COT-Reports.com – Redefining how traders access COT data! • Free COT Reports in clean, exclusive formats • Smart tools Trading Journal & Economic Calendar • Historical COT data for Commercial, Non-Commercial & Non-Reportable positions • Futures-Only • Disaggregated – Futures and Options Combined • Traders in Financial Futures • Funding programs – Instant & Evaluation

Latest Report: Loading…

Next Release: Loading…

View 2025 Release Schedule

New York

–:–:–

London

–:–:–

Your Time

–:–:–

January	6*	10	17	24	31
February	7	14	21	28
March	7	14	21	28	29
April	4	11	18	25
May	2	9	16	23	30
June	6	13	23*	27
July	7*	11	18	25
August	1	8	15	22	29
September	5	12	19	26
October	3	10	17	24	31
November	19	21	25
December	2	5	9	10	12	15	17	19	23	29

January	5*	9	16	23	30
February	6	13	20	27
March	6	13	20	27
April	3	10	17	24
May	1	8	15	22	29
June	5	12	22*	26
July	6*	10	17	24	31
August	7	14	21	28
September	4	11	18	25
October	2	9	16	23	30
November	6	16*	20	30*
December	4	11	18	28*

COT Report • Latest COT Data • All Markets

Powered by COT-Reports.com • Professional Market Analysis • 2025 Winner • Worldwide Finance Awards • Best Futures Market Data Platform 2025 USA Powered by COT-Reports.com • Professional Market Analysis • Best Futures Market Data Platform 2025 Powered by COT-Reports.com • Professional Analysis
2025 Winner • Best Platform USA

Access the full Legacy COT (Commitment of Traders) data across all markets — featuring positions of Non-Commercial, Commercial, and Non-Reportable traders. This comprehensive report provides weekly updates straight from the CFTC, allowing you to examine changes in net exposure, long and short positions, and open interest distribution. Explore market sentiment shifts among large speculators, hedgers, and small traders across major futures markets — including currencies, commodities, metals, indices, and crypto.

Ultima Markets Partner

Up to 100% Bonus on First Deposit

Boost your trading power from day one. Get up to a 100% bonus on your first deposit and start trading with increased capital.

Trade Like a Champion

Join a globally awarded broker offering premium execution, advanced tools, and trusted market access for traders worldwide.

FCA Licensed & Globally Regulated

Trade with confidence under one of the most respected regulatory frameworks in the world. Local expertise, global excellence.

Award-Winning Trading Platform

Recognised by Worldwide Finance Awards for innovation, execution speed, and global performance. Professional tools for serious traders.

