	68	LONG	REDUCING	—	—	LONG	BUILDUP
Energy › Crude Oil & Refined Products
BRENT LAST DAY NEW YORK MERCANTILE EXCHANGE	-23,656	65,751	89,407		86,312	20,470	99,532	79,062		3,186	10,864	7,678		262,459
	+7,468 (+24.0%)	-1,864 (-2.8%)	-9,332 (-9.5%)	25.1% \| 34.1%	+8,254 (+10.6%)	-6,946 (-25.3%)	-7,606 (-7.1%)	-660 (-0.8%)	37.9% \| 30.1%	-522 (-14.1%)	-1,188 (-9.9%)	-666 (-8.0%)	4.1% \| 2.9%	-2,404
	ADDING	24	16	SHORT	34	REDUCING	20	18	LONG	REDUCING	—	—	LONG	LIQUIDATION
CONDENSATE DIF-TMX C5 1A INDEX ICE FUTURES ENERGY DIV	-180	0	180		0	320	10,252	9,932		-140	30	170		10,282
	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 1.8%	0 (0.0%)	0 (0.0%)	+660 (+6.9%)	+660 (+7.1%)	99.7% \| 96.6%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.3% \| 1.7%	+660
	NEUTRAL	0	1	SHORT	0	NEUTRAL	15	11	LONG	NEUTRAL	—	—	SHORT	BUILDUP
CRUDE DIFF-TMX SW 1A INDEX ICE FUTURES ENERGY DIV	155	155	0		745	-155	19,020	19,175		0	0	0		19,920
	-60 (-27.9%)	-60 (-27.9%)	0 (0.0%)	0.8% \| 0.0%	+60 (+8.8%)	+60 (+27.9%)	+915 (+5.1%)	+855 (+4.7%)	95.5% \| 96.3%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 0.0%	+915
	REDUCING	2	0	LONG	2	ADDING	19	24	SHORT	NEUTRAL	—	—	SHORT	BUILDUP
CRUDE DIFF-TMX WCS 1A INDEX ICE FUTURES ENERGY DIV	-3,506	0	3,506		864	3,686	55,481	51,795		-180	5	185		56,350
	+75 (+2.1%)	0 (0.0%)	-75 (-2.1%)	0.0% \| 6.2%	-60 (-6.5%)	-30 (-0.8%)	+1,925 (+3.6%)	+1,955 (+3.9%)	98.5% \| 91.9%	-45 (-33.3%)	+5 (0.0%)	+50 (+37.0%)	0.0% \| 0.3%	+1,870
	ADDING	0	3	SHORT	2	REDUCING	26	28	LONG	REDUCING	—	—	SHORT	BUILDUP
CRUDE DIFF-WCS HOUSTON/WTI 1ST ICE FUTURES ENERGY DIV	9,850	9,850	0		1,665	-9,925	42,859	52,784		75	95	20		54,469
	+1,171 (+13.5%)	+1,171 (+13.5%)	0 (0.0%)	18.1% \| 0.0%	-88 (-5.0%)	-1,185 (-13.6%)	-2,220 (-4.9%)	-1,035 (-1.9%)	78.7% \| 96.9%	+14 (+23.0%)	+22 (+30.1%)	+8 (+66.7%)	0.2% \| 0.0%	-1,115
	ADDING	3	0	LONG	3	REDUCING	27	25	SHORT	ADDING	—	—	LONG	LIQUIDATION
CRUDE OIL, LIGHT SWEET-WTI ICE FUTURES EUROPE	-29,015	95,124	124,139		218,292	29,071	545,227	516,156		-56	13,389	13,445		872,032
	+4,882 (+14.4%)	+5,400 (+6.0%)	+518 (+0.4%)	10.9% \| 14.2%	+16,134 (+8.0%)	-7,453 (-20.4%)	-11,291 (-2.0%)	-3,838 (-0.7%)	62.5% \| 59.2%	+2,571 (+97.9%)	+2,951 (+28.3%)	+380 (+2.9%)	1.5% \| 1.5%	+13,194
	ADDING	20	39	SHORT	55	REDUCING	53	52	LONG	ADDING	—	—	SHORT	BUILDUP
WTI HOUSTON ARGUS/WTI TR MO NEW YORK MERCANTILE EXCHANGE	-55,799	2,136	57,935		11,781	73,828	422,668	348,840		-18,029	5,407	23,436		441,992
	+356 (+0.6%)	+168 (+8.5%)	-188 (-0.3%)	0.5% \| 13.1%	-1,114 (-8.6%)	-1,270 (-1.7%)	-1,514 (-0.4%)	-244 (-0.1%)	95.6% \| 78.9%	+914 (+4.8%)	+2,479 (+84.7%)	+1,565 (+7.2%)	1.2% \| 5.3%	+19
	ADDING	1	4	SHORT	4	REDUCING	28	29	LONG	ADDING	—	—	SHORT	BUILDUP
WTI CRUDE OIL 1ST LINE ICE FUTURES ENERGY DIV (CL)	3,788	5,383	1,595		1,720	-3,591	16,779	20,370		-197	1,449	1,646		25,331
	+133 (+3.6%)	0 (0.0%)	-133 (-7.7%)	21.3% \| 6.3%	+44 (+2.6%)	+90 (+2.4%)	+1,261 (+8.1%)	+1,171 (+6.1%)	66.2% \| 80.4%	-223 (-857.7%)	+29 (+2.0%)	+252 (+18.1%)	5.7% \| 6.5%	+1,334
	ADDING	2	4	LONG	5	ADDING	9	10	SHORT	REDUCING	—	—	SHORT	BUILDUP
WTI FINANCIAL CRUDE OIL NEW YORK MERCANTILE EXCHANGE	27,208	57,348	30,140		15,453	-22,231	122,867	145,098		-4,977	30,948	35,925		226,616
	+1,125 (+4.3%)	+57 (+0.1%)	-1,068 (-3.4%)	25.3% \| 13.3%	+1,706 (+12.4%)	-241 (-1.1%)	+4,751 (+4.0%)	+4,992 (+3.6%)	54.2% \| 64.0%	-884 (-21.6%)	-55 (-0.2%)	+829 (+2.4%)	13.7% \| 15.9%	+6,459
	ADDING	5	8	LONG	9	REDUCING	34	34	SHORT	REDUCING	—	—	SHORT	BUILDUP
WTI MIDLAND ARGUS VS WTI TRADE NEW YORK MERCANTILE EXCHANGE	13,840	20,051	6,211		1,596	10,422	263,663	253,241		-24,262	6,477	30,739		291,787
	-520 (-3.6%)	-4,970 (-19.9%)	-4,450 (-41.7%)	6.9% \| 2.1%	-444 (-21.8%)	+4,683 (+81.6%)	+7,403 (+2.9%)	+2,720 (+1.1%)	90.4% \| 86.8%	-4,163 (-20.7%)	+405 (+6.7%)	+4,568 (+17.5%)	2.2% \| 10.5%	+2,394
	REDUCING	2	2	LONG	2	ADDING	16	22	LONG	REDUCING	—	—	SHORT	BUILDUP
WTI-BRENT CALENDAR NEW YORK MERCANTILE EXCHANGE	-83,910	1,883	85,793		3,670	87,175	185,804	98,629		-3,265	12,084	15,349		203,441
	-83,910 (0.0%)	+1,883 (0.0%)	+85,793 (0.0%)	0.9% \| 42.2%	+3,670 (0.0%)	+87,175 (0.0%)	+185,804 (0.0%)	+98,629 (0.0%)	91.3% \| 48.5%	-3,265 (0.0%)	+12,084 (0.0%)	+15,349 (0.0%)	5.9% \| 7.5%	+203,441
	REDUCING	1	4	SHORT	5	ADDING	13	9	LONG	REDUCING	—	—	SHORT	BUILDUP
WTI-PHYSICAL NEW YORK MERCANTILE EXCHANGE	206,541	390,468	183,927		730,854	-246,935	891,010	1,137,945		40,394	82,160	41,766		2,094,492
	+4,388 (+2.2%)	+8,853 (+2.3%)	+4,465 (+2.5%)	18.6% \| 8.8%	+39,861 (+5.8%)	-16,469 (-7.1%)	+7,434 (+0.8%)	+23,903 (+2.1%)	42.5% \| 54.3%	+12,081 (+42.7%)	+487 (+0.6%)	-11,594 (-21.7%)	3.9% \| 2.0%	+56,635
	ADDING	147	65	LONG	133	REDUCING	106	101	SHORT	ADDING	—	—	LONG	BUILDUP
Energy › Ethanol & Biofuels
D4 BIODIESEL RINs OPIS CURR YR ICE FUTURES ENERGY DIV	-505	5,654	6,159		717	451	5,265	4,814		54	148	94		11,784
	-275 (-119.6%)	-413 (-6.8%)	-138 (-2.2%)	48.0% \| 52.3%	-55 (-7.1%)	+279 (+162.2%)	+143 (+2.8%)	-136 (-2.7%)	44.7% \| 40.9%	-4 (-6.9%)	+3 (+2.1%)	+7 (+8.0%)	1.3% \| 0.8%	-322
	REDUCING	26	12	SHORT	6	ADDING	11	10	LONG	REDUCING	—	—	LONG	LIQUIDATION
D6 RINs OPIS CURRENT YEAR ICE FUTURES ENERGY DIV	7,095	14,826	7,731		2,409	-7,068	4,737	11,805		-27	132	159		22,104
	-445 (-5.9%)	+151 (+1.0%)	+596 (+8.4%)	67.1% \| 35.0%	+174 (+7.8%)	+513 (+6.8%)	+628 (+15.3%)	+115 (+1.0%)	21.4% \| 53.4%	-68 (-165.9%)	-4 (-2.9%)	+64 (+67.4%)	0.6% \| 0.7%	+949
	REDUCING	17	26	LONG	11	ADDING	12	14	SHORT	REDUCING	—	—	SHORT	BUILDUP
ETHANOL NEW YORK MERCANTILE EXCHANGE	8,219	9,662	1,443		3,253	-8,005	35,769	43,774		-214	483	697		49,167
	-310 (-3.6%)	-100 (-1.0%)	+210 (+17.0%)	19.7% \| 2.9%	+236 (+7.8%)	+407 (+4.8%)	+2,082 (+6.2%)	+1,675 (+4.0%)	72.8% \| 89.0%	-97 (-82.9%)	-48 (-9.0%)	+49 (+7.6%)	1.0% \| 1.4%	+2,170
	REDUCING	32	9	LONG	12	ADDING	49	67	SHORT	REDUCING	—	—	SHORT	BUILDUP
ETHANOL T2 FOB INCL DUTY NEW YORK MERCANTILE EXCHANGE	-48	117	165		27	-50	4,953	5,003		98	242	144		5,339
	0 (0.0%)	0 (0.0%)	0 (0.0%)	2.2% \| 3.1%	+27 (0.0%)	+40 (+44.4%)	+117 (+2.4%)	+77 (+1.6%)	92.8% \| 93.7%	-40 (-29.0%)	-45 (-15.7%)	-5 (-3.4%)	4.5% \| 2.7%	+99
	NEUTRAL	1	1	SHORT	1	ADDING	21	21	SHORT	REDUCING	—	—	LONG	BUILDUP
Energy › 1. Natural Gas Basis & Indices (US)
AECO FIN BASIS ICE FUTURES ENERGY DIV	26,049	38,338	12,289		9,842	-39,965	951,538	991,503		13,916	19,185	5,269		1,018,903
	+25 (+0.1%)	+390 (+1.0%)	+365 (+3.1%)	3.8% \| 1.2%	+1,150 (+13.2%)	+6 (+0.0%)	+6,221 (+0.7%)	+6,215 (+0.6%)	93.4% \| 97.3%	-31 (-0.2%)	+30 (+0.2%)	+61 (+1.2%)	1.9% \| 0.5%	+7,791
	ADDING	5	4	LONG	8	ADDING	45	34	SHORT	REDUCING	—	—	LONG	BUILDUP
ALGONQUIN CITYGATES BASIS ICE FUTURES ENERGY DIV	-2,840	2,320	5,160		301	4,840	99,932	95,092		-2,000	5,797	7,797		108,350
	-391 (-16.0%)	+155 (+7.2%)	+546 (+11.8%)	2.1% \| 4.8%	+31 (+11.5%)	-685 (-12.4%)	-59 (-0.1%)	+626 (+0.7%)	92.2% \| 87.8%	+1,076 (+35.0%)	+185 (+3.3%)	-891 (-10.3%)	5.4% \| 7.2%	+312
	REDUCING	2	3	SHORT	2	REDUCING	12	17	LONG	ADDING	—	—	SHORT	BUILDUP
CG Mainline Basis ICE FUTURES ENERGY DIV	-34,886	3,629	38,515		1,015	38,397	313,932	275,535		-3,511	6,312	9,823		324,888
	-1,498 (-4.5%)	0 (0.0%)	+1,498 (+4.0%)	1.1% \| 11.9%	+217 (+27.2%)	+2,707 (+7.6%)	+11,808 (+3.9%)	+9,101 (+3.4%)	96.6% \| 84.8%	-1,209 (-52.5%)	+23 (+0.4%)	+1,232 (+14.3%)	1.9% \| 3.0%	+12,048
	REDUCING	2	7	SHORT	2	ADDING	20	21	LONG	REDUCING	—	—	SHORT	BUILDUP
CG-MAINLINE FINANCIAL INDEX ICE FUTURES ENERGY DIV	-2,960	210	3,170		0	2,778	35,172	32,394		182	2,260	2,078		37,642
	-527 (-21.7%)	0 (0.0%)	+527 (+19.9%)	0.6% \| 8.4%	0 (0.0%)	+35 (+1.3%)	+341 (+1.0%)	+306 (+1.0%)	93.4% \| 86.1%	+492 (+158.7%)	+798 (+54.6%)	+306 (+17.3%)	6.0% \| 5.5%	+1,139
	REDUCING	1	3	SHORT	0	ADDING	11	15	LONG	ADDING	—	—	LONG	BUILDUP
CHICAGO CITYGATE (INDEX) ICE FUTURES ENERGY DIV	-3,935	1,921	5,856		0	3,079	94,150	91,071		856	2,616	1,760		98,687
	+31 (+0.8%)	+31 (+1.6%)	0 (0.0%)	1.9% \| 5.9%	0 (0.0%)	+33 (+1.1%)	+18,282 (+24.1%)	+18,249 (+25.1%)	95.4% \| 92.3%	-64 (-7.0%)	-184 (-6.6%)	-120 (-6.4%)	2.7% \| 1.8%	+18,129
	ADDING	4	3	SHORT	0	ADDING	22	13	LONG	REDUCING	—	—	LONG	BUILDUP
CHICAGO FIN BASIS ICE FUTURES ENERGY DIV	10,121	14,699	4,578		2,421	-12,348	304,723	317,071		2,227	12,287	10,060		334,130
	-2,607 (-20.5%)	-2,607 (-15.1%)	0 (0.0%)	4.4% \| 1.4%	+1,340 (+124.0%)	+1,828 (+12.9%)	+9,333 (+3.2%)	+7,505 (+2.4%)	91.2% \| 94.9%	+779 (+53.8%)	+398 (+3.3%)	-381 (-3.6%)	3.7% \| 3.0%	+8,464
	REDUCING	5	2	LONG	3	ADDING	35	34	SHORT	ADDING	—	—	LONG	BUILDUP
CIG ROCKIES BASIS ICE FUTURES ENERGY DIV	-121,123	245	121,368		4,496	122,053	448,985	326,932		-930	9,477	10,407		463,203
	+8,561 (+6.6%)	+245 (0.0%)	-8,316 (-6.4%)	0.1% \| 26.2%	+975 (+27.7%)	-5,204 (-4.1%)	+3,209 (+0.7%)	+8,413 (+2.6%)	96.9% \| 70.6%	-3,357 (-138.3%)	-3,172 (-25.1%)	+185 (+1.8%)	2.0% \| 2.2%	+1,257
	ADDING	1	9	SHORT	5	REDUCING	39	30	LONG	REDUCING	—	—	SHORT	BUILDUP
CIG ROCKIES FINANCIAL INDEX ICE FUTURES ENERGY DIV	-18,780	240	19,020		0	19,711	27,603	7,892		-931	1,119	2,050		28,962
	+1,705 (+8.3%)	0 (0.0%)	-1,705 (-8.2%)	0.8% \| 65.7%	0 (0.0%)	-1,674 (-7.8%)	+620 (+2.3%)	+2,294 (+41.0%)	95.3% \| 27.2%	-31 (-3.4%)	+62 (+5.9%)	+93 (+4.8%)	3.9% \| 7.1%	+682
	ADDING	1	1	SHORT	0	REDUCING	12	11	LONG	REDUCING	—	—	SHORT	BUILDUP
DOMINION – SOUTH POINT ICE FUTURES ENERGY DIV	-2,427	6,104	8,531		1,174	1,789	44,673	42,884		638	1,912	1,274		53,863
	-775 (-46.9%)	-546 (-8.2%)	+229 (+2.8%)	11.3% \| 15.8%	+360 (+44.2%)	+1,172 (+190.0%)	+3,962 (+9.7%)	+2,790 (+7.0%)	82.9% \| 79.6%	-397 (-38.4%)	-459 (-19.4%)	-62 (-4.6%)	3.5% \| 2.4%	+3,317
	REDUCING	5	3	SHORT	3	ADDING	20	15	LONG	REDUCING	—	—	LONG	BUILDUP
DOMINION – SOUTH POINT (BASIS) ICE FUTURES ENERGY DIV	-55,539	9,615	65,154		33,476	43,832	735,400	691,568		11,707	18,799	7,092		797,290
	-761 (-1.4%)	+806 (+9.1%)	+1,567 (+2.5%)	1.2% \| 8.2%	+2,788 (+9.1%)	+271 (+0.6%)	+12,594 (+1.7%)	+12,323 (+1.8%)	92.2% \| 86.7%	+490 (+4.4%)	+531 (+2.9%)	+41 (+0.6%)	2.4% \| 0.9%	+16,719
	REDUCING	6	12	SHORT	12	ADDING	51	52	LONG	ADDING	—	—	LONG	BUILDUP
EP SAN JUAN BASIS ICE FUTURES ENERGY DIV	32,383	37,454	5,071		793	-36,606	213,512	250,118		4,223	11,976	7,753		263,735
	+1,098 (+3.5%)	+2,446 (+7.0%)	+1,348 (+36.2%)	14.2% \| 1.9%	0 (0.0%)	-2,101 (-6.1%)	-709 (-0.3%)	+1,392 (+0.6%)	81.0% \| 94.8%	+1,003 (+31.1%)	+2,053 (+20.7%)	+1,050 (+15.7%)	4.5% \| 2.9%	+3,790
	ADDING	1	3	LONG	2	REDUCING	22	19	SHORT	ADDING	—	—	LONG	BUILDUP
HENRY HUB BASIS ICE FUTURES ENERGY DIV	6,634	13,357	6,723		217	-10,108	85,760	95,868		3,474	5,977	2,503		105,311
	-7,196 (-52.0%)	-883 (-6.2%)	+6,313 (+1,539.8%)	12.7% \| 6.4%	+217 (0.0%)	+7,799 (+43.6%)	+21,738 (+34.0%)	+13,939 (+17.0%)	81.4% \| 91.0%	-603 (-14.8%)	+341 (+6.1%)	+944 (+60.6%)	5.7% \| 2.4%	+21,413
	REDUCING	3	4	LONG	1	ADDING	15	17	SHORT	REDUCING	—	—	LONG	BUILDUP
HENRY HUB INDEX ICE FUTURES ENERGY DIV	-32,246	14,691	46,937		2,161	32,488	136,695	104,207		-242	1,703	1,945		155,250
	-6,984 (-27.6%)	-1,359 (-8.5%)	+5,625 (+13.6%)	9.5% \| 30.2%	+693 (+47.2%)	+6,404 (+24.6%)	+26,413 (+24.0%)	+20,009 (+23.8%)	88.0% \| 67.1%	+580 (+70.6%)	+186 (+12.3%)	-394 (-16.8%)	1.1% \| 1.3%	+25,933
	REDUCING	7	11	SHORT	4	ADDING	43	28	LONG	ADDING	—	—	SHORT	BUILDUP
HOUSTON SHIP CHANNEL (INDEX) ICE FUTURES ENERGY DIV	-81,807	0	81,807		0	80,489	431,451	350,962		1,318	3,833	2,515		435,284
	+2,765 (+3.3%)	0 (0.0%)	-2,765 (-3.3%)	0.0% \| 18.8%	0 (0.0%)	-4,806 (-5.6%)	+45,797 (+11.9%)	+50,603 (+16.8%)	99.1% \| 80.6%	+2,041 (+282.3%)	-303 (-7.3%)	-2,344 (-48.2%)	0.9% \| 0.6%	+45,494
	ADDING	0	10	SHORT	0	REDUCING	35	40	LONG	ADDING	—	—	LONG	BUILDUP
HSC FIN BASIS ICE FUTURES ENERGY DIV	-117,935	550	118,485		19,752	117,101	872,827	755,726		834	7,140	6,306		900,269
	+3,367 (+2.8%)	-792 (-59.0%)	-4,159 (-3.4%)	0.1% \| 13.2%	-1,176 (-5.6%)	-3,856 (-3.2%)	+48,522 (+5.9%)	+52,378 (+7.4%)	97.0% \| 83.9%	+489 (+141.7%)	+409 (+6.1%)	-80 (-1.3%)	0.8% \| 0.7%	+46,963
	ADDING	1	18	SHORT	11	REDUCING	54	59	LONG	ADDING	—	—	LONG	BUILDUP
MALIN (BASIS) ICE FUTURES ENERGY DIV	6,002	6,002	0		155	-12,321	101,209	113,530		6,319	13,368	7,049		120,734
	-306 (-4.9%)	-306 (-4.9%)	0 (0.0%)	5.0% \| 0.0%	0 (0.0%)	+2,114 (+14.6%)	+7,283 (+7.8%)	+5,169 (+4.8%)	83.8% \| 94.0%	-1,808 (-22.2%)	-1,409 (-9.5%)	+399 (+6.0%)	11.1% \| 5.8%	+5,568
	REDUCING	2	0	LONG	1	ADDING	12	17	SHORT	REDUCING	—	—	LONG	BUILDUP
MICHCON BASIS ICE FUTURES ENERGY DIV	-16,538	3,359	19,897		4,079	13,505	152,777	139,272		3,033	16,600	13,567		176,815
	-779 (-4.9%)	+1,176 (+53.9%)	+1,955 (+10.9%)	1.9% \| 11.3%	+1,287 (+46.1%)	+2,651 (+24.4%)	+1,709 (+1.1%)	-942 (-0.7%)	86.4% \| 78.8%	-1,872 (-38.2%)	-2,509 (-13.1%)	-637 (-4.5%)	9.4% \| 7.7%	+1,663
	REDUCING	3	6	SHORT	6	ADDING	29	35	LONG	REDUCING	—	—	LONG	BUILDUP
MICHCON FINANCIAL INDEX ICE FUTURES ENERGY DIV	-1,165	0	1,165		0	489	21,439	20,950		676	1,770	1,094		23,209
	-775 (-198.7%)	0 (0.0%)	+775 (+198.7%)	0.0% \| 5.0%	0 (0.0%)	+281 (+135.1%)	+2,100 (+10.9%)	+1,819 (+9.5%)	92.4% \| 90.3%	+494 (+271.4%)	+494 (+38.7%)	0 (0.0%)	7.6% \| 4.7%	+2,594
	REDUCING	0	1	SHORT	0	ADDING	14	14	LONG	ADDING	—	—	LONG	BUILDUP
NAT GAS LD1 for GDD -TEXOK ICE FUTURES ENERGY DIV	-2,306	5,096	7,402		0	7,563	136,097	128,534		-5,257	732	5,989		141,925
	+310 (+11.9%)	0 (0.0%)	-310 (-4.0%)	3.6% \| 5.2%	0 (0.0%)	+947 (+14.3%)	+6,008 (+4.6%)	+5,061 (+4.1%)	95.9% \| 90.6%	-1,257 (-31.4%)	-978 (-57.2%)	+279 (+4.9%)	0.5% \| 4.2%	+5,030
	ADDING	2	3	SHORT	0	ADDING	20	19	LONG	REDUCING	—	—	SHORT	BUILDUP
NGPL MIDCONT BASIS ICE FUTURES ENERGY DIV	-4,693	0	4,693		0	8,153	87,781	79,628		-3,460	9,225	12,685		97,006
	-583 (-14.2%)	0 (0.0%)	+583 (+14.2%)	0.0% \| 4.8%	0 (0.0%)	-153 (-1.8%)	+31 (+0.0%)	+184 (+0.2%)	90.5% \| 82.1%	+736 (+17.5%)	+552 (+6.4%)	-184 (-1.4%)	9.5% \| 13.1%	+583
	REDUCING	0	1	SHORT	0	REDUCING	14	14	LONG	ADDING	—	—	SHORT	BUILDUP
NGPL TXOK BASIS ICE FUTURES ENERGY DIV	1,382	20,146	18,764		8,346	681	557,425	556,744		-2,063	9,747	11,810		595,664
	+10,975 (+114.4%)	+566 (+2.9%)	-10,409 (-35.7%)	3.4% \| 3.2%	+4,553 (+120.0%)	-9,599 (-93.4%)	+4,434 (+0.8%)	+14,033 (+2.6%)	93.6% \| 93.5%	-1,376 (-200.3%)	-722 (-6.9%)	+654 (+5.9%)	1.6% \| 2.0%	+8,831
	ADDING	4	3	LONG	3	REDUCING	42	40	LONG	REDUCING	—	—	SHORT	BUILDUP
NNG VENTURA BASIS ICE FUTURES ENERGY DIV	-9,476	0	9,476		0	-11,907	116,102	128,009		21,383	24,254	2,871		140,356
	-62 (-0.7%)	0 (0.0%)	+62 (+0.7%)	0.0% \| 6.8%	0 (0.0%)	+64 (+0.5%)	+2,764 (+2.4%)	+2,700 (+2.2%)	82.7% \| 91.2%	-2 (0.0%)	+31 (+0.1%)	+33 (+1.2%)	17.3% \| 2.0%	+2,795
	REDUCING	0	1	SHORT	0	ADDING	25	18	SHORT	REDUCING	—	—	LONG	BUILDUP
NWP ROCKIES FIN BASIS ICE FUTURES ENERGY DIV	-8,990	20,179	29,169		9,541	-1,726	324,039	325,765		10,716	16,869	6,153		370,628
	+11,496 (+56.1%)	+7,687 (+61.5%)	-3,809 (-11.6%)	5.4% \| 7.9%	+1,057 (+12.5%)	-9,403 (-122.5%)	-1,475 (-0.5%)	+7,928 (+2.5%)	87.4% \| 87.9%	-2,093 (-16.3%)	-1,143 (-6.3%)	+950 (+18.3%)	4.6% \| 1.7%	+6,126
	ADDING	5	7	SHORT	10	REDUCING	41	41	SHORT	REDUCING	—	—	LONG	BUILDUP
NWP Rockies Index ICE FUTURES ENERGY DIV	-1,340	2,208	3,548		0	1,952	21,303	19,351		-612	786	1,398		24,297
	0 (0.0%)	0 (0.0%)	0 (0.0%)	9.1% \| 14.6%	0 (0.0%)	-124 (-6.0%)	+2,821 (+15.3%)	+2,945 (+18.0%)	87.7% \| 79.6%	+124 (+16.8%)	+186 (+31.0%)	+62 (+4.6%)	3.2% \| 5.8%	+3,007
	NEUTRAL	1	1	SHORT	0	REDUCING	14	9	LONG	ADDING	—	—	SHORT	BUILDUP
NWP SUMAS BASIS ICE FUTURES ENERGY DIV	-861	0	861		0	7,852	56,805	48,953		-6,991	7,728	14,719		64,533
	-861 (0.0%)	0 (0.0%)	+861 (0.0%)	0.0% \| 1.3%	0 (0.0%)	+7,852 (0.0%)	+56,805 (0.0%)	+48,953 (0.0%)	88.0% \| 75.9%	-6,991 (0.0%)	+7,728 (0.0%)	+14,719 (0.0%)	12.0% \| 22.8%	+64,533
	REDUCING	0	1	SHORT	0	ADDING	15	15	LONG	REDUCING	—	—	SHORT	BUILDUP
PANHANDLE BASIS ICE FUTURES ENERGY DIV	20,009	20,680	671		2,260	-22,289	145,063	167,352		2,280	14,683	12,403		182,686
	+549 (+2.8%)	+796 (+4.0%)	+247 (+58.3%)	11.3% \| 0.4%	-105 (-4.4%)	-1,126 (-5.3%)	+828 (+0.6%)	+1,954 (+1.2%)	79.4% \| 91.6%	+577 (+33.9%)	+981 (+7.2%)	+404 (+3.4%)	8.0% \| 6.8%	+2,500
	ADDING	3	1	LONG	2	REDUCING	33	31	SHORT	ADDING	—	—	LONG	BUILDUP
PG&E CITYGATE FIN BASIS ICE FUTURES ENERGY DIV	8,245	13,633	5,388		6,392	-11,299	135,937	147,236		3,054	8,689	5,635		164,651
	-3,605 (-30.4%)	-3,474 (-20.3%)	+131 (+2.5%)	8.3% \| 3.3%	+785 (+14.0%)	+3,951 (+25.9%)	+3,868 (+2.9%)	-83 (-0.1%)	82.6% \| 89.4%	-346 (-10.2%)	-252 (-2.8%)	+94 (+1.7%)	5.3% \| 3.4%	+927
	REDUCING	6	3	LONG	5	ADDING	34	30	SHORT	REDUCING	—	—	LONG	BUILDUP
REX ZONE 3 BASIS ICE FUTURES ENERGY DIV	499	6,656	6,157		3,507	2,799	261,373	258,574		-3,298	6,762	10,060		278,298
	+2,010 (+133.0%)	+8 (+0.1%)	-2,002 (-24.5%)	2.4% \| 2.2%	-474 (-11.9%)	-1,446 (-34.1%)	+4,399 (+1.7%)	+5,845 (+2.3%)	93.9% \| 92.9%	-564 (-20.6%)	+818 (+13.8%)	+1,382 (+15.9%)	2.4% \| 3.6%	+4,751
	ADDING	3	3	LONG	3	REDUCING	33	33	LONG	REDUCING	—	—	SHORT	BUILDUP
REX ZONE 3 INDEX ICE FUTURES ENERGY DIV	-1,170	0	1,170		0	2,734	34,235	31,501		-1,564	1,560	3,124		35,795
	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 3.3%	0 (0.0%)	+1,592 (+139.4%)	+2,537 (+8.0%)	+945 (+3.1%)	95.6% \| 88.0%	-1,592 (-5,685.7%)	-856 (-35.4%)	+736 (+30.8%)	4.4% \| 8.7%	+1,681
	NEUTRAL	0	2	SHORT	0	ADDING	13	17	LONG	REDUCING	—	—	SHORT	BUILDUP
SOCAL (INDEX) ICE FUTURES ENERGY DIV	9,958	13,448	3,490		0	-10,990	15,614	26,604		1,032	1,731	699		30,793
	-196 (-1.9%)	+52 (+0.4%)	+248 (+7.6%)	43.7% \| 11.3%	0 (0.0%)	+196 (+1.8%)	+1,368 (+9.6%)	+1,172 (+4.6%)	50.7% \| 86.4%	0 (0.0%)	+31 (+1.8%)	+31 (+4.6%)	5.6% \| 2.3%	+1,451
	REDUCING	2	2	LONG	0	ADDING	12	7	SHORT	NEUTRAL	—	—	LONG	BUILDUP
SOCAL BORDER FIN BASIS ICE FUTURES ENERGY DIV	78,507	89,594	11,087		7,100	-84,377	200,105	284,482		5,870	16,891	11,021		313,690
	+3,666 (+4.9%)	+3,582 (+4.2%)	-84 (-0.8%)	28.6% \| 3.5%	-887 (-11.1%)	-3,889 (-4.8%)	+107 (+0.1%)	+3,996 (+1.4%)	63.8% \| 90.7%	+223 (+3.9%)	-1,519 (-8.3%)	-1,742 (-13.6%)	5.4% \| 3.5%	+1,283
	ADDING	5	6	LONG	8	REDUCING	29	32	SHORT	ADDING	—	—	LONG	BUILDUP
SONAT – TIER 1 POOL (ZONE 0) ICE FUTURES ENERGY DIV	5,433	5,433	0		0	-11,081	77,447	88,528		5,648	10,102	4,454		92,982
	+124 (+2.3%)	+124 (+2.3%)	0 (0.0%)	5.8% \| 0.0%	0 (0.0%)	+32 (+0.3%)	+1,895 (+2.5%)	+1,863 (+2.1%)	83.3% \| 95.2%	-156 (-2.7%)	+154 (+1.5%)	+310 (+7.5%)	10.9% \| 4.8%	+2,173
	ADDING	1	0	LONG	0	ADDING	15	22	SHORT	REDUCING	—	—	LONG	BUILDUP
TCO Basis ICE FUTURES ENERGY DIV	-4,180	310	4,490		0	2,449	190,940	188,491		1,731	9,498	7,767		200,748
	-124 (-3.1%)	0 (0.0%)	+124 (+2.8%)	0.2% \| 2.2%	0 (0.0%)	-1,071 (-30.4%)	+2,355 (+1.2%)	+3,426 (+1.9%)	95.1% \| 93.9%	+1,195 (+222.9%)	+33 (+0.3%)	-1,162 (-13.0%)	4.7% \| 3.9%	+2,388
	REDUCING	1	1	SHORT	0	REDUCING	23	21	LONG	ADDING	—	—	LONG	BUILDUP
TETCO M2 Basis (Receipts) ICE FUTURES ENERGY DIV	19,246	25,000	5,754		4,207	-26,849	511,761	538,610		7,603	11,548	3,945		552,516
	-484 (-2.5%)	-182 (-0.7%)	+302 (+5.5%)	4.5% \| 1.0%	-213 (-4.8%)	+488 (+1.8%)	+3,610 (+0.7%)	+3,122 (+0.6%)	92.6% \| 97.5%	-4 (-0.1%)	+244 (+2.2%)	+248 (+6.7%)	2.1% \| 0.7%	+3,459
	REDUCING	2	3	LONG	3	ADDING	34	26	SHORT	REDUCING	—	—	LONG	BUILDUP
TETCO M2 Index (Receipts) ICE FUTURES ENERGY DIV	-240	0	240		0	458	44,592	44,134		-218	1,066	1,284		45,658
	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 0.5%	0 (0.0%)	0 (0.0%)	+7,600 (+20.5%)	+7,600 (+20.8%)	97.7% \| 96.7%	0 (0.0%)	0 (0.0%)	0 (0.0%)	2.3% \| 2.8%	+7,600
	NEUTRAL	0	1	SHORT	0	NEUTRAL	13	12	LONG	NEUTRAL	—	—	SHORT	BUILDUP
TETCO M3 BASIS ICE FUTURES ENERGY DIV	1,176	2,674	1,498		3,468	-6,562	145,209	151,771		5,386	17,092	11,706		168,443
	-1,374 (-53.9%)	-1,409 (-34.5%)	-35 (-2.3%)	1.6% \| 0.9%	+155 (+4.7%)	+933 (+12.4%)	+4,153 (+2.9%)	+3,220 (+2.2%)	86.2% \| 90.1%	+441 (+8.9%)	+486 (+2.9%)	+45 (+0.4%)	10.1% \| 6.9%	+3,385
	REDUCING	1	2	LONG	2	ADDING	21	28	SHORT	ADDING	—	—	LONG	BUILDUP
TETCO M3 INDEX ICE FUTURES ENERGY DIV	-194	390	584		334	1,104	70,081	68,977		-910	1,464	2,374		72,269
	+1,046 (+84.4%)	0 (0.0%)	-1,046 (-64.2%)	0.5% \| 0.8%	+124 (+59.0%)	-252 (-18.6%)	+6,070 (+9.5%)	+6,322 (+10.1%)	97.0% \| 95.4%	-794 (-684.5%)	-732 (-33.3%)	+62 (+2.7%)	2.0% \| 3.3%	+5,462
	ADDING	1	1	SHORT	1	REDUCING	10	14	LONG	REDUCING	—	—	SHORT	BUILDUP
TETCO WLA BASIS ICE FUTURES ENERGY DIV	-57,523	0	57,523		0	55,853	121,807	65,954		1,670	8,701	7,031		130,508
	-335 (-0.6%)	0 (0.0%)	+335 (+0.6%)	0.0% \| 44.1%	0 (0.0%)	+2,385 (+4.5%)	+2,324 (+1.9%)	-61 (-0.1%)	93.3% \| 50.5%	-2,050 (-55.1%)	-889 (-9.3%)	+1,161 (+19.8%)	6.7% \| 5.4%	+1,435
	REDUCING	0	1	SHORT	0	ADDING	18	13	LONG	REDUCING	—	—	LONG	BUILDUP
TGT ZONE 1 BASIS ICE FUTURES ENERGY DIV	1,812	1,812	0		0	859	164,920	164,061		-2,671	10,342	13,013		177,074
	+1,812 (0.0%)	+1,812 (0.0%)	0 (0.0%)	1.0% \| 0.0%	0 (0.0%)	-168 (-16.4%)	+3,460 (+2.1%)	+3,628 (+2.3%)	93.1% \| 92.7%	-1,644 (-160.1%)	-184 (-1.7%)	+1,460 (+12.6%)	5.8% \| 7.3%	+5,088
	ADDING	1	0	LONG	0	REDUCING	23	15	LONG	REDUCING	—	—	SHORT	BUILDUP
TRANSCO LEIDY BASIS ICE FUTURES ENERGY DIV	3,343	3,550	207		465	-6,659	102,846	109,505		3,316	7,833	4,517		114,694
	-302 (-8.3%)	-302 (-7.8%)	0 (0.0%)	3.1% \| 0.2%	0 (0.0%)	+151 (+2.2%)	+3,049 (+3.1%)	+2,898 (+2.7%)	89.7% \| 95.5%	+151 (+4.8%)	+703 (+9.9%)	+552 (+13.9%)	6.8% \| 3.9%	+3,450
	REDUCING	2	1	LONG	1	ADDING	18	14	SHORT	ADDING	—	—	LONG	BUILDUP
TRANSCO STATION 85-ZONE 4 BASI ICE FUTURES ENERGY DIV	34,097	42,447	8,350		12,997	-41,564	249,985	291,549		7,467	18,161	10,694		323,590
	-18,606 (-35.3%)	-18,204 (-30.0%)	+402 (+5.1%)	13.1% \| 2.6%	+6,395 (+96.9%)	+17,502 (+29.6%)	+29,579 (+13.4%)	+12,077 (+4.3%)	77.3% \| 90.1%	+1,104 (+17.4%)	+571 (+3.2%)	-533 (-4.7%)	5.6% \| 3.3%	+18,341
	REDUCING	2	6	LONG	6	ADDING	29	37	SHORT	ADDING	—	—	LONG	BUILDUP
TRANSCO STN 85 MONTHLY INDEX ICE FUTURES ENERGY DIV	4,157	5,963	1,806		400	-4,825	38,097	42,922		668	2,135	1,467		46,595