CONTRACTS 359 markets	NON-COMMERCIAL • Large Speculators					COMMERCIAL • Hedgers / Institutional Traders				NON-REPORTABLE • Small Speculators				OPEN INTEREST
CONTRACTS 359 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)	78,674	143,214	64,540		1,960	-105,545	92,272	197,817		26,871	42,086	15,215		279,532
	+6,805 (+9.5%)	+6,305 (+4.6%)	-500 (-0.8%)	51.2% \| 23.1%	+991 (+102.3%)	-8,160 (-8.4%)	-4,084 (-4.2%)	+4,076 (+2.1%)	33.0% \| 70.8%	+1,355 (+5.3%)	-1,050 (-2.4%)	-2,405 (-13.6%)	15.1% \| 5.4%	+2,162
	ADDING	50	20	LONG	12	REDUCING	44	25	SHORT	ADDING	—	—	LONG	BUILDUP
BRITISH POUND CHICAGO MERCANTILE EXCHANGE (GBP, 6B, GBPUSD)	-63,908	62,573	126,481		7,078	65,684	180,932	115,248		-1,776	25,560	27,336		276,143
	-3,269 (-5.4%)	+2,996 (+5.0%)	+6,265 (+5.2%)	22.7% \| 45.8%	+4,178 (+144.1%)	+1,564 (+2.4%)	+5,142 (+2.9%)	+3,578 (+3.2%)	65.5% \| 41.7%	+1,705 (+49.0%)	+192 (+0.8%)	-1,513 (-5.2%)	9.3% \| 9.9%	+12,508
	REDUCING	21	25	SHORT	13	ADDING	29	39	LONG	ADDING	—	—	SHORT	BUILDUP
CANADIAN DOLLAR CHICAGO MERCANTILE EXCHANGE (CAD, 6C, USDCAD)	-14,659	73,650	88,309		4,802	12,794	134,383	121,589		1,865	30,958	29,093		243,793
	+23,817 (+61.9%)	+7,133 (+10.7%)	-16,684 (-15.9%)	30.2% \| 36.2%	-237 (-4.7%)	-24,349 (-65.6%)	-17,652 (-11.6%)	+6,697 (+5.8%)	55.1% \| 49.9%	+532 (+39.9%)	+1,870 (+6.4%)	+1,338 (+4.8%)	12.7% \| 11.9%	-8,886
	ADDING	23	38	SHORT	15	REDUCING	36	30	LONG	ADDING	—	—	LONG	LIQUIDATION
EURO FX CHICAGO MERCANTILE EXCHANGE (EUR, 6E, EURUSD)	32,202	217,474	185,272		29,426	-73,379	480,886	554,265		41,177	88,156	46,979		815,942
	-3,510 (-9.8%)	+383 (+0.2%)	+3,893 (+2.1%)	26.7% \| 22.7%	+1,360 (+4.8%)	+1,758 (+2.3%)	+11,171 (+2.4%)	+9,413 (+1.7%)	58.9% \| 67.9%	+1,752 (+4.4%)	+1,598 (+1.8%)	-154 (-0.3%)	10.8% \| 5.8%	+14,512
	REDUCING	81	44	LONG	29	ADDING	140	100	SHORT	ADDING	—	—	LONG	BUILDUP
JAPANESE YEN CHICAGO MERCANTILE EXCHANGE (JPY, 6J, USDJPY)	-61,738	109,035	170,773		20,701	59,650	186,544	126,894		2,088	37,725	35,637		354,005
	+40,321 (+39.5%)	+2,505 (+2.4%)	-37,816 (-18.1%)	30.8% \| 48.2%	-737 (-3.4%)	-39,620 (-39.9%)	-14,983 (-7.4%)	+24,637 (+24.1%)	52.7% \| 35.8%	-701 (-25.1%)	-5,560 (-12.8%)	-4,859 (-12.0%)	10.7% \| 10.1%	-18,775
	ADDING	30	44	SHORT	15	REDUCING	52	45	LONG	REDUCING	—	—	LONG	LIQUIDATION
NEW ZEALAND DOLLAR CHICAGO MERCANTILE EXCHANGE (NZD, 6N, NZDUSD)	-48,251	9,063	57,314		210	49,327	72,581	23,254		-1,076	3,486	4,562		85,340
	-1,929 (-4.2%)	+19 (+0.2%)	+1,948 (+3.5%)	10.6% \| 67.2%	-35 (-14.3%)	+1,777 (+3.7%)	+2,057 (+2.9%)	+280 (+1.2%)	85.0% \| 27.2%	+152 (+12.4%)	-230 (-6.2%)	-382 (-7.7%)	4.1% \| 5.3%	+1,811
	REDUCING	19	42	SHORT	8	ADDING	18	25	LONG	ADDING	—	—	SHORT	BUILDUP
SWISS FRANC CHICAGO MERCANTILE EXCHANGE (CHF, 6S, USDCHF)	-34,521	7,145	41,666		229	42,861	76,076	33,215		-8,340	11,018	19,358		94,468
	+700 (+2.0%)	+786 (+12.4%)	+86 (+0.2%)	7.6% \| 44.1%	-1 (-0.4%)	+132 (+0.3%)	+1,514 (+2.0%)	+1,382 (+4.3%)	80.5% \| 35.2%	-832 (-11.1%)	-1,942 (-15.0%)	-1,110 (-5.4%)	11.7% \| 20.5%	+357
	ADDING	8	12	SHORT	2	ADDING	17	15	LONG	REDUCING	—	—	SHORT	BUILDUP
USD INDEX ICE FUTURES U.S. (USD, DXY)	693	17,048	16,355		2,779	-1,569	10,035	11,604		876	2,634	1,758		32,496
	-3,815 (-84.6%)	-132 (-0.8%)	+3,683 (+29.1%)	52.5% \| 50.3%	+154 (+5.9%)	+3,835 (+71.0%)	+1,916 (+23.6%)	-1,919 (-14.2%)	30.9% \| 35.7%	-20 (-2.2%)	-53 (-2.0%)	-33 (-1.8%)	8.1% \| 5.4%	+1,885
	REDUCING	49	40	LONG	9	ADDING	10	7	SHORT	REDUCING	—	—	LONG	BUILDUP
Currencies & Forex › Minor Currencies
BRAZILIAN REAL CHICAGO MERCANTILE EXCHANGE (BRL, 6L, BRLUSD)	66,797	93,500	26,703		779	-70,648	31,743	102,391		3,851	5,099	1,248		131,121
	+20,354 (+43.8%)	+5,008 (+5.7%)	-15,346 (-36.5%)	71.3% \| 20.4%	-3,913 (-83.4%)	-19,854 (-39.1%)	-21,013 (-39.8%)	-1,159 (-1.1%)	24.2% \| 78.1%	-500 (-11.5%)	-173 (-3.3%)	+327 (+35.5%)	3.9% \| 1.0%	-20,091
	ADDING	65	15	LONG	6	REDUCING	23	16	SHORT	REDUCING	—	—	LONG	LIQUIDATION
MEXICAN PESO CHICAGO MERCANTILE EXCHANGE (MXN, 6M, USDMXN)	62,127	91,592	29,465		1,044	-66,944	87,636	154,580		4,817	6,627	1,810		186,899
	-5,696 (-8.4%)	-12,105 (-11.7%)	-6,409 (-17.9%)	49.0% \| 15.8%	-331 (-24.1%)	+5,760 (+7.9%)	-2,625 (-2.9%)	-8,385 (-5.1%)	46.9% \| 82.7%	-64 (-1.3%)	-305 (-4.4%)	-241 (-11.8%)	3.5% \| 1.0%	-15,366
	REDUCING	80	24	LONG	5	ADDING	43	30	SHORT	REDUCING	—	—	LONG	LIQUIDATION
SOUTH AFRICAN RAND CHICAGO MERCANTILE EXCHANGE (ZAR, 6R, USDZAR)	5,874	8,606	2,732		802	-8,209	10,914	19,123		2,335	2,893	558		23,215
	-1,019 (-14.8%)	-380 (-4.2%)	+639 (+30.5%)	37.1% \| 11.8%	+221 (+38.0%)	+985 (+10.7%)	+1,038 (+10.5%)	+53 (+0.3%)	47.0% \| 82.4%	+34 (+1.5%)	-64 (-2.2%)	-98 (-14.9%)	12.5% \| 2.4%	+815
	REDUCING	18	9	LONG	3	ADDING	17	4	SHORT	ADDING	—	—	LONG	BUILDUP
Currencies & Forex › Forex Crosses
EURO FX/BRITISH POUND XRATE CHICAGO MERCANTILE EXCHANGE	1,194	5,787	4,593		0	-10,704	15,648	26,352		9,510	15,145	5,635		36,580
	+1,496 (+495.4%)	+360 (+6.6%)	-1,136 (-19.8%)	15.8% \| 12.6%	-837 (-100.0%)	-184 (-1.7%)	-14 (-0.1%)	+170 (+0.6%)	42.8% \| 72.0%	-1,312 (-12.1%)	+78 (+0.5%)	+1,390 (+32.7%)	41.4% \| 15.4%	-413
	ADDING	5	6	LONG	0	REDUCING	11	5	SHORT	REDUCING	—	—	LONG	LIQUIDATION
EURO FX/JAPANESE YEN XRATE CHICAGO MERCANTILE EXCHANGE	383	5,734	5,351		91	-5,486	5,455	10,941		5,103	9,666	4,563		20,946
	+446 (+707.9%)	+129 (+2.3%)	-317 (-5.6%)	27.4% \| 25.5%	+5 (+5.8%)	-207 (-3.9%)	-416 (-7.1%)	-209 (-1.9%)	26.0% \| 52.2%	-239 (-4.5%)	-143 (-1.5%)	+96 (+2.1%)	46.1% \| 21.8%	-425
	ADDING	5	4	LONG	2	REDUCING	9	12	SHORT	REDUCING	—	—	LONG	LIQUIDATION
Cryptocurrencies › Bitcoin & Ethereum
BITCOIN CHICAGO MERCANTILE EXCHANGE (BTC, BTCUSD)	1,441	19,301	17,860		2,568	-1,539	349	1,888		98	1,184	1,086		23,402
	-951 (-39.8%)	+1,870 (+10.7%)	+2,821 (+18.8%)	82.5% \| 76.3%	-472 (-15.5%)	+793 (+34.0%)	+174 (+99.4%)	-619 (-24.7%)	1.5% \| 8.1%	+158 (+263.3%)	+138 (+13.2%)	-20 (-1.8%)	5.1% \| 4.6%	+1,710
	REDUCING	49	77	LONG	23	ADDING	3	6	SHORT	ADDING	—	—	LONG	BUILDUP
ETHEREUM CHICAGO MERCANTILE EXCHANGE (ETH, ETHUSD)	1,229	24,205	22,976		4,293	-1,524	1,099	2,623		295	811	516		30,408
	-1,312 (-51.6%)	+968 (+4.2%)	+2,280 (+11.0%)	79.6% \| 75.6%	+974 (+29.3%)	+1,193 (+43.9%)	+614 (+126.6%)	-579 (-18.1%)	3.6% \| 8.6%	+119 (+67.6%)	+75 (+10.2%)	-44 (-7.9%)	2.7% \| 1.7%	+2,631
	REDUCING	32	59	LONG	15	ADDING	4	6	SHORT	ADDING	—	—	LONG	BUILDUP
MICRO BITCOIN CHICAGO MERCANTILE EXCHANGE	-4,188	16,728	20,916		3,587	289	419	130		3,899	6,423	2,524		27,157
	-178 (-4.4%)	+5,461 (+48.5%)	+5,639 (+36.9%)	61.6% \| 77.0%	+2,522 (+236.8%)	-107 (-27.0%)	-107 (-20.3%)	0 (0.0%)	1.5% \| 0.5%	+285 (+7.9%)	+550 (+9.4%)	+265 (+11.7%)	23.7% \| 9.3%	+8,426
	REDUCING	148	82	SHORT	11	REDUCING	4	1	LONG	ADDING	—	—	LONG	BUILDUP
MICRO ETHER CHICAGO MERCANTILE EXCHANGE	-1,758	34,712	36,470		273	0	0	0		1,758	2,305	547		37,290
	+305 (+14.8%)	-3,779 (-9.8%)	-4,084 (-10.1%)	93.1% \| 97.8%	-110 (-28.7%)	-450 (-100.0%)	-450 (-100.0%)	0 (0.0%)	0.0% \| 0.0%	+145 (+9.0%)	+132 (+6.1%)	-13 (-2.3%)	6.2% \| 1.5%	-4,207
	ADDING	189	61	SHORT	5	REDUCING	0	0	SHORT	ADDING	—	—	LONG	LIQUIDATION
NANO BITCOIN COINBASE DERIVATIVES, LLC	15	42,403	42,388		21	-70	0	70		55	1,655	1,600		44,079
	+600 (+102.6%)	+6,685 (+18.7%)	+6,085 (+16.8%)	96.2% \| 96.2%	-11 (-34.4%)	-26 (-59.1%)	0 (0.0%)	+26 (+59.1%)	0.0% \| 0.2%	-574 (-91.3%)	+215 (+14.9%)	+789 (+97.3%)	3.8% \| 3.6%	+6,889
	ADDING	86	93	LONG	1	REDUCING	0	1	SHORT	REDUCING	—	—	LONG	BUILDUP
NANO BITCOIN PERP STYLE COINBASE DERIVATIVES, LLC	-1,906	237,557	239,463		0	-1,279	205	1,484		3,185	11,545	8,360		249,307
	+965 (+33.6%)	+77,255 (+48.2%)	+76,290 (+46.8%)	95.3% \| 96.1%	0 (0.0%)	+658 (+34.0%)	+73 (+55.3%)	-585 (-28.3%)	0.1% \| 0.6%	-1,623 (-33.8%)	-619 (-5.1%)	+1,004 (+13.6%)	4.6% \| 3.4%	+76,709
	ADDING	548	722	SHORT	0	ADDING	3	5	SHORT	REDUCING	—	—	LONG	BUILDUP
NANO ETHER COINBASE DERIVATIVES, LLC	-857	49,456	50,313		0	-36	0	36		893	1,266	373		50,722
	-55 (-6.9%)	-313 (-0.6%)	-258 (-0.5%)	97.5% \| 99.2%	-2 (-100.0%)	-35 (-3,500.0%)	-30 (-100.0%)	+5 (+16.1%)	0.0% \| 0.1%	+90 (+11.2%)	+148 (+13.2%)	+58 (+18.4%)	2.5% \| 0.7%	-197
	REDUCING	89	62	SHORT	0	REDUCING	0	1	SHORT	ADDING	—	—	LONG	LIQUIDATION
NANO ETHER PERP STYLE COINBASE DERIVATIVES, LLC	4,812	173,635	168,823		18	-11,028	380	11,408		6,216	9,160	2,944		183,193
	-900 (-15.8%)	+4,694 (+2.8%)	+5,594 (+3.4%)	94.8% \| 92.2%	-3 (-14.3%)	+1,062 (+8.8%)	+18 (+5.0%)	-1,044 (-8.4%)	0.2% \| 6.2%	-162 (-2.5%)	-256 (-2.7%)	-94 (-3.1%)	5.0% \| 1.6%	+4,453
	REDUCING	589	316	LONG	1	ADDING	4	3	SHORT	REDUCING	—	—	LONG	BUILDUP
Cryptocurrencies › Other Cryptocurrencies (Altcoins)
NANO SOLANA COINBASE DERIVATIVES, LLC	-443	12,348	12,791		0	-44	0	44		487	641	154		12,989
	-156 (-54.4%)	-3,322 (-21.2%)	-3,166 (-19.8%)	95.1% \| 98.5%	0 (0.0%)	-11 (-33.3%)	0 (0.0%)	+11 (+33.3%)	0.0% \| 0.3%	+167 (+52.2%)	+181 (+39.3%)	+14 (+10.0%)	4.9% \| 1.2%	-3,141
	REDUCING	23	14	SHORT	0	REDUCING	0	1	SHORT	ADDING	—	—	LONG	LIQUIDATION
NANO SOLANA PERP STYLE COINBASE DERIVATIVES, LLC	10,450	26,253	15,803		0	-14,964	649	15,613		4,514	11,204	6,690		38,106
	+3,010 (+40.5%)	-1,581 (-5.7%)	-4,591 (-22.5%)	68.9% \| 41.5%	0 (0.0%)	-3,164 (-26.8%)	+3 (+0.5%)	+3,167 (+25.4%)	1.7% \| 41.0%	+154 (+3.5%)	-584 (-5.0%)	-738 (-9.9%)	29.4% \| 17.6%	-2,162
	ADDING	237	69	LONG	0	REDUCING	2	3	SHORT	ADDING	—	—	LONG	LIQUIDATION
NANO XRP COINBASE DERIVATIVES, LLC	-309	40,224	40,533		0	0	0	0		309	510	201		40,734
	+14 (+4.3%)	+11,871 (+41.9%)	+11,857 (+41.3%)	98.7% \| 99.5%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 0.0%	-14 (-4.3%)	+25 (+5.2%)	+39 (+24.1%)	1.3% \| 0.5%	+11,896
	ADDING	19	16	SHORT	0	NEUTRAL	0	0	SHORT	REDUCING	—	—	LONG	BUILDUP
NANO XRP PERP STYLE COINBASE DERIVATIVES, LLC	-70	16,675	16,745		0	-4,342	0	4,342		4,412	4,829	417		21,504
	-1,529 (-104.8%)	-7,856 (-32.0%)	-6,327 (-27.4%)	77.5% \| 77.9%	0 (0.0%)	+1,207 (+21.8%)	0 (0.0%)	-1,207 (-21.8%)	0.0% \| 20.2%	+322 (+7.9%)	+193 (+4.2%)	-129 (-23.6%)	22.5% \| 1.9%	-7,663
	REDUCING	148	44	SHORT	0	ADDING	0	2	SHORT	ADDING	—	—	LONG	LIQUIDATION
SOL CHICAGO MERCANTILE EXCHANGE	1,464	12,117	10,653		99	-1,391	77	1,468		-73	181	254		12,474
	-193 (-11.6%)	+43 (+0.4%)	+236 (+2.3%)	97.1% \| 85.4%	+75 (+312.5%)	+144 (+9.4%)	+13 (+20.3%)	-131 (-8.2%)	0.6% \| 11.8%	+49 (+40.2%)	-15 (-7.7%)	-64 (-20.1%)	1.5% \| 2.0%	+116
	REDUCING	12	23	LONG	2	ADDING	1	4	SHORT	ADDING	—	—	SHORT	BUILDUP
XRP CHICAGO MERCANTILE EXCHANGE	1,218	7,077	5,859		282	-950	0	950		-268	96	364		7,455
	+26 (+2.2%)	+293 (+4.3%)	+267 (+4.8%)	94.9% \| 78.6%	-294 (-51.0%)	-35 (-3.8%)	0 (0.0%)	+35 (+3.8%)	0.0% \| 12.7%	+9 (+3.2%)	+29 (+43.3%)	+20 (+5.8%)	1.3% \| 4.9%	+28
	ADDING	8	19	LONG	2	REDUCING	0	3	SHORT	ADDING	—	—	SHORT	BUILDUP
Metals › Precious Metals
GOLD COMMODITY EXCHANGE INC. (XAU, CG, XAUUSD)	163,303	211,814	48,511		48,636	-198,935	58,230	257,165		35,632	49,252	13,620		367,932
	+3,732 (+2.3%)	-4 (0.0%)	-3,736 (-7.2%)	57.6% \| 13.2%	+757 (+1.6%)	-4,122 (-2.1%)	-2,323 (-3.8%)	+1,799 (+0.7%)	15.8% \| 69.9%	+390 (+1.1%)	-28 (-0.1%)	-418 (-3.0%)	13.4% \| 3.7%	-1,598
	ADDING	168	46	LONG	73	REDUCING	46	44	SHORT	ADDING	—	—	LONG	LIQUIDATION
MICRO GOLD COMMODITY EXCHANGE INC.	-24,542	20,165	44,707		2,457	6,018	6,018	0		18,524	36,668	18,144		65,308
	-1,495 (-6.5%)	+2,507 (+14.2%)	+4,002 (+9.8%)	30.9% \| 68.5%	+328 (+15.4%)	-9 (-0.1%)	-9 (-0.1%)	0 (0.0%)	9.2% \| 0.0%	+1,504 (+8.8%)	+652 (+1.8%)	-852 (-4.5%)	56.1% \| 27.8%	+3,478
	REDUCING	17	18	SHORT	11	REDUCING	4	0	LONG	ADDING	—	—	LONG	BUILDUP
PALLADIUM NEW YORK MERCANTILE EXCHANGE	-1,476	6,402	7,878		987	775	6,289	5,514		701	2,307	1,606		15,985
	-12 (-0.8%)	-446 (-6.5%)	-434 (-5.2%)	40.1% \| 49.3%	+258 (+35.4%)	+257 (+49.6%)	+420 (+7.2%)	+163 (+3.0%)	39.3% \| 34.5%	-245 (-25.9%)	-41 (-1.7%)	+204 (+14.6%)	14.4% \| 10.0%	+191
	REDUCING	53	40	SHORT	23	ADDING	29	29	LONG	REDUCING	—	—	LONG	BUILDUP
PLATINUM NEW YORK MERCANTILE EXCHANGE	17,785	26,668	8,883		8,189	-22,651	17,659	40,310		4,866	8,130	3,264		60,646
	-765 (-4.1%)	-964 (-3.5%)	-199 (-2.2%)	44.0% \| 14.6%	-171 (-2.0%)	+555 (+2.4%)	+419 (+2.4%)	-136 (-0.3%)	29.1% \| 66.5%	+210 (+4.5%)	+307 (+3.9%)	+97 (+3.1%)	13.4% \| 5.4%	-409
	REDUCING	106	37	LONG	35	ADDING	33	42	SHORT	ADDING	—	—	LONG	LIQUIDATION
SILVER COMMODITY EXCHANGE INC. (XAG, SI, XAGUSD)	23,892	32,965	9,073		12,062	-40,535	26,094	66,629		16,643	25,811	9,168		96,932
	-268 (-1.1%)	+1,651 (+5.3%)	+1,919 (+26.8%)	34.0% \| 9.4%	-2,761 (-18.6%)	-83 (-0.2%)	-3,582 (-12.1%)	-3,499 (-5.0%)	26.9% \| 68.7%	+351 (+2.2%)	+349 (+1.4%)	-2 (0.0%)	26.6% \| 9.5%	-4,343
	REDUCING	77	24	LONG	37	REDUCING	27	32	SHORT	ADDING	—	—	LONG	LIQUIDATION
Metals › Industrial Metals
ALUMINIUM EURO PREM DUTY-PAID COMMODITY EXCHANGE INC.	-140	3,715	3,855		1	-84	12,410	12,494		224	284	60		16,410
	-48 (-52.2%)	-521 (-12.3%)	-473 (-10.9%)	22.6% \| 23.5%	-58 (-98.3%)	+101 (+54.6%)	-2,471 (-16.6%)	-2,572 (-17.1%)	75.6% \| 76.1%	-53 (-19.1%)	-53 (-15.7%)	0 (0.0%)	1.7% \| 0.4%	-3,103
	REDUCING	5	3	SHORT	1	ADDING	15	14	SHORT	REDUCING	—	—	LONG	LIQUIDATION
ALUMINUM MWP COMMODITY EXCHANGE INC.	357	3,798	3,441		878	30	22,228	22,198		-387	108	495		27,012
	+381 (+1,587.5%)	+13 (+0.3%)	-368 (-9.7%)	14.1% \| 12.7%	-113 (-11.4%)	-331 (-91.7%)	-2,691 (-10.8%)	-2,360 (-9.6%)	82.3% \| 82.2%	-50 (-14.8%)	+6 (+5.9%)	+56 (+12.8%)	0.4% \| 1.8%	-2,785
	ADDING	5	8	LONG	6	REDUCING	22	27	LONG	REDUCING	—	—	SHORT	LIQUIDATION
COBALT COMMODITY EXCHANGE INC.	-438	4,162	4,600		3,056	487	6,411	5,924		-49	587	636		14,216
	-162 (-58.7%)	-432 (-9.4%)	-270 (-5.5%)	29.3% \| 32.4%	-100 (-3.2%)	+209 (+75.2%)	-268 (-4.0%)	-477 (-7.5%)	45.1% \| 41.7%	-47 (-2,350.0%)	-82 (-12.3%)	-35 (-5.2%)	4.1% \| 4.5%	-882
	REDUCING	11	6	SHORT	10	ADDING	12	14	LONG	REDUCING	—	—	SHORT	LIQUIDATION
COPPER- #1 COMMODITY EXCHANGE INC.	62,849	96,261	33,412		35,665	-72,017	82,829	154,846		9,168	17,854	8,686		232,609
	-432 (-0.7%)	+3,742 (+4.0%)	+4,174 (+14.3%)	41.4% \| 14.4%	+687 (+2.0%)	+12 (+0.0%)	-3,407 (-4.0%)	-3,419 (-2.2%)	35.6% \| 66.6%	+420 (+4.8%)	+991 (+5.9%)	+571 (+7.0%)	7.7% \| 3.7%	+2,013
	REDUCING	144	51	LONG	77	ADDING	60	49	SHORT	ADDING	—	—	LONG	BUILDUP
LITHIUM HYDROXIDE COMMODITY EXCHANGE INC.	-8,133	2,253	10,386		1,653	7,907	11,802	3,895		226	550	324		16,258
	+790 (+8.9%)	+150 (+7.1%)	-640 (-5.8%)	13.9% \| 63.9%	-448 (-21.3%)	-837 (-9.6%)	-1,568 (-11.7%)	-731 (-15.8%)	72.6% \| 24.0%	+47 (+26.3%)	+10 (+1.9%)	-37 (-10.2%)	3.4% \| 2.0%	-1,856
	ADDING	13	12	SHORT	12	REDUCING	11	8	LONG	ADDING	—	—	LONG	LIQUIDATION
NORTH EURO HOT-ROLL COIL STEEL COMMODITY EXCHANGE INC.	3,221	3,956	735		112	-3,281	4,164	7,445		60	109	49		8,341
	-370 (-10.3%)	-727 (-15.5%)	-357 (-32.7%)	47.4% \| 8.8%	-188 (-62.7%)	+368 (+10.1%)	-544 (-11.6%)	-912 (-10.9%)	49.9% \| 89.3%	+2 (+3.4%)	-15 (-12.1%)	-17 (-25.8%)	1.3% \| 0.6%	-1,474
	REDUCING	8	1	LONG	4	ADDING	9	8	SHORT	ADDING	—	—	LONG	LIQUIDATION
STEEL-HRC COMMODITY EXCHANGE INC.	11,217	12,516	1,299		720	-11,631	24,734	36,365		414	483	69		38,453
	-849 (-7.0%)	-502 (-3.9%)	+347 (+36.4%)	32.5% \| 3.4%	-402 (-35.8%)	+759 (+6.1%)	-3,548 (-12.5%)	-4,307 (-10.6%)	64.3% \| 94.6%	+90 (+27.8%)	+51 (+11.8%)	-39 (-36.1%)	1.3% \| 0.2%	-4,401
	REDUCING	26	8	LONG	6	ADDING	27	20	SHORT	ADDING	—	—	LONG	LIQUIDATION
Stock Indices & Equities › US Large Cap Indices
DJIA Consolidated CHICAGO BOARD OF TRADE	-677	11,045	11,722		4,066	-4,589	52,137	56,726		5,266	14,896	9,630		82,145
	+754 (+52.7%)	+918 (+9.1%)	+164 (+1.4%)	13.4% \| 14.3%	+889 (+28.0%)	-1,730 (-60.5%)	+1,633 (+3.2%)	+3,363 (+6.3%)	63.5% \| 69.1%	+976 (+22.8%)	+576 (+4.0%)	-400 (-4.0%)	18.1% \| 11.7%	+4,017
	ADDING	26	18	SHORT	15	REDUCING	29	23	SHORT	ADDING	—	—	LONG	BUILDUP
DJIA x $5 CHICAGO BOARD OF TRADE (YM)	-1,174	11,858	13,032		1,038	-5,162	51,332	56,494		6,336	14,202	7,866		78,430
	+1,116 (+48.7%)	+1,439 (+13.8%)	+323 (+2.5%)	15.1% \| 16.6%	+252 (+32.1%)	-2,009 (-63.7%)	+1,329 (+2.7%)	+3,338 (+6.3%)	65.4% \| 72.0%	+893 (+16.4%)	+536 (+3.9%)	-357 (-4.3%)	18.1% \| 10.0%	+3,556
	ADDING	21	13	SHORT	8	REDUCING	28	22	SHORT	ADDING	—	—	LONG	BUILDUP
E-MINI S&P 500 CHICAGO MERCANTILE EXCHANGE (ES)	-103,885	256,838	360,723		35,963	16,362	1,441,704	1,425,342		87,523	253,180	165,657		1,987,685
	-2,445 (-2.4%)	+12,542 (+5.1%)	+14,987 (+4.3%)	12.9% \| 18.1%	-784 (-2.1%)	+7,411 (+82.8%)	+14,862 (+1.0%)	+7,451 (+0.5%)	72.5% \| 71.7%	-4,966 (-5.4%)	+1,132 (+0.4%)	+6,098 (+3.8%)	12.7% \| 8.3%	+27,752
	REDUCING	71	70	SHORT	42	ADDING	241	185	LONG	REDUCING	—	—	LONG	BUILDUP
MICRO E-MINI DJIA (x$0.5) CHICAGO BOARD OF TRADE (MYM)	4,973	21,072	16,099		1,082	5,728	8,050	2,322		-10,701	6,941	17,642		37,145
	-3,614 (-42.1%)	+1,380 (+7.0%)	+4,994 (+45.0%)	56.7% \| 43.3%	-211 (-16.3%)	+2,784 (+94.6%)	+3,041 (+60.7%)	+257 (+12.4%)	21.7% \| 6.3%	+830 (+7.2%)	+400 (+6.1%)	-430 (-2.4%)	18.7% \| 47.5%	+4,610
	REDUCING	7	9	LONG	4	ADDING	2	2	LONG	ADDING	—	—	SHORT	BUILDUP
MICRO E-MINI NASDAQ-100 INDEX CHICAGO MERCANTILE EXCHANGE (MNQ)	-30,533	184,747	215,280		4,449	26,888	32,325	5,437		3,645	56,118	52,473		277,639
	+5,977 (+16.4%)	+11,490 (+6.6%)	+5,513 (+2.6%)	66.5% \| 77.5%	+1,235 (+38.4%)	+6,786 (+33.8%)	+3,166 (+10.9%)	-3,620 (-40.0%)	11.6% \| 2.0%	-12,763 (-77.8%)	-2,924 (-5.0%)	+9,839 (+23.1%)	20.2% \| 18.9%	+12,967
	ADDING	24	27	SHORT	9	ADDING	19	8	LONG	REDUCING	—	—	LONG	BUILDUP
MICRO E-MINI S&P 500 INDEX CHICAGO MERCANTILE EXCHANGE (MES)	53,049	97,194	44,145		294	23,719	47,320	23,601		-76,768	68,036	144,804		212,844
	+43,868 (+477.8%)	-1,890 (-1.9%)	-45,758 (-50.9%)	45.7% \| 20.7%	-796 (-73.0%)	-13,419 (-36.1%)	-11,736 (-19.9%)	+1,683 (+7.7%)	22.2% \| 11.1%	-30,449 (-65.7%)	-378 (-0.6%)	+30,071 (+26.2%)	32.0% \| 68.0%	-14,800
	ADDING	10	7	LONG	5	REDUCING	18	10	LONG	REDUCING	—	—	SHORT	LIQUIDATION
NASDAQ MINI CHICAGO MERCANTILE EXCHANGE (NQ)	1,221	81,707	80,486		10,518	-6,453	156,235	162,688		5,232	39,197	33,965		287,657
	+3,543 (+152.6%)	+4,220 (+5.4%)	+677 (+0.8%)	28.4% \| 28.0%	-1,645 (-13.5%)	-4,459 (-223.6%)	+8,479 (+5.7%)	+12,938 (+8.6%)	54.3% \| 56.6%	+916 (+21.2%)	+640 (+1.7%)	-276 (-0.8%)	13.6% \| 11.8%	+11,694
	ADDING	75	38	LONG	25	REDUCING	115	84	SHORT	ADDING	—	—	LONG	BUILDUP
NASDAQ-100 Consolidated CHICAGO MERCANTILE EXCHANGE	-1,832	68,393	70,225		42,752	-3,764	159,468	163,232		5,597	44,809	39,212		315,421
	+4,141 (+69.3%)	+1,569 (+2.3%)	-2,572 (-3.5%)	21.7% \| 22.3%	+2,278 (+5.6%)	-3,780 (-23,625.0%)	+8,796 (+5.8%)	+12,576 (+8.3%)	50.6% \| 51.8%	-360 (-6.0%)	+348 (+0.8%)	+708 (+1.8%)	14.2% \| 12.4%	+12,991
	ADDING	86	59	SHORT	34	REDUCING	128	88	SHORT	REDUCING	—	—	LONG	BUILDUP
S&P 500 Consolidated CHICAGO MERCANTILE EXCHANGE	-98,581	254,889	353,470		47,660	18,734	1,446,436	1,427,702		79,847	259,984	180,137		2,008,969
	+1,941 (+1.9%)	+16,562 (+6.9%)	+14,621 (+4.3%)	12.7% \| 17.6%	-5,073 (-9.6%)	+6,069 (+47.9%)	+13,688 (+1.0%)	+7,619 (+0.5%)	72.0% \| 71.1%	-8,010 (-9.1%)	+1,095 (+0.4%)	+9,105 (+5.3%)	12.9% \| 9.0%	+26,272
	ADDING	76	73	SHORT	44	ADDING	246	191	LONG	REDUCING	—	—	LONG	BUILDUP
Stock Indices & Equities › US Mid & Small Cap Indices
EMINI RUSSELL 1000 VALUE INDEX CHICAGO MERCANTILE EXCHANGE	-14,309	2,552	16,861		0	13,090	27,157	14,067		1,219	2,197	978		31,906
	-5 (0.0%)	-5 (-0.2%)	0 (0.0%)	8.0% \| 52.8%	0 (0.0%)	+30 (+0.2%)	-75 (-0.3%)	-105 (-0.7%)	85.1% \| 44.1%	-25 (-2.0%)	-53 (-2.4%)	-28 (-2.8%)	6.9% \| 3.1%	-133
	REDUCING	3	1	SHORT	0	ADDING	10	10	LONG	REDUCING	—	—	LONG	LIQUIDATION
MICRO E-MINI RUSSELL 2000 INDX CHICAGO MERCANTILE EXCHANGE	-13,974	11,508	25,482		601	11,334	13,808	2,474		2,640	12,710	10,070		38,627
	-9,305 (-199.3%)	-6,569 (-36.3%)	+2,736 (+12.0%)	29.8% \| 66.0%	+92 (+18.1%)	+5,618 (+98.3%)	+5,641 (+69.1%)	+23 (+0.9%)	35.7% \| 6.4%	+3,687 (+352.1%)	+4,377 (+52.5%)	+690 (+7.4%)	32.9% \| 26.1%	+3,541
	REDUCING	7	11	SHORT	5	ADDING	11	3	LONG	ADDING	—	—	LONG	BUILDUP
RUSSELL 2000 ANNUAL DIVIDEND CHICAGO MERCANTILE EXCHANGE	1,958	15,971	14,013		1,893	-2,168	23,390	25,558		210	211	1		41,465
	+41 (+2.1%)	+166 (+1.1%)	+125 (+0.9%)	38.5% \| 33.8%	0 (0.0%)	-41 (-1.9%)	-41 (-0.2%)	0 (0.0%)	56.4% \| 61.6%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.5% \| 0.0%	+125
	ADDING	5	3	LONG	2	REDUCING	6	8	SHORT	NEUTRAL	—	—	LONG	BUILDUP
RUSSELL E-MINI CHICAGO MERCANTILE EXCHANGE (RTY)	-9,149	97,114	106,263		7,920	7,111	297,520	290,409		2,038	24,813	22,775		427,367
	+7,939 (+46.5%)	+14,065 (+16.9%)	+6,126 (+6.1%)	22.7% \| 24.9%	+1,976 (+33.2%)	-7,732 (-52.1%)	-285 (-0.1%)	+7,447 (+2.6%)	69.6% \| 68.0%	-207 (-9.2%)	-390 (-1.5%)	-183 (-0.8%)	5.8% \| 5.3%	+15,366
	ADDING	55	66	SHORT	20	REDUCING	139	134	LONG	REDUCING	—	—	LONG	BUILDUP
Stock Indices & Equities › International Indices
MSCI EAFE ICE FUTURES U.S.	-4,328	40,518	44,846		2,109	-2,439	397,443	399,882		6,767	14,211	7,444		454,281
	+16,157 (+78.9%)	-1,954 (-4.6%)	-18,111 (-28.8%)	8.9% \| 9.9%	+1,073 (+103.6%)	-16,023 (-118.0%)	-3,427 (-0.9%)	+12,596 (+3.3%)	87.5% \| 88.0%	-134 (-1.9%)	+542 (+4.0%)	+676 (+10.0%)	3.1% \| 1.6%	-3,766
	ADDING	27	23	SHORT	9	REDUCING	123	75	SHORT	REDUCING	—	—	LONG	LIQUIDATION
MSCI EM INDEX ICE FUTURES U.S.	53,943	163,207	109,264		16,704	-74,049	929,891	1,003,940		20,106	29,457	9,351		1,139,259
	+23,558 (+77.5%)	+23,759 (+17.0%)	+201 (+0.2%)	14.3% \| 9.6%	+1,442 (+9.4%)	-23,111 (-45.4%)	-5,238 (-0.6%)	+17,873 (+1.8%)	81.6% \| 88.1%	-447 (-2.2%)	-88 (-0.3%)	+359 (+4.0%)	2.6% \| 0.8%	+19,875
	ADDING	81	40	LONG	23	REDUCING	244	139	SHORT	REDUCING	—	—	LONG	BUILDUP
NIKKEI STOCK AVERAGE YEN DENOM CHICAGO MERCANTILE EXCHANGE	11,211	12,487	1,276		508	134	17,766	17,632		-11,345	5,250	16,595		36,011
	+1,124 (+11.1%)	+212 (+1.7%)	-912 (-41.7%)	34.7% \| 3.5%	+5 (+1.0%)	-1,080 (-89.0%)	+1,390 (+8.5%)	+2,470 (+16.3%)	49.3% \| 49.0%	-44 (-0.4%)	-887 (-14.5%)	-843 (-4.8%)	14.6% \| 46.1%	+720
	ADDING	23	3	LONG	5	REDUCING	16	15	LONG	REDUCING	—	—	SHORT	BUILDUP
Stock Indices & Equities › Volatility
VIX FUTURES CBOE FUTURES EXCHANGE	-24,683	133,607	158,290		74,665	26,484	152,310	125,826		-1,801	26,508	28,309		387,090
	+3,159 (+11.3%)	+23,601 (+21.5%)	+20,442 (+14.8%)	34.5% \| 40.9%	+3,694 (+5.2%)	-1,890 (-6.7%)	-944 (-0.6%)	+946 (+0.8%)	39.3% \| 32.5%	-1,269 (-238.5%)	-1,604 (-5.7%)	-335 (-1.2%)	6.8% \| 7.3%	+24,747
	ADDING	66	64	SHORT	83	REDUCING	40	42	LONG	REDUCING	—	—	SHORT	BUILDUP
Stock Indices & Equities › US Sectoral & Other Indices
ADJUSTED INT RATE S&P 500 TOTL CHICAGO MERCANTILE EXCHANGE	-27,206	59,090	86,296		183,151	35,772	655,324	619,552		-8,566	6,531	15,097		904,096
	-700 (-2.6%)	+2,300 (+4.1%)	+3,000 (+3.6%)	6.5% \| 9.5%	+1,400 (+0.8%)	+3,483 (+10.8%)	+15,550 (+2.4%)	+12,067 (+2.0%)	72.5% \| 68.5%	-2,783 (-48.1%)	+369 (+6.0%)	+3,152 (+26.4%)	0.7% \| 1.7%	+19,619
	REDUCING	10	6	SHORT	20	ADDING	38	47	LONG	REDUCING	—	—	SHORT	BUILDUP
DOW JONES U.S. REAL ESTATE IDX CHICAGO BOARD OF TRADE	6,212	8,682	2,470		161	-9,344	58,301	67,645		3,132	3,724	592		70,868
	-586 (-8.6%)	-285 (-3.2%)	+301 (+13.9%)	12.3% \| 3.5%	+161 (0.0%)	+538 (+5.4%)	+1,618 (+2.9%)	+1,080 (+1.6%)	82.3% \| 95.5%	+48 (+1.6%)	-7 (-0.2%)	-55 (-8.5%)	5.3% \| 0.8%	+1,487
	REDUCING	5	4	LONG	1	ADDING	32	14	SHORT	ADDING	—	—	LONG	BUILDUP
E-MINI S&P 400 STOCK INDEX CHICAGO MERCANTILE EXCHANGE	335	5,218	4,883		166	-4,096	23,687	27,783		3,761	8,358	4,597		37,429
	-278 (-45.4%)	+167 (+3.3%)	+445 (+10.0%)	13.9% \| 13.0%	+87 (+110.1%)	-320 (-8.5%)	-812 (-3.3%)	-492 (-1.7%)	63.3% \| 74.2%	+598 (+18.9%)	+438 (+5.5%)	-160 (-3.4%)	22.3% \| 12.3%	-120
	REDUCING	7	8	LONG	3	REDUCING	40	30	SHORT	ADDING	—	—	LONG	LIQUIDATION
E-MINI S&P COMMUNICATION INDEX CHICAGO MERCANTILE EXCHANGE	1,363	1,863	500		0	-2,056	14,510	16,566		693	1,426	733		17,799
	-820 (-37.6%)	-820 (-30.6%)	0 (0.0%)	10.5% \| 2.8%	0 (0.0%)	+1,142 (+35.7%)	+1,524 (+11.7%)	+382 (+2.4%)	81.5% \| 93.1%	-322 (-31.7%)	+38 (+2.7%)	+360 (+96.5%)	8.0% \| 4.1%	+742
	REDUCING	3	1	LONG	0	ADDING	16	6	SHORT	REDUCING	—	—	LONG	BUILDUP
E-MINI S&P CONSU STAPLES INDEX CHICAGO MERCANTILE EXCHANGE	-587	0	587		0	341	23,043	22,702		246	1,897	1,651		24,940
	-108 (-22.5%)	0 (0.0%)	+108 (+22.5%)	0.0% \| 2.4%	0 (0.0%)	-293 (-46.2%)	-933 (-3.9%)	-640 (-2.7%)	92.4% \| 91.0%	+401 (+258.7%)	+367 (+24.0%)	-34 (-2.0%)	7.6% \| 6.6%	-566
	REDUCING	0	2	SHORT	0	REDUCING	14	11	LONG	ADDING	—	—	LONG	LIQUIDATION
E-MINI S&P ENERGY INDEX CHICAGO MERCANTILE EXCHANGE	-2,981	1,374	4,355		0	-87	23,724	23,811		3,068	3,717	649		28,815
	+501 (+14.4%)	+314 (+29.6%)	-187 (-4.1%)	4.8% \| 15.1%	0 (0.0%)	-1,023 (-109.3%)	+1,230 (+5.5%)	+2,253 (+10.5%)	82.3% \| 82.6%	+522 (+20.5%)	+649 (+21.2%)	+127 (+24.3%)	12.9% \| 2.3%	+2,193
	ADDING	4	3	SHORT	0	REDUCING	21	11	SHORT	ADDING	—	—	LONG	BUILDUP
E-MINI S&P FINANCIAL INDEX CHICAGO MERCANTILE EXCHANGE	1,718	2,232	514		0	-2,319	65,609	67,928		601	1,645	1,044		69,486
	+107 (+6.6%)	+67 (+3.1%)	-40 (-7.2%)	3.2% \| 0.7%	0 (0.0%)	-408 (-21.4%)	-232 (-0.4%)	+176 (+0.3%)	94.4% \| 97.8%	+301 (+100.3%)	+325 (+24.6%)	+24 (+2.4%)	2.4% \| 1.5%	+160
	ADDING	3	2	LONG	0	REDUCING	14	15	SHORT	ADDING	—	—	LONG	BUILDUP
E-MINI S&P HEALTH CARE INDEX CHICAGO MERCANTILE EXCHANGE	1,138	1,677	539		0	-3,749	14,257	18,006		2,611	3,450	839		19,384
	+266 (+30.5%)	+263 (+18.6%)	-3 (-0.6%)	8.7% \| 2.8%	0 (0.0%)	-1,107 (-41.9%)	+1,056 (+8.0%)	+2,163 (+13.7%)	73.6% \| 92.9%	+841 (+47.5%)	+327 (+10.5%)	-514 (-38.0%)	17.8% \| 4.3%	+1,646
	ADDING	4	2	LONG	0	REDUCING	15	7	SHORT	ADDING	—	—	LONG	BUILDUP
E-MINI S&P INDUSTRIAL INDEX CHICAGO MERCANTILE EXCHANGE	-2,687	304	2,991		0	1,468	13,293	11,825		1,219	2,081	862		15,678
	+29 (+1.1%)	+29 (+10.5%)	0 (0.0%)	1.9% \| 19.1%	0 (0.0%)	+63 (+4.5%)	-116 (-0.9%)	-179 (-1.5%)	84.8% \| 75.4%	-92 (-7.0%)	+14 (+0.7%)	+106 (+14.0%)	13.3% \| 5.5%	-73