	-496 (-10.7%)	0 (0.0%)	+496 (+37.9%)	12.8% \| 3.9%	0 (0.0%)	+372 (+7.2%)	+1,147 (+3.1%)	+775 (+1.8%)	81.8% \| 92.1%	+124 (+22.8%)	+186 (+9.5%)	+62 (+4.4%)	4.6% \| 3.1%	+1,333
	REDUCING	2	2	LONG	2	ADDING	14	19	SHORT	ADDING	—	—	LONG	BUILDUP
Transco Zone 5 South Basis ICE FUTURES ENERGY DIV	23,264	23,264	0		182	-22,672	129,788	152,460		-592	9,421	10,013		162,655
	-1,712 (-6.9%)	-1,712 (-6.9%)	0 (0.0%)	14.3% \| 0.0%	0 (0.0%)	+675 (+2.9%)	+2,841 (+2.2%)	+2,166 (+1.4%)	79.8% \| 93.7%	+1,037 (+63.7%)	+121 (+1.3%)	-916 (-8.4%)	5.8% \| 6.2%	+1,250
	REDUCING	3	0	LONG	1	ADDING	22	29	SHORT	ADDING	—	—	SHORT	BUILDUP
TRANSCO ZONE 6 BASIS ICE FUTURES ENERGY DIV	3,172	5,866	2,694		4,367	-4,114	242,905	247,019		942	6,002	5,060		259,140
	+2,258 (+247.0%)	+521 (+9.7%)	-1,737 (-39.2%)	2.3% \| 1.0%	+335 (+8.3%)	-796 (-24.0%)	+2,408 (+1.0%)	+3,204 (+1.3%)	93.7% \| 95.3%	-1,462 (-60.8%)	-1,075 (-15.2%)	+387 (+8.3%)	2.3% \| 2.0%	+2,189
	ADDING	3	3	LONG	4	REDUCING	33	32	SHORT	REDUCING	—	—	LONG	BUILDUP
TRANSCO ZONE 6 MONTHLY INDEX ICE FUTURES ENERGY DIV	-1,140	0	1,140		0	3,984	99,045	95,061		-2,844	1,760	4,604		100,805
	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 1.1%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	98.3% \| 94.3%	0 (0.0%)	0 (0.0%)	0 (0.0%)	1.7% \| 4.6%	0
	NEUTRAL	0	2	SHORT	0	NEUTRAL	11	8	LONG	NEUTRAL	—	—	SHORT	NEUTRAL
WAHA FIN BASIS ICE FUTURES ENERGY DIV	-53,559	2,886	56,445		23,032	52,688	683,703	631,015		871	9,481	8,610		719,102
	+1,661 (+3.0%)	+234 (+8.8%)	-1,427 (-2.5%)	0.4% \| 7.8%	-1,419 (-5.8%)	-1,219 (-2.3%)	+17,938 (+2.7%)	+19,157 (+3.1%)	95.1% \| 87.8%	-442 (-33.7%)	-228 (-2.3%)	+214 (+2.5%)	1.3% \| 1.2%	+16,525
	ADDING	2	9	SHORT	7	REDUCING	54	41	LONG	REDUCING	—	—	LONG	BUILDUP
WAHA INDEX ICE FUTURES ENERGY DIV	1,470	1,470	0		0	332	82,490	82,158		-1,802	1,971	3,773		85,931
	0 (0.0%)	0 (0.0%)	0 (0.0%)	1.7% \| 0.0%	0 (0.0%)	-366 (-52.4%)	+1,333 (+1.6%)	+1,699 (+2.1%)	96.0% \| 95.6%	+366 (+16.9%)	+428 (+27.7%)	+62 (+1.7%)	2.3% \| 4.4%	+1,761
	NEUTRAL	1	0	LONG	0	REDUCING	22	22	LONG	ADDING	—	—	SHORT	BUILDUP
Energy › Petroleum Products & Fuels
ARGUS CIF ARA Lg Finl Propane ICE FUTURES ENERGY DIV	677	677	0		771	-810	1,689	2,499		133	630	497		3,767
	-11 (-1.6%)	-11 (-1.6%)	0 (0.0%)	18.0% \| 0.0%	+28 (+3.8%)	-8 (-1.0%)	+14 (+0.8%)	+22 (+0.9%)	44.8% \| 66.3%	+19 (+16.7%)	+44 (+7.5%)	+25 (+5.3%)	16.7% \| 13.2%	+75
	REDUCING	4	0	LONG	4	REDUCING	12	16	SHORT	ADDING	—	—	LONG	BUILDUP
ARGUS FAR EAST PROPANE ICE FUTURES ENERGY DIV	1,455	1,989	534		1,815	-1,774	8,758	10,532		319	1,254	935		13,816
	+215 (+17.3%)	+241 (+13.8%)	+26 (+5.1%)	14.4% \| 3.9%	+190 (+11.7%)	-103 (-6.2%)	+272 (+3.2%)	+375 (+3.7%)	63.4% \| 76.2%	-112 (-26.0%)	-29 (-2.3%)	+83 (+9.7%)	9.1% \| 6.8%	+674
	ADDING	8	8	LONG	15	REDUCING	44	50	SHORT	REDUCING	—	—	LONG	BUILDUP
ARGUS PROPANE FAR EAST INDEX NEW YORK MERCANTILE EXCHANGE	747	792	45		356	-1,197	2,523	3,720		450	1,139	689		4,810
	+61 (+8.9%)	+81 (+11.4%)	+20 (+80.0%)	16.5% \| 0.9%	-18 (-4.8%)	-53 (-4.6%)	-115 (-4.4%)	-62 (-1.6%)	52.5% \| 77.3%	-8 (-1.7%)	+14 (+1.2%)	+22 (+3.3%)	23.7% \| 14.3%	-38
	ADDING	4	1	LONG	5	REDUCING	17	17	SHORT	REDUCING	—	—	LONG	LIQUIDATION
BUTANE OPIS MT BELV NONTET FP ICE FUTURES ENERGY DIV	5,769	8,209	2,440		6,469	-5,185	44,510	49,695		-584	192	776		59,380
	-1,057 (-15.5%)	-728 (-8.1%)	+329 (+15.6%)	13.8% \| 4.1%	+490 (+8.2%)	+1,086 (+17.3%)	+1,355 (+3.1%)	+269 (+0.5%)	75.0% \| 83.7%	-29 (-5.2%)	+73 (+61.3%)	+102 (+15.1%)	0.3% \| 1.3%	+1,190
	REDUCING	9	8	LONG	11	ADDING	60	58	SHORT	REDUCING	—	—	SHORT	BUILDUP
CONWAY PROPANE (OPIS) NEW YORK MERCANTILE EXCHANGE	340	698	358		1,469	-595	16,724	17,319		255	690	435		19,581
	+25 (+7.9%)	+69 (+11.0%)	+44 (+14.0%)	3.6% \| 1.8%	+100 (+7.3%)	-20 (-3.5%)	+11 (+0.1%)	+31 (+0.2%)	85.4% \| 88.4%	-5 (-1.9%)	-15 (-2.1%)	-10 (-2.2%)	3.5% \| 2.2%	+165
	ADDING	4	4	LONG	6	REDUCING	32	32	SHORT	REDUCING	—	—	LONG	BUILDUP
ETHANE, MT. BELV-ENTERPRISE ICE FUTURES ENERGY DIV	3,011	9,392	6,381		10,975	-3,178	67,113	70,291		167	452	285		87,932
	-1,635 (-35.2%)	-1,050 (-10.1%)	+585 (+10.1%)	10.7% \| 7.3%	+1,827 (+20.0%)	+1,635 (+34.0%)	+2,820 (+4.4%)	+1,185 (+1.7%)	76.3% \| 79.9%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.5% \| 0.3%	+3,597
	REDUCING	8	7	LONG	9	ADDING	40	37	SHORT	NEUTRAL	—	—	LONG	BUILDUP
FUEL OIL-3% USGC/3.5% FOB RDAM ICE FUTURES ENERGY DIV	-2,614	2,077	4,691		1,542	2,583	12,188	9,605		31	34	3		15,841
	-80 (-3.2%)	+850 (+69.3%)	+930 (+24.7%)	13.1% \| 29.6%	-135 (-8.1%)	+80 (+3.2%)	+389 (+3.3%)	+309 (+3.3%)	76.9% \| 60.6%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.2% \| 0.0%	+1,104
	REDUCING	3	5	SHORT	6	ADDING	20	24	LONG	NEUTRAL	—	—	LONG	BUILDUP
GASOLINE RBOB NEW YORK MERCANTILE EXCHANGE	53,765	75,722	21,957		55,913	-65,788	176,977	242,765		12,023	28,763	16,740		337,375
	-5,827 (-9.8%)	-4,531 (-5.6%)	+1,296 (+6.3%)	22.4% \| 6.5%	+5,087 (+10.0%)	+8,232 (+11.1%)	+18,241 (+11.5%)	+10,009 (+4.3%)	52.5% \| 72.0%	-2,405 (-16.7%)	-1,919 (-6.3%)	+486 (+3.0%)	8.5% \| 5.0%	+16,878
	REDUCING	77	36	LONG	65	ADDING	95	116	SHORT	REDUCING	—	—	LONG	BUILDUP
GULF # 6 FUEL 3.0% SULFUR NEW YORK MERCANTILE EXCHANGE	-1,358	25	1,383		0	1,285	1,993	708		73	73	0		2,091
	-1,358 (0.0%)	+25 (0.0%)	+1,383 (0.0%)	1.2% \| 66.1%	0 (0.0%)	+1,285 (0.0%)	+1,993 (0.0%)	+708 (0.0%)	95.3% \| 33.9%	+73 (0.0%)	+73 (0.0%)	0 (0.0%)	3.5% \| 0.0%	+2,091
	REDUCING	1	5	SHORT	0	ADDING	11	5	LONG	ADDING	—	—	LONG	BUILDUP
GULF # 6 FUEL OIL CRACK NEW YORK MERCANTILE EXCHANGE	-1,219	689	1,908		1,460	1,219	6,654	5,435		0	0	0		8,803
	+245 (+16.7%)	-108 (-13.6%)	-353 (-15.6%)	7.8% \| 21.7%	+503 (+52.6%)	-245 (-16.7%)	-395 (-5.6%)	-150 (-2.7%)	75.6% \| 61.7%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 0.0%	0
	ADDING	3	5	SHORT	5	REDUCING	16	15	LONG	NEUTRAL	—	—	SHORT	NEUTRAL
GULF COAST CBOB GAS A2 PL RBOB NEW YORK MERCANTILE EXCHANGE	40	40	0		810	252	17,565	17,313		-292	2,056	2,348		20,471
	+230 (+121.1%)	+40 (0.0%)	-190 (-100.0%)	0.2% \| 0.0%	+285 (+54.3%)	+470 (+215.6%)	-665 (-3.6%)	-1,135 (-6.2%)	85.8% \| 84.6%	-700 (-171.6%)	-210 (-9.3%)	+490 (+26.4%)	10.0% \| 11.5%	-550
	ADDING	1	0	LONG	1	ADDING	14	18	LONG	REDUCING	—	—	SHORT	LIQUIDATION
GULF JET NY HEAT OIL SPR NEW YORK MERCANTILE EXCHANGE	245	245	0		0	-380	14,629	15,009		135	135	0		15,009
	0 (0.0%)	0 (0.0%)	0 (0.0%)	1.6% \| 0.0%	0 (0.0%)	0 (0.0%)	+448 (+3.2%)	+448 (+3.1%)	97.5% \| 100.0%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.9% \| 0.0%	+448
	NEUTRAL	1	0	LONG	0	NEUTRAL	24	20	SHORT	NEUTRAL	—	—	LONG	BUILDUP
ISOBUTANE OPIS MT BELV NONTET ICE FUTURES ENERGY DIV	-1,280	0	1,280		0	1,162	9,067	7,905		118	690	572		9,757
	-225 (-21.3%)	0 (0.0%)	+225 (+21.3%)	0.0% \| 13.1%	-9 (-100.0%)	+213 (+22.4%)	+337 (+3.9%)	+124 (+1.6%)	92.9% \| 81.0%	+12 (+11.3%)	-64 (-8.5%)	-76 (-11.7%)	7.1% \| 5.9%	+264
	REDUCING	0	1	SHORT	0	ADDING	20	14	LONG	ADDING	—	—	LONG	BUILDUP
MARINE .5% FOB USGC/BRENT 1st ICE FUTURES ENERGY DIV	120	236	116		5	-140	1,861	2,001		20	40	20		2,142
	+30 (+33.3%)	+5 (+2.2%)	-25 (-17.7%)	11.0% \| 5.4%	0 (0.0%)	-50 (-55.6%)	+164 (+9.7%)	+214 (+12.0%)	86.9% \| 93.4%	+20 (0.0%)	0 (0.0%)	-20 (-50.0%)	1.9% \| 0.9%	+169
	ADDING	1	2	LONG	1	REDUCING	12	14	SHORT	ADDING	—	—	LONG	BUILDUP
MT BELV NAT GASOLINE OPIS NEW YORK MERCANTILE EXCHANGE	470	1,651	1,181		328	144	43,451	43,307		-614	106	720		45,536
	+26 (+5.9%)	+60 (+3.8%)	+34 (+3.0%)	3.6% \| 2.6%	-7 (-2.1%)	+26 (+22.0%)	+431 (+1.0%)	+405 (+0.9%)	95.4% \| 95.1%	-52 (-9.3%)	+14 (+15.2%)	+66 (+10.1%)	0.2% \| 1.6%	+498
	ADDING	3	4	LONG	4	ADDING	27	36	LONG	REDUCING	—	—	SHORT	BUILDUP
MT BELV NORM BUTANE OPIS NEW YORK MERCANTILE EXCHANGE	-1,360	2,797	4,157		3,185	2,066	38,460	36,394		-706	884	1,590		45,326
	-203 (-17.5%)	-110 (-3.8%)	+93 (+2.3%)	6.2% \| 9.2%	+299 (+10.4%)	+77 (+3.9%)	+473 (+1.2%)	+396 (+1.1%)	84.9% \| 80.3%	+126 (+15.1%)	+34 (+4.0%)	-92 (-5.5%)	2.0% \| 3.5%	+696
	REDUCING	16	9	SHORT	10	ADDING	61	59	LONG	ADDING	—	—	SHORT	BUILDUP
MT BELVIEU ETHANE OPIS NEW YORK MERCANTILE EXCHANGE	3,007	4,382	1,375		697	-1,749	37,237	38,986		-1,258	184	1,442		42,500
	-75 (-2.4%)	+140 (+3.3%)	+215 (+18.5%)	10.3% \| 3.2%	+100 (+16.8%)	+95 (+5.2%)	+3,661 (+10.9%)	+3,566 (+10.1%)	87.6% \| 91.7%	-20 (-1.6%)	+30 (+19.5%)	+50 (+3.6%)	0.4% \| 3.4%	+3,931
	REDUCING	9	8	LONG	6	ADDING	26	28	SHORT	REDUCING	—	—	SHORT	BUILDUP
NAT GASLNE OPIS MT B NONTET FP ICE FUTURES ENERGY DIV	-3,337	224	3,561		1,035	4,035	20,634	16,599		-698	41	739		21,934
	+80 (+2.3%)	+50 (+28.7%)	-30 (-0.8%)	1.0% \| 16.2%	+60 (+6.2%)	-80 (-1.9%)	+264 (+1.3%)	+344 (+2.1%)	94.1% \| 75.7%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.2% \| 3.4%	+374
	ADDING	2	5	SHORT	5	REDUCING	20	27	LONG	NEUTRAL	—	—	SHORT	BUILDUP
NY HARBOR ULSD NEW YORK MERCANTILE EXCHANGE	7,606	35,740	28,134		43,638	-29,293	120,097	149,390		21,687	43,890	22,203		243,365
	-1,281 (-14.4%)	+848 (+2.4%)	+2,129 (+8.2%)	14.7% \| 11.6%	+6,320 (+16.9%)	+938 (+3.1%)	+6,401 (+5.6%)	+5,463 (+3.8%)	49.3% \| 61.4%	+343 (+1.6%)	+917 (+2.1%)	+574 (+2.7%)	18.0% \| 9.1%	+14,486
	REDUCING	46	27	LONG	51	ADDING	72	79	SHORT	ADDING	—	—	LONG	BUILDUP
PROPANE NEW YORK MERCANTILE EXCHANGE	-10,500	5,734	16,234		11,053	10,755	94,293	83,538		-255	542	797		111,622
	+2,852 (+21.4%)	-166 (-2.8%)	-3,018 (-15.7%)	5.1% \| 14.5%	+1,987 (+21.9%)	-2,853 (-21.0%)	-2,130 (-2.2%)	+723 (+0.9%)	84.5% \| 74.8%	+1 (+0.4%)	-12 (-2.2%)	-13 (-1.6%)	0.5% \| 0.7%	-321
	ADDING	14	21	SHORT	18	REDUCING	85	78	LONG	ADDING	—	—	SHORT	LIQUIDATION
PROPANE ARGUS CIF ARA MINI ICE FUTURES ENERGY DIV	-3,178	784	3,962		78	2,913	5,493	2,580		265	669	404		7,024
	-182 (-6.1%)	+6 (+0.8%)	+188 (+5.0%)	11.2% \| 56.4%	-21 (-21.2%)	+220 (+8.2%)	+313 (+6.0%)	+93 (+3.7%)	78.2% \| 36.7%	-38 (-12.5%)	-10 (-1.5%)	+28 (+7.4%)	9.5% \| 5.8%	+288
	REDUCING	4	5	SHORT	3	ADDING	20	15	LONG	REDUCING	—	—	LONG	BUILDUP
PROPANE ARGUS FAR EAST MINI ICE FUTURES ENERGY DIV	-507	1,104	1,611		296	438	3,925	3,487		69	878	809		6,203
	+44 (+8.0%)	+70 (+6.8%)	+26 (+1.6%)	17.8% \| 26.0%	-6 (-2.0%)	+56 (+14.7%)	+266 (+7.3%)	+210 (+6.4%)	63.3% \| 56.2%	-100 (-59.2%)	-80 (-8.4%)	+20 (+2.5%)	14.2% \| 13.0%	+250
	ADDING	8	11	SHORT	11	ADDING	30	22	LONG	REDUCING	—	—	LONG	BUILDUP
PROPANE ARGUS SAUDI CP FP ICE FUTURES ENERGY DIV	450	609	159		471	-681	2,303	2,984		231	758	527		4,141
	+51 (+12.8%)	+59 (+10.7%)	+8 (+5.3%)	14.7% \| 3.8%	-77 (-14.1%)	+144 (+17.5%)	+62 (+2.8%)	-82 (-2.7%)	55.6% \| 72.1%	-195 (-45.8%)	-32 (-4.1%)	+163 (+44.8%)	18.3% \| 12.7%	+12
	ADDING	8	4	LONG	6	ADDING	26	26	SHORT	REDUCING	—	—	LONG	BUILDUP
PROPANE NON-LDH MT BEL NEW YORK MERCANTILE EXCHANGE	-112	803	915		1,402	454	23,509	23,055		-342	464	806		26,178
	-1,509 (-108.0%)	-1,282 (-61.5%)	+227 (+33.0%)	3.1% \| 3.5%	+1,029 (+275.9%)	+1,414 (+147.3%)	+2,596 (+12.4%)	+1,182 (+5.4%)	89.8% \| 88.1%	+95 (+21.7%)	+85 (+22.4%)	-10 (-1.2%)	1.8% \| 3.1%	+2,428