	ADDING	1	1	SHORT	0	ADDING	12	9	LONG	REDUCING	—	—	LONG	LIQUIDATION
E-MINI S&P TECHNOLOGY INDEX CHICAGO MERCANTILE EXCHANGE	1,999	2,548	549		0	-4,461	13,361	17,822		2,462	3,108	646		19,017
	+122 (+6.5%)	+122 (+5.0%)	0 (0.0%)	13.4% \| 2.9%	0 (0.0%)	-90 (-2.1%)	-704 (-5.0%)	-614 (-3.3%)	70.3% \| 93.7%	-32 (-1.3%)	+76 (+2.5%)	+108 (+20.1%)	16.3% \| 3.4%	-506
	ADDING	5	1	LONG	0	REDUCING	12	11	SHORT	REDUCING	—	—	LONG	LIQUIDATION
E-MINI S&P UTILITIES INDEX CHICAGO MERCANTILE EXCHANGE	-1,219	1,443	2,662		0	-1,394	17,207	18,601		2,613	3,709	1,096		22,359
	-1,693 (-357.2%)	-1,428 (-49.7%)	+265 (+11.1%)	6.5% \| 11.9%	0 (0.0%)	+1,679 (+54.6%)	+560 (+3.4%)	-1,119 (-5.7%)	77.0% \| 83.2%	+14 (+0.5%)	+130 (+3.6%)	+116 (+11.8%)	16.6% \| 4.9%	-738
	REDUCING	3	2	SHORT	0	ADDING	15	14	SHORT	ADDING	—	—	LONG	LIQUIDATION
S&P 500 ANNUAL DIVIDEND INDEX CHICAGO MERCANTILE EXCHANGE	91,592	146,428	54,836		22,279	-94,826	192,305	287,131		3,234	4,552	1,318		365,564
	+190 (+0.2%)	+903 (+0.6%)	+713 (+1.3%)	40.1% \| 15.0%	-320 (-1.4%)	-273 (-0.3%)	+2,788 (+1.5%)	+3,061 (+1.1%)	52.6% \| 78.5%	+83 (+2.6%)	+184 (+4.2%)	+101 (+8.3%)	1.2% \| 0.4%	+3,555
	ADDING	31	8	LONG	9	REDUCING	37	26	SHORT	ADDING	—	—	LONG	BUILDUP
S&P 500 QUARTERLY DIVIDEND IND CHICAGO MERCANTILE EXCHANGE	4,903	21,544	16,641		2,708	-4,898	22,236	27,134		-5	0	5		46,488
	+511 (+11.6%)	+1,160 (+5.7%)	+649 (+4.1%)	46.3% \| 35.8%	0 (0.0%)	-524 (-12.0%)	+355 (+1.6%)	+879 (+3.3%)	47.8% \| 58.4%	+13 (+72.2%)	0 (0.0%)	-13 (-72.2%)	0.0% \| 0.0%	+1,515
	ADDING	4	3	LONG	2	REDUCING	16	16	SHORT	ADDING	—	—	SHORT	BUILDUP
Interest Rates & Bonds › US Treasuries
MICRO 10 YEAR YIELD CHICAGO BOARD OF TRADE	571	1,715	1,144		40	-23	100	123		-548	475	1,023		2,330
	+246 (+75.7%)	+359 (+26.5%)	+113 (+11.0%)	73.6% \| 49.1%	+40 (0.0%)	-182 (-114.5%)	-59 (-37.1%)	+123 (0.0%)	4.3% \| 5.3%	-64 (-13.2%)	+68 (+16.7%)	+132 (+14.8%)	20.4% \| 43.9%	+408
	ADDING	8	13	LONG	2	REDUCING	1	1	SHORT	REDUCING	—	—	SHORT	BUILDUP
ULTRA UST 10Y CHICAGO BOARD OF TRADE	-105,160	228,236	333,396		23,709	234,926	1,968,305	1,733,379		-129,766	200,190	329,956		2,420,440
	-77,320 (-277.7%)	-56,572 (-19.9%)	+20,748 (+6.6%)	9.4% \| 13.8%	+3,273 (+16.0%)	+79,067 (+50.7%)	+73,073 (+3.9%)	-5,994 (-0.3%)	81.3% \| 71.6%	-1,747 (-1.4%)	-5,438 (-2.6%)	-3,691 (-1.1%)	8.3% \| 13.6%	+14,336
	REDUCING	21	40	SHORT	19	ADDING	123	126	LONG	REDUCING	—	—	SHORT	BUILDUP
ULTRA UST BOND CHICAGO BOARD OF TRADE	-259,435	136,694	396,129		19,061	268,886	1,964,862	1,695,976		-9,451	179,461	188,912		2,300,078
	+34,850 (+11.8%)	+10,012 (+7.9%)	-24,838 (-5.9%)	5.9% \| 17.2%	-7,101 (-27.1%)	-19,091 (-6.6%)	-1,214 (-0.1%)	+17,877 (+1.1%)	85.4% \| 73.7%	-15,759 (-249.8%)	-12,595 (-6.6%)	+3,164 (+1.7%)	7.8% \| 8.2%	-10,898
	ADDING	24	30	SHORT	12	REDUCING	125	114	LONG	REDUCING	—	—	SHORT	LIQUIDATION
UST 10Y NOTE CHICAGO BOARD OF TRADE	-815,269	610,543	1,425,812		181,302	747,343	4,158,508	3,411,165		67,926	418,672	350,746		5,369,025
	+23,868 (+2.8%)	-51,411 (-7.8%)	-75,279 (-5.0%)	11.4% \| 26.6%	+34,000 (+23.1%)	-577 (-0.1%)	+23,529 (+0.6%)	+24,106 (+0.7%)	77.5% \| 63.5%	-23,291 (-25.5%)	-11,606 (-2.7%)	+11,685 (+3.4%)	7.8% \| 6.5%	-5,488
	ADDING	73	65	SHORT	48	REDUCING	220	198	LONG	REDUCING	—	—	LONG	LIQUIDATION
UST 2Y NOTE CHICAGO BOARD OF TRADE	-1,673,329	497,399	2,170,728		201,365	1,590,309	3,820,890	2,230,581		83,020	228,341	145,321		4,747,995
	+35,934 (+2.1%)	-1,574 (-0.3%)	-37,508 (-1.7%)	10.5% \| 45.7%	+24,681 (+14.0%)	-35,370 (-2.2%)	-15,984 (-0.4%)	+19,386 (+0.9%)	80.5% \| 47.0%	-564 (-0.7%)	+3,737 (+1.7%)	+4,301 (+3.0%)	4.8% \| 3.1%	+10,860
	ADDING	70	87	SHORT	47	REDUCING	250	201	LONG	REDUCING	—	—	LONG	BUILDUP
UST 5Y NOTE CHICAGO BOARD OF TRADE	-1,421,299	636,574	2,057,873		233,526	1,352,390	5,331,093	3,978,703		68,909	419,738	350,829		6,620,931
	+100,106 (+6.6%)	-9,762 (-1.5%)	-109,868 (-5.1%)	9.6% \| 31.1%	-549 (-0.2%)	-84,969 (-5.9%)	+128,364 (+2.5%)	+213,333 (+5.7%)	80.5% \| 60.1%	-15,137 (-18.0%)	+18,042 (+4.5%)	+33,179 (+10.4%)	6.3% \| 5.3%	+136,095
	ADDING	69	64	SHORT	45	REDUCING	236	224	LONG	REDUCING	—	—	LONG	BUILDUP
UST BOND CHICAGO BOARD OF TRADE	-172,942	181,128	354,070		17,772	93,024	1,395,908	1,302,884		79,918	234,966	155,048		1,829,774
	-59,287 (-52.2%)	-7,257 (-3.9%)	+52,030 (+17.2%)	9.9% \| 19.4%	-3,381 (-16.0%)	+81,134 (+682.4%)	+41,784 (+3.1%)	-39,350 (-2.9%)	76.3% \| 71.2%	-21,847 (-21.5%)	-2,086 (-0.9%)	+19,761 (+14.6%)	12.8% \| 8.5%	+29,060
	REDUCING	36	34	SHORT	22	ADDING	130	115	LONG	REDUCING	—	—	LONG	BUILDUP
Interest Rates & Bonds › Interest Rates & Swaps
10 YEAR ERIS SOFR SWAP CHICAGO BOARD OF TRADE	-27,394	133,766	161,160		46,609	27,416	49,231	21,815		-22	0	22		229,606
	+754 (+2.7%)	-14,797 (-10.0%)	-15,551 (-8.8%)	58.3% \| 70.2%	+12,029 (+34.8%)	-750 (-2.7%)	-750 (-1.5%)	0 (0.0%)	21.4% \| 9.5%	-4 (-22.2%)	0 (0.0%)	+4 (+22.2%)	0.0% \| 0.0%	-3,518
	ADDING	31	16	SHORT	6	REDUCING	4	4	LONG	REDUCING	—	—	SHORT	LIQUIDATION
2 YEAR ERIS SOFR SWAP CHICAGO BOARD OF TRADE	7,504	75,628	68,124		36,857	-7,501	439	7,940		-3	1	4		112,925
	+71 (+1.0%)	-4,233 (-5.3%)	-4,304 (-5.9%)	67.0% \| 60.3%	+178 (+0.5%)	-72 (-1.0%)	+160 (+57.3%)	+232 (+3.0%)	0.4% \| 7.0%	+1 (+25.0%)	+1 (0.0%)	0 (0.0%)	0.0% \| 0.0%	-3,894
	ADDING	10	32	LONG	4	REDUCING	3	4	SHORT	ADDING	—	—	SHORT	LIQUIDATION
5 YEAR ERIS SOFR SWAP CHICAGO BOARD OF TRADE	34,830	141,465	106,635		36,773	-34,773	12,053	46,826		-57	10	67		190,301
	-44 (-0.1%)	-1,027 (-0.7%)	-983 (-0.9%)	74.3% \| 56.0%	-17,197 (-31.9%)	+44 (+0.1%)	-285 (-2.3%)	-329 (-0.7%)	6.3% \| 24.6%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 0.0%	-18,509
	REDUCING	23	34	LONG	6	ADDING	3	9	SHORT	NEUTRAL	—	—	SHORT	LIQUIDATION
EURO SHORT TERM RATE CHICAGO MERCANTILE EXCHANGE	-6,024	798	6,822		3,732	5,974	16,001	10,027		50	63	13		20,594
	-5,699 (-1,753.5%)	-1,067 (-57.2%)	+4,632 (+211.5%)	3.9% \| 33.1%	-227 (-5.7%)	+5,702 (+2,096.3%)	+6,225 (+63.7%)	+523 (+5.5%)	77.7% \| 48.7%	-3 (-5.7%)	-4 (-6.0%)	-1 (-7.1%)	0.3% \| 0.1%	+4,927
	REDUCING	8	9	SHORT	9	ADDING	14	14	LONG	REDUCING	—	—	LONG	BUILDUP
FED FUNDS CHICAGO BOARD OF TRADE	30,815	232,066	201,251		302,755	-43,823	1,019,087	1,062,910		13,008	40,483	27,475		1,594,391
	+45,127 (+315.3%)	-134,197 (-36.6%)	-179,324 (-47.1%)	14.6% \| 12.6%	-8,564 (-2.8%)	-43,589 (-18,627.8%)	-218,744 (-17.7%)	-175,155 (-14.1%)	63.9% \| 66.7%	-1,538 (-10.6%)	+1,454 (+3.7%)	+2,992 (+12.2%)	2.5% \| 1.7%	-360,051
	ADDING	31	19	LONG	37	REDUCING	78	68	SHORT	REDUCING	—	—	LONG	LIQUIDATION
SOFR-1M CHICAGO MERCANTILE EXCHANGE	-158,195	182,424	340,619		187,691	158,160	781,598	623,438		35	1,383	1,348		1,153,096
	-97,991 (-162.8%)	-140,998 (-43.6%)	-43,007 (-11.2%)	15.8% \| 29.5%	-52,348 (-21.8%)	+97,942 (+162.6%)	-68,270 (-8.0%)	-166,212 (-21.0%)	67.8% \| 54.1%	+49 (+350.0%)	+1,147 (+486.0%)	+1,098 (+439.2%)	0.1% \| 0.1%	-260,469
	REDUCING	38	55	SHORT	54	ADDING	73	92	LONG	ADDING	—	—	LONG	LIQUIDATION
SOFR-3M CHICAGO MERCANTILE EXCHANGE	-1,100,455	1,813,618	2,914,073		2,965,121	1,102,960	7,914,410	6,811,450		-2,505	46,774	49,279		12,739,923
	-347,436 (-46.1%)	-68,730 (-3.7%)	+278,706 (+10.6%)	14.2% \| 22.9%	-801 (0.0%)	+350,483 (+46.6%)	+638,286 (+8.8%)	+287,803 (+4.4%)	62.1% \| 53.5%	-3,047 (-562.2%)	+5,030 (+12.0%)	+8,077 (+19.6%)	0.4% \| 0.4%	+573,785
	REDUCING	251	258	SHORT	224	ADDING	278	298	LONG	REDUCING	—	—	SHORT	BUILDUP
Agriculture & Food Products › Grains
CORN CHICAGO BOARD OF TRADE	433,384	601,877	168,493		423,233	-368,848	752,467	1,121,315		-64,536	133,696	198,232		1,911,273
	+92,644 (+27.2%)	+72,596 (+13.7%)	-20,048 (-10.6%)	31.5% \| 8.8%	+14,368 (+3.5%)	-86,719 (-30.7%)	+24,225 (+3.3%)	+110,944 (+11.0%)	39.4% \| 58.7%	-5,925 (-10.1%)	-2,335 (-1.7%)	+3,590 (+1.8%)	7.0% \| 10.4%	+108,854
	ADDING	190	145	LONG	110	REDUCING	260	334	SHORT	REDUCING	—	—	SHORT	BUILDUP
ROUGH RICE CHICAGO BOARD OF TRADE	-3,649	2,977	6,626		1,421	2,372	5,792	3,420		1,277	2,579	1,302		12,769
	+506 (+12.2%)	+336 (+12.7%)	-170 (-2.5%)	23.3% \| 51.9%	-70 (-4.7%)	-1,145 (-32.6%)	-538 (-8.5%)	+607 (+21.6%)	45.4% \| 26.8%	+639 (+100.2%)	+274 (+11.9%)	-365 (-21.9%)	20.2% \| 10.2%	+2
	ADDING	28	27	SHORT	4	REDUCING	22	14	LONG	ADDING	—	—	LONG	BUILDUP
WHEAT-HRSpring MIAX FUTURES EXCHANGE	33,379	37,655	4,276		4,938	-33,464	32,165	65,629		85	9,859	9,774		84,617
	+510 (+1.6%)	+1,253 (+3.4%)	+743 (+21.0%)	44.5% \| 5.1%	+104 (+2.2%)	-1,535 (-4.8%)	+1,264 (+4.1%)	+2,799 (+4.5%)	38.0% \| 77.6%	+1,025 (+109.0%)	-2 (0.0%)	-1,027 (-9.5%)	11.7% \| 11.6%	+2,619
	ADDING	29	14	LONG	7	REDUCING	26	41	SHORT	ADDING	—	—	LONG	BUILDUP
WHEAT-HRW CHICAGO BOARD OF TRADE	14,371	80,681	66,310		83,111	-15,578	108,201	123,779		1,207	21,061	19,854		293,054
	+1,731 (+13.7%)	+3,923 (+5.1%)	+2,192 (+3.4%)	27.5% \| 22.6%	+9,102 (+12.3%)	-1,959 (-14.4%)	+407 (+0.4%)	+2,366 (+1.9%)	36.9% \| 42.2%	+228 (+23.3%)	-448 (-2.1%)	-676 (-3.3%)	7.2% \| 6.8%	+12,984
	ADDING	73	70	LONG	73	REDUCING	72	95	SHORT	ADDING	—	—	LONG	BUILDUP
WHEAT-SRW CHICAGO BOARD OF TRADE	-16,668	128,830	145,498		130,173	8,425	137,098	128,673		8,243	37,730	29,487		433,831
	-17,534 (-2,024.7%)	-3,506 (-2.6%)	+14,028 (+10.7%)	29.7% \| 33.5%	+171 (+0.1%)	+11,458 (+377.8%)	+10,355 (+8.2%)	-1,103 (-0.8%)	31.6% \| 29.7%	+6,076 (+280.4%)	+3,240 (+9.4%)	-2,836 (-8.8%)	8.7% \| 6.8%	+10,260
	REDUCING	137	114	SHORT	106	ADDING	82	110	LONG	ADDING	—	—	LONG	BUILDUP
Agriculture & Food Products › Live Animals & Livestock
FEEDER CATTLE CHICAGO MERCANTILE EXCHANGE	9,458	32,286	22,828		10,868	-2,318	13,766	16,084		-7,140	8,772	15,912		65,692
	+2,220 (+30.7%)	+2,581 (+8.7%)	+361 (+1.6%)	49.1% \| 34.8%	-1,153 (-9.6%)	-1,652 (-248.0%)	-1,499 (-9.8%)	+153 (+1.0%)	21.0% \| 24.5%	-568 (-8.6%)	-599 (-6.4%)	-31 (-0.2%)	13.4% \| 24.2%	-670
	ADDING	94	53	LONG	64	REDUCING	57	101	SHORT	REDUCING	—	—	SHORT	LIQUIDATION
LEAN HOGS CHICAGO MERCANTILE EXCHANGE	6,451	89,062	82,611		80,193	-2,889	124,191	127,080		-3,562	22,980	26,542		316,426
	-9,721 (-60.1%)	-4,242 (-4.5%)	+5,479 (+7.1%)	28.1% \| 26.1%	-879 (-1.1%)	+9,286 (+76.3%)	+3,745 (+3.1%)	-5,541 (-4.2%)	39.2% \| 40.2%	+435 (+10.9%)	+864 (+3.9%)	+429 (+1.6%)	7.3% \| 8.4%	-512
	REDUCING	88	102	LONG	113	ADDING	82	90	SHORT	ADDING	—	—	SHORT	LIQUIDATION
LIVE CATTLE CHICAGO MERCANTILE EXCHANGE	103,719	165,391	61,672		66,461	-89,036	100,646	189,682		-14,683	27,527	42,210		360,025
	+3,381 (+3.4%)	+7,882 (+5.0%)	+4,501 (+7.9%)	45.9% \| 17.1%	+3,686 (+5.9%)	-2,557 (-3.0%)	-611 (-0.6%)	+1,946 (+1.0%)	28.0% \| 52.7%	-824 (-5.9%)	-967 (-3.4%)	-143 (-0.3%)	7.6% \| 11.7%	+9,990
	ADDING	148	55	LONG	99	REDUCING	113	183	SHORT	REDUCING	—	—	SHORT	BUILDUP
Agriculture & Food Products › Milk & Dairy Products
BUTTER (CASH SETTLED) CHICAGO MERCANTILE EXCHANGE	-3,934	199	4,133		426	3,485	14,852	11,367		449	757	308		16,234
	+334 (+7.8%)	+13 (+7.0%)	-321 (-7.2%)	1.2% \| 25.5%	-10 (-2.3%)	-370 (-9.6%)	-1,471 (-9.0%)	-1,101 (-8.8%)	91.5% \| 70.0%	+36 (+8.7%)	-10 (-1.3%)	-46 (-13.0%)	4.7% \| 1.9%	-1,478
	ADDING	2	9	SHORT	5	REDUCING	39	30	LONG	ADDING	—	—	LONG	LIQUIDATION
CHEESE (CASH-SETTLED) CHICAGO MERCANTILE EXCHANGE	-7,950	102	8,052		871	7,911	25,209	17,298		39	709	670		26,891
	+462 (+5.5%)	-168 (-62.2%)	-630 (-7.3%)	0.4% \| 29.9%	-507 (-36.8%)	-325 (-3.9%)	-2,464 (-8.9%)	-2,139 (-11.0%)	93.7% \| 64.3%	-137 (-77.8%)	-112 (-13.6%)	+25 (+3.9%)	2.6% \| 2.5%	-3,251
	ADDING	3	24	SHORT	9	REDUCING	33	26	LONG	REDUCING	—	—	LONG	LIQUIDATION
CME MILK IV CHICAGO MERCANTILE EXCHANGE	4,631	5,531	900		550	-3,558	6,876	10,434		-1,073	41	1,114		12,998
	-500 (-9.7%)	-540 (-8.9%)	-40 (-4.3%)	42.6% \| 6.9%	-49 (-8.2%)	+284 (+7.4%)	-861 (-11.1%)	-1,145 (-9.9%)	52.9% \| 80.3%	+216 (+16.8%)	+19 (+86.4%)	-197 (-15.0%)	0.3% \| 8.6%	-1,431
	REDUCING	5	6	LONG	5	ADDING	8	31	SHORT	ADDING	—	—	SHORT	LIQUIDATION
DRY WHEY CHICAGO MERCANTILE EXCHANGE	-1,243	0	1,243		55	838	2,695	1,857		405	611	206		3,361
	-110 (-9.7%)	-2 (-100.0%)	+108 (+9.5%)	0.0% \| 37.0%	-31 (-36.0%)	+271 (+47.8%)	+106 (+4.1%)	-165 (-8.2%)	80.2% \| 55.3%	-161 (-28.4%)	-103 (-14.4%)	+58 (+39.2%)	18.2% \| 6.1%	-30
	REDUCING	0	5	SHORT	4	ADDING	12	10	LONG	REDUCING	—	—	LONG	LIQUIDATION
MILK, Class III CHICAGO MERCANTILE EXCHANGE	-5,522	2,439	7,961		702	7,937	20,439	12,502		-2,415	2,140	4,555		25,720
	+436 (+7.3%)	+77 (+3.3%)	-359 (-4.3%)	9.5% \| 31.0%	-123 (-14.9%)	-941 (-10.6%)	-2,112 (-9.4%)	-1,171 (-8.6%)	79.5% \| 48.6%	+505 (+17.3%)	-356 (-14.3%)	-861 (-15.9%)	8.3% \| 17.7%	-2,514
	ADDING	7	23	SHORT	8	REDUCING	23	31	LONG	ADDING	—	—	SHORT	LIQUIDATION
NON FAT DRY MILK CHICAGO MERCANTILE EXCHANGE	-2,975	810	3,785		362	2,197	9,694	7,497		778	1,079	301		11,945
	-332 (-12.6%)	-624 (-43.5%)	-292 (-7.2%)	6.8% \| 31.7%	+11 (+3.1%)	+378 (+20.8%)	-1,084 (-10.1%)	-1,462 (-16.3%)	81.2% \| 62.8%	-46 (-5.6%)	-107 (-9.0%)	-61 (-16.9%)	9.0% \| 2.5%	-1,804
	REDUCING	4	6	SHORT	4	ADDING	37	28	LONG	REDUCING	—	—	LONG	LIQUIDATION
Agriculture & Food Products › Oilseeds & Edible Oils
CANOLA ICE FUTURES U.S.	69,940	128,008	58,068		42,416	-69,492	164,146	233,638		-448	1,476	1,924		336,046
	+9,612 (+15.9%)	+17,465 (+15.8%)	+7,853 (+15.6%)	38.1% \| 17.3%	+592 (+1.4%)	-9,825 (-16.5%)	+9,652 (+6.2%)	+19,477 (+9.1%)	48.8% \| 69.5%	+213 (+32.2%)	+35 (+2.4%)	-178 (-8.5%)	0.4% \| 0.6%	+27,744
	ADDING	117	93	LONG	16	REDUCING	32	43	SHORT	ADDING	—	—	SHORT	BUILDUP
MINI SOYBEANS CHICAGO BOARD OF TRADE	15,394	16,900	1,506		2,495	-9,133	12	9,145		-6,261	8,002	14,263		27,409
	+15,394 (0.0%)	+16,900 (0.0%)	+1,506 (0.0%)	61.7% \| 5.5%	+2,495 (0.0%)	-9,133 (0.0%)	+12 (0.0%)	+9,145 (0.0%)	0.0% \| 33.4%	-6,261 (0.0%)	+8,002 (0.0%)	+14,263 (0.0%)	29.2% \| 52.0%	+27,409
	ADDING	3	7	LONG	2	REDUCING	2	13	SHORT	REDUCING	—	—	SHORT	BUILDUP
SOYBEAN MEAL CHICAGO BOARD OF TRADE	134,714	190,466	55,752		97,716	-157,289	239,910	397,199		22,575	48,705	26,130		576,797
	-8,387 (-5.9%)	-6,229 (-3.2%)	+2,158 (+4.0%)	33.0% \| 9.7%	+4,248 (+4.5%)	+3,140 (+2.0%)	-7,126 (-2.9%)	-10,266 (-2.5%)	41.6% \| 68.9%	+5,247 (+30.3%)	+4,245 (+9.5%)	-1,002 (-3.7%)	8.4% \| 4.5%	-4,862
	REDUCING	108	49	LONG	48	ADDING	104	94	SHORT	ADDING	—	—	LONG	LIQUIDATION
SOYBEAN OIL CHICAGO BOARD OF TRADE	168,887	220,821	51,934		154,852	-182,706	288,809	471,515		13,819	41,182	27,363		705,664
	-2,925 (-1.7%)	-763 (-0.3%)	+2,162 (+4.3%)	31.3% \| 7.4%	+1,521 (+1.0%)	+389 (+0.2%)	-6,874 (-2.3%)	-7,263 (-1.5%)	40.9% \| 66.8%	+2,536 (+22.5%)	+2,556 (+6.6%)	+20 (+0.1%)	5.8% \| 3.9%	-3,560
	REDUCING	124	71	LONG	76	ADDING	81	100	SHORT	ADDING	—	—	LONG	LIQUIDATION
SOYBEANS CHICAGO BOARD OF TRADE	232,198	303,880	71,682		194,676	-204,545	423,322	627,867		-27,653	53,507	81,160		975,385
	+38,259 (+19.7%)	+44,662 (+17.2%)	+6,403 (+9.8%)	31.2% \| 7.3%	+12,440 (+6.8%)	-38,366 (-23.1%)	+9,508 (+2.3%)	+47,874 (+8.3%)	43.4% \| 64.4%	+107 (+0.4%)	+1,234 (+2.4%)	+1,127 (+1.4%)	5.5% \| 8.3%	+67,844
	ADDING	175	108	LONG	72	REDUCING	121	250	SHORT	ADDING	—	—	SHORT	BUILDUP
USD Malaysian Crude Palm Oil C CHICAGO MERCANTILE EXCHANGE	-545	1,130	1,675		600	465	45,448	44,983		80	80	0		47,258
	+130 (+19.3%)	+60 (+5.6%)	-70 (-4.0%)	2.4% \| 3.5%	0 (0.0%)	-120 (-20.5%)	-2,712 (-5.6%)	-2,592 (-5.4%)	96.2% \| 95.2%	-10 (-11.1%)	-10 (-11.1%)	0 (0.0%)	0.2% \| 0.0%	-2,662
	ADDING	3	2	SHORT	1	REDUCING	16	15	LONG	REDUCING	—	—	LONG	LIQUIDATION
Agriculture & Food Products › Softs & Other Agricultural Commodities
COCOA ICE FUTURES U.S.	-20,234	46,562	66,796		39,791	18,225	102,506	84,281		2,009	11,501	9,492		200,360
	+3,409 (+14.4%)	+4,361 (+10.3%)	+952 (+1.4%)	23.2% \| 33.3%	-1,264 (-3.1%)	-4,039 (-18.1%)	-326 (-0.3%)	+3,713 (+4.6%)	51.2% \| 42.1%	+630 (+45.7%)	+475 (+4.3%)	-155 (-1.6%)	5.7% \| 4.7%	+3,246
	ADDING	76	82	SHORT	60	REDUCING	46	27	LONG	ADDING	—	—	LONG	BUILDUP
COFFEE C ICE FUTURES U.S.	27,625	55,703	28,078		50,147	-28,056	62,259	90,315		431	7,936	7,505		176,045
	+2,599 (+10.4%)	+2,568 (+4.8%)	-31 (-0.1%)	31.6% \| 15.9%	+1,809 (+3.7%)	-3,028 (-12.1%)	-91 (-0.1%)	+2,937 (+3.4%)	35.4% \| 51.3%	+429 (+21,450.0%)	+520 (+7.0%)	+91 (+1.2%)	4.5% \| 4.3%	+4,806
	ADDING	94	108	LONG	80	REDUCING	75	94	SHORT	ADDING	—	—	LONG	BUILDUP
COTTON NO. 2 ICE FUTURES U.S.	100,682	144,088	43,406		65,047	-114,931	100,805	215,736		14,249	22,683	8,434		332,623
	+19,741 (+24.4%)	+11,527 (+8.7%)	-8,214 (-15.9%)	43.3% \| 13.0%	+92 (+0.1%)	-21,927 (-23.6%)	-4,377 (-4.2%)	+17,550 (+8.9%)	30.3% \| 64.9%	+2,186 (+18.1%)	+1,545 (+7.3%)	-641 (-7.1%)	6.8% \| 2.5%	+8,787
	ADDING	157	93	LONG	35	REDUCING	50	43	SHORT	ADDING	—	—	LONG	BUILDUP
FRZN CONCENTRATED ORANGE JUICE ICE FUTURES U.S.	1,794	3,768	1,974		272	-2,039	1,998	4,037		245	1,595	1,350		7,633
	-228 (-11.3%)	-314 (-7.7%)	-86 (-4.2%)	49.4% \| 25.9%	+152 (+126.7%)	-41 (-2.1%)	-206 (-9.3%)	-165 (-3.9%)	26.2% \| 52.9%	+269 (+1,120.8%)	+116 (+7.8%)	-153 (-10.2%)	20.9% \| 17.7%	-252
	REDUCING	14	14	LONG	6	REDUCING	13	8	SHORT	ADDING	—	—	LONG	LIQUIDATION
LUMBER CHICAGO MERCANTILE EXCHANGE	-5,266	1,664	6,930		130	5,154	7,120	1,966		112	827	715		9,741
	+361 (+6.4%)	+79 (+5.0%)	-282 (-3.9%)	17.1% \| 71.1%	-2 (-1.5%)	-422 (-7.6%)	-530 (-6.9%)	-108 (-5.2%)	73.1% \| 20.2%	+61 (+119.6%)	-66 (-7.4%)	-127 (-15.1%)	8.5% \| 7.3%	-519
	ADDING	12	41	SHORT	3	REDUCING	23	13	LONG	ADDING	—	—	LONG	LIQUIDATION
SUGAR NO. 11 ICE FUTURES U.S.	-95,519	247,159	342,678		155,468	84,974	481,686	396,712		10,545	85,327	74,782		969,640
	+48,432 (+33.6%)	+26,129 (+11.8%)	-22,303 (-6.1%)	25.5% \| 35.3%	-3,400 (-2.1%)	-50,315 (-37.2%)	-20,263 (-4.0%)	+30,052 (+8.2%)	49.7% \| 40.9%	+1,883 (+21.7%)	-5,504 (-6.1%)	-7,387 (-9.0%)	8.8% \| 7.7%	-3,038
	ADDING	100	85	SHORT	83	REDUCING	79	62	LONG	ADDING	—	—	LONG	LIQUIDATION
Energy › Natural Gas
HENRY HUB NEW YORK MERCANTILE EXCHANGE	243,889	269,393	25,504		1,239	-241,972	97,686	339,658		-1,917	16,368	18,285		384,686
	-5,039 (-2.0%)	-7,171 (-2.6%)	-2,132 (-7.7%)	70.0% \| 6.6%	-60 (-4.6%)	+2,867 (+1.2%)	-2,721 (-2.7%)	-5,588 (-1.6%)	25.4% \| 88.3%	+2,172 (+53.1%)	+62 (+0.4%)	-2,110 (-10.3%)	4.3% \| 4.8%	-9,890
	REDUCING	6	5	LONG	3	ADDING	18	17	SHORT	ADDING	—	—	SHORT	LIQUIDATION
HENRY HUB LAST DAY FIN NEW YORK MERCANTILE EXCHANGE	52,126	129,869	77,743		94,981	-71,464	178,280	249,744		19,338	27,775	8,437		430,905
	-9,766 (-15.8%)	-7,046 (-5.1%)	+2,720 (+3.6%)	30.1% \| 18.0%	-19,780 (-17.2%)	+6,792 (+8.7%)	-21,145 (-10.6%)	-27,937 (-10.1%)	41.4% \| 58.0%	+2,974 (+18.2%)	+3,095 (+12.5%)	+121 (+1.5%)	6.4% \| 2.0%	-44,876
	REDUCING	24	14	LONG	33	ADDING	47	41	SHORT	ADDING	—	—	LONG	LIQUIDATION
HENRY HUB PENULTIMATE FIN NEW YORK MERCANTILE EXCHANGE	-14,742	51,649	66,391		31,427	14,628	135,118	120,490		114	6,738	6,624		224,932
	-79 (-0.5%)	+4,818 (+10.3%)	+4,897 (+8.0%)	23.0% \| 29.5%	+389 (+1.3%)	-2,731 (-15.7%)	-688 (-0.5%)	+2,043 (+1.7%)	60.1% \| 53.6%	+2,810 (+104.2%)	+1,382 (+25.8%)	-1,428 (-17.7%)	3.0% \| 2.9%	+5,901
	REDUCING	12	28	SHORT	28	REDUCING	29	28	LONG	ADDING	—	—	LONG	BUILDUP
HENRY HUB PENULTIMATE NAT GAS NEW YORK MERCANTILE EXCHANGE	-9,357	9,237	18,594		15,039	6,487	72,291	65,804		2,870	12,639	9,769		109,206
	-2,096 (-28.9%)	+2,093 (+29.3%)	+4,189 (+29.1%)	8.5% \| 17.0%	+6,115 (+68.5%)	-1,748 (-21.2%)	+2,955 (+4.3%)	+4,703 (+7.7%)	66.2% \| 60.3%	+3,844 (+394.7%)	+126 (+1.0%)	-3,718 (-27.6%)	11.6% \| 8.9%	+11,289
	REDUCING	8	11	SHORT	16	REDUCING	20	19	LONG	ADDING	—	—	LONG	BUILDUP
NAT GAS ICE LD1 ICE FUTURES ENERGY DIV	280,702	716,673	435,971		1,506,902	-311,680	5,624,985	5,936,665		30,978	52,639	21,661		7,901,199
	+97,867 (+53.5%)	+15,637 (+2.2%)	-82,230 (-15.9%)	9.1% \| 5.5%	-61,062 (-3.9%)	-75,541 (-32.0%)	-201,688 (-3.5%)	-126,147 (-2.1%)	71.2% \| 75.1%	-22,326 (-41.9%)	-21,431 (-28.9%)	+895 (+4.3%)	0.7% \| 0.3%	-268,544
	ADDING	33	42	LONG	62	REDUCING	167	140	SHORT	REDUCING	—	—	LONG	LIQUIDATION
NAT GAS ICE PEN ICE FUTURES ENERGY DIV	-177,414	120,303	297,717		110,456	177,100	438,908	261,808		314	890	576		670,557
	+5,260 (+2.9%)	+2,092 (+1.8%)	-3,168 (-1.1%)	17.9% \| 44.4%	+11,948 (+12.1%)	-9,640 (-5.2%)	-1,622 (-0.4%)	+8,018 (+3.2%)	65.5% \| 39.0%	+4,380 (+107.7%)	0 (0.0%)	-4,380 (-88.4%)	0.1% \| 0.1%	+12,418
	ADDING	21	19	SHORT	29	REDUCING	35	30	LONG	ADDING	—	—	LONG	BUILDUP
NAT GAS NYME NEW YORK MERCANTILE EXCHANGE	-166,646	237,674	404,320		756,639	153,150	578,708	425,558		13,496	55,616	42,120		1,628,637
	-373 (-0.2%)	+5,211 (+2.2%)	+5,584 (+1.4%)	14.6% \| 24.8%	+29,909 (+4.1%)	+2,115 (+1.4%)	+15,069 (+2.7%)	+12,954 (+3.1%)	35.5% \| 26.1%	-1,742 (-11.4%)	-152 (-0.3%)	+1,590 (+3.9%)	3.4% \| 2.6%	+50,037
	REDUCING	111	99	SHORT	145	ADDING	81	67	LONG	REDUCING	—	—	LONG	BUILDUP
Energy › Crude Oil & Refined Products
BRENT LAST DAY NEW YORK MERCANTILE EXCHANGE	-9,224	71,485	80,709		76,611	6,203	74,079	67,876		3,021	9,396	6,375		231,571
	+16,333 (+63.9%)	+8,162 (+12.9%)	-8,171 (-9.2%)	30.9% \| 34.9%	-20,759 (-21.3%)	-17,309 (-73.6%)	-24,472 (-24.8%)	-7,163 (-9.5%)	32.0% \| 29.3%	+976 (+47.7%)	-1,256 (-11.8%)	-2,232 (-25.9%)	4.1% \| 2.8%	-38,325
	ADDING	24	14	SHORT	32	REDUCING	20	19	LONG	ADDING	—	—	LONG	LIQUIDATION
CONDENSATE DIF-TMX C5 1A INDEX ICE FUTURES ENERGY DIV	-90	0	90		0	225	9,102	8,877		-135	0	135		9,102
	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 1.0%	0 (0.0%)	0 (0.0%)	+150 (+1.7%)	+150 (+1.7%)	100.0% \| 97.5%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 1.5%	+150
	NEUTRAL	0	1	SHORT	0	NEUTRAL	17	12	LONG	NEUTRAL	—	—	SHORT	BUILDUP
CRUDE DIFF-TMX SW 1A INDEX ICE FUTURES ENERGY DIV	-235	0	235		0	195	17,878	17,683		40	45	5		17,923
	-480 (-195.9%)	-245 (-100.0%)	+235 (0.0%)	0.0% \| 1.3%	-490 (-100.0%)	+435 (+181.3%)	+1,835 (+11.4%)	+1,400 (+8.6%)	99.7% \| 98.7%	+45 (+900.0%)	+45 (0.0%)	0 (0.0%)	0.3% \| 0.0%	+1,145
	REDUCING	0	1	SHORT	0	ADDING	17	25	LONG	ADDING	—	—	LONG	BUILDUP
CRUDE DIFF-TMX WCS 1A INDEX ICE FUTURES ENERGY DIV	-3,579	0	3,579		1,152	3,681	58,280	54,599		-102	20	122		59,452
	-1,910 (-114.4%)	-726 (-100.0%)	+1,184 (+49.4%)	0.0% \| 6.0%	+372 (+47.7%)	+1,825 (+98.3%)	+1,724 (+3.0%)	-101 (-0.2%)	98.0% \| 91.8%	+85 (+45.5%)	+5 (+33.3%)	-80 (-39.6%)	0.0% \| 0.2%	+1,375
	REDUCING	0	4	SHORT	2	ADDING	26	26	LONG	ADDING	—	—	SHORT	BUILDUP
CRUDE DIFF-WCS HOUSTON/WTI 1ST ICE FUTURES ENERGY DIV	7,265	7,265	0		630	-7,230	46,449	53,679		-35	5	40		54,349
	-410 (-5.3%)	-410 (-5.3%)	0 (0.0%)	13.4% \| 0.0%	-285 (-31.1%)	+420 (+5.5%)	+2,450 (+5.6%)	+2,030 (+3.9%)	85.5% \| 98.8%	-10 (-40.0%)	0 (0.0%)	+10 (+33.3%)	0.0% \| 0.1%	+1,755
	REDUCING	3	0	LONG	3	ADDING	24	23	SHORT	REDUCING	—	—	SHORT	BUILDUP
CRUDE OIL, LIGHT SWEET-WTI ICE FUTURES EUROPE	-34,061	101,007	135,068		200,802	33,314	551,758	518,444		747	12,937	12,190		866,504
	+5,671 (+14.3%)	+6,221 (+6.6%)	+550 (+0.4%)	11.7% \| 15.6%	+4,112 (+2.1%)	-6,897 (-17.2%)	-277 (-0.1%)	+6,620 (+1.3%)	63.7% \| 59.8%	+1,226 (+255.9%)	+906 (+7.5%)	-320 (-2.6%)	1.5% \| 1.4%	+10,962
	ADDING	16	42	SHORT	50	REDUCING	55	53	LONG	ADDING	—	—	LONG	BUILDUP
WTI HOUSTON ARGUS/WTI TR MO NEW YORK MERCANTILE EXCHANGE	-47,406	1,364	48,770		14,105	54,273	393,046	338,773		-6,867	8,153	15,020		416,668
	+13,922 (+22.7%)	-251 (-15.5%)	-14,173 (-22.5%)	0.3% \| 11.7%	+539 (+4.0%)	-22,522 (-29.3%)	-35,462 (-8.3%)	-12,940 (-3.7%)	94.3% \| 81.3%	+8,600 (+55.6%)	+3,671 (+81.9%)	-4,929 (-24.7%)	2.0% \| 3.6%	-31,503
	ADDING	1	4	SHORT	4	REDUCING	26	32	LONG	ADDING	—	—	SHORT	LIQUIDATION
WTI CRUDE OIL 1ST LINE ICE FUTURES ENERGY DIV (CL)	1,927	4,733	2,806		898	-1,659	19,067	20,726		-268	1,224	1,492		25,922
	-2,195 (-53.3%)	-670 (-12.4%)	+1,525 (+119.0%)	18.3% \| 10.8%	-1,198 (-57.2%)	+1,908 (+53.5%)	-2,382 (-11.1%)	-4,290 (-17.1%)	73.6% \| 80.0%	+287 (+51.7%)	-694 (-36.2%)	-981 (-39.7%)	4.7% \| 5.8%	-4,944
	REDUCING	2	4	LONG	4	ADDING	11	11	SHORT	ADDING	—	—	SHORT	LIQUIDATION
WTI FINANCIAL CRUDE OIL NEW YORK MERCANTILE EXCHANGE	24,464	53,816	29,352		14,934	-14,446	117,273	131,719		-10,018	31,919	41,937		217,942
	-2,244 (-8.4%)	-6,674 (-11.0%)	-4,430 (-13.1%)	24.7% \| 13.5%	-1,672 (-10.1%)	+2,315 (+13.8%)	-17,808 (-13.2%)	-20,123 (-13.3%)	53.8% \| 60.4%	-71 (-0.7%)	+4,355 (+15.8%)	+4,426 (+11.8%)	14.6% \| 19.2%	-21,799
	REDUCING	6	5	LONG	7	ADDING	32	29	SHORT	REDUCING	—	—	SHORT	LIQUIDATION
WTI MIDLAND ARGUS VS WTI TRADE NEW YORK MERCANTILE EXCHANGE	18,010	23,495	5,485		600	4,150	255,350	251,200		-22,160	8,105	30,265		287,550
	-2,555 (-12.4%)	-3,031 (-11.4%)	-476 (-8.0%)	8.2% \| 1.9%	-1,220 (-67.0%)	-899 (-17.8%)	-11,222 (-4.2%)	-10,323 (-3.9%)	88.8% \| 87.4%	+3,454 (+13.5%)	+896 (+12.4%)	-2,558 (-7.8%)	2.8% \| 10.5%	-14,577
	REDUCING	1	2	LONG	1	REDUCING	15	25	LONG	ADDING	—	—	SHORT	LIQUIDATION
WTI-BRENT CALENDAR NEW YORK MERCANTILE EXCHANGE	-81,552	4,732	86,284		1,908	85,050	180,623	95,573		-3,498	11,755	15,253		199,018
	+6,552 (+7.4%)	+2,374 (+100.7%)	-4,178 (-4.6%)	2.4% \| 43.4%	-1,268 (-39.9%)	-5,858 (-6.4%)	-11,159 (-5.8%)	-5,301 (-5.3%)	90.8% \| 48.0%	-694 (-24.8%)	-1,070 (-8.3%)	-376 (-2.4%)	5.9% \| 7.7%	-11,123
	ADDING	1	4	SHORT	5	REDUCING	13	9	LONG	REDUCING	—	—	SHORT	LIQUIDATION
WTI-PHYSICAL NEW YORK MERCANTILE EXCHANGE	178,786	381,542	202,756		673,689	-206,150	933,442	1,139,592		27,364	79,154	51,790		2,067,827
	-13,125 (-6.8%)	-9,141 (-2.3%)	+3,984 (+2.0%)	18.5% \| 9.8%	+13,613 (+2.1%)	+13,504 (+6.1%)	+42,492 (+4.8%)	+28,988 (+2.6%)	45.1% \| 55.1%	-379 (-1.4%)	+3,825 (+5.1%)	+4,204 (+8.8%)	3.8% \| 2.5%	+50,789
	REDUCING	123	71	LONG	119	ADDING	105	97	SHORT	REDUCING	—	—	LONG	BUILDUP
Energy › Ethanol & Biofuels
D4 BIODIESEL RINs OPIS CURR YR ICE FUTURES ENERGY DIV	-673	6,739	7,412		1,136	632	5,323	4,691		41	113	72		13,311
	-185 (-37.9%)	+495 (+7.9%)	+680 (+10.1%)	50.6% \| 55.7%	-186 (-14.1%)	+196 (+45.0%)	+144 (+2.8%)	-52 (-1.1%)	40.0% \| 35.2%	-11 (-21.2%)	-29 (-20.4%)	-18 (-20.0%)	0.8% \| 0.5%	+424