	REDUCING	1	2	SHORT	2	ADDING	29	33	LONG	ADDING	—	—	SHORT	BUILDUP
PROPANE OPIS CONWAY INWELL FP ICE FUTURES ENERGY DIV	-37	165	202		2,406	-160	9,964	10,124		197	549	352		13,084
	-170 (-127.8%)	+14 (+9.3%)	+184 (+1,022.2%)	1.3% \| 1.5%	-185 (-7.1%)	+206 (+56.3%)	+143 (+1.5%)	-63 (-0.6%)	76.2% \| 77.4%	-36 (-15.5%)	-36 (-6.2%)	0 (0.0%)	4.2% \| 2.7%	-64
	REDUCING	2	3	SHORT	5	ADDING	18	17	SHORT	REDUCING	—	—	LONG	LIQUIDATION
PROPANE OPIS MT BELV NONTET FP ICE FUTURES ENERGY DIV	-913	5,158	6,071		12,979	1,301	86,259	84,958		-388	293	681		104,689
	-9,149 (-111.1%)	-8,343 (-61.8%)	+806 (+15.3%)	4.9% \| 5.8%	+3,395 (+35.4%)	+9,233 (+116.4%)	+5,570 (+6.9%)	-3,663 (-4.1%)	82.4% \| 81.2%	-84 (-27.6%)	-55 (-15.8%)	+29 (+4.4%)	0.3% \| 0.7%	+567
	REDUCING	3	6	SHORT	5	ADDING	44	44	LONG	REDUCING	—	—	SHORT	BUILDUP
PROPANE OPIS MT BELVIEU TET FP ICE FUTURES ENERGY DIV	19,208	28,475	9,267		37,471	-18,943	125,851	144,794		-265	399	664		192,196
	+9,389 (+95.6%)	+383 (+1.4%)	-9,006 (-49.3%)	14.8% \| 4.8%	+6,185 (+19.8%)	-9,360 (-97.7%)	-2,509 (-2.0%)	+6,851 (+5.0%)	65.5% \| 75.3%	-29 (-12.3%)	-131 (-24.7%)	-102 (-13.3%)	0.2% \| 0.3%	+3,928
	ADDING	17	14	LONG	19	REDUCING	85	89	SHORT	REDUCING	—	—	SHORT	BUILDUP
PROPANE,OPIS MT BELV TET BALMO ICE FUTURES ENERGY DIV	162	197	35		219	-187	1,284	1,471		25	40	15		1,740
	+162 (0.0%)	+197 (0.0%)	+35 (0.0%)	11.3% \| 2.0%	+219 (0.0%)	-187 (0.0%)	+1,284 (0.0%)	+1,471 (0.0%)	73.8% \| 84.5%	+25 (0.0%)	+40 (0.0%)	+15 (0.0%)	2.3% \| 0.9%	+1,740
	ADDING	3	1	LONG	4	REDUCING	12	10	SHORT	ADDING	—	—	LONG	BUILDUP
UP DOWN GC ULSD VS HO SPR NEW YORK MERCANTILE EXCHANGE	295	295	0		1,564	-8,851	31,173	40,024		8,556	13,368	4,812		46,400
	-175 (-37.2%)	-175 (-37.2%)	0 (0.0%)	0.6% \| 0.0%	+125 (+8.7%)	+40 (+0.4%)	-1,022 (-3.2%)	-1,062 (-2.6%)	67.2% \| 86.3%	+135 (+1.6%)	+623 (+4.9%)	+488 (+11.3%)	28.8% \| 10.4%	-449
	REDUCING	1	0	LONG	1	ADDING	18	18	SHORT	ADDING	—	—	LONG	LIQUIDATION
USGC HSFO (PLATTS) ICE FUTURES ENERGY DIV	6,697	7,776	1,079		2,694	-6,559	15,008	21,567		-138	31	169		25,509
	+814 (+13.8%)	+765 (+10.9%)	-49 (-4.3%)	30.5% \| 4.2%	+691 (+34.5%)	-809 (-14.1%)	+585 (+4.1%)	+1,394 (+6.9%)	58.8% \| 84.5%	-5 (-3.8%)	0 (0.0%)	+5 (+3.0%)	0.1% \| 0.7%	+2,041
	ADDING	6	4	LONG	6	REDUCING	35	43	SHORT	REDUCING	—	—	SHORT	BUILDUP
USGC HSFO-PLATTS/BRENT 1ST LN ICE FUTURES ENERGY DIV	-1,617	1,845	3,462		791	1,573	7,792	6,219		44	62	18		10,490
	+64 (+3.8%)	+363 (+24.5%)	+299 (+9.5%)	17.6% \| 33.0%	-15 (-1.9%)	-54 (-3.3%)	+93 (+1.2%)	+147 (+2.4%)	74.3% \| 59.3%	-10 (-18.5%)	-20 (-24.4%)	-10 (-35.7%)	0.6% \| 0.2%	+421
	ADDING	4	5	SHORT	4	REDUCING	23	18	LONG	REDUCING	—	—	LONG	BUILDUP
Electricity & Power › CAISO Markets
CAISO NP-15 DA OFF-PK FIXED ICE FUTURES ENERGY DIV	-10,583	3,503	14,086		2,971	10,390	43,503	33,113		193	202	9		50,179
	+406 (+3.7%)	+1,062 (+43.5%)	+656 (+4.9%)	7.0% \| 28.1%	-208 (-6.5%)	-421 (-3.9%)	-531 (-1.2%)	-110 (-0.3%)	86.7% \| 66.0%	+15 (+8.4%)	+15 (+8.0%)	0 (0.0%)	0.4% \| 0.0%	+338
	ADDING	6	5	SHORT	5	REDUCING	22	17	LONG	ADDING	—	—	LONG	BUILDUP
CAISO NP-15 PEAK ICE FUTURES ENERGY DIV	-19,130	1,160	20,290		1,750	19,006	49,439	30,433		124	156	32		52,505
	+213 (+1.1%)	-371 (-24.2%)	-584 (-2.8%)	2.2% \| 38.6%	+450 (+34.6%)	-190 (-1.0%)	+384 (+0.8%)	+574 (+1.9%)	94.2% \| 58.0%	-23 (-15.6%)	+9 (+6.1%)	+32 (0.0%)	0.3% \| 0.1%	+472
	ADDING	5	6	SHORT	7	REDUCING	24	19	LONG	REDUCING	—	—	LONG	BUILDUP
CAISO SP-15 DA OFF-PK FIXED ICE FUTURES ENERGY DIV	-16,773	1,631	18,404		11,300	16,484	66,962	50,478		289	373	84		80,266
	-2,089 (-14.2%)	-173 (-9.6%)	+1,916 (+11.6%)	2.0% \| 22.9%	-230 (-2.0%)	+2,043 (+14.1%)	+2,614 (+4.1%)	+571 (+1.1%)	83.4% \| 62.9%	+46 (+18.9%)	+94 (+33.7%)	+48 (+133.3%)	0.5% \| 0.1%	+2,305
	REDUCING	5	4	SHORT	9	ADDING	31	28	LONG	ADDING	—	—	LONG	BUILDUP
CAISO SP-15 PEAK 0900-1600 HE ICE FUTURES ENERGY DIV	3,584	3,850	266		165	-3,570	9,643	13,213		-14	30	44		13,688
	-345 (-8.8%)	-340 (-8.1%)	+5 (+1.9%)	28.1% \| 1.9%	+150 (+1,000.0%)	+350 (+8.9%)	+165 (+1.7%)	-185 (-1.4%)	70.4% \| 96.5%	-5 (-55.6%)	0 (0.0%)	+5 (+12.8%)	0.2% \| 0.3%	-25
	REDUCING	2	1	LONG	2	ADDING	11	9	SHORT	REDUCING	—	—	SHORT	LIQUIDATION
SP15 FIN DA PEAK FIXED ICE FUTURES ENERGY DIV	-2,786	12,816	15,602		8,353	2,313	85,528	83,215		473	605	132		107,302
	-1,811 (-185.7%)	-1,871 (-12.7%)	-60 (-0.4%)	11.9% \| 14.5%	+967 (+13.1%)	+1,654 (+251.0%)	+2,559 (+3.1%)	+905 (+1.1%)	79.7% \| 77.6%	+157 (+49.7%)	+212 (+53.9%)	+55 (+71.4%)	0.6% \| 0.1%	+1,867
	REDUCING	9	16	SHORT	12	ADDING	37	29	LONG	ADDING	—	—	LONG	BUILDUP
Electricity & Power › ERCOT Markets
ERCOT – NORTH MONTHLY OFF-PEAK ICE FUTURES ENERGY DIV	4,228	14,011	9,783		3,555	-4,657	93,537	98,194		429	620	191		111,723
	+866 (+25.8%)	+372 (+2.7%)	-494 (-4.8%)	12.5% \| 8.8%	-75 (-2.1%)	-869 (-22.9%)	-2,619 (-2.7%)	-1,750 (-1.8%)	83.7% \| 87.9%	+3 (+0.7%)	-30 (-4.6%)	-33 (-14.7%)	0.6% \| 0.2%	-2,352
	ADDING	6	11	LONG	6	REDUCING	24	26	SHORT	ADDING	—	—	LONG	LIQUIDATION
ERCOT Houston 345KV RT OFF FIX ICE FUTURES ENERGY DIV	12,365	12,665	300		550	-12,598	27,911	40,509		233	233	0		41,359
	-304 (-2.4%)	-274 (-2.1%)	+30 (+11.1%)	30.6% \| 0.7%	-50 (-8.3%)	+312 (+2.4%)	-600 (-2.1%)	-912 (-2.2%)	67.5% \| 97.9%	-8 (-3.3%)	-8 (-3.3%)	0 (0.0%)	0.6% \| 0.0%	-932
	REDUCING	7	1	LONG	2	ADDING	20	15	SHORT	REDUCING	—	—	LONG	LIQUIDATION
ERCOT HOUSTON 345KV RT PK FIX ICE FUTURES ENERGY DIV	11,405	12,440	1,035		550	-11,623	30,501	42,124		218	458	240		43,949
	-420 (-3.6%)	-425 (-3.3%)	-5 (-0.5%)	28.3% \| 2.4%	-50 (-8.3%)	+382 (+3.2%)	-525 (-1.7%)	-907 (-2.1%)	69.4% \| 95.8%	+38 (+21.1%)	+38 (+9.0%)	0 (0.0%)	1.0% \| 0.5%	-962
	REDUCING	7	2	LONG	2	ADDING	20	15	SHORT	ADDING	—	—	LONG	LIQUIDATION
ERCOT N 345KV REAL T PK 2×16 ICE FUTURES ENERGY DIV	5,507	17,533	12,026		3,900	-5,593	97,383	102,976		86	482	396		119,298
	+517 (+10.4%)	+102 (+0.6%)	-415 (-3.3%)	14.7% \| 10.1%	-312 (-7.4%)	-546 (-10.8%)	-3,052 (-3.0%)	-2,506 (-2.4%)	81.6% \| 86.3%	+29 (+50.9%)	-17 (-3.4%)	-46 (-10.4%)	0.4% \| 0.3%	-3,279
	ADDING	8	9	LONG	9	REDUCING	33	31	SHORT	ADDING	—	—	LONG	LIQUIDATION
ERCOT N 345KV REAL T PK DALY M ICE FUTURES ENERGY DIV	-1,190	525	1,715		607	1,420	3,585	2,165		-230	205	435		4,922
	+85 (+6.7%)	+205 (+64.1%)	+120 (+7.5%)	10.7% \| 34.8%	-253 (-29.4%)	+5 (+0.4%)	-415 (-10.4%)	-420 (-16.2%)	72.8% \| 44.0%	-90 (-64.3%)	-110 (-34.9%)	-20 (-4.4%)	4.2% \| 8.8%	-573
	ADDING	6	10	SHORT	6	ADDING	19	15	LONG	REDUCING	—	—	SHORT	LIQUIDATION
ERCOT NORTH 345K RT OFFPK DLY ICE FUTURES ENERGY DIV	1,616	2,200	584		464	-1,432	1,800	3,232		-184	320	504		4,784
	-120 (-6.9%)	+168 (+8.3%)	+288 (+97.3%)	46.0% \| 12.2%	+128 (+38.1%)	+336 (+19.0%)	+480 (+36.4%)	+144 (+4.7%)	37.6% \| 67.6%	-216 (-675.0%)	-40 (-11.1%)	+176 (+53.7%)	6.7% \| 10.5%	+736
	REDUCING	5	3	LONG	3	ADDING	12	9	SHORT	REDUCING	—	—	SHORT	BUILDUP
ERCOT NORTH 345KV DA PK DLY FI ICE FUTURES ENERGY DIV	2,000	11,050	9,050		350	-2,000	9,050	11,050		0	0	0		20,450
	+570 (+39.9%)	+2,850 (+34.8%)	+2,280 (+33.7%)	54.0% \| 44.3%	-350 (-50.0%)	-570 (-39.9%)	+700 (+8.4%)	+1,270 (+13.0%)	44.3% \| 54.0%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 0.0%	+3,200
	ADDING	6	8	LONG	2	REDUCING	9	9	SHORT	NEUTRAL	—	—	SHORT	BUILDUP
ERCOT North 345KV Hub RT 7×16 ICE FUTURES ENERGY DIV	-2,405	750	3,155		300	2,265	16,680	14,415		140	260	120		17,990
	+100 (+4.0%)	-50 (-6.3%)	-150 (-4.5%)	4.2% \| 17.5%	0 (0.0%)	-100 (-4.2%)	+275 (+1.7%)	+375 (+2.7%)	92.7% \| 80.1%	0 (0.0%)	0 (0.0%)	0 (0.0%)	1.4% \| 0.7%	+225
	ADDING	3	3	SHORT	2	REDUCING	18	16	LONG	NEUTRAL	—	—	LONG	BUILDUP
ERCOT North 345KV Hub RT 7×8 ICE FUTURES ENERGY DIV	105,526	110,571	5,045		15,083	-105,808	87,029	192,837		282	570	288		213,253
	+2,187 (+2.1%)	+882 (+0.8%)	-1,305 (-20.6%)	51.8% \| 2.4%	-873 (-5.5%)	-2,234 (-2.2%)	-3,196 (-3.5%)	-962 (-0.5%)	40.8% \| 90.4%	+47 (+20.0%)	+12 (+2.2%)	-35 (-10.8%)	0.3% \| 0.1%	-3,175
	ADDING	18	5	LONG	16	REDUCING	32	29	SHORT	ADDING	—	—	LONG	LIQUIDATION
ERCOT NORTH 345KV RT PK FIX ICE FUTURES ENERGY DIV	90,366	119,523	29,157		20,774	-91,007	121,535	212,542		641	1,310	669		263,142
	+992 (+1.1%)	-582 (-0.5%)	-1,574 (-5.1%)	45.4% \| 11.1%	-1,159 (-5.3%)	-1,269 (-1.4%)	-3,448 (-2.8%)	-2,179 (-1.0%)	46.2% \| 80.8%	+277 (+76.1%)	+214 (+19.5%)	-63 (-8.6%)	0.5% \| 0.3%	-4,975
	ADDING	26	27	LONG	28	REDUCING	47	46	SHORT	ADDING	—	—	LONG	LIQUIDATION
ERCOT SOUTH 345 KV RT PEAK FIX ICE FUTURES ENERGY DIV	-4,280	145	4,425		0	4,514	31,826	27,312		-234	325	559		32,296
	-680 (-18.9%)	-140 (-49.1%)	+540 (+13.9%)	0.4% \| 13.7%	-15 (-100.0%)	+674 (+17.6%)	+134 (+0.4%)	-540 (-1.9%)	98.5% \| 84.6%	+6 (+2.5%)	-14 (-4.1%)	-20 (-3.5%)	1.0% \| 1.7%	-35
	REDUCING	3	2	SHORT	0	ADDING	17	12	LONG	ADDING	—	—	SHORT	LIQUIDATION
ERCOT WEST 345K RT OFF-PEAK ICE FUTURES ENERGY DIV	-3,145	1,092	4,237		708	3,262	29,633	26,371		-117	183	300		31,616
	+77 (+2.4%)	0 (0.0%)	-77 (-1.8%)	3.5% \| 13.4%	0 (0.0%)	-63 (-1.9%)	-1,167 (-3.8%)	-1,104 (-4.0%)	93.7% \| 83.4%	-14 (-13.6%)	-14 (-7.1%)	0 (0.0%)	0.6% \| 0.9%	-1,181
	ADDING	2	2	SHORT	3	REDUCING	19	15	LONG	REDUCING	—	—	SHORT	LIQUIDATION
ERCOT WEST 345KV RT PEAK ICE FUTURES ENERGY DIV	-3,192	1,092	4,284		708	3,309	29,702	26,393		-117	183	300		31,685
	+77 (+2.4%)	0 (0.0%)	-77 (-1.8%)	3.4% \| 13.5%	0 (0.0%)	-63 (-1.9%)	-1,168 (-3.8%)	-1,105 (-4.0%)	93.7% \| 83.3%	-14 (-13.6%)	-14 (-7.1%)	0 (0.0%)	0.6% \| 0.9%	-1,182
	ADDING	2	3	SHORT	3	REDUCING	19	15	LONG	REDUCING	—	—	SHORT	LIQUIDATION
ERCOT-SOUTH MONTHLY OFFPEAK ICE FUTURES ENERGY DIV	-4,350	75	4,425		0	4,564	30,389	25,825		-214	325	539		30,789
	-640 (-17.3%)	-100 (-57.1%)	+540 (+13.9%)	0.2% \| 14.4%	-15 (-100.0%)	+634 (+16.1%)	+160 (+0.5%)	-474 (-1.8%)	98.7% \| 83.9%	+6 (+2.7%)	-14 (-4.1%)	-20 (-3.6%)	1.1% \| 1.8%	+31
	REDUCING	2	2	SHORT	0	ADDING	16	12	LONG	ADDING	—	—	SHORT	BUILDUP
ERCOT.HB_NORTH_month_7x8_rtp NODAL EXCHANGE	9,100	9,100	0		1,800	-9,280	18,565	27,845		180	1,540	1,360		31,005
	+175 (+2.0%)	+175 (+2.0%)	0 (0.0%)	29.4% \| 0.0%	+1,800 (0.0%)	-175 (-1.9%)	+400 (+2.2%)	+575 (+2.1%)	59.9% \| 89.8%	0 (0.0%)	-90 (-5.5%)	-90 (-6.2%)	5.0% \| 4.4%	+2,285
	ADDING	2	0	LONG	1	REDUCING	16	17	SHORT	NEUTRAL	—	—	LONG	BUILDUP
ERCOT.HB_NORTH_month_off_rtp NODAL EXCHANGE	-900	0	900		900	1,029	71,434	70,405		-129	7,894	8,023		80,228
	+100 (+10.0%)	0 (0.0%)	-100 (-10.0%)	0.0% \| 1.1%	0 (0.0%)	-117 (-10.2%)	-2,837 (-3.8%)	-2,720 (-3.7%)	89.0% \| 87.8%	+17 (+11.6%)	-145 (-1.8%)	-162 (-2.0%)	9.8% \| 10.0%	-2,982
	ADDING	0	1	SHORT	1	REDUCING	14	17	LONG	ADDING	—	—	SHORT	LIQUIDATION
ERCOT.HB_NORTH_month_on_rtp NODAL EXCHANGE	950	1,925	975		950	-950	69,723	70,673		0	9,635	9,635		82,233
	+75 (+8.6%)	-25 (-1.3%)	-100 (-9.3%)	2.3% \| 1.2%	0 (0.0%)	-75 (-8.6%)	-2,447 (-3.4%)	-2,372 (-3.2%)	84.8% \| 85.9%	0 (0.0%)	-335 (-3.4%)	-335 (-3.4%)	11.7% \| 11.7%	-2,807
	ADDING	1	2	LONG	2	REDUCING	16	19	SHORT	NEUTRAL	—	—	SHORT	LIQUIDATION
Electricity & Power › ISO-NE Markets
ISO NE MASS HUB DA OFF-PK FIXD ICE FUTURES ENERGY DIV	-2,182	3,611	5,793		3,989	1,669	54,747	53,078		513	621	108		62,968
	-328 (-17.7%)	-60 (-1.6%)	+268 (+4.9%)	5.7% \| 9.2%	+524 (+15.1%)	+321 (+23.8%)	+517 (+1.0%)	+196 (+0.4%)	86.9% \| 84.3%	+7 (+1.4%)	+12 (+2.0%)	+5 (+4.9%)	1.0% \| 0.2%	+993
	REDUCING	5	9	SHORT	6	ADDING	28	28	LONG	ADDING	—	—	LONG	BUILDUP
ISO NE MASS HUB DA PEAK ICE FUTURES ENERGY DIV	-10,386	4,200	14,586		6,345	9,854	79,946	70,092		532	832	300		91,323
	-1,587 (-18.0%)	-299 (-6.6%)	+1,288 (+9.7%)	4.6% \| 16.0%	+446 (+7.6%)	+1,199 (+13.9%)	+1,088 (+1.4%)	-111 (-0.2%)	87.5% \| 76.8%	+388 (+269.4%)	+291 (+53.8%)	-97 (-24.4%)	0.9% \| 0.3%	+1,526
	REDUCING	7	18	SHORT	15	ADDING	32	26	LONG	ADDING	—	—	LONG	BUILDUP
ISONE.H.INTERNAL_HB_mo_off_dap NODAL EXCHANGE	10,783	13,008	2,225		1,106	-10,495	57,561	68,056		-288	8,861	9,149		80,536
	+975 (+9.9%)	+1,035 (+8.6%)	+60 (+2.8%)	16.2% \| 2.8%	-132 (-10.7%)	-967 (-10.1%)	-560 (-1.0%)	+407 (+0.6%)	71.5% \| 84.5%	-8 (-2.9%)	+353 (+4.1%)	+361 (+4.1%)	11.0% \| 11.4%	+696
	ADDING	4	2	LONG	3	REDUCING	21	27	SHORT	REDUCING	—	—	SHORT	BUILDUP
ISONE.H.INTERNAL_HUB_mo_on_dap NODAL EXCHANGE	11,273	14,063	2,790		780	-11,214	64,207	75,421		-59	10,353	10,412		89,403
	+900 (+8.7%)	+1,035 (+7.9%)	+135 (+5.1%)	15.7% \| 3.1%	-445 (-36.3%)	-892 (-8.6%)	-576 (-0.9%)	+316 (+0.4%)	71.8% \| 84.4%	-8 (-15.7%)	+604 (+6.2%)	+612 (+6.2%)	11.6% \| 11.6%	+618
	ADDING	4	2	LONG	3	REDUCING	21	26	SHORT	REDUCING	—	—	SHORT	BUILDUP
Electricity & Power › MISO Markets
MISO IN. DAY-AHEAD PEAK ICE FUTURES ENERGY DIV	-4,059	452	4,511		345	3,592	15,284	11,692		467	620	153		16,701
	+130 (+3.1%)	-171 (-27.4%)	-301 (-6.3%)	2.7% \| 27.0%	-60 (-14.8%)	+5 (+0.1%)	-836 (-5.2%)	-841 (-6.7%)	91.5% \| 70.0%	-135 (-22.4%)	-138 (-18.2%)	-3 (-1.9%)	3.7% \| 0.9%	-1,205
	ADDING	1	6	SHORT	2	ADDING	25	13	LONG	REDUCING	—	—	LONG	LIQUIDATION
MISO IN. REAL-TIME OFF-PEAK ICE FUTURES ENERGY DIV	-7,213	4,455	11,668		300	6,925	30,311	23,386		288	596	308		35,662
	+750 (+9.4%)	-55 (-1.2%)	-805 (-6.5%)	12.5% \| 32.7%	-5 (-1.6%)	-658 (-8.7%)	-998 (-3.2%)	-340 (-1.4%)	85.0% \| 65.6%	-92 (-24.2%)	-92 (-13.4%)	0 (0.0%)	1.7% \| 0.9%	-1,150
	ADDING	1	3	SHORT	2	REDUCING	21	17	LONG	REDUCING	—	—	LONG	LIQUIDATION
MISO INDIANA OFF-PEAK ICE FUTURES ENERGY DIV	-10,685	185	10,870		220	10,301	30,578	20,277		384	432	48		31,415
	+405 (+3.7%)	-25 (-11.9%)	-430 (-3.8%)	0.6% \| 34.6%	+20 (+10.0%)	-377 (-3.5%)	-1,209 (-3.8%)	-832 (-3.9%)	97.3% \| 64.5%	-28 (-6.8%)	-30 (-6.5%)	-2 (-4.0%)	1.4% \| 0.2%	-1,244
	ADDING	2	2	SHORT	1	REDUCING	23	16	LONG	REDUCING	—	—	LONG	LIQUIDATION
MISO INDIANA HUB RT PEAK ICE FUTURES ENERGY DIV	-9,743	6,860	16,603		10	9,419	34,206	24,787		324	424	100		41,500
	+867 (+8.2%)	+138 (+2.1%)	-729 (-4.2%)	16.5% \| 40.0%	0 (0.0%)	-815 (-8.0%)	-1,380 (-3.9%)	-565 (-2.2%)	82.4% \| 59.7%	-52 (-13.8%)	-85 (-16.7%)	-33 (-24.8%)	1.0% \| 0.2%	-1,327
	ADDING	2	3	SHORT	1	REDUCING	23	21	LONG	REDUCING	—	—	LONG	LIQUIDATION
MISO.INDIANA.HUB_month_off_rtp NODAL EXCHANGE	-4,350	1,350	5,700		0	4,110	24,580	20,470		240	1,330	1,090		27,260
	+70 (+1.6%)	-150 (-10.0%)	-220 (-3.7%)	5.0% \| 20.9%	0 (0.0%)	-95 (-2.3%)	-952 (-3.7%)	-857 (-4.0%)	90.2% \| 75.1%	+25 (+11.6%)	+25 (+1.9%)	0 (0.0%)	4.9% \| 4.0%	-1,077
	ADDING	1	1	SHORT	0	REDUCING	16	15	LONG	ADDING	—	—	LONG	LIQUIDATION
MISO.INDIANA.HUB_month_on_dap NODAL EXCHANGE	-3,291	0	3,291		25	3,933	18,874	14,941		-642	2,745	3,387		21,644
	+273 (+7.7%)	0 (0.0%)	-273 (-7.7%)	0.0% \| 15.2%	0 (0.0%)	-288 (-6.8%)	-503 (-2.6%)	-215 (-1.4%)	87.2% \| 69.0%	+15 (+2.3%)	+60 (+2.2%)	+45 (+1.3%)	12.7% \| 15.6%	-443
	ADDING	0	2	SHORT	1	REDUCING	16	13	LONG	ADDING	—	—	SHORT	LIQUIDATION
Electricity & Power › NYISO Markets
NYISO ZONE A DA OFF-PK FIX PR ICE FUTURES ENERGY DIV	-1,065	1,707	2,772		899	196	27,095	26,899		869	1,269	400		30,970
	-135 (-14.5%)	+5 (+0.3%)	+140 (+5.3%)	5.5% \| 9.0%	0 (0.0%)	+135 (+221.3%)	+230 (+0.9%)	+95 (+0.4%)	87.5% \| 86.9%	0 (0.0%)	0 (0.0%)	0 (0.0%)	4.1% \| 1.3%	+235
	REDUCING	5	3	SHORT	4	ADDING	21	17	LONG	NEUTRAL	—	—	LONG	BUILDUP
NYISO ZONE A DA PEAK ICE FUTURES ENERGY DIV	-2,539	702	3,241		976	2,349	27,840	25,491		190	607	417		30,125
	-258 (-11.3%)	0 (0.0%)	+258 (+8.6%)	2.3% \| 10.8%	-23 (-2.3%)	+283 (+13.7%)	+344 (+1.3%)	+61 (+0.2%)	92.4% \| 84.6%	-25 (-11.6%)	-1 (-0.2%)	+24 (+6.1%)	2.0% \| 1.4%	+320
	REDUCING	4	4	SHORT	3	ADDING	24	21	LONG	REDUCING	—	—	LONG	BUILDUP
NYISO ZONE G DA OFF-PK ICE FUTURES ENERGY DIV	-2,483	2,195	4,678		618	2,584	17,466	14,882		-101	427	528		20,706
	+11 (+0.4%)	-38 (-1.7%)	-49 (-1.0%)	10.6% \| 22.6%	+35 (+6.0%)	-18 (-0.7%)	-55 (-0.3%)	-37 (-0.2%)	84.4% \| 71.9%	+7 (+6.5%)	+12 (+2.9%)	+5 (+1.0%)	2.1% \| 2.5%	-46
	ADDING	5	3	SHORT	2	REDUCING	22	24	LONG	ADDING	—	—	SHORT	LIQUIDATION
NYISO ZONE G DA PEAK ICE FUTURES ENERGY DIV	-5,485	1,791	7,276		1,031	4,910	21,308	16,398		575	683	108		24,813
	-79 (-1.5%)	-13 (-0.7%)	+66 (+0.9%)	7.2% \| 29.3%	+17 (+1.7%)	+256 (+5.5%)	+388 (+1.9%)	+132 (+0.8%)	85.9% \| 66.1%	-177 (-23.5%)	-156 (-18.6%)	+21 (+24.1%)	2.8% \| 0.4%	+236
	REDUCING	5	7	SHORT	3	ADDING	23	23	LONG	REDUCING	—	—	LONG	BUILDUP
NYISO ZONE J DA OFF-PK FIXED ICE FUTURES ENERGY DIV	904	1,569	665		110	-800	5,370	6,170		-104	71	175		7,120
	0 (0.0%)	0 (0.0%)	0 (0.0%)	22.0% \| 9.3%	0 (0.0%)	-6 (-0.8%)	+184 (+3.5%)	+190 (+3.2%)	75.4% \| 86.7%	+6 (+5.5%)	+6 (+9.2%)	0 (0.0%)	1.0% \| 2.5%	+190
	NEUTRAL	2	1	LONG	2	REDUCING	13	11	SHORT	ADDING	—	—	SHORT	BUILDUP
NYISO ZONE J DA PEAK ICE FUTURES ENERGY DIV	604	1,729	1,125		135	-446	6,494	6,940		-158	266	424		8,624
	-2 (-0.3%)	-2 (-0.1%)	0 (0.0%)	20.0% \| 13.0%	0 (0.0%)	-6 (-1.4%)	+190 (+3.0%)	+196 (+2.9%)	75.3% \| 80.5%	+8 (+4.8%)	+8 (+3.1%)	0 (0.0%)	3.1% \| 4.9%	+196
	REDUCING	2	2	LONG	2	REDUCING	13	11	SHORT	ADDING	—	—	SHORT	BUILDUP
NYISO.CENTRL_month_off_dap NODAL EXCHANGE	10,675	10,675	0		0	-11,145	22,360	33,505		470	955	485		33,990
	-1,510 (-12.4%)	-1,510 (-12.4%)	0 (0.0%)	31.4% \| 0.0%	0 (0.0%)	+1,675 (+13.1%)	-475 (-2.1%)	-2,150 (-6.0%)	65.8% \| 98.6%	-165 (-26.0%)	-175 (-15.5%)	-10 (-2.0%)	2.8% \| 1.4%	-2,160
	REDUCING	4	0	LONG	0	ADDING	15	5	SHORT	REDUCING	—	—	LONG	LIQUIDATION
NYISO.CENTRL_month_on_dap NODAL EXCHANGE	12,572	12,572	0		0	-12,940	22,595	35,535		368	943	575		36,110
	-1,283 (-9.3%)	-1,283 (-9.3%)	0 (0.0%)	34.8% \| 0.0%	0 (0.0%)	+1,330 (+9.3%)	-675 (-2.9%)	-2,005 (-5.3%)	62.6% \| 98.4%	-47 (-11.3%)	-57 (-5.7%)	-10 (-1.7%)	2.6% \| 1.6%	-2,015
	REDUCING	3	0	LONG	0	ADDING	14	6	SHORT	REDUCING	—	—	LONG	LIQUIDATION
NYISO.HUD VL_month_off_dap NODAL EXCHANGE	-8,745	970	9,715		1,000	8,865	32,928	24,063		-120	3,464	3,584		38,362
	+449 (+4.9%)	+140 (+16.9%)	-309 (-3.1%)	2.5% \| 25.3%	-248 (-19.9%)	-462 (-5.0%)	-1,821 (-5.2%)	-1,359 (-5.3%)	85.8% \| 62.7%	+13 (+9.8%)	-128 (-3.6%)	-141 (-3.8%)	9.0% \| 9.3%	-2,057
	ADDING	2	3	SHORT	2	REDUCING	25	22	LONG	ADDING	—	—	SHORT	LIQUIDATION
NYISO.HUD VL_month_on_dap NODAL EXCHANGE	-8,406	1,270	9,676		1,430	8,376	33,478	25,102		30	4,473	4,443		40,651
	+593 (+6.6%)	+140 (+12.4%)	-453 (-4.5%)	3.1% \| 23.8%	-63 (-4.2%)	-491 (-5.5%)	-1,334 (-3.8%)	-843 (-3.2%)	82.4% \| 61.8%	-102 (-77.3%)	-247 (-5.2%)	-145 (-3.2%)	11.0% \| 10.9%	-1,504
	ADDING	2	3	SHORT	2	REDUCING	25	21	LONG	REDUCING	—	—	LONG	LIQUIDATION
NYISO.N.Y.C._month_off_dap NODAL EXCHANGE	175	475	300		0	-812	22,011	22,823		637	4,117	3,480		26,603
	0 (0.0%)	0 (0.0%)	0 (0.0%)	1.8% \| 1.1%	0 (0.0%)	+8 (+1.0%)	-817 (-3.6%)	-825 (-3.5%)	82.7% \| 85.8%	-8 (-1.2%)	-148 (-3.5%)	-140 (-3.9%)	15.5% \| 13.1%	-965
	NEUTRAL	1	1	LONG	0	ADDING	16	15	SHORT	REDUCING	—	—	LONG	LIQUIDATION
NYISO.N.Y.C._month_on_dap NODAL EXCHANGE	355	655	300		120	-939	22,729	23,668		584	4,249	3,665		27,753
	0 (0.0%)	0 (0.0%)	0 (0.0%)	2.4% \| 1.1%	0 (0.0%)	+23 (+2.4%)	-822 (-3.5%)	-845 (-3.4%)	81.9% \| 85.3%	-23 (-3.8%)	-168 (-3.8%)	-145 (-3.8%)	15.3% \| 13.2%	-990
	NEUTRAL	2	1	LONG	1	ADDING	17	17	SHORT	REDUCING	—	—	LONG	LIQUIDATION
NYISO.WEST_month_off_dap NODAL EXCHANGE	-1,851	120	1,971		1,950	1,739	30,433	28,694		112	2,416	2,304		34,919
	+715 (+27.9%)	+75 (+166.7%)	-640 (-24.5%)	0.3% \| 5.6%	-155 (-7.4%)	-950 (-35.3%)	-1,529 (-4.8%)	-579 (-2.0%)	87.2% \| 82.2%	+235 (+191.1%)	-23 (-0.9%)	-258 (-10.1%)	6.9% \| 6.6%	-1,632
	ADDING	1	4	SHORT	2	REDUCING	15	17	LONG	ADDING	—	—	LONG	LIQUIDATION
NYISO.WEST_month_on_dap NODAL EXCHANGE	-2,457	150	2,607		1,758	2,350	30,816	28,466		107	2,625	2,518		35,349
	+434 (+15.0%)	+75 (+100.0%)	-359 (-12.1%)	0.4% \| 7.4%	-116 (-6.2%)	-399 (-14.5%)	-1,132 (-3.5%)	-733 (-2.5%)	87.2% \| 80.5%	-35 (-24.6%)	-27 (-1.0%)	+8 (+0.3%)	7.4% \| 7.1%	-1,200
	ADDING	1	3	SHORT	1	REDUCING	18	18	LONG	REDUCING	—	—	LONG	LIQUIDATION
Electricity & Power › PJM Markets
AEP DAYTON HUB DA PEAK DAILY ICE FUTURES ENERGY DIV	-450	1,450	1,900		0	500	8,000	7,500		-50	0	50		9,450
	-1,050 (-175.0%)	+50 (+3.6%)	+1,100 (+137.5%)	15.3% \| 20.1%	-50 (-100.0%)	+1,100 (+183.3%)	+5,550 (+226.5%)	+4,450 (+145.9%)	84.7% \| 79.4%	-50 (0.0%)	0 (0.0%)	+50 (0.0%)	0.0% \| 0.5%	+5,550
	REDUCING	5	5	SHORT	0	ADDING	9	11	LONG	REDUCING	—	—	SHORT	BUILDUP
PJM AEP DAYTON DA PEAK ICE FUTURES ENERGY DIV	7,564	23,308	15,744		303	-7,266	38,828	46,094		-298	301	599		62,740
	-59 (-0.8%)	0 (0.0%)	+59 (+0.4%)	37.2% \| 25.1%	0 (0.0%)	+64 (+0.9%)	+763 (+2.0%)	+699 (+1.5%)	61.9% \| 73.5%	-5 (-1.7%)	-5 (-1.6%)	0 (0.0%)	0.5% \| 1.0%	+758
	REDUCING	7	8	LONG	4	ADDING	32	29	SHORT	REDUCING	—	—	SHORT	BUILDUP
PJM AEP DAYTON HUB DA OFF-PK ICE FUTURES ENERGY DIV	7,869	22,528	14,659		340	-7,840	31,075	38,915		-29	536	565		54,479
	+8 (+0.1%)	0 (0.0%)	-8 (-0.1%)	41.4% \| 26.9%	0 (0.0%)	-3 (0.0%)	+339 (+1.1%)	+342 (+0.9%)	57.0% \| 71.4%	-5 (-20.8%)	-5 (-0.9%)	0 (0.0%)	1.0% \| 1.0%	+334
	ADDING	6	6	LONG	3	REDUCING	29	27	SHORT	REDUCING	—	—	SHORT	BUILDUP
PJM AEP DAYTON RT OFF-PK FIXED ICE FUTURES ENERGY DIV	10,535	21,446	10,911		3,357	-10,343	34,545	44,888		-192	384	576		59,732
	+115 (+1.1%)	+423 (+2.0%)	+308 (+2.9%)	35.9% \| 18.3%	-130 (-3.7%)	-127 (-1.2%)	+237 (+0.7%)	+364 (+0.8%)	57.8% \| 75.1%	+12 (+5.9%)	+3 (+0.8%)	-9 (-1.5%)	0.6% \| 1.0%	+533
	ADDING	4	8	LONG	7	REDUCING	29	29	SHORT	ADDING	—	—	SHORT	BUILDUP
PJM AEP DAYTON RT PEAK FIXED ICE FUTURES ENERGY DIV	9,310	26,204	16,894		3,237	-9,191	37,508	46,699		-119	450	569		67,399
	+439 (+4.9%)	+1,561 (+6.3%)	+1,122 (+7.1%)	38.9% \| 25.1%	-12 (-0.4%)	-406 (-4.6%)	+81 (+0.2%)	+487 (+1.1%)	55.7% \| 69.3%	-33 (-38.4%)	-27 (-5.7%)	+6 (+1.1%)	0.7% \| 0.8%	+1,603
	ADDING	13	10	LONG	9	REDUCING	33	28	SHORT	REDUCING	—	—	SHORT	BUILDUP
PJM N. IL HUB DA OFF-PK ICE FUTURES ENERGY DIV	1,532	1,772	240		95	-1,661	21,069	22,730		129	840	711		23,776
	+46 (+3.1%)	+46 (+2.7%)	0 (0.0%)	7.5% \| 1.0%	0 (0.0%)	-116 (-7.5%)	+310 (+1.5%)	+426 (+1.9%)	88.6% \| 95.6%	+70 (+118.6%)	+70 (+9.1%)	0 (0.0%)	3.5% \| 3.0%	+426