	REDUCING	24	14	SHORT	7	ADDING	15	12	LONG	REDUCING	—	—	LONG	BUILDUP
D6 RINs OPIS CURRENT YEAR ICE FUTURES ENERGY DIV	5,954	12,713	6,759		3,306	-5,850	5,936	11,786		-104	99	203		22,054
	+170 (+2.9%)	-341 (-2.6%)	-511 (-7.0%)	57.6% \| 30.6%	+591 (+21.8%)	-140 (-2.5%)	-56 (-0.9%)	+84 (+0.7%)	26.9% \| 53.4%	-30 (-40.5%)	-20 (-16.8%)	+10 (+5.2%)	0.4% \| 0.9%	+174
	ADDING	24	23	LONG	10	REDUCING	14	14	SHORT	REDUCING	—	—	SHORT	BUILDUP
ETHANOL NEW YORK MERCANTILE EXCHANGE	8,481	9,660	1,179		2,735	-8,425	33,787	42,212		-56	541	597		46,723
	+922 (+12.2%)	+107 (+1.1%)	-815 (-40.9%)	20.7% \| 2.5%	+177 (+6.9%)	-956 (-12.8%)	-5,291 (-13.5%)	-4,335 (-9.3%)	72.3% \| 90.3%	+34 (+37.8%)	-63 (-10.4%)	-97 (-14.0%)	1.2% \| 1.3%	-5,070
	ADDING	31	11	LONG	10	REDUCING	54	64	SHORT	ADDING	—	—	SHORT	LIQUIDATION
ETHANOL T2 FOB INCL DUTY NEW YORK MERCANTILE EXCHANGE	-53	117	170		0	-71	4,185	4,256		124	303	179		4,605
	-10 (-23.3%)	-15 (-11.4%)	-5 (-2.9%)	2.5% \| 3.7%	-27 (-100.0%)	-36 (-102.9%)	-923 (-18.1%)	-887 (-17.2%)	90.9% \| 92.4%	+46 (+59.0%)	+81 (+36.5%)	+35 (+24.3%)	6.6% \| 3.9%	-884
	REDUCING	2	1	SHORT	0	REDUCING	20	19	SHORT	ADDING	—	—	LONG	LIQUIDATION
Energy › 1. Natural Gas Basis & Indices (US)
AECO FIN BASIS ICE FUTURES ENERGY DIV	29,395	39,484	10,089		9,196	-43,541	946,353	989,894		14,146	19,761	5,615		1,014,794
	+3,588 (+13.9%)	-513 (-1.3%)	-4,101 (-28.9%)	3.9% \| 1.0%	-575 (-5.9%)	-4,158 (-10.6%)	-16,514 (-1.7%)	-12,356 (-1.2%)	93.3% \| 97.5%	+570 (+4.2%)	+669 (+3.5%)	+99 (+1.8%)	1.9% \| 0.6%	-16,933
	ADDING	4	5	LONG	7	REDUCING	46	33	SHORT	ADDING	—	—	LONG	LIQUIDATION
ALGONQUIN CITYGATES BASIS ICE FUTURES ENERGY DIV	-2,972	2,268	5,240		236	5,446	96,207	90,761		-2,474	5,440	7,914		104,151
	-12 (-0.4%)	-256 (-10.1%)	-244 (-4.4%)	2.2% \| 5.0%	-1,025 (-81.3%)	+380 (+7.5%)	-7,950 (-7.6%)	-8,330 (-8.4%)	92.4% \| 87.1%	-368 (-17.5%)	-52 (-0.9%)	+316 (+4.2%)	5.2% \| 7.6%	-9,283
	REDUCING	1	2	SHORT	1	ADDING	14	18	LONG	REDUCING	—	—	SHORT	LIQUIDATION
CG Mainline Basis ICE FUTURES ENERGY DIV	-27,243	4,287	31,530		613	25,632	342,572	316,940		1,611	6,810	5,199		354,282
	+5,636 (+17.1%)	+658 (+18.1%)	-4,978 (-13.6%)	1.2% \| 8.9%	-1,017 (-62.4%)	-6,765 (-20.9%)	-16,990 (-4.7%)	-10,225 (-3.1%)	96.7% \| 89.5%	+1,129 (+234.2%)	-259 (-3.7%)	-1,388 (-21.1%)	1.9% \| 1.5%	-17,608
	ADDING	1	7	SHORT	2	REDUCING	18	23	LONG	ADDING	—	—	LONG	LIQUIDATION
CG-MAINLINE FINANCIAL INDEX ICE FUTURES ENERGY DIV	-2,929	1,364	4,293		0	1,499	31,738	30,239		1,430	1,875	445		34,977
	+1,042 (+26.2%)	-210 (-13.3%)	-1,252 (-22.6%)	3.9% \| 12.3%	0 (0.0%)	-1,240 (-45.3%)	-11,058 (-25.8%)	-9,818 (-24.5%)	90.7% \| 86.5%	+198 (+16.1%)	+258 (+16.0%)	+60 (+15.6%)	5.4% \| 1.3%	-11,010
	ADDING	1	4	SHORT	0	REDUCING	9	17	LONG	ADDING	—	—	LONG	LIQUIDATION
CHICAGO CITYGATE (INDEX) ICE FUTURES ENERGY DIV	-2,695	1,953	4,648		0	1,761	88,719	86,958		934	2,646	1,712		93,318
	+930 (+25.7%)	-1,890 (-49.2%)	-2,820 (-37.8%)	2.1% \| 5.0%	0 (0.0%)	-487 (-21.7%)	-8,749 (-9.0%)	-8,262 (-8.7%)	95.1% \| 93.2%	-443 (-32.2%)	-683 (-20.5%)	-240 (-12.3%)	2.8% \| 1.8%	-11,322
	ADDING	3	2	SHORT	0	REDUCING	20	15	LONG	REDUCING	—	—	LONG	LIQUIDATION
CHICAGO FIN BASIS ICE FUTURES ENERGY DIV	7,314	11,147	3,833		2,597	-11,143	312,862	324,005		3,829	12,506	8,677		339,112
	-1,835 (-20.1%)	-3,275 (-22.7%)	-1,440 (-27.3%)	3.3% \| 1.1%	+343 (+15.2%)	+289 (+2.5%)	-15,111 (-4.6%)	-15,400 (-4.5%)	92.3% \| 95.5%	+1,546 (+67.7%)	+1,028 (+9.0%)	-518 (-5.6%)	3.7% \| 2.6%	-17,015
	REDUCING	5	2	LONG	3	ADDING	33	34	SHORT	ADDING	—	—	LONG	LIQUIDATION
CIG ROCKIES BASIS ICE FUTURES ENERGY DIV	-100,712	16	100,728		3,937	98,018	439,114	341,096		2,694	12,836	10,142		455,903
	+6,196 (+5.8%)	-995 (-98.4%)	-7,191 (-6.7%)	0.0% \| 22.1%	-506 (-11.4%)	-10,248 (-9.5%)	-17,643 (-3.9%)	-7,395 (-2.1%)	96.3% \| 74.8%	+4,052 (+298.4%)	+1,504 (+13.3%)	-2,548 (-20.1%)	2.8% \| 2.2%	-17,640
	ADDING	1	9	SHORT	6	REDUCING	38	31	LONG	ADDING	—	—	LONG	LIQUIDATION
CIG ROCKIES FINANCIAL INDEX ICE FUTURES ENERGY DIV	-17,721	0	17,721		0	17,839	26,206	8,367		-118	2,087	2,205		28,293
	+744 (+4.0%)	-240 (-100.0%)	-984 (-5.3%)	0.0% \| 62.6%	0 (0.0%)	-1,370 (-7.1%)	-3,966 (-13.1%)	-2,596 (-23.7%)	92.6% \| 29.6%	+626 (+84.1%)	+714 (+52.0%)	+88 (+4.2%)	7.4% \| 7.8%	-3,492
	ADDING	0	3	SHORT	0	REDUCING	12	8	LONG	ADDING	—	—	SHORT	LIQUIDATION
DOMINION – SOUTH POINT ICE FUTURES ENERGY DIV	2,420	6,674	4,254		1,968	-4,600	39,057	43,657		2,180	3,833	1,653		51,532
	+2,236 (+1,215.2%)	-794 (-10.6%)	-3,030 (-41.6%)	13.0% \| 8.3%	-660 (-25.1%)	-2,175 (-89.7%)	-11,678 (-23.0%)	-9,503 (-17.9%)	75.8% \| 84.7%	-61 (-2.7%)	+620 (+19.3%)	+681 (+70.1%)	7.4% \| 3.2%	-12,512
	ADDING	4	4	LONG	1	REDUCING	18	13	SHORT	REDUCING	—	—	LONG	LIQUIDATION
DOMINION – SOUTH POINT (BASIS) ICE FUTURES ENERGY DIV	-21,144	29,508	50,652		24,440	11,472	701,870	690,398		9,672	18,105	8,433		773,923
	+17,788 (+45.7%)	+1,605 (+5.8%)	-16,183 (-24.2%)	3.8% \| 6.5%	-7,954 (-24.6%)	-17,034 (-59.8%)	-39,244 (-5.3%)	-22,210 (-3.1%)	90.7% \| 89.2%	-754 (-7.2%)	+431 (+2.4%)	+1,185 (+16.3%)	2.3% \| 1.1%	-45,162
	ADDING	8	11	SHORT	11	REDUCING	51	52	LONG	REDUCING	—	—	LONG	LIQUIDATION
EP SAN JUAN BASIS ICE FUTURES ENERGY DIV	21,717	27,072	5,355		944	-25,640	223,551	249,191		3,923	11,748	7,825		263,315
	-4,822 (-18.2%)	-5,525 (-16.9%)	-703 (-11.6%)	10.3% \| 2.0%	-31 (-3.2%)	+5,494 (+17.6%)	+1,370 (+0.6%)	-4,124 (-1.6%)	84.9% \| 94.6%	-672 (-14.6%)	+67 (+0.6%)	+739 (+10.4%)	4.5% \| 3.0%	-4,119
	REDUCING	1	3	LONG	2	ADDING	23	19	SHORT	REDUCING	—	—	LONG	LIQUIDATION
HENRY HUB BASIS ICE FUTURES ENERGY DIV	-9,375	27,151	36,526		0	8,524	86,679	78,155		851	4,871	4,020		118,701
	+15,078 (+61.7%)	-235 (-0.9%)	-15,313 (-29.5%)	22.9% \| 30.8%	-2,378 (-100.0%)	-13,269 (-60.9%)	-58,818 (-40.4%)	-45,549 (-36.8%)	73.0% \| 65.8%	-1,809 (-68.0%)	+1,405 (+40.5%)	+3,214 (+398.8%)	4.1% \| 3.4%	-60,026
	ADDING	3	3	SHORT	0	REDUCING	17	14	LONG	REDUCING	—	—	LONG	LIQUIDATION
HENRY HUB INDEX ICE FUTURES ENERGY DIV	-38,132	32,040	70,172		2,657	37,330	139,094	101,764		802	1,545	743		175,336
	+25,783 (+40.3%)	+11,037 (+52.5%)	-14,746 (-17.4%)	18.3% \| 40.0%	-9,444 (-78.0%)	-26,652 (-41.7%)	-56,158 (-28.8%)	-29,506 (-22.5%)	79.3% \| 58.0%	+869 (+1,297.0%)	-419 (-21.3%)	-1,288 (-63.4%)	0.9% \| 0.4%	-54,984
	ADDING	9	8	SHORT	4	REDUCING	48	26	LONG	ADDING	—	—	LONG	LIQUIDATION
HOUSTON SHIP CHANNEL (INDEX) ICE FUTURES ENERGY DIV	-79,196	217	79,413		124	76,331	443,534	367,203		2,865	5,436	2,571		449,311
	+6,393 (+7.5%)	+217 (0.0%)	-6,176 (-7.2%)	0.0% \| 17.7%	-248 (-66.7%)	-7,762 (-9.2%)	-29,378 (-6.2%)	-21,616 (-5.6%)	98.7% \| 81.7%	+1,369 (+91.5%)	+1,104 (+25.5%)	-265 (-9.3%)	1.2% \| 0.6%	-28,305
	ADDING	1	9	SHORT	2	REDUCING	31	41	LONG	ADDING	—	—	LONG	LIQUIDATION
HSC FIN BASIS ICE FUTURES ENERGY DIV	-155,716	0	155,716		20,486	155,147	853,509	698,362		569	7,398	6,829		881,393
	-42,477 (-37.5%)	-771 (-100.0%)	+41,706 (+36.6%)	0.0% \| 17.7%	-4,282 (-17.3%)	+42,216 (+37.4%)	-50,898 (-5.6%)	-93,114 (-11.8%)	96.8% \| 79.2%	+261 (+84.7%)	+551 (+8.0%)	+290 (+4.4%)	0.8% \| 0.8%	-55,400
	REDUCING	0	20	SHORT	9	ADDING	54	56	LONG	ADDING	—	—	LONG	LIQUIDATION
MALIN (BASIS) ICE FUTURES ENERGY DIV	3,706	5,355	1,649		125	-21,413	93,702	115,115		17,707	19,534	1,827		118,716
	-809 (-17.9%)	-809 (-13.1%)	0 (0.0%)	4.5% \| 1.4%	-337 (-72.9%)	-2,631 (-14.0%)	-7,348 (-7.3%)	-4,717 (-3.9%)	78.9% \| 97.0%	+3,440 (+24.1%)	+3,031 (+18.4%)	-409 (-18.3%)	16.5% \| 1.5%	-5,463
	REDUCING	2	1	LONG	1	REDUCING	13	19	SHORT	ADDING	—	—	LONG	LIQUIDATION
MICHCON BASIS ICE FUTURES ENERGY DIV	-14,444	5,358	19,802		3,668	10,708	153,409	142,701		3,736	16,143	12,407		178,578
	+2,689 (+15.7%)	-95 (-1.7%)	-2,784 (-12.3%)	3.0% \| 11.1%	-1,375 (-27.3%)	-2,769 (-20.5%)	-6,505 (-4.1%)	-3,736 (-2.6%)	85.9% \| 79.9%	+80 (+2.2%)	-300 (-1.8%)	-380 (-3.0%)	9.0% \| 6.9%	-8,275
	ADDING	5	6	SHORT	5	REDUCING	29	33	LONG	ADDING	—	—	LONG	LIQUIDATION
MICHCON FINANCIAL INDEX ICE FUTURES ENERGY DIV	-2,428	0	2,428		0	1,874	17,445	15,571		554	2,609	2,055		20,054
	+609 (+20.1%)	0 (0.0%)	-609 (-20.1%)	0.0% \| 12.1%	0 (0.0%)	-600 (-24.3%)	-10,190 (-36.9%)	-9,590 (-38.1%)	87.0% \| 77.6%	-9 (-1.6%)	+560 (+27.3%)	+569 (+38.3%)	13.0% \| 10.2%	-9,630
	ADDING	0	4	SHORT	0	REDUCING	15	9	LONG	REDUCING	—	—	LONG	LIQUIDATION
NAT GAS LD1 for GDD -TEXOK ICE FUTURES ENERGY DIV	-6,848	4,591	11,439		0	10,034	135,846	125,812		-3,186	928	4,114		141,365
	-5,751 (-524.2%)	-2,520 (-35.4%)	+3,231 (+39.4%)	3.2% \| 8.1%	-93 (-100.0%)	+4,502 (+81.4%)	-11,554 (-7.8%)	-16,056 (-11.3%)	96.1% \| 89.0%	+1,249 (+28.2%)	+37 (+4.2%)	-1,212 (-22.8%)	0.7% \| 2.9%	-14,130
	REDUCING	2	2	SHORT	0	ADDING	24	20	LONG	ADDING	—	—	SHORT	LIQUIDATION
NGPL MIDCONT BASIS ICE FUTURES ENERGY DIV	-4,437	0	4,437		0	8,199	92,553	84,354		-3,762	8,712	12,474		101,265
	+1,758 (+28.4%)	0 (0.0%)	-1,758 (-28.4%)	0.0% \| 4.4%	0 (0.0%)	-1,495 (-15.4%)	-440 (-0.5%)	+1,055 (+1.3%)	91.4% \| 83.3%	-263 (-7.5%)	-1,493 (-14.6%)	-1,230 (-9.0%)	8.6% \| 12.3%	-1,933
	ADDING	0	1	SHORT	0	REDUCING	15	16	LONG	REDUCING	—	—	SHORT	LIQUIDATION
NGPL TXOK BASIS ICE FUTURES ENERGY DIV	-17,314	26,134	43,448		5,820	20,696	556,904	536,208		-3,382	10,497	13,879		599,355
	-16,666 (-2,571.9%)	+5,866 (+28.9%)	+22,532 (+107.7%)	4.4% \| 7.2%	-4,963 (-46.0%)	+16,994 (+459.0%)	-16,995 (-3.0%)	-33,989 (-6.0%)	92.9% \| 89.5%	-328 (-10.7%)	+1,865 (+21.6%)	+2,193 (+18.8%)	1.8% \| 2.3%	-14,227
	REDUCING	4	3	SHORT	3	ADDING	44	42	LONG	REDUCING	—	—	SHORT	LIQUIDATION
NNG VENTURA BASIS ICE FUTURES ENERGY DIV	-7,864	0	7,864		0	-9,140	113,769	122,909		17,004	19,664	2,660		133,433
	+2,389 (+23.3%)	0 (0.0%)	-2,389 (-23.3%)	0.0% \| 5.9%	-122 (-100.0%)	-2,193 (-31.6%)	-9,748 (-7.9%)	-7,555 (-5.8%)	85.3% \| 92.1%	-196 (-1.1%)	-808 (-3.9%)	-612 (-18.7%)	14.7% \| 2.0%	-10,678
	ADDING	0	1	SHORT	0	REDUCING	22	19	SHORT	REDUCING	—	—	LONG	LIQUIDATION
NWP ROCKIES FIN BASIS ICE FUTURES ENERGY DIV	-15,122	10,694	25,816		12,632	8,818	320,947	312,129		6,304	15,740	9,436		360,013
	-10,104 (-201.4%)	-9,263 (-46.4%)	+841 (+3.4%)	3.0% \| 7.2%	+851 (+7.2%)	+9,927 (+895.1%)	-8,836 (-2.7%)	-18,763 (-5.7%)	89.1% \| 86.7%	+177 (+2.9%)	-884 (-5.3%)	-1,061 (-10.1%)	4.4% \| 2.6%	-18,132
	REDUCING	5	6	SHORT	10	ADDING	43	40	LONG	ADDING	—	—	LONG	LIQUIDATION
NWP Rockies Index ICE FUTURES ENERGY DIV	2,245	5,685	3,440		0	-2,253	20,197	22,450		8	1,790	1,782		27,672
	+180 (+8.7%)	-420 (-6.9%)	-600 (-14.9%)	20.5% \| 12.4%	0 (0.0%)	-577 (-34.4%)	-5,416 (-21.1%)	-4,839 (-17.7%)	73.0% \| 81.1%	+397 (+102.1%)	+436 (+32.2%)	+39 (+2.2%)	6.5% \| 6.4%	-5,400
	ADDING	2	2	LONG	0	REDUCING	15	8	SHORT	ADDING	—	—	LONG	LIQUIDATION
PANHANDLE BASIS ICE FUTURES ENERGY DIV	19,986	21,277	1,291		2,298	-27,051	142,045	169,096		7,065	16,737	9,672		182,357
	-3,427 (-14.6%)	-3,559 (-14.3%)	-132 (-9.3%)	11.7% \| 0.7%	-188 (-7.6%)	-1,821 (-7.2%)	-8,153 (-5.4%)	-6,332 (-3.6%)	77.9% \| 92.7%	+5,248 (+288.8%)	+2,946 (+21.4%)	-2,302 (-19.2%)	9.2% \| 5.3%	-8,954
	REDUCING	4	1	LONG	3	REDUCING	32	31	SHORT	ADDING	—	—	LONG	LIQUIDATION
PG&E CITYGATE FIN BASIS ICE FUTURES ENERGY DIV	2,037	12,399	10,362		4,195	-5,856	138,152	144,008		3,819	9,042	5,223		163,788
	+916 (+81.7%)	+2,093 (+20.3%)	+1,177 (+12.8%)	7.6% \| 6.3%	-3,272 (-43.8%)	-633 (-12.1%)	-4,285 (-3.0%)	-3,652 (-2.5%)	84.3% \| 87.9%	-283 (-6.9%)	-294 (-3.1%)	-11 (-0.2%)	5.5% \| 3.2%	-5,758
	ADDING	4	4	LONG	4	REDUCING	34	32	SHORT	REDUCING	—	—	LONG	LIQUIDATION
REX ZONE 3 BASIS ICE FUTURES ENERGY DIV	-1,401	3,030	4,431		4,159	6,707	257,076	250,369		-5,306	4,430	9,736		268,695
	-1,954 (-353.3%)	-1,534 (-33.6%)	+420 (+10.5%)	1.1% \| 1.6%	-948 (-18.6%)	-503 (-7.0%)	-13,987 (-5.2%)	-13,484 (-5.1%)	95.7% \| 93.2%	+2,457 (+31.7%)	+408 (+10.1%)	-2,049 (-17.4%)	1.6% \| 3.6%	-16,061
	REDUCING	3	1	SHORT	4	REDUCING	32	37	LONG	ADDING	—	—	SHORT	LIQUIDATION
REX ZONE 3 INDEX ICE FUTURES ENERGY DIV	-383	372	755		0	2,332	35,338	33,006		-1,949	620	2,569		36,330
	+501 (+56.7%)	-630 (-62.9%)	-1,131 (-60.0%)	1.0% \| 2.1%	0 (0.0%)	+118 (+5.3%)	-8,016 (-18.5%)	-8,134 (-19.8%)	97.3% \| 90.9%	-619 (-46.5%)	-384 (-38.2%)	+235 (+10.1%)	1.7% \| 7.1%	-9,030
	ADDING	1	1	SHORT	0	ADDING	13	17	LONG	REDUCING	—	—	SHORT	LIQUIDATION
SOCAL BORDER FIN BASIS ICE FUTURES ENERGY DIV	69,594	80,643	11,049		4,279	-71,836	208,018	279,854		2,242	15,453	13,211		308,393
	-9,529 (-12.0%)	-9,584 (-10.6%)	-55 (-0.5%)	26.1% \| 3.6%	-1,092 (-20.3%)	+13,308 (+15.6%)	+1,489 (+0.7%)	-11,819 (-4.1%)	67.5% \| 90.7%	-3,779 (-62.8%)	-1,403 (-8.3%)	+2,376 (+21.9%)	5.0% \| 4.3%	-10,590
	REDUCING	5	6	LONG	9	ADDING	30	34	SHORT	REDUCING	—	—	LONG	LIQUIDATION
SOCAL CITYGATE FINANCIAL BASIS ICE FUTURES ENERGY DIV	1,004	1,648	644		468	-2,823	20,866	23,689		1,819	6,378	4,559		29,360