	ADDING	4	2	LONG	1	REDUCING	20	17	SHORT	ADDING	—	—	LONG	BUILDUP
PJM N. IL HUB DA PEAK ICE FUTURES ENERGY DIV	1,448	1,948	500		12	-1,357	20,530	21,887		-91	628	719		23,118
	+17 (+1.2%)	+17 (+0.9%)	0 (0.0%)	8.4% \| 2.2%	0 (0.0%)	-119 (-9.6%)	+72 (+0.4%)	+191 (+0.9%)	88.8% \| 94.7%	+102 (+52.8%)	+102 (+19.4%)	0 (0.0%)	2.7% \| 3.1%	+191
	ADDING	5	2	LONG	1	REDUCING	22	16	SHORT	ADDING	—	—	SHORT	BUILDUP
PJM N. IL HUB RT PEAK ICE FUTURES ENERGY DIV	24,720	25,096	376		1,251	-25,111	42,589	67,700		391	886	495		69,822
	-117 (-0.5%)	-146 (-0.6%)	-29 (-7.2%)	35.9% \| 0.5%	+161 (+14.8%)	+123 (+0.5%)	+341 (+0.8%)	+218 (+0.3%)	61.0% \| 97.0%	-6 (-1.5%)	-1 (-0.1%)	+5 (+1.0%)	1.3% \| 0.7%	+355
	REDUCING	6	4	LONG	5	ADDING	21	23	SHORT	REDUCING	—	—	LONG	BUILDUP
PJM NI HUB RT OFF-PK FIXED ICE FUTURES ENERGY DIV	62,026	62,291	265		1,320	-61,942	24,311	86,253		-84	759	843		88,681
	-1,196 (-1.9%)	-1,196 (-1.9%)	0 (0.0%)	70.2% \| 0.3%	+231 (+21.2%)	+1,206 (+1.9%)	+585 (+2.5%)	-621 (-0.7%)	27.4% \| 97.3%	-10 (-13.5%)	0 (0.0%)	+10 (+1.2%)	0.9% \| 1.0%	-380
	REDUCING	7	2	LONG	4	ADDING	23	23	SHORT	REDUCING	—	—	SHORT	LIQUIDATION
PJM PPL ZONE DA OFF-PEAK FIXED ICE FUTURES ENERGY DIV	745	1,335	590		200	-1,050	15,617	16,667		305	305	0		17,457
	0 (0.0%)	0 (0.0%)	0 (0.0%)	7.6% \| 3.4%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	89.5% \| 95.5%	0 (0.0%)	0 (0.0%)	0 (0.0%)	1.7% \| 0.0%	0
	NEUTRAL	1	2	LONG	1	NEUTRAL	14	12	SHORT	NEUTRAL	—	—	LONG	NEUTRAL
PJM PPL ZONE DA PEAK ICE FUTURES ENERGY DIV	695	1,335	640		225	-960	16,687	17,647		265	265	0		18,512
	0 (0.0%)	0 (0.0%)	0 (0.0%)	7.2% \| 3.5%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	90.1% \| 95.3%	0 (0.0%)	0 (0.0%)	0 (0.0%)	1.4% \| 0.0%	0
	NEUTRAL	1	3	LONG	1	NEUTRAL	17	13	SHORT	NEUTRAL	—	—	LONG	NEUTRAL
PJM.PSEG_month_on_dap NODAL EXCHANGE	-18,140	8,025	26,165		100	18,099	74,748	56,649		41	8,706	8,665		91,579
	-305 (-1.7%)	0 (0.0%)	+305 (+1.2%)	8.8% \| 28.6%	0 (0.0%)	+705 (+4.1%)	+2,735 (+3.8%)	+2,030 (+3.7%)	81.6% \| 61.9%	-400 (-90.7%)	-115 (-1.3%)	+285 (+3.4%)	9.5% \| 9.5%	+2,620
	REDUCING	2	5	SHORT	1	ADDING	25	21	LONG	REDUCING	—	—	LONG	BUILDUP
PJM WEST HUB REAL TIME PK MINI ICE FUTURES ENERGY DIV	-1,595	445	2,040		375	1,320	1,420	100		275	510	235		2,750
	-1,595 (0.0%)	+445 (0.0%)	+2,040 (0.0%)	16.2% \| 74.2%	+375 (0.0%)	+1,320 (0.0%)	+1,420 (0.0%)	+100 (0.0%)	51.6% \| 3.6%	+275 (0.0%)	+510 (0.0%)	+235 (0.0%)	18.5% \| 8.5%	+2,750
	REDUCING	1	11	SHORT	3	ADDING	8	3	LONG	ADDING	—	—	LONG	BUILDUP
PJM WESTERN HUB DA OFF-PK ICE FUTURES ENERGY DIV	14,498	24,386	9,888		1,471	-14,338	93,390	107,728		-160	329	489		119,576
	+549 (+3.9%)	+929 (+4.0%)	+380 (+4.0%)	20.4% \| 8.3%	+55 (+3.9%)	-667 (-4.9%)	+3,062 (+3.4%)	+3,729 (+3.6%)	78.1% \| 90.1%	+118 (+42.4%)	-50 (-13.2%)	-168 (-25.6%)	0.3% \| 0.4%	+3,996
	ADDING	11	13	LONG	8	REDUCING	38	30	SHORT	ADDING	—	—	SHORT	BUILDUP
PJM WESTERN HUB DA PEAK ICE FUTURES ENERGY DIV	19,541	28,931	9,390		1,819	-19,401	91,459	110,860		-140	383	523		122,592
	+1,067 (+5.8%)	+1,220 (+4.4%)	+153 (+1.7%)	23.6% \| 7.7%	-38 (-2.0%)	-1,089 (-5.9%)	+2,117 (+2.4%)	+3,206 (+3.0%)	74.6% \| 90.4%	+22 (+13.6%)	+33 (+9.4%)	+11 (+2.1%)	0.3% \| 0.4%	+3,332
	ADDING	16	12	LONG	9	REDUCING	38	34	SHORT	ADDING	—	—	SHORT	BUILDUP
PJM WESTERN HUB RT OFF ICE FUTURES ENERGY DIV	76,567	86,261	9,694		30,347	-77,367	129,419	206,786		800	1,087	287		247,114
	-8,209 (-9.7%)	-6,776 (-7.3%)	+1,433 (+17.3%)	34.9% \| 3.9%	+1,536 (+5.3%)	+8,132 (+9.5%)	+1,832 (+1.4%)	-6,300 (-3.0%)	52.4% \| 83.7%	+77 (+10.7%)	+64 (+6.3%)	-13 (-4.3%)	0.4% \| 0.1%	-3,344
	REDUCING	27	13	LONG	21	ADDING	42	37	SHORT	ADDING	—	—	LONG	LIQUIDATION
PJM WESTERN HUB RT PEAK MINI ICE FUTURES ENERGY DIV	5,407	92,654	87,247		53,150	-5,492	233,363	238,855		85	1,093	1,008		380,260
	-18,417 (-77.3%)	-10,631 (-10.3%)	+7,786 (+9.8%)	24.4% \| 22.9%	+163 (+0.3%)	+18,480 (+77.1%)	+14,216 (+6.5%)	-4,264 (-1.8%)	61.4% \| 62.8%	-63 (-42.6%)	+95 (+9.5%)	+158 (+18.6%)	0.3% \| 0.3%	+3,843
	REDUCING	51	23	LONG	40	ADDING	48	47	SHORT	REDUCING	—	—	LONG	BUILDUP
PJM.AEP_month_off_dap NODAL EXCHANGE	-3,181	1,980	5,161		105	2,665	28,311	25,646		516	996	480		31,392
	0 (0.0%)	0 (0.0%)	0 (0.0%)	6.3% \| 16.4%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	90.2% \| 81.7%	0 (0.0%)	0 (0.0%)	0 (0.0%)	3.2% \| 1.5%	0
	NEUTRAL	1	1	SHORT	1	NEUTRAL	17	5	LONG	NEUTRAL	—	—	LONG	NEUTRAL
PJM.AEP_month_on_dap NODAL EXCHANGE	-3,181	1,980	5,161		105	2,620	28,276	25,656		561	1,041	480		31,402
	0 (0.0%)	0 (0.0%)	0 (0.0%)	6.3% \| 16.4%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	90.0% \| 81.7%	0 (0.0%)	0 (0.0%)	0 (0.0%)	3.3% \| 1.5%	0
	NEUTRAL	1	1	SHORT	1	NEUTRAL	17	5	LONG	NEUTRAL	—	—	LONG	NEUTRAL
PJM.AEP-DAYTON HUB_mo_off_dap NODAL EXCHANGE	8,344	14,508	6,164		678	-7,866	65,188	73,054		-478	17,030	17,508		97,404
	+1,560 (+23.0%)	+1,620 (+12.6%)	+60 (+1.0%)	14.9% \| 6.3%	-225 (-24.9%)	-1,560 (-24.7%)	+1,545 (+2.4%)	+3,105 (+4.4%)	66.9% \| 75.0%	0 (0.0%)	+250 (+1.5%)	+250 (+1.4%)	17.5% \| 18.0%	+3,190
	ADDING	5	4	LONG	2	REDUCING	20	24	SHORT	NEUTRAL	—	—	SHORT	BUILDUP
PJM.AEP-DAYTON HUB_mo_off_rtp NODAL EXCHANGE	15,354	18,729	3,375		651	-15,294	55,460	70,754		-60	9,046	9,106		83,886
	-1,394 (-8.3%)	+56 (+0.3%)	+1,450 (+75.3%)	22.3% \| 4.0%	-510 (-43.9%)	+1,394 (+8.4%)	+212 (+0.4%)	-1,182 (-1.6%)	66.1% \| 84.3%	0 (0.0%)	+85 (+0.9%)	+85 (+0.9%)	10.8% \| 10.9%	-157
	REDUCING	6	4	LONG	2	ADDING	23	23	SHORT	NEUTRAL	—	—	SHORT	LIQUIDATION
PJM.AEP-DAYTON HUB_mo_on_dap NODAL EXCHANGE	5,763	14,777	9,014		858	-5,195	68,046	73,241		-568	17,670	18,238		101,351
	+1,590 (+38.1%)	+1,650 (+12.6%)	+60 (+0.7%)	14.6% \| 8.9%	-225 (-20.8%)	-1,590 (-44.1%)	+1,630 (+2.5%)	+3,220 (+4.6%)	67.1% \| 72.3%	0 (0.0%)	+295 (+1.7%)	+295 (+1.6%)	17.4% \| 18.0%	+3,350
	ADDING	5	4	LONG	2	REDUCING	20	25	SHORT	NEUTRAL	—	—	SHORT	BUILDUP
PJM.AEP-DAYTON HUB_mo_on_rtp NODAL EXCHANGE	20,374	23,014	2,640		505	-20,492	51,026	71,518		118	9,759	9,641		84,304
	-1,530 (-7.0%)	-80 (-0.3%)	+1,450 (+121.8%)	27.3% \| 3.1%	-420 (-45.4%)	+1,525 (+6.9%)	+1,006 (+2.0%)	-519 (-0.7%)	60.5% \| 84.8%	+5 (+4.4%)	+120 (+1.2%)	+115 (+1.2%)	11.6% \| 11.4%	+626
	REDUCING	7	3	LONG	2	ADDING	24	25	SHORT	ADDING	—	—	LONG	BUILDUP
PJM.APS_month_off_dap NODAL EXCHANGE	1,727	2,607	880		0	-2,092	8,436	10,528		365	1,147	782		12,190
	0 (0.0%)	0 (0.0%)	0 (0.0%)	21.4% \| 7.2%	0 (0.0%)	0 (0.0%)	+225 (+2.7%)	+225 (+2.2%)	69.2% \| 86.4%	0 (0.0%)	0 (0.0%)	0 (0.0%)	9.4% \| 6.4%	+225
	NEUTRAL	2	1	LONG	0	NEUTRAL	17	8	SHORT	NEUTRAL	—	—	LONG	BUILDUP
PJM.BGE_month_off_dap NODAL EXCHANGE	2,085	4,795	2,710		555	-2,390	21,635	24,025		305	1,880	1,575		28,865
	-150 (-6.7%)	+1,215 (+33.9%)	+1,365 (+101.5%)	16.6% \| 9.4%	-570 (-50.7%)	+150 (+5.9%)	+665 (+3.2%)	+515 (+2.2%)	75.0% \| 83.2%	0 (0.0%)	+415 (+28.3%)	+415 (+35.8%)	6.5% \| 5.5%	+1,725
	REDUCING	4	1	LONG	1	ADDING	15	9	SHORT	NEUTRAL	—	—	LONG	BUILDUP
PJM.BGE_month_on_dap NODAL EXCHANGE	2,110	4,795	2,685		0	-2,370	21,725	24,095		260	985	725		27,505
	-150 (-6.6%)	+1,215 (+33.9%)	+1,365 (+103.4%)	17.4% \| 9.8%	0 (0.0%)	+150 (+6.0%)	+670 (+3.2%)	+520 (+2.2%)	79.0% \| 87.6%	0 (0.0%)	-80 (-7.5%)	-80 (-9.9%)	3.6% \| 2.6%	+1,805
	REDUCING	4	1	LONG	0	ADDING	15	9	SHORT	NEUTRAL	—	—	LONG	BUILDUP
PJM.JCPL_month_off_dap NODAL EXCHANGE	3,970	8,790	4,820		3,210	-5,260	38,200	43,460		1,290	2,740	1,450		52,940
	-25 (-0.6%)	-25 (-0.3%)	0 (0.0%)	16.6% \| 9.1%	0 (0.0%)	+25 (+0.5%)	+50 (+0.1%)	+25 (+0.1%)	72.2% \| 82.1%	0 (0.0%)	0 (0.0%)	0 (0.0%)	5.2% \| 2.7%	+25
	REDUCING	5	1	LONG	1	ADDING	18	15	SHORT	NEUTRAL	—	—	LONG	BUILDUP
PJM.JCPL_month_on_dap NODAL EXCHANGE	3,750	8,570	4,820		3,196	-5,040	40,770	45,810		1,290	2,965	1,675		55,501
	0 (0.0%)	0 (0.0%)	0 (0.0%)	15.4% \| 8.7%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	73.5% \| 82.5%	0 (0.0%)	0 (0.0%)	0 (0.0%)	5.3% \| 3.0%	0
	NEUTRAL	5	1	LONG	1	NEUTRAL	18	15	SHORT	NEUTRAL	—	—	LONG	NEUTRAL
PJM.METED_month_off_dap NODAL EXCHANGE	-660	80	740		530	173	14,864	14,691		487	1,478	991		16,952
	-70 (-11.9%)	-70 (-46.7%)	0 (0.0%)	0.5% \| 4.4%	0 (0.0%)	+70 (+68.0%)	+1,080 (+7.8%)	+1,010 (+7.4%)	87.7% \| 86.7%	0 (0.0%)	+40 (+2.8%)	+40 (+4.2%)	8.7% \| 5.8%	+1,050
	REDUCING	1	3	SHORT	3	ADDING	19	12	LONG	NEUTRAL	—	—	LONG	BUILDUP
PJM.METED_month_on_dap NODAL EXCHANGE	-660	80	740		530	173	14,624	14,451		487	1,478	991		16,712
	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.5% \| 4.4%	0 (0.0%)	0 (0.0%)	+1,010 (+7.4%)	+1,010 (+7.5%)	87.5% \| 86.5%	0 (0.0%)	+40 (+2.8%)	+40 (+4.2%)	8.8% \| 5.9%	+1,050
	NEUTRAL	1	3	SHORT	3	NEUTRAL	19	11	LONG	NEUTRAL	—	—	LONG	BUILDUP
PJM.N ILLINOIS HUB_mo_off_dap NODAL EXCHANGE	350	500	150		0	-301	65,339	65,640		-49	5,586	5,635		71,425
	+300 (+600.0%)	+300 (+150.0%)	0 (0.0%)	0.7% \| 0.2%	0 (0.0%)	-300 (-30,000.0%)	+475 (+0.7%)	+775 (+1.2%)	91.5% \| 91.9%	0 (0.0%)	+240 (+4.5%)	+240 (+4.4%)	7.8% \| 7.9%	+1,015
	ADDING	1	1	LONG	0	REDUCING	17	20	SHORT	NEUTRAL	—	—	SHORT	BUILDUP
PJM.N ILLINOIS HUB_mo_off_rtp NODAL EXCHANGE	4,302	4,802	500		600	-4,536	58,037	62,573		234	8,075	7,841		71,514
	0 (0.0%)	0 (0.0%)	0 (0.0%)	6.7% \| 0.7%	0 (0.0%)	0 (0.0%)	+420 (+0.7%)	+420 (+0.7%)	81.2% \| 87.5%	0 (0.0%)	+190 (+2.4%)	+190 (+2.5%)	11.3% \| 11.0%	+610
	NEUTRAL	3	1	LONG	1	NEUTRAL	17	19	SHORT	NEUTRAL	—	—	LONG	BUILDUP
PJM.N ILLINOIS HUB_mo_on_dap NODAL EXCHANGE	520	670	150		0	-471	67,629	68,100		-49	5,321	5,370		73,620
	+300 (+136.4%)	+300 (+81.1%)	0 (0.0%)	0.9% \| 0.2%	0 (0.0%)	-300 (-175.4%)	+525 (+0.8%)	+825 (+1.2%)	91.9% \| 92.5%	0 (0.0%)	+240 (+4.7%)	+240 (+4.7%)	7.2% \| 7.3%	+1,065
	ADDING	1	1	LONG	0	REDUCING	17	19	SHORT	NEUTRAL	—	—	SHORT	BUILDUP
PJM.N ILLINOIS HUB_mo_on_rtp NODAL EXCHANGE	1,700	2,050	350		600	-1,799	63,781	65,580		99	7,400	7,301		73,831
	0 (0.0%)	0 (0.0%)	0 (0.0%)	2.8% \| 0.5%	0 (0.0%)	0 (0.0%)	+490 (+0.8%)	+490 (+0.8%)	86.4% \| 88.8%	0 (0.0%)	+285 (+4.0%)	+285 (+4.1%)	10.0% \| 9.9%	+775
	NEUTRAL	3	1	LONG	1	NEUTRAL	18	18	SHORT	NEUTRAL	—	—	LONG	BUILDUP
PJM.PECO_month_off_dap NODAL EXCHANGE	45,700	46,790	1,090		395	-46,274	76,318	122,592		574	5,898	5,324		129,401
	-675 (-1.5%)	-525 (-1.1%)	+150 (+16.0%)	36.2% \| 0.8%	0 (0.0%)	+615 (+1.3%)	+990 (+1.3%)	+375 (+0.3%)	59.0% \| 94.7%	+60 (+11.7%)	+235 (+4.1%)	+175 (+3.4%)	4.6% \| 4.1%	+700
	REDUCING	4	4	LONG	3	ADDING	23	17	SHORT	ADDING	—	—	LONG	BUILDUP
PJM.PECO_month_on_dap NODAL EXCHANGE	39,140	40,565	1,425		403	-39,437	79,595	119,032		297	5,664	5,367		126,227
	-675 (-1.7%)	-525 (-1.3%)	+150 (+11.8%)	32.1% \| 1.1%	0 (0.0%)	+615 (+1.5%)	+1,185 (+1.5%)	+570 (+0.5%)	63.1% \| 94.3%	+60 (+25.3%)	+210 (+3.9%)	+150 (+2.9%)	4.5% \| 4.3%	+870
	REDUCING	3	5	LONG	4	ADDING	23	17	SHORT	ADDING	—	—	LONG	BUILDUP
PJM.PEPCO_month_off_dap NODAL EXCHANGE	-11,881	990	12,871		399	11,072	21,889	10,817		809	2,505	1,696		25,783