	-671 (-40.1%)	-671 (-28.9%)	0 (0.0%)	5.6% \| 2.2%	-597 (-56.1%)	+1,583 (+35.9%)	-922 (-4.2%)	-2,505 (-9.6%)	71.1% \| 80.7%	-912 (-33.4%)	-1,196 (-15.8%)	-284 (-5.9%)	21.7% \| 15.5%	-3,386
	REDUCING	2	1	LONG	1	ADDING	13	13	SHORT	REDUCING	—	—	LONG	LIQUIDATION
SONAT – TIER 1 POOL (ZONE 0) ICE FUTURES ENERGY DIV	9,476	9,476	0		180	-12,064	71,866	83,930		2,588	7,620	5,032		89,142
	+1,113 (+13.3%)	+1,113 (+13.3%)	0 (0.0%)	10.6% \| 0.0%	0 (0.0%)	-1,453 (-13.7%)	-9,792 (-12.0%)	-8,339 (-9.0%)	80.6% \| 94.2%	+340 (+15.1%)	+817 (+12.0%)	+477 (+10.5%)	8.5% \| 5.6%	-7,862
	ADDING	3	0	LONG	1	REDUCING	15	22	SHORT	ADDING	—	—	LONG	LIQUIDATION
TCO Basis ICE FUTURES ENERGY DIV	-808	2,039	2,847		611	3,302	194,945	191,643		-2,494	6,800	9,294		204,395
	+2,539 (+75.9%)	+121 (+6.3%)	-2,418 (-45.9%)	1.0% \| 1.4%	-31 (-4.8%)	+1,183 (+55.8%)	-10,442 (-5.1%)	-11,625 (-5.7%)	95.4% \| 93.8%	-3,722 (-303.1%)	-1,306 (-16.1%)	+2,416 (+35.1%)	3.3% \| 4.5%	-11,658
	ADDING	1	1	SHORT	1	ADDING	22	21	LONG	REDUCING	—	—	SHORT	LIQUIDATION
TETCO M2 Basis (Receipts) ICE FUTURES ENERGY DIV	17,034	25,524	8,490		3,896	-27,453	500,173	527,626		10,419	13,163	2,744		542,756
	+1,295 (+8.2%)	+279 (+1.1%)	-1,016 (-10.7%)	4.7% \| 1.6%	-250 (-6.0%)	-3,126 (-12.8%)	-16,872 (-3.3%)	-13,746 (-2.5%)	92.2% \| 97.2%	+1,831 (+21.3%)	+1,523 (+13.1%)	-308 (-10.1%)	2.4% \| 0.5%	-15,320
	ADDING	2	4	LONG	3	REDUCING	35	26	SHORT	ADDING	—	—	LONG	LIQUIDATION
TETCO M2 Index (Receipts) ICE FUTURES ENERGY DIV	0	0	0		0	674	44,129	43,455		-674	678	1,352		44,807
	+240 (+100.0%)	0 (0.0%)	-240 (-100.0%)	0.0% \| 0.0%	0 (0.0%)	-184 (-21.4%)	-8,374 (-15.9%)	-8,190 (-15.9%)	98.5% \| 97.0%	-56 (-9.1%)	-206 (-23.3%)	-150 (-10.0%)	1.5% \| 3.0%	-8,580
	ADDING	0	0	SHORT	0	REDUCING	12	13	LONG	REDUCING	—	—	SHORT	LIQUIDATION
TETCO M3 BASIS ICE FUTURES ENERGY DIV	1,818	3,258	1,440		3,898	-6,359	137,726	144,085		4,541	15,313	10,772		160,195
	+1,449 (+392.7%)	+90 (+2.8%)	-1,359 (-48.6%)	2.0% \| 0.9%	+182 (+4.9%)	+739 (+10.4%)	-6,817 (-4.7%)	-7,556 (-5.0%)	86.0% \| 89.9%	-2,188 (-32.5%)	-2,321 (-13.2%)	-133 (-1.2%)	9.6% \| 6.7%	-8,866
	ADDING	3	2	LONG	3	ADDING	21	27	SHORT	REDUCING	—	—	LONG	LIQUIDATION
TETCO M3 INDEX ICE FUTURES ENERGY DIV	434	434	0		0	3,584	65,658	62,074		-4,018	186	4,204		66,278
	-600 (-58.0%)	-600 (-58.0%)	0 (0.0%)	0.7% \| 0.0%	0 (0.0%)	+982 (+37.7%)	-7,200 (-9.9%)	-8,182 (-11.6%)	99.1% \| 93.7%	-382 (-10.5%)	-210 (-53.0%)	+172 (+4.3%)	0.3% \| 6.3%	-8,010
	REDUCING	1	0	LONG	0	ADDING	11	13	LONG	REDUCING	—	—	SHORT	LIQUIDATION
TETCO WLA BASIS ICE FUTURES ENERGY DIV	-48,181	0	48,181		0	49,621	113,748	64,127		-1,440	6,592	8,032		120,340
	+6,638 (+12.1%)	0 (0.0%)	-6,638 (-12.1%)	0.0% \| 40.0%	0 (0.0%)	-5,381 (-9.8%)	-9,696 (-7.9%)	-4,315 (-6.3%)	94.5% \| 53.3%	-1,257 (-686.9%)	-256 (-3.7%)	+1,001 (+14.2%)	5.5% \| 6.7%	-9,952
	ADDING	0	1	SHORT	0	REDUCING	16	15	LONG	REDUCING	—	—	SHORT	LIQUIDATION
TGT ZONE 1 BASIS ICE FUTURES ENERGY DIV	1,752	1,752	0		30	5,732	180,013	174,281		-7,484	7,821	15,305		189,616
	-30 (-1.7%)	-30 (-1.7%)	0 (0.0%)	0.9% \| 0.0%	+30 (0.0%)	-494 (-7.9%)	-4,475 (-2.4%)	-3,981 (-2.2%)	94.9% \| 91.9%	+524 (+6.5%)	+534 (+7.3%)	+10 (+0.1%)	4.1% \| 8.1%	-3,941
	REDUCING	1	0	LONG	1	REDUCING	21	18	LONG	ADDING	—	—	SHORT	LIQUIDATION
TRANSCO LEIDY BASIS ICE FUTURES ENERGY DIV	6,775	7,465	690		217	-9,316	103,375	112,691		2,541	6,928	4,387		117,985
	-1,124 (-14.2%)	-434 (-5.5%)	+690 (0.0%)	6.3% \| 0.6%	+217 (0.0%)	+1,195 (+11.4%)	-2,851 (-2.7%)	-4,046 (-3.5%)	87.6% \| 95.5%	-71 (-2.7%)	-622 (-8.2%)	-551 (-11.2%)	5.9% \| 3.7%	-3,690
	REDUCING	3	1	LONG	1	ADDING	22	17	SHORT	REDUCING	—	—	LONG	LIQUIDATION
TRANSCO STATION 85-ZONE 4 BASI ICE FUTURES ENERGY DIV	52,548	62,121	9,573		11,701	-58,318	274,067	332,385		5,770	12,278	6,508		360,167
	+16,734 (+46.7%)	+17,241 (+38.4%)	+507 (+5.6%)	17.2% \| 2.7%	-8,185 (-41.2%)	-15,896 (-37.5%)	-221 (-0.1%)	+15,675 (+4.9%)	76.1% \| 92.3%	-838 (-12.7%)	-2,752 (-18.3%)	-1,914 (-22.7%)	3.4% \| 1.8%	+6,083
	ADDING	3	6	LONG	7	REDUCING	30	43	SHORT	REDUCING	—	—	LONG	BUILDUP
TRANSCO STN 85 MONTHLY INDEX ICE FUTURES ENERGY DIV	3,536	3,536	0		806	-3,172	50,848	54,020		-364	1,294	1,658		56,484
	+1,373 (+63.5%)	-433 (-10.9%)	-1,806 (-100.0%)	6.3% \| 0.0%	-90 (-10.0%)	-319 (-11.2%)	+1,718 (+3.5%)	+2,037 (+3.9%)	90.0% \| 95.6%	-1,054 (-152.8%)	-526 (-28.9%)	+528 (+46.7%)	2.3% \| 2.9%	+669
	ADDING	2	0	LONG	1	REDUCING	13	17	SHORT	REDUCING	—	—	SHORT	BUILDUP
Transco Zone 5 South Basis ICE FUTURES ENERGY DIV	21,734	21,734	0		615	-21,540	125,111	146,651		-194	8,512	8,706		155,972
	-2,140 (-9.0%)	-2,783 (-11.4%)	-643 (-100.0%)	13.9% \| 0.0%	+189 (+44.4%)	+3,415 (+13.7%)	-9,016 (-6.7%)	-12,431 (-7.8%)	80.2% \| 94.0%	-1,275 (-117.9%)	+372 (+4.6%)	+1,647 (+23.3%)	5.5% \| 5.6%	-11,238
	REDUCING	4	0	LONG	2	ADDING	23	27	SHORT	REDUCING	—	—	SHORT	LIQUIDATION
TRANSCO ZONE 6 BASIS ICE FUTURES ENERGY DIV	940	5,865	4,925		3,614	-3,474	238,129	241,603		2,534	7,003	4,469		254,611
	-1,436 (-60.4%)	+29 (+0.5%)	+1,465 (+42.3%)	2.3% \| 1.9%	-270 (-7.0%)	+1,688 (+32.7%)	-9,893 (-4.0%)	-11,581 (-4.6%)	93.5% \| 94.9%	-252 (-9.0%)	-26 (-0.4%)	+226 (+5.3%)	2.8% \| 1.8%	-10,160
	REDUCING	3	3	LONG	4	ADDING	35	34	SHORT	REDUCING	—	—	LONG	LIQUIDATION
TRANSCO ZONE 6 MONTHLY INDEX ICE FUTURES ENERGY DIV	0	0	0		0	401	92,436	92,035		-401	2,599	3,000		95,035
	+1,140 (+100.0%)	0 (0.0%)	-1,140 (-100.0%)	0.0% \| 0.0%	0 (0.0%)	-1,596 (-79.9%)	-10,146 (-9.9%)	-8,550 (-8.5%)	97.3% \| 96.8%	+456 (+53.2%)	-114 (-4.2%)	-570 (-16.0%)	2.7% \| 3.2%	-10,260
	ADDING	0	0	SHORT	0	REDUCING	10	10	LONG	ADDING	—	—	SHORT	LIQUIDATION
WAHA FIN BASIS ICE FUTURES ENERGY DIV	-41,309	2,283	43,592		23,869	35,863	639,818	603,955		5,446	11,480	6,034		677,450
	+10,533 (+20.3%)	-3,368 (-59.6%)	-13,901 (-24.2%)	0.3% \| 6.4%	+3,910 (+19.6%)	-11,146 (-23.7%)	-48,047 (-7.0%)	-36,901 (-5.8%)	94.4% \| 89.2%	+613 (+12.7%)	-236 (-2.0%)	-849 (-12.3%)	1.7% \| 0.9%	-47,741
	ADDING	2	8	SHORT	6	REDUCING	53	43	LONG	ADDING	—	—	LONG	LIQUIDATION
WAHA INDEX ICE FUTURES ENERGY DIV	1,344	1,344	0		0	774	83,804	83,030		-2,118	2,152	4,270		87,300
	-1,680 (-55.6%)	-1,680 (-55.6%)	0 (0.0%)	1.5% \| 0.0%	0 (0.0%)	+1,496 (+207.2%)	-11,743 (-12.3%)	-13,239 (-13.8%)	96.0% \| 95.1%	+184 (+8.0%)	+187 (+9.5%)	+3 (+0.1%)	2.5% \| 4.9%	-13,236
	REDUCING	2	0	LONG	0	ADDING	23	21	LONG	ADDING	—	—	SHORT	LIQUIDATION
Energy › Petroleum Products & Fuels
ARGUS CIF ARA Lg Finl Propane ICE FUTURES ENERGY DIV	650	650	0		703	-826	1,699	2,525		176	587	411		3,639
	-126 (-16.2%)	-126 (-16.2%)	0 (0.0%)	17.9% \| 0.0%	-111 (-13.6%)	+103 (+11.1%)	-235 (-12.2%)	-338 (-11.8%)	46.7% \| 69.4%	+23 (+15.0%)	-54 (-8.4%)	-77 (-15.8%)	16.1% \| 11.3%	-526
	REDUCING	4	0	LONG	4	ADDING	15	17	SHORT	ADDING	—	—	LONG	LIQUIDATION
ARGUS FAR EAST PROPANE ICE FUTURES ENERGY DIV	1,378	2,036	658		1,359	-1,845	8,340	10,185		467	1,080	613		12,815
	-458 (-24.9%)	-376 (-15.6%)	+82 (+14.2%)	15.9% \| 5.1%	-414 (-23.4%)	+486 (+20.8%)	-1,125 (-11.9%)	-1,611 (-13.7%)	65.1% \| 79.5%	-28 (-5.7%)	-24 (-2.2%)	+4 (+0.7%)	8.4% \| 4.8%	-1,939
	REDUCING	8	4	LONG	11	ADDING	48	54	SHORT	REDUCING	—	—	LONG	LIQUIDATION
ARGUS PROPANE FAR EAST INDEX NEW YORK MERCANTILE EXCHANGE	611	693	82		245	-990	2,494	3,484		379	1,000	621		4,432
	+26 (+4.4%)	+25 (+3.7%)	-1 (-1.2%)	15.6% \| 1.9%	-64 (-20.7%)	+24 (+2.4%)	-286 (-10.3%)	-310 (-8.2%)	56.3% \| 78.6%	-50 (-11.7%)	-158 (-13.6%)	-108 (-14.8%)	22.6% \| 14.0%	-483
	ADDING	2	3	LONG	4	ADDING	16	16	SHORT	REDUCING	—	—	LONG	LIQUIDATION
BUTANE OPIS MT BELV NONTET FP ICE FUTURES ENERGY DIV	3,726	5,707	1,981		7,386	-3,219	41,905	45,124		-507	234	741		55,232
	-2,548 (-40.6%)	-2,797 (-32.9%)	-249 (-11.2%)	10.3% \| 3.6%	-715 (-8.8%)	+2,474 (+43.5%)	-8,594 (-17.0%)	-11,068 (-19.7%)	75.9% \| 81.7%	+74 (+12.7%)	+132 (+129.4%)	+58 (+8.5%)	0.4% \| 1.3%	-11,974
	REDUCING	7	9	LONG	13	ADDING	57	55	SHORT	ADDING	—	—	SHORT	LIQUIDATION
CONWAY PROPANE (OPIS) NEW YORK MERCANTILE EXCHANGE	389	741	352		1,629	-645	14,280	14,925		256	668	412		17,318
	+101 (+35.1%)	-3 (-0.4%)	-104 (-22.8%)	4.3% \| 2.0%	-6 (-0.4%)	-146 (-29.3%)	-3,166 (-18.1%)	-3,020 (-16.8%)	82.5% \| 86.2%	+45 (+21.3%)	-19 (-2.8%)	-64 (-13.4%)	3.9% \| 2.4%	-3,194
	ADDING	4	5	LONG	7	REDUCING	31	33	SHORT	ADDING	—	—	LONG	LIQUIDATION
ETHANE, MT. BELV-ENTERPRISE ICE FUTURES ENERGY DIV	-3,432	4,662	8,094		13,141	3,601	71,644	68,043		-169	120	289		89,567
	+424 (+11.0%)	-140 (-2.9%)	-564 (-6.5%)	5.2% \| 9.0%	-715 (-5.2%)	-358 (-9.0%)	-5,636 (-7.3%)	-5,278 (-7.2%)	80.0% \| 76.0%	-66 (-64.1%)	-62 (-34.1%)	+4 (+1.4%)	0.1% \| 0.3%	-6,553
	ADDING	8	7	SHORT	9	REDUCING	38	36	LONG	REDUCING	—	—	SHORT	LIQUIDATION
FUEL OIL-3% USGC/3.5% FOB RDAM ICE FUTURES ENERGY DIV	-4,335	1,417	5,752		1,123	4,367	10,614	6,247		-32	22	54		13,176
	-308 (-7.6%)	-247 (-14.8%)	+61 (+1.1%)	10.8% \| 43.7%	-75 (-6.3%)	+380 (+9.5%)	-2,458 (-18.8%)	-2,838 (-31.2%)	80.6% \| 47.4%	-72 (-180.0%)	-24 (-52.2%)	+48 (+800.0%)	0.2% \| 0.4%	-2,804
	REDUCING	3	4	SHORT	4	ADDING	21	15	LONG	REDUCING	—	—	SHORT	LIQUIDATION
GASOLINE CRK-RBOB/BRENT 1st ICE FUTURES ENERGY DIV	747	1,616	869		1,225	-1,403	6,223	7,626		656	1,871	1,215		10,935
	+109 (+17.1%)	-77 (-4.5%)	-186 (-17.6%)	14.8% \| 7.9%	-16 (-1.3%)	+3 (+0.2%)	-1,693 (-21.4%)	-1,696 (-18.2%)	56.9% \| 69.7%	-112 (-14.6%)	+84 (+4.7%)	+196 (+19.2%)	17.1% \| 11.1%	-1,702
	ADDING	3	3	LONG	4	ADDING	10	13	SHORT	REDUCING	—	—	LONG	LIQUIDATION
GASOLINE RBOB NEW YORK MERCANTILE EXCHANGE	58,893	83,248	24,355		53,208	-73,382	149,329	222,711		14,489	26,330	11,841		312,115
	+2,677 (+4.8%)	+3,386 (+4.2%)	+709 (+3.0%)	26.7% \| 7.8%	+438 (+0.8%)	-4,492 (-6.5%)	-6,155 (-4.0%)	-1,663 (-0.7%)	47.8% \| 71.4%	+1,815 (+14.3%)	+1,212 (+4.8%)	-603 (-4.8%)	8.4% \| 3.8%	-1,119
	ADDING	86	34	LONG	68	REDUCING	84	106	SHORT	ADDING	—	—	LONG	LIQUIDATION
GULF # 6 FUEL OIL CRACK NEW YORK MERCANTILE EXCHANGE	-800	574	1,374		1,351	800	5,945	5,145		0	0	0		7,870
	+634 (+44.2%)	+60 (+11.7%)	-574 (-29.5%)	7.3% \| 17.5%	-239 (-15.0%)	-634 (-44.2%)	-1,899 (-24.2%)	-1,265 (-19.7%)	75.5% \| 65.4%	0 (0.0%)	-30 (-100.0%)	-30 (-100.0%)	0.0% \| 0.0%	-2,108
	ADDING	3	5	SHORT	5	REDUCING	17	17	LONG	NEUTRAL	—	—	SHORT	LIQUIDATION
GULF COAST CBOB GAS A2 PL RBOB NEW YORK MERCANTILE EXCHANGE	540	540	0		375	512	17,315	16,803		-1,052	1,721	2,773		19,951
	+455 (+535.3%)	+455 (+535.3%)	0 (0.0%)	2.7% \| 0.0%	-305 (-44.9%)	+1,210 (+173.4%)	-1,710 (-9.0%)	-2,920 (-14.8%)	86.8% \| 84.2%	-1,665 (-271.6%)	-1,390 (-44.7%)	+275 (+11.0%)	8.6% \| 13.9%	-2,950
	ADDING	1	0	LONG	1	ADDING	19	15	LONG	REDUCING	—	—	SHORT	LIQUIDATION
GULF JET NY HEAT OIL SPR NEW YORK MERCANTILE EXCHANGE	230	230	0		0	-355	14,535	14,890		125	125	0		14,890
	-15 (-6.1%)	-15 (-6.1%)	0 (0.0%)	1.5% \| 0.0%	0 (0.0%)	+25 (+6.6%)	-2,014 (-12.2%)	-2,039 (-12.0%)	97.6% \| 100.0%	-10 (-7.4%)	-10 (-7.4%)	0 (0.0%)	0.8% \| 0.0%	-2,039
	REDUCING	1	0	LONG	0	ADDING	24	20	SHORT	REDUCING	—	—	LONG	LIQUIDATION
ISOBUTANE OPIS MT BELV NONTET ICE FUTURES ENERGY DIV	-1,176	0	1,176		0	1,168	8,632	7,464		8	633	625		9,265
	+104 (+8.1%)	0 (0.0%)	-104 (-8.1%)	0.0% \| 12.7%	0 (0.0%)	-5 (-0.4%)	-1,033 (-10.7%)	-1,028 (-12.1%)	93.2% \| 80.6%	-99 (-92.5%)	-27 (-4.1%)	+72 (+13.0%)	6.8% \| 6.7%	-1,060
	ADDING	0	1	SHORT	0	REDUCING	16	15	LONG	REDUCING	—	—	LONG	LIQUIDATION
MARINE .5% FOB USGC/BRENT 1st ICE FUTURES ENERGY DIV	185	185	0		0	-190	1,155	1,345		5	5	0		1,345
	-65 (-26.0%)	-116 (-38.5%)	-51 (-100.0%)	13.8% \| 0.0%	-35 (-100.0%)	+40 (+17.4%)	-916 (-44.2%)	-956 (-41.5%)	85.9% \| 100.0%	+25 (+125.0%)	+5 (0.0%)	-20 (-100.0%)	0.4% \| 0.0%	-1,062
	REDUCING	2	0	LONG	0	ADDING	12	13	SHORT	ADDING	—	—	LONG	LIQUIDATION
MT BELV NAT GASOLINE OPIS NEW YORK MERCANTILE EXCHANGE	1,028	1,598	570		258	-404	40,746	41,150		-624	75	699		42,677
	+324 (+46.0%)	-403 (-20.1%)	-727 (-56.1%)	3.7% \| 1.3%	-90 (-25.9%)	-324 (-405.0%)	-4,205 (-9.4%)	-3,881 (-8.6%)	95.5% \| 96.4%	0 (0.0%)	-8 (-9.6%)	-8 (-1.1%)	0.2% \| 1.6%	-4,706
	ADDING	6	3	LONG	3	REDUCING	27	33	SHORT	NEUTRAL	—	—	SHORT	LIQUIDATION
MT BELV NORM BUTANE OPIS NEW YORK MERCANTILE EXCHANGE	575	3,848	3,273		3,299	297	36,017	35,720		-872	817	1,689		43,981
	+1,862 (+144.7%)	+549 (+16.6%)	-1,313 (-28.6%)	8.7% \| 7.4%	+50 (+1.5%)	-1,791 (-85.8%)	-5,358 (-12.9%)	-3,567 (-9.1%)	81.9% \| 81.2%	-71 (-8.9%)	-107 (-11.6%)	-36 (-2.1%)	1.9% \| 3.8%	-4,866
	ADDING	19	7	LONG	12	REDUCING	63	58	LONG	REDUCING	—	—	SHORT	LIQUIDATION
MT BELVIEU ETHANE OPIS NEW YORK MERCANTILE EXCHANGE	2,377	4,212	1,835		684	-1,535	35,880	37,415		-842	183	1,025		40,959
	-355 (-13.0%)	-285 (-6.3%)	+70 (+4.0%)	10.3% \| 4.5%	-200 (-22.6%)	+240 (+13.5%)	-3,360 (-8.6%)	-3,600 (-8.8%)	87.6% \| 91.3%	+115 (+12.0%)	+45 (+32.6%)	-70 (-6.4%)	0.4% \| 2.5%	-3,800
	REDUCING	6	9	LONG	6	ADDING	28	31	SHORT	ADDING	—	—	SHORT	LIQUIDATION
NAT GASLNE OPIS MT B NONTET FP ICE FUTURES ENERGY DIV	-2,933	169	3,102		1,222	3,703	17,896	14,193		-770	15	785		19,302