	-1,780 (-17.6%)	-1,080 (-52.2%)	+700 (+5.8%)	3.8% \| 49.9%	0 (0.0%)	+1,501 (+15.7%)	+3,751 (+20.7%)	+2,250 (+26.3%)	84.9% \| 42.0%	+279 (+52.6%)	-11 (-0.4%)	-290 (-14.6%)	9.7% \| 6.6%	+2,660
	REDUCING	2	3	SHORT	1	ADDING	22	14	LONG	ADDING	—	—	LONG	BUILDUP
PJM.PEPCO_month_on_dap NODAL EXCHANGE	-11,881	990	12,871		399	11,072	21,889	10,817		809	2,505	1,696		25,783
	-1,780 (-17.6%)	-1,080 (-52.2%)	+700 (+5.8%)	3.8% \| 49.9%	0 (0.0%)	+1,501 (+15.7%)	+3,751 (+20.7%)	+2,250 (+26.3%)	84.9% \| 42.0%	+279 (+52.6%)	-11 (-0.4%)	-290 (-14.6%)	9.7% \| 6.6%	+2,660
	REDUCING	2	3	SHORT	1	ADDING	22	14	LONG	ADDING	—	—	LONG	BUILDUP
PJM.PPL_month_off_dap NODAL EXCHANGE	-968	1,007	1,975		375	584	49,222	48,638		384	2,239	1,855		52,843
	-278 (-40.3%)	+12 (+1.2%)	+290 (+17.2%)	1.9% \| 3.7%	-90 (-19.4%)	+218 (+59.6%)	+1,506 (+3.2%)	+1,288 (+2.7%)	93.1% \| 92.0%	+60 (+18.5%)	0 (0.0%)	-60 (-3.1%)	4.2% \| 3.5%	+1,428
	REDUCING	3	3	SHORT	3	ADDING	26	22	LONG	ADDING	—	—	LONG	BUILDUP
PJM.PPL_month_on_dap NODAL EXCHANGE	-1,115	1,345	2,460		445	712	49,600	48,888		403	2,358	1,955		53,748
	-290 (-35.2%)	0 (0.0%)	+290 (+13.4%)	2.5% \| 4.6%	0 (0.0%)	+218 (+44.1%)	+1,476 (+3.1%)	+1,258 (+2.6%)	92.3% \| 91.0%	+72 (+21.8%)	+12 (+0.5%)	-60 (-3.0%)	4.4% \| 3.6%	+1,488
	REDUCING	2	3	SHORT	2	ADDING	25	22	LONG	ADDING	—	—	LONG	BUILDUP
PJM.PSEG_month_off_dap NODAL EXCHANGE	-18,480	7,415	25,895		100	18,354	70,763	52,409		126	8,721	8,595		86,999
	-455 (-2.5%)	0 (0.0%)	+455 (+1.8%)	8.5% \| 29.8%	0 (0.0%)	+780 (+4.4%)	+969 (+1.4%)	+189 (+0.4%)	81.3% \| 60.2%	-325 (-72.1%)	-410 (-4.5%)	-85 (-1.0%)	10.0% \| 9.9%	+559
	REDUCING	2	5	SHORT	1	ADDING	26	22	LONG	REDUCING	—	—	LONG	BUILDUP
PJM.WESTERN HUB_month_on_dap NODAL EXCHANGE	-8,947	10,400	19,347		16,206	8,739	181,363	172,624		208	54,367	54,159		262,336
	+5,298 (+37.2%)	+2,376 (+29.6%)	-2,922 (-13.1%)	4.0% \| 7.4%	+1,774 (+12.3%)	-5,698 (-39.5%)	+1,650 (+0.9%)	+7,348 (+4.4%)	69.1% \| 65.8%	+400 (+208.3%)	-1,406 (-2.5%)	-1,806 (-3.2%)	20.7% \| 20.6%	+4,394
	ADDING	7	5	SHORT	8	REDUCING	32	35	LONG	ADDING	—	—	LONG	BUILDUP
PJM.WESTERN HUB_month_off_dap NODAL EXCHANGE	-20,024	8,820	28,844		14,245	20,221	185,084	164,863		-197	52,841	53,038		260,990
	+5,543 (+21.7%)	+1,146 (+14.9%)	-4,397 (-13.2%)	3.4% \| 11.1%	+2,274 (+19.0%)	-5,543 (-21.5%)	-451 (-0.2%)	+5,092 (+3.2%)	70.9% \| 63.2%	0 (0.0%)	-1,176 (-2.2%)	-1,176 (-2.2%)	20.2% \| 20.3%	+1,793
	ADDING	6	6	SHORT	7	REDUCING	30	36	LONG	NEUTRAL	—	—	SHORT	BUILDUP
PJM.WESTERN HUB_month_off_rtp NODAL EXCHANGE	-11,208	8,063	19,271		3,771	11,352	154,829	143,477		-144	31,638	31,782		198,301
	-4,441 (-65.6%)	-2,269 (-22.0%)	+2,172 (+12.7%)	4.1% \| 9.7%	-495 (-11.6%)	+4,441 (+64.3%)	+5,849 (+3.9%)	+1,408 (+1.0%)	78.1% \| 72.4%	0 (0.0%)	+1,242 (+4.1%)	+1,242 (+4.1%)	16.0% \| 16.0%	+4,327
	REDUCING	6	5	SHORT	6	ADDING	28	32	LONG	NEUTRAL	—	—	SHORT	BUILDUP
PJM.WESTERN HUB_month_on_rtp NODAL EXCHANGE	-15,368	8,093	23,461		4,480	15,472	198,930	183,458		-104	30,584	30,688		242,087
	-5,230 (-51.6%)	-2,395 (-22.8%)	+2,835 (+13.7%)	3.3% \| 9.7%	-825 (-15.6%)	+5,240 (+51.2%)	+8,679 (+4.6%)	+3,439 (+1.9%)	82.2% \| 75.8%	-10 (-10.6%)	-236 (-0.8%)	-226 (-0.7%)	12.6% \| 12.7%	+5,223
	REDUCING	8	4	SHORT	8	ADDING	29	34	LONG	REDUCING	—	—	SHORT	BUILDUP
Electricity & Power › Western US Markets
MID-C DAY-AHEAD OFF-PEAK ICE FUTURES ENERGY DIV	-5,463	1,641	7,104		2,493	5,167	26,052	20,885		296	449	153		30,635
	-1,147 (-26.6%)	-60 (-3.5%)	+1,087 (+18.1%)	5.4% \| 23.2%	+572 (+29.8%)	+1,177 (+29.5%)	+1,545 (+6.3%)	+368 (+1.8%)	85.0% \| 68.2%	-30 (-9.2%)	0 (0.0%)	+30 (+24.4%)	1.5% \| 0.5%	+2,057
	REDUCING	2	7	SHORT	8	ADDING	24	26	LONG	REDUCING	—	—	LONG	BUILDUP
MID-C DAY-AHEAD PEAK ICE FUTURES ENERGY DIV	-305	7,089	7,394		2,934	168	33,065	32,897		137	450	313		43,538
	-123 (-67.6%)	+784 (+12.4%)	+907 (+14.0%)	16.3% \| 17.0%	+71 (+2.5%)	+123 (+273.3%)	+1,347 (+4.2%)	+1,224 (+3.9%)	75.9% \| 75.6%	0 (0.0%)	0 (0.0%)	0 (0.0%)	1.0% \| 0.7%	+2,202
	REDUCING	11	10	SHORT	11	ADDING	30	32	LONG	NEUTRAL	—	—	LONG	BUILDUP
PALO VERDE DA OFF-PK FiXED PR ICE FUTURES ENERGY DIV	-3,231	100	3,331		272	3,331	14,154	10,823		-100	140	240		14,666
	-274 (-9.3%)	+21 (+26.6%)	+295 (+9.7%)	0.7% \| 22.7%	+7 (+2.6%)	+274 (+9.0%)	+104 (+0.7%)	-170 (-1.5%)	96.5% \| 73.8%	0 (0.0%)	0 (0.0%)	0 (0.0%)	1.0% \| 1.6%	+132
	REDUCING	1	6	SHORT	3	ADDING	20	20	LONG	NEUTRAL	—	—	SHORT	BUILDUP
PALO VERDE DA PEAK ICE FUTURES ENERGY DIV	-1,705	845	2,550		651	2,100	17,580	15,480		-395	56	451		19,132
	-200 (-13.3%)	+25 (+3.0%)	+225 (+9.7%)	4.4% \| 13.3%	0 (0.0%)	+195 (+10.2%)	+238 (+1.4%)	+43 (+0.3%)	91.9% \| 80.9%	+5 (+1.3%)	0 (0.0%)	-5 (-1.1%)	0.3% \| 2.4%	+263
	REDUCING	4	3	SHORT	3	ADDING	24	20	LONG	ADDING	—	—	SHORT	BUILDUP
Carbon Credits & Green Energy › Carbon Allowances (Compliance)
CALIF CARBON ALL VINTAGE 2026 ICE FUTURES ENERGY DIV	78,248	139,035	60,787		8,556	-78,218	49,740	127,958		-30	137	167		197,468
	-473 (-0.6%)	-660 (-0.5%)	-187 (-0.3%)	70.4% \| 30.8%	+1,262 (+17.3%)	+540 (+0.7%)	+709 (+1.4%)	+169 (+0.1%)	25.2% \| 64.8%	-67 (-181.1%)	-16 (-10.5%)	+51 (+44.0%)	0.1% \| 0.1%	+1,295
	REDUCING	66	27	LONG	13	ADDING	29	28	SHORT	REDUCING	—	—	SHORT	BUILDUP
CALIF CARBON CURRENT AUCTION ICE FUTURES ENERGY DIV	-45,801	6,755	52,556		3,427	45,785	61,052	15,267		16	16	0		71,250
	-1,461 (-3.3%)	-240 (-3.4%)	+1,221 (+2.4%)	9.5% \| 73.8%	+56 (+1.7%)	+1,461 (+3.3%)	+2,774 (+4.8%)	+1,313 (+9.4%)	85.7% \| 21.4%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 0.0%	+2,590
	REDUCING	7	12	SHORT	7	ADDING	14	8	LONG	NEUTRAL	—	—	LONG	BUILDUP
Carbon Credits & Green Energy › Fuel Standards
CALIF LOW CARBON FSC-OPIS ICE FUTURES ENERGY DIV	49,969	66,811	16,842		580	-49,997	37,295	87,292		28	28	0		104,714
	-1,001 (-2.0%)	-841 (-1.2%)	+160 (+1.0%)	63.8% \| 16.1%	0 (0.0%)	+994 (+1.9%)	-780 (-2.0%)	-1,774 (-2.0%)	35.6% \| 83.4%	+7 (+33.3%)	+7 (+33.3%)	0 (0.0%)	0.0% \| 0.0%	-1,614
	REDUCING	22	6	LONG	3	ADDING	14	10	SHORT	ADDING	—	—	LONG	LIQUIDATION
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	-3,712	1,100	4,812		0	3,712	8,745	5,033		0	0	0		9,845
	+400 (+9.7%)	+200 (+22.2%)	-200 (-4.0%)	11.2% \| 48.9%	0 (0.0%)	-400 (-9.7%)	+1,000 (+12.9%)	+1,400 (+38.5%)	88.8% \| 51.1%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 0.0%	+1,200
	ADDING	2	5	SHORT	0	REDUCING	9	8	LONG	NEUTRAL	—	—	SHORT	BUILDUP
MASS COMPLIANCE RECs CLASS 1 ICE FUTURES ENERGY DIV	-4,200	150	4,350		600	4,200	17,458	13,258		0	0	0		18,208
	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.8% \| 23.9%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	95.9% \| 72.8%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 0.0%	0
	NEUTRAL	1	6	SHORT	2	NEUTRAL	10	14	LONG	NEUTRAL	—	—	SHORT	NEUTRAL
NEPOOL DUAL RECs CLASS 1 ICE FUTURES ENERGY DIV	-6,351	1,295	7,646		455	6,326	12,060	5,734		25	25	0		13,835
	0 (0.0%)	0 (0.0%)	0 (0.0%)	9.4% \| 55.3%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	87.2% \| 41.4%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.2% \| 0.0%	0
	NEUTRAL	1	3	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	6,145	9,930		15	15	0		9,930
	0 (0.0%)	0 (0.0%)	0 (0.0%)	38.0% \| 0.0%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	61.9% \| 100.0%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.2% \| 0.0%	0
	NEUTRAL	5	0	LONG	0	NEUTRAL	11	4	SHORT	NEUTRAL	—	—	LONG	NEUTRAL
NEW JERSEY RECs CLASS 2 V2027 NODAL EXCHANGE	4,495	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	-36,977	25,545	62,522		4,822	36,977	116,862	79,885		0	0	0		147,229
	-35,800 (-3,041.6%)	-35,800 (-58.4%)	0 (0.0%)	17.4% \| 42.5%	0 (0.0%)	+35,800 (+3,041.6%)	+35,800 (+44.2%)	0 (0.0%)	79.4% \| 54.3%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 0.0%	0
	REDUCING	6	6	SHORT	3	ADDING	17	14	LONG	NEUTRAL	—	—	SHORT	NEUTRAL
PA COMPLIANCE AECs TIER1 ICE FUTURES ENERGY DIV	3,018	17,008	13,990		1,150	-3,018	46,073	49,091		0	0	0		64,231
	-3,015 (-50.0%)	-3,916 (-18.7%)	-901 (-6.1%)	26.5% \| 21.8%	+176 (+18.1%)	+3,015 (+50.0%)	+3,935 (+9.3%)	+920 (+1.9%)	71.7% \| 76.4%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 0.0%	+195
	REDUCING	11	4	LONG	5	ADDING	19	12	SHORT	NEUTRAL	—	—	SHORT	BUILDUP
PA SOLAR ALTER ENERGY CREDIT ICE FUTURES ENERGY DIV	4,685	5,785	1,100		0	-4,685	14,770	19,455		0	0	0		20,555
	-2,370 (-33.6%)	-2,370 (-29.1%)	0 (0.0%)	28.1% \| 5.4%	0 (0.0%)	+2,370 (+33.6%)	+2,370 (+19.1%)	0 (0.0%)	71.9% \| 94.6%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 0.0%	0
	REDUCING	5	3	LONG	0	ADDING	11	7	SHORT	NEUTRAL	—	—	SHORT	NEUTRAL
PENNSYLVANIA AEC TIER 2-V2026 NODAL EXCHANGE	-1,677	10,877	12,554		0	1,677	17,474	15,797		0	0	0		28,351
	-200 (-13.5%)	-200 (-1.8%)	0 (0.0%)	38.4% \| 44.3%	0 (0.0%)	+200 (+13.5%)	0 (0.0%)	-200 (-1.3%)	61.6% \| 55.7%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 0.0%	-200
	REDUCING	7	3	SHORT	0	ADDING	14	10	LONG	NEUTRAL	—	—	SHORT	LIQUIDATION
PENNSYLVANIA AEC TIER 2-V2027 NODAL EXCHANGE	-3,221	7,983	11,204		0	3,221	17,595	14,374		0	135	135		25,713
	-2,340 (-265.6%)	+404 (+5.3%)	+2,744 (+32.4%)	31.0% \| 43.6%	0 (0.0%)	+2,340 (+265.6%)	+140 (+0.8%)	-2,200 (-13.3%)	68.4% \| 55.9%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.5% \| 0.5%	+544
	REDUCING	6	4	SHORT	0	ADDING	15	7	LONG	NEUTRAL	—	—	SHORT	BUILDUP
PJM TRI-RECs CLASS 1 ICE FUTURES ENERGY DIV	-31,155	38,964	70,119		21,314	31,150	222,681	191,531		5	23	18		282,982
	-30,422 (-4,150.3%)	-30,463 (-43.9%)	-41 (-0.1%)	13.8% \| 24.8%	+2,821 (+15.3%)	+30,423 (+4,184.7%)	+31,358 (+16.4%)	+935 (+0.5%)	78.7% \| 67.7%	-1 (-16.7%)	-1 (-4.2%)	0 (0.0%)	0.0% \| 0.0%	+3,715
	REDUCING	11	10	SHORT	9	ADDING	22	19	LONG	REDUCING	—	—	LONG	BUILDUP
TX REC CRS V26 BACK HALF NODAL EXCHANGE	-6,237	273	6,510		0	6,249	9,161	2,912		-12	109	121		9,543
	0 (0.0%)	0 (0.0%)	0 (0.0%)	2.9% \| 68.2%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	96.0% \| 30.5%	0 (0.0%)	0 (0.0%)	0 (0.0%)	1.1% \| 1.3%	0
	NEUTRAL	3	7	SHORT	0	NEUTRAL	13	8	LONG	NEUTRAL	—	—	SHORT	NEUTRAL
TX REC CRS V26 FRONT HALF NODAL EXCHANGE	-3,058	416	3,474		0	3,055	6,634	3,579		3	267	264		7,317
	+5 (+0.2%)	+5 (+1.2%)	0 (0.0%)	5.7% \| 47.5%	0 (0.0%)	0 (0.0%)	+64 (+1.0%)	+64 (+1.8%)	90.7% \| 48.9%	-5 (-62.5%)	+31 (+13.1%)	+36 (+15.8%)	3.6% \| 3.6%	+100
	ADDING	4	5	SHORT	0	NEUTRAL	13	9	LONG	REDUCING	—	—	LONG	BUILDUP
TX REC CRS V27 BACK HALF NODAL EXCHANGE	-2,920	676	3,596		25	2,920	4,997	2,077		0	300	300		5,998
	-25 (-0.9%)	-23 (-3.3%)	+2 (+0.1%)	11.3% \| 60.0%	+25 (0.0%)	+25 (+0.9%)	+25 (+0.5%)	0 (0.0%)	83.3% \| 34.6%	0 (0.0%)	0 (0.0%)	0 (0.0%)	5.0% \| 5.0%	+27
	REDUCING	7	5	SHORT	1	ADDING	14	8	LONG	NEUTRAL	—	—	SHORT	BUILDUP
TX REC CRS V27 FRONT HALF NODAL EXCHANGE	-2,761	721	3,482		30	2,732	6,052	3,320		29	209	180		7,012
	+24 (+0.9%)	+24 (+3.4%)	0 (0.0%)	10.3% \| 49.7%	0 (0.0%)	-74 (-2.6%)	0 (0.0%)	+74 (+2.3%)	86.3% \| 47.3%	+50 (+238.1%)	+19 (+10.0%)	-31 (-14.7%)	3.0% \| 2.6%	+43
	ADDING	4	5	SHORT	1	REDUCING	15	11	LONG	ADDING	—	—	LONG	BUILDUP
TX REC CRS V28 BACK HALF NODAL EXCHANGE	-1,125	1,321	2,446		100	1,140	3,278	2,138		-15	273	288		4,972
	-25 (-2.3%)	-25 (-1.9%)	0 (0.0%)	26.6% \| 49.2%	+25 (+33.3%)	+25 (+2.2%)	0 (0.0%)	-25 (-1.2%)	65.9% \| 43.0%	0 (0.0%)	0 (0.0%)	0 (0.0%)	5.5% \| 5.8%	0
	REDUCING	6	4	SHORT	1	ADDING	13	8	LONG	NEUTRAL	—	—	SHORT	NEUTRAL
TX REC CRS V28 FRONT HALF NODAL EXCHANGE	-2,402	358	2,760		0	2,424	5,649	3,225		-22	212	234		6,219
	+23 (+0.9%)	-2 (-0.6%)	-25 (-0.9%)	5.8% \| 44.4%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	90.8% \| 51.9%	-23 (-2,300.0%)	+2 (+1.0%)	+25 (+12.0%)	3.4% \| 3.8%	0
	ADDING	3	4	SHORT	0	NEUTRAL	12	9	LONG	REDUCING	—	—	SHORT	NEUTRAL
TX REC CRS V29 BACK HALF NODAL EXCHANGE	-2,110	419	2,529		0	2,085	3,990	1,905		25	127	102		4,536
	-29 (-1.4%)	-4 (-0.9%)	+25 (+1.0%)	9.2% \| 55.8%	0 (0.0%)	+29 (+1.4%)	+29 (+0.7%)	0 (0.0%)	88.0% \| 42.0%	0 (0.0%)	0 (0.0%)	0 (0.0%)	2.8% \| 2.2%	+25
	REDUCING	6	4	SHORT	0	ADDING	10	8	LONG	NEUTRAL	—	—	LONG	BUILDUP
TX REC CRS V29 FRONT HALF NODAL EXCHANGE	-1,000	1,343	2,343		0	986	5,147	4,161		14	118	104		6,608
	0 (0.0%)	0 (0.0%)	0 (0.0%)	20.3% \| 35.5%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	77.9% \| 63.0%	0 (0.0%)	0 (0.0%)	0 (0.0%)	1.8% \| 1.6%	0
	NEUTRAL	6	3	SHORT	0	NEUTRAL	9	12	LONG	NEUTRAL	—	—	LONG	NEUTRAL
TX REC CRS V30 BACK HALF NODAL EXCHANGE	-1,493	378	1,871		0	1,516	2,383	867		-23	144	167		2,905
	0 (0.0%)	-39 (-9.4%)	-39 (-2.0%)	13.0% \| 64.4%	0 (0.0%)	+25 (+1.7%)	+25 (+1.1%)	0 (0.0%)	82.0% \| 29.8%	-25 (-1,250.0%)	-12 (-7.7%)	+13 (+8.4%)	5.0% \| 5.7%	-26
	NEUTRAL	4	5	SHORT	0	ADDING	9	10	LONG	REDUCING	—	—	SHORT	LIQUIDATION
TX REC CRS V30 FRONT HALF NODAL EXCHANGE	-1,038	483	1,521		0	1,061	2,138	1,077		-23	127	150		2,748
	0 (0.0%)	0 (0.0%)	0 (0.0%)	17.6% \| 55.3%	0 (0.0%)	+25 (+2.4%)	0 (0.0%)	-25 (-2.3%)	77.8% \| 39.2%	-25 (-1,250.0%)	-12 (-8.6%)	+13 (+9.5%)	4.6% \| 5.5%	-12
	NEUTRAL	4	6	SHORT	0	ADDING	9	9	LONG	REDUCING	—	—	SHORT	LIQUIDATION
Other Markets › Bloomberg Indices
BBG COMMODITY CHICAGO BOARD OF TRADE	-74,796	103,940	178,736		2,292	74,223	134,223	60,000		573	589	16		241,044
	+546 (+0.7%)	+3,800 (+3.8%)	+3,254 (+1.9%)	43.1% \| 74.2%	+1,001 (+77.5%)	-488 (-0.7%)	-488 (-0.4%)	0 (0.0%)	55.7% \| 24.9%	-58 (-9.2%)	-68 (-10.4%)	-10 (-38.5%)	0.2% \| 0.0%	+4,245
	ADDING	50	8	SHORT	5	REDUCING	10	1	LONG	REDUCING	—	—	LONG	BUILDUP
Other Markets › Chemical Products
PGP PROPYLENE (PCW) CAL NEW YORK MERCANTILE EXCHANGE	-2,298	1,551	3,849		1,099	2,279	3,251	972		19	201	182		6,102
	-68 (-3.0%)	-117 (-7.0%)	-49 (-1.3%)	25.4% \| 63.1%	-25 (-2.2%)	+90 (+4.1%)	+157 (+5.1%)	+67 (+7.4%)	53.3% \| 15.9%	-22 (-53.7%)	+65 (+47.8%)	+87 (+91.6%)	3.3% \| 3.0%	+80
	REDUCING	5	6	SHORT	6	ADDING	7	6	LONG	REDUCING	—	—	LONG	BUILDUP
Other Markets › Uncategorized
1K SHIB PERP COINBASE DERIVATIVES, LLC	-477	1,692	2,169		0	0	0	0		477	528	51		2,220
	-52 (-12.2%)	+461 (+37.4%)	+513 (+31.0%)	76.2% \| 97.7%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 0.0%	+52 (+12.2%)	+23 (+4.6%)	-29 (-36.3%)	23.8% \| 2.3%	+484
	REDUCING	20	7	SHORT	0	NEUTRAL	0	0	SHORT	ADDING	—	—	LONG	BUILDUP
3 YEAR ERIS SOFR SWAP CHICAGO BOARD OF TRADE	23,700	74,750	51,050		20,093	-23,699	10	23,709		-1	20	21		94,873
	-400 (-1.7%)	+121 (+0.2%)	+521 (+1.0%)	78.8% \| 53.8%	-1,024 (-4.8%)	+400 (+1.7%)	0 (0.0%)	-400 (-1.7%)	0.0% \| 25.0%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 0.0%	-903
	REDUCING	2	15	LONG	5	ADDING	1	6	SHORT	NEUTRAL	—	—	SHORT	LIQUIDATION
7 YEAR ERIS SOFR SWAP CHICAGO BOARD OF TRADE	15,289	22,994	7,705		13,472	-15,286	529	15,815		-3	13	16		37,008
	-42 (-0.3%)	-282 (-1.2%)	-240 (-3.0%)	62.1% \| 20.8%	-9 (-0.1%)	+22 (+0.1%)	0 (0.0%)	-22 (-0.1%)	1.4% \| 42.7%	+20 (+87.0%)	0 (0.0%)	-20 (-55.6%)	0.0% \| 0.0%	-291
	REDUCING	6	10	LONG	4	ADDING	2	4	SHORT	ADDING	—	—	SHORT	LIQUIDATION
AVALANCHE PERP STYLE COINBASE DERIVATIVES, LLC	-610	3,100	3,710		0	0	0	0		610	755	145		3,855
	+279 (+31.4%)	+63 (+2.1%)	-216 (-5.5%)	80.4% \| 96.2%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 0.0%	-279 (-31.4%)	-276 (-26.8%)	+3 (+2.1%)	19.6% \| 3.8%	-213
	ADDING	31	19	SHORT	0	NEUTRAL	0	0	SHORT	REDUCING	—	—	LONG	LIQUIDATION
CALIF CARBON ALL VINTAGE 2027 ICE FUTURES ENERGY DIV	3,632	5,964	2,332		405	-3,609	17,488	21,097		-23	0	23		23,857
	-685 (-15.9%)	-585 (-8.9%)	+100 (+4.5%)	25.0% \| 9.8%	0 (0.0%)	+685 (+16.0%)	+2,905 (+19.9%)	+2,220 (+11.8%)	73.3% \| 88.4%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 0.1%	+2,320
	REDUCING	9	2	LONG	1	ADDING	6	9	SHORT	NEUTRAL	—	—	SHORT	BUILDUP
CALIF CARBON ALLOWANCE V2026 NODAL EXCHANGE	106	3,829	3,723		0	-91	3,159	3,250		-15	15	30		7,003
	+80 (+307.7%)	+136 (+3.7%)	+56 (+1.5%)	54.7% \| 53.2%	0 (0.0%)	-50 (-122.0%)	0 (0.0%)	+50 (+1.6%)	45.1% \| 46.4%	-30 (-200.0%)	-19 (-55.9%)	+11 (+57.9%)	0.2% \| 0.4%	+117
	ADDING	4	5	LONG	0	REDUCING	8	7	SHORT	REDUCING	—	—	SHORT	BUILDUP
CARDONA PERP STYLE COINBASE DERIVATIVES, LLC	731	4,218	3,487		0	-1,693	0	1,693		962	1,178	216		5,396
	+1,769 (+170.4%)	+1,127 (+36.5%)	-642 (-15.5%)	78.2% \| 64.6%	0 (0.0%)	-1,650 (-3,837.2%)	0 (0.0%)	+1,650 (+3,837.2%)	0.0% \| 31.4%	-119 (-11.0%)	-89 (-7.0%)	+30 (+16.1%)	21.8% \| 4.0%	+1,038
	ADDING	42	14	LONG	0	REDUCING	0	2	SHORT	REDUCING	—	—	LONG	BUILDUP
CHAINLINK PERP STYLE COINBASE DERIVATIVES, LLC	-472	2,529	3,001		0	0	0	0		472	705	233		3,234
	+96 (+16.9%)	+628 (+33.0%)	+532 (+21.5%)	78.2% \| 92.8%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 0.0%	-96 (-16.9%)	-82 (-10.4%)	+14 (+6.4%)	21.8% \| 7.2%	+546
	ADDING	28	18	SHORT	0	NEUTRAL	0	0	SHORT	REDUCING	—	—	LONG	BUILDUP
DOGECOIN PERP STYLE COINBASE DERIVATIVES, LLC	-639	2,150	2,789		0	-50	0	50		689	868	179		3,018
	-37 (-6.1%)	+483 (+29.0%)	+520 (+22.9%)	71.2% \| 92.4%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 1.7%	+37 (+5.7%)	+39 (+4.7%)	+2 (+1.1%)	28.8% \| 5.9%	+522
	REDUCING	19	13	SHORT	0	NEUTRAL	0	1	SHORT	ADDING	—	—	LONG	BUILDUP
HEDERA PERP STYLE COINBASE DERIVATIVES, LLC	-467	691	1,158		0	0	0	0		467	611	144		1,302
	-112 (-31.5%)	+137 (+24.7%)	+249 (+27.4%)	53.1% \| 88.9%	-24 (-100.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 0.0%	+112 (+31.5%)	+153 (+33.4%)	+41 (+39.8%)	46.9% \| 11.1%	+266
	REDUCING	17	12	SHORT	0	NEUTRAL	0	0	SHORT	ADDING	—	—	LONG	BUILDUP
LITECOIN PERP STYLE COINBASE DERIVATIVES, LLC	-233	2,485	2,718		0	0	0	0		233	382	149		2,867
	+73 (+23.9%)	+202 (+8.8%)	+129 (+5.0%)	86.7% \| 94.8%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 0.0%	-73 (-23.9%)	-28 (-6.8%)	+45 (+43.3%)	13.3% \| 5.2%	+174
	ADDING	32	7	SHORT	0	NEUTRAL	0	0	SHORT	REDUCING	—	—	LONG	BUILDUP
MONT BELVIEU ETHYLENE FIN NEW YORK MERCANTILE EXCHANGE	741	1,385	644		182	-906	3,206	4,112		165	195	30		4,968
	+240 (+47.9%)	+50 (+3.7%)	-190 (-22.8%)	27.9% \| 13.0%	-20 (-9.9%)	-210 (-30.2%)	-280 (-8.0%)	-70 (-1.7%)	64.5% \| 82.8%	-30 (-15.4%)	0 (0.0%)	+30 (0.0%)	3.9% \| 0.6%	-250
	ADDING	7	2	LONG	2	REDUCING	8	7	SHORT	REDUCING	—	—	LONG	LIQUIDATION
ONDO PERP STYLE COINBASE DERIVATIVES, LLC	-160	1,082	1,242		0	0	0	0		160	251	91		1,333
	-160 (0.0%)	+1,082 (0.0%)	+1,242 (0.0%)	81.2% \| 93.2%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 0.0%	+160 (0.0%)	+251 (0.0%)	+91 (0.0%)	18.8% \| 6.8%	+1,333
	REDUCING	20	4	SHORT	0	NEUTRAL	0	0	SHORT	ADDING	—	—	LONG	BUILDUP
PJM.APS_month_on_dap NODAL EXCHANGE	2,015	2,895	880		0	-2,380	8,478	10,858		365	1,149	784		12,522
	0 (0.0%)	0 (0.0%)	0 (0.0%)	23.1% \| 7.0%	0 (0.0%)	0 (0.0%)	+225 (+2.7%)	+225 (+2.1%)	67.7% \| 86.7%	0 (0.0%)	0 (0.0%)	0 (0.0%)	9.2% \| 6.3%	+225
	NEUTRAL	2	1	LONG	0	NEUTRAL	16	8	SHORT	NEUTRAL	—	—	LONG	BUILDUP
POLKADOT PERP STYLE COINBASE DERIVATIVES, LLC	-686	5,743	6,429		0	0	0	0		686	801	115		6,544
	-147 (-27.3%)	+4,078 (+244.9%)	+4,225 (+191.7%)	87.8% \| 98.2%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 0.0%	+147 (+27.3%)	+99 (+14.1%)	-48 (-29.4%)	12.2% \| 1.8%	+4,177
	REDUCING	32	7	SHORT	0	NEUTRAL	0	0	SHORT	ADDING	—	—	LONG	BUILDUP
PROPANE,OPIS MT B TET/AFEI ICE FUTURES ENERGY DIV	-843	475	1,318		283	540	2,019	1,479		303	832	529		3,609
	-843 (0.0%)	+475 (0.0%)	+1,318 (0.0%)	13.2% \| 36.5%	+283 (0.0%)	+540 (0.0%)	+2,019 (0.0%)	+1,479 (0.0%)	55.9% \| 41.0%	+303 (0.0%)	+832 (0.0%)	+529 (0.0%)	23.1% \| 14.7%	+3,609
	REDUCING	3	4	SHORT	6	ADDING	11	9	LONG	ADDING	—	—	LONG	BUILDUP
RGGI V2026 ICE FUTURES ENERGY DIV	6,868	13,096	6,228		4,896	-6,915	45,475	52,390		47	89	42		63,556
	-185 (-2.6%)	+71 (+0.5%)	+256 (+4.3%)	20.6% \| 9.8%	-478 (-8.9%)	+180 (+2.5%)	+1,707 (+3.9%)	+1,527 (+3.0%)	71.6% \| 82.4%	+5 (+11.9%)	-9 (-9.2%)	-14 (-25.0%)	0.1% \| 0.1%	+1,291
	REDUCING	19	11	LONG	6	ADDING	19	12	SHORT	ADDING	—	—	LONG	BUILDUP
SUI PERP STYLE COINBASE DERIVATIVES, LLC	-301	1,010	1,311		0	0	0	0		301	576	275		1,586
	+161 (+34.8%)	-1,648 (-62.0%)	-1,809 (-58.0%)	63.7% \| 82.7%	-8 (-100.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 0.0%	-161 (-34.8%)	-115 (-16.6%)	+46 (+20.1%)	36.3% \| 17.3%	-1,771
	ADDING	25	16	SHORT	0	NEUTRAL	0	0	SHORT	REDUCING	—	—	LONG	LIQUIDATION
TX REC CRS V31 BACK HALF NODAL EXCHANGE	-738	377	1,115		0	738	1,268	530		0	100	100		1,745
	0 (0.0%)	0 (0.0%)	0 (0.0%)	21.6% \| 63.9%	0 (0.0%)	0 (0.0%)	+25 (+2.0%)	+25 (+5.0%)	72.7% \| 30.4%	0 (0.0%)	0 (0.0%)	0 (0.0%)	5.7% \| 5.7%	+25
	NEUTRAL	3	3	SHORT	0	NEUTRAL	10	6	LONG	NEUTRAL	—	—	SHORT	BUILDUP
TX REC CRS V31 FRONT HALF NODAL EXCHANGE	-577	412	989		0	572	1,320	748		5	105	100		1,837
	0 (0.0%)	0 (0.0%)	0 (0.0%)	22.4% \| 53.8%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	71.9% \| 40.7%	0 (0.0%)	0 (0.0%)	0 (0.0%)	5.7% \| 5.4%	0
	NEUTRAL	3	3	SHORT	0	NEUTRAL	9	6	LONG	NEUTRAL	—	—	LONG	NEUTRAL
WASHINGTON CARBON ALL V2026 ICE FUTURES ENERGY DIV	36	1,415	1,379		97	26	1,501	1,475		-62	52	114		3,065
	+89 (+167.9%)	+100 (+7.6%)	+11 (+0.8%)	46.2% \| 45.0%	+45 (+86.5%)	-94 (-78.3%)	+100 (+7.1%)	+194 (+15.1%)	49.0% \| 48.1%	+5 (+7.5%)	0 (0.0%)	-5 (-4.2%)	1.7% \| 3.7%	+245
	ADDING	4	10	LONG	3	REDUCING	7	6	LONG	ADDING	—	—	SHORT	BUILDUP
WTI HOUSTON ARGUS/WTI BALMO NEW YORK MERCANTILE EXCHANGE	-259	921	1,180		2,000	-1,085	22,873	23,958		1,344	2,881	1,537		28,675
	-935 (-138.3%)	-775 (-45.7%)	+160 (+15.7%)	3.2% \| 4.1%	+800 (+66.7%)	-107 (-10.9%)	+5,535 (+31.9%)	+5,642 (+30.8%)	79.8% \| 83.6%	+1,042 (+345.0%)	+1,257 (+77.4%)	+215 (+16.3%)	10.0% \| 5.4%	+6,817
	REDUCING	1	2	SHORT	2	REDUCING	15	13	SHORT	ADDING	—	—	LONG	BUILDUP
ZCASH PERP STYLE COINBASE DERIVATIVES, LLC	-135	1,912	2,047		0	0	0	0		135	639	504		2,551
	-190 (-345.5%)	+735 (+62.4%)	+925 (+82.4%)	75.0% \| 80.2%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 0.0%	+190 (+345.5%)	+248 (+63.4%)	+58 (+13.0%)	25.0% \| 19.8%	+983
	REDUCING	28	33	SHORT	0	NEUTRAL	0	0	SHORT	ADDING	—	—	LONG	BUILDUP

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