	-34 (-1.2%)	-60 (-26.2%)	-26 (-0.8%)	0.9% \| 16.1%	-154 (-11.2%)	+90 (+2.5%)	-4,188 (-19.0%)	-4,278 (-23.2%)	92.7% \| 73.5%	-56 (-7.8%)	0 (0.0%)	+56 (+7.7%)	0.1% \| 4.1%	-4,402
	REDUCING	2	4	SHORT	5	ADDING	23	26	LONG	REDUCING	—	—	SHORT	LIQUIDATION
NY HARBOR ULSD NEW YORK MERCANTILE EXCHANGE	5,689	42,178	36,489		38,502	-29,537	115,956	145,493		23,848	46,091	22,243		242,727
	+2,022 (+55.1%)	+4,384 (+11.6%)	+2,362 (+6.9%)	17.4% \| 15.0%	+1,353 (+3.6%)	+610 (+2.0%)	-1,736 (-1.5%)	-2,346 (-1.6%)	47.8% \| 59.9%	-2,632 (-9.9%)	-1,800 (-3.8%)	+832 (+3.9%)	19.0% \| 9.2%	+2,201
	ADDING	41	28	LONG	43	ADDING	73	79	SHORT	REDUCING	—	—	LONG	BUILDUP
PROPANE NEW YORK MERCANTILE EXCHANGE	-9,385	4,691	14,076		11,608	9,608	89,426	79,818		-223	598	821		106,323
	-1,030 (-12.3%)	-1,112 (-19.2%)	-82 (-0.6%)	4.4% \| 13.2%	-1,442 (-11.0%)	+1,003 (+11.7%)	-8,039 (-8.2%)	-9,042 (-10.2%)	84.1% \| 75.1%	+27 (+10.8%)	+48 (+8.7%)	+21 (+2.6%)	0.6% \| 0.8%	-10,545
	REDUCING	18	17	SHORT	18	ADDING	84	76	LONG	ADDING	—	—	SHORT	LIQUIDATION
PROPANE ARGUS CIF ARA MINI ICE FUTURES ENERGY DIV	-2,831	378	3,209		128	2,801	5,106	2,305		30	625	595		6,237
	+538 (+16.0%)	-416 (-52.4%)	-954 (-22.9%)	6.1% \| 51.5%	-8 (-5.9%)	-350 (-11.1%)	-845 (-14.2%)	-495 (-17.7%)	81.9% \| 37.0%	-188 (-86.2%)	-34 (-5.2%)	+154 (+34.9%)	10.0% \| 9.5%	-1,303
	ADDING	4	6	SHORT	4	REDUCING	19	15	LONG	REDUCING	—	—	LONG	LIQUIDATION
PROPANE ARGUS FAR EAST MINI ICE FUTURES ENERGY DIV	62	947	885		248	-235	3,206	3,441		173	927	754		5,328
	+411 (+117.8%)	-294 (-23.7%)	-705 (-44.3%)	17.8% \| 16.6%	-148 (-37.4%)	-513 (-184.5%)	-1,130 (-26.1%)	-617 (-15.2%)	60.2% \| 64.6%	+102 (+143.7%)	+62 (+7.2%)	-40 (-5.0%)	17.4% \| 14.2%	-1,510
	ADDING	7	11	LONG	12	REDUCING	29	25	SHORT	ADDING	—	—	LONG	LIQUIDATION
PROPANE ARGUS SAUDI CP FP ICE FUTURES ENERGY DIV	242	383	141		372	-686	1,669	2,355		444	975	531		3,399
	-103 (-29.9%)	-126 (-24.8%)	-23 (-14.0%)	11.3% \| 4.1%	-43 (-10.4%)	-39 (-6.0%)	-817 (-32.9%)	-778 (-24.8%)	49.1% \| 69.3%	+142 (+47.0%)	+3 (+0.3%)	-139 (-20.7%)	28.7% \| 15.6%	-983
	REDUCING	3	3	LONG	6	REDUCING	13	15	SHORT	ADDING	—	—	LONG	LIQUIDATION
PROPANE NON-LDH MT BEL NEW YORK MERCANTILE EXCHANGE	-67	1,195	1,262		1,365	350	24,957	24,607		-283	351	634		27,868
	-321 (-126.4%)	-33 (-2.7%)	+288 (+29.6%)	4.3% \| 4.5%	-113 (-7.6%)	+326 (+1,358.3%)	-1,085 (-4.2%)	-1,411 (-5.4%)	89.6% \| 88.3%	-5 (-1.8%)	-95 (-21.3%)	-90 (-12.4%)	1.3% \| 2.3%	-1,326
	REDUCING	1	5	SHORT	2	ADDING	35	35	LONG	REDUCING	—	—	SHORT	LIQUIDATION
PROPANE OPIS CONWAY INWELL FP ICE FUTURES ENERGY DIV	307	337	30		2,164	-527	8,785	9,312		220	471	251		11,757
	+647 (+190.3%)	+90 (+36.4%)	-557 (-94.9%)	2.9% \| 0.3%	-16 (-0.7%)	-692 (-419.4%)	-1,907 (-17.8%)	-1,215 (-11.5%)	74.7% \| 79.2%	+45 (+25.7%)	-74 (-13.6%)	-119 (-32.2%)	4.0% \| 2.1%	-1,907
	ADDING	4	2	LONG	6	REDUCING	19	20	SHORT	ADDING	—	—	LONG	LIQUIDATION
PROPANE OPIS MT BELV NONTET FP ICE FUTURES ENERGY DIV	-1,515	4,602	6,117		13,954	2,158	84,677	82,519		-643	196	839		103,429
	+1,275 (+45.7%)	+332 (+7.8%)	-943 (-13.4%)	4.4% \| 5.9%	-566 (-3.9%)	-1,091 (-33.6%)	-9,033 (-9.6%)	-7,942 (-8.8%)	81.9% \| 79.8%	-184 (-40.1%)	-15 (-7.1%)	+169 (+25.2%)	0.2% \| 0.8%	-9,282
	ADDING	5	6	SHORT	6	REDUCING	46	44	LONG	REDUCING	—	—	SHORT	LIQUIDATION
PROPANE OPIS MT BELVIEU TET FP ICE FUTURES ENERGY DIV	14,616	27,571	12,955		31,222	-14,309	115,811	130,120		-307	615	922		175,219
	-4,570 (-23.8%)	-609 (-2.2%)	+3,961 (+44.0%)	15.7% \| 7.4%	-8,671 (-21.7%)	+4,578 (+24.2%)	-13,735 (-10.6%)	-18,313 (-12.3%)	66.1% \| 74.3%	-8 (-2.7%)	+112 (+22.3%)	+120 (+15.0%)	0.4% \| 0.5%	-22,903
	REDUCING	18	16	LONG	22	ADDING	83	89	SHORT	REDUCING	—	—	SHORT	LIQUIDATION
UP DOWN GC ULSD VS HO SPR NEW YORK MERCANTILE EXCHANGE	-111	0	111		1,446	-7,570	22,323	29,893		7,681	13,241	5,560		37,010
	-231 (-192.5%)	-120 (-100.0%)	+111 (0.0%)	0.0% \| 0.3%	-322 (-18.2%)	+164 (+2.1%)	-10,917 (-32.8%)	-11,081 (-27.0%)	60.3% \| 80.8%	+67 (+0.9%)	-222 (-1.6%)	-289 (-4.9%)	35.8% \| 15.0%	-11,581
	REDUCING	0	1	SHORT	1	ADDING	14	13	SHORT	ADDING	—	—	LONG	LIQUIDATION
USGC HSFO (PLATTS) ICE FUTURES ENERGY DIV	5,210	6,184	974		2,067	-5,093	11,491	16,584		-117	15	132		19,757
	-3,594 (-40.8%)	-3,688 (-37.4%)	-94 (-8.8%)	31.3% \| 4.9%	-403 (-16.3%)	+3,590 (+41.3%)	-3,216 (-21.9%)	-6,806 (-29.1%)	58.2% \| 83.9%	+4 (+3.3%)	-19 (-55.9%)	-23 (-14.8%)	0.1% \| 0.7%	-7,326
	REDUCING	7	3	LONG	3	ADDING	34	44	SHORT	ADDING	—	—	SHORT	LIQUIDATION
USGC HSFO-PLATTS/BRENT 1ST LN ICE FUTURES ENERGY DIV	-1,077	1,781	2,858		1,008	1,004	5,717	4,713		73	89	16		8,595
	+1,112 (+50.8%)	-370 (-17.2%)	-1,482 (-34.1%)	20.7% \| 33.3%	+62 (+6.6%)	-1,106 (-52.4%)	-3,152 (-35.5%)	-2,046 (-30.3%)	66.5% \| 54.8%	-6 (-7.6%)	-8 (-8.2%)	-2 (-11.1%)	1.0% \| 0.2%	-3,468
	ADDING	4	5	SHORT	4	REDUCING	20	13	LONG	REDUCING	—	—	LONG	LIQUIDATION
Electricity & Power › CAISO Markets
CAISO NP-15 DA OFF-PK FIXED ICE FUTURES ENERGY DIV	-11,040	4,917	15,957		2,298	10,930	45,651	34,721		110	187	77		53,053
	-47 (-0.4%)	+538 (+12.3%)	+585 (+3.8%)	9.3% \| 30.1%	-81 (-3.4%)	+92 (+0.8%)	+1,828 (+4.2%)	+1,736 (+5.3%)	86.0% \| 65.4%	-45 (-29.0%)	-33 (-15.0%)	+12 (+18.5%)	0.4% \| 0.1%	+2,252
	REDUCING	5	5	SHORT	4	ADDING	24	15	LONG	REDUCING	—	—	LONG	BUILDUP
CAISO NP-15 PEAK ICE FUTURES ENERGY DIV	-18,032	1,652	19,684		2,347	17,900	48,510	30,610		132	164	32		52,673
	+1,444 (+7.4%)	+450 (+37.4%)	-994 (-4.8%)	3.1% \| 37.4%	+197 (+9.2%)	-1,569 (-8.1%)	-995 (-2.0%)	+574 (+1.9%)	92.1% \| 58.1%	+125 (+1,785.7%)	+15 (+10.1%)	-110 (-77.5%)	0.3% \| 0.1%	-333
	ADDING	5	7	SHORT	8	REDUCING	27	19	LONG	ADDING	—	—	LONG	LIQUIDATION
CAISO SP-15 DA OFF-PK FIXED ICE FUTURES ENERGY DIV	-16,663	2,763	19,426		11,273	16,664	69,331	52,667		-1	144	145		83,511
	-1,443 (-9.5%)	-110 (-3.8%)	+1,333 (+7.4%)	3.3% \| 23.3%	-21 (-0.2%)	+1,692 (+11.3%)	+2,443 (+3.7%)	+751 (+1.4%)	83.0% \| 63.1%	-249 (-100.4%)	-179 (-55.4%)	+70 (+93.3%)	0.2% \| 0.2%	+2,133
	REDUCING	6	4	SHORT	9	ADDING	32	25	LONG	REDUCING	—	—	SHORT	BUILDUP
CAISO SP-15 PEAK 0900-1600 HE ICE FUTURES ENERGY DIV	3,224	3,715	491		300	-3,165	9,720	12,885		-59	30	89		13,765
	-40 (-1.2%)	0 (0.0%)	+40 (+8.9%)	27.0% \| 3.6%	0 (0.0%)	+85 (+2.6%)	-3 (0.0%)	-88 (-0.7%)	70.6% \| 93.6%	-45 (-321.4%)	0 (0.0%)	+45 (+102.3%)	0.2% \| 0.6%	-3
	REDUCING	2	2	LONG	2	ADDING	11	10	SHORT	REDUCING	—	—	SHORT	LIQUIDATION
SP15 FIN DA PEAK FIXED ICE FUTURES ENERGY DIV	-6,828	10,902	17,730		10,523	6,583	92,013	85,430		245	523	278		113,961
	-3,107 (-83.5%)	-2,325 (-17.6%)	+782 (+4.6%)	9.6% \| 15.6%	+1,541 (+17.2%)	+3,423 (+108.3%)	+4,360 (+5.0%)	+937 (+1.1%)	80.7% \| 75.0%	-316 (-56.3%)	-290 (-35.7%)	+26 (+10.3%)	0.5% \| 0.2%	+3,286
	REDUCING	7	18	SHORT	11	ADDING	37	33	LONG	REDUCING	—	—	LONG	BUILDUP
Electricity & Power › ERCOT Markets
ERCOT – NORTH MONTHLY OFF-PEAK ICE FUTURES ENERGY DIV	2,646	14,200	11,554		3,406	-1,635	98,633	100,268		-1,011	620	1,631		116,859
	-200 (-7.0%)	0 (0.0%)	+200 (+1.8%)	12.2% \| 9.9%	0 (0.0%)	+200 (+10.9%)	+1,512 (+1.6%)	+1,312 (+1.3%)	84.4% \| 85.8%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.5% \| 1.4%	+1,512
	REDUCING	5	12	LONG	7	ADDING	25	26	SHORT	NEUTRAL	—	—	SHORT	BUILDUP
ERCOT Houston 345KV Hub RT 7×8 ICE FUTURES ENERGY DIV	225	225	0		0	-105	14,610	14,715		-120	0	120		14,835
	0 (0.0%)	0 (0.0%)	0 (0.0%)	1.5% \| 0.0%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	98.5% \| 99.2%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 0.8%	0
	NEUTRAL	1	0	LONG	0	NEUTRAL	12	10	SHORT	NEUTRAL	—	—	SHORT	NEUTRAL
ERCOT Houston 345KV RT OFF FIX ICE FUTURES ENERGY DIV	12,965	13,265	300		550	-13,558	27,776	41,334		593	593	0		42,184
	0 (0.0%)	0 (0.0%)	0 (0.0%)	31.4% \| 0.7%	0 (0.0%)	0 (0.0%)	+480 (+1.8%)	+480 (+1.2%)	65.8% \| 98.0%	0 (0.0%)	0 (0.0%)	0 (0.0%)	1.4% \| 0.0%	+480
	NEUTRAL	7	1	LONG	2	NEUTRAL	20	16	SHORT	NEUTRAL	—	—	LONG	BUILDUP
ERCOT HOUSTON 345KV RT PK FIX ICE FUTURES ENERGY DIV	12,005	13,040	1,035		550	-12,763	29,916	42,679		758	998	240		44,504
	0 (0.0%)	0 (0.0%)	0 (0.0%)	29.3% \| 2.3%	0 (0.0%)	-180 (-1.4%)	+180 (+0.6%)	+360 (+0.9%)	67.2% \| 95.9%	+180 (+31.1%)	+180 (+22.0%)	0 (0.0%)	2.2% \| 0.5%	+360
	NEUTRAL	7	2	LONG	2	REDUCING	20	16	SHORT	ADDING	—	—	LONG	BUILDUP
ERCOT N 345KV REAL T PK 2×16 ICE FUTURES ENERGY DIV	6,422	19,185	12,763		3,422	-6,725	105,015	111,740		303	492	189		128,114
	-34 (-0.5%)	+382 (+2.0%)	+416 (+3.4%)	15.0% \| 10.0%	-268 (-7.3%)	-57 (-0.9%)	+1,713 (+1.7%)	+1,770 (+1.6%)	82.0% \| 87.2%	+91 (+42.9%)	-7 (-1.4%)	-98 (-34.1%)	0.4% \| 0.1%	+1,820
	REDUCING	8	9	LONG	8	REDUCING	34	33	SHORT	ADDING	—	—	LONG	BUILDUP
ERCOT N 345KV REAL T PK DALY M ICE FUTURES ENERGY DIV	1,140	3,685	2,545		1,462	-1,475	8,055	9,530		335	860	525		14,062
	+1,785 (+276.7%)	+1,215 (+49.2%)	-570 (-18.3%)	26.2% \| 18.1%	+382 (+35.4%)	-1,985 (-389.2%)	+740 (+10.1%)	+2,725 (+40.0%)	57.3% \| 67.8%	+200 (+148.1%)	+195 (+29.3%)	-5 (-0.9%)	6.1% \| 3.7%	+2,532
	ADDING	11	12	LONG	12	REDUCING	28	28	SHORT	ADDING	—	—	LONG	BUILDUP
ERCOT NORTH 345K RT OFFPK DLY ICE FUTURES ENERGY DIV	840	1,448	608		632	-1,136	1,752	2,888		296	904	608		4,736
	-280 (-25.0%)	-128 (-8.1%)	+152 (+33.3%)	30.6% \| 12.8%	-8 (-1.3%)	-24 (-2.2%)	-1,256 (-41.8%)	-1,232 (-29.9%)	37.0% \| 61.0%	+304 (+3,800.0%)	+440 (+94.8%)	+136 (+28.8%)	19.1% \| 12.8%	-952
	REDUCING	5	5	LONG	5	REDUCING	11	11	SHORT	ADDING	—	—	LONG	LIQUIDATION
ERCOT NORTH 345KV DA PK DLY FI ICE FUTURES ENERGY DIV	-3,125	2,600	5,725		900	3,225	5,950	2,725		-100	0	100		9,450
	-850 (-37.4%)	-950 (-26.8%)	-100 (-1.7%)	27.5% \| 60.6%	-1,250 (-58.1%)	+950 (+41.8%)	-2,775 (-31.8%)	-3,725 (-57.8%)	63.0% \| 28.8%	-100 (0.0%)	0 (0.0%)	+100 (0.0%)	0.0% \| 1.1%	-4,975
	REDUCING	5	7	SHORT	4	ADDING	6	9	LONG	REDUCING	—	—	SHORT	LIQUIDATION
ERCOT North 345KV Hub RT 7×16 ICE FUTURES ENERGY DIV	-2,470	685	3,155		400	2,330	17,216	14,886		140	260	120		18,561
	-150 (-6.5%)	-150 (-18.0%)	0 (0.0%)	3.7% \| 17.0%	+100 (+33.3%)	+150 (+6.9%)	+160 (+0.9%)	+10 (+0.1%)	92.8% \| 80.2%	0 (0.0%)	0 (0.0%)	0 (0.0%)	1.4% \| 0.6%	+110
	REDUCING	3	3	SHORT	3	ADDING	18	18	LONG	NEUTRAL	—	—	LONG	BUILDUP
ERCOT North 345KV Hub RT 7×8 ICE FUTURES ENERGY DIV	103,173	109,114	5,941		16,234	-103,512	94,145	197,657		339	632	293		220,125
	-3,895 (-3.6%)	-3,597 (-3.2%)	+298 (+5.3%)	49.6% \| 2.7%	+1,767 (+12.2%)	+3,885 (+3.6%)	+2,738 (+3.0%)	-1,147 (-0.6%)	42.8% \| 89.8%	+10 (+3.0%)	+5 (+0.8%)	-5 (-1.7%)	0.3% \| 0.1%	+913
	REDUCING	17	6	LONG	15	ADDING	31	30	SHORT	ADDING	—	—	LONG	BUILDUP
ERCOT NORTH 345KV RT PK FIX ICE FUTURES ENERGY DIV	82,038	112,765	30,727		24,403	-82,466	131,923	214,389		428	1,166	738		270,257
	-3,287 (-3.9%)	-1,929 (-1.7%)	+1,358 (+4.6%)	41.7% \| 11.4%	-64 (-0.3%)	+3,377 (+3.9%)	+5,023 (+4.0%)	+1,646 (+0.8%)	48.8% \| 79.3%	-90 (-17.4%)	-54 (-4.4%)	+36 (+5.1%)	0.4% \| 0.3%	+2,976
	REDUCING	25	30	LONG	28	ADDING	47	48	SHORT	REDUCING	—	—	LONG	BUILDUP
ERCOT SOUTH 345 KV RT PEAK FIX ICE FUTURES ENERGY DIV	-4,080	395	4,475		0	4,314	32,202	27,888		-234	325	559		32,922
	0 (0.0%)	0 (0.0%)	0 (0.0%)	1.2% \| 13.6%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	97.8% \| 84.7%	0 (0.0%)	0 (0.0%)	0 (0.0%)	1.0% \| 1.7%	0
	NEUTRAL	3	2	SHORT	0	NEUTRAL	17	12	LONG	NEUTRAL	—	—	SHORT	NEUTRAL
ERCOT WEST 345K RT OFF-PEAK ICE FUTURES ENERGY DIV	-2,845	1,092	3,937		708	2,957	30,136	27,179		-112	188	300		32,124
	0 (0.0%)	0 (0.0%)	0 (0.0%)	3.4% \| 12.3%	0 (0.0%)	+280 (+10.5%)	+227 (+0.8%)	-53 (-0.2%)	93.8% \| 84.6%	-280 (-166.7%)	-280 (-59.8%)	0 (0.0%)	0.6% \| 0.9%	-53
	NEUTRAL	2	2	SHORT	3	ADDING	19	15	LONG	REDUCING	—	—	SHORT	LIQUIDATION
ERCOT WEST 345KV RT PEAK ICE FUTURES ENERGY DIV	-3,042	1,092	4,134		708	3,154	30,285	27,131		-112	188	300		32,273
	-45 (-1.5%)	0 (0.0%)	+45 (+1.1%)	3.4% \| 12.8%	0 (0.0%)	+325 (+11.5%)	+262 (+0.9%)	-63 (-0.2%)	93.8% \| 84.1%	-280 (-166.7%)	-280 (-59.8%)	0 (0.0%)	0.6% \| 0.9%	-18
	REDUCING	2	3	SHORT	3	ADDING	19	15	LONG	REDUCING	—	—	SHORT	LIQUIDATION
ERCOT-SOUTH MONTHLY OFFPEAK ICE FUTURES ENERGY DIV	-4,330	95	4,425		0	4,544	30,795	26,251		-214	325	539		31,215
	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.3% \| 14.2%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	98.7% \| 84.1%	0 (0.0%)	0 (0.0%)	0 (0.0%)	1.0% \| 1.7%	0
	NEUTRAL	2	2	SHORT	0	NEUTRAL	16	12	LONG	NEUTRAL	—	—	SHORT	NEUTRAL
ERCOT.HB_NORTH_month_7x8_rtp NODAL EXCHANGE	8,850	9,100	250		1,800	-9,030	22,250	31,280		180	1,565	1,385		34,715
	0 (0.0%)	0 (0.0%)	0 (0.0%)	26.2% \| 0.7%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	64.1% \| 90.1%	0 (0.0%)	0 (0.0%)	0 (0.0%)	4.5% \| 4.0%	0
	NEUTRAL	2	1	LONG	1	NEUTRAL	16	17	SHORT	NEUTRAL	—	—	LONG	NEUTRAL
ERCOT.HB_NORTH_month_off_rtp NODAL EXCHANGE	-975	0	975		900	1,104	73,314	72,210		-129	7,894	8,023		82,108
	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 1.2%	0 (0.0%)	0 (0.0%)	+240 (+0.3%)	+240 (+0.3%)	89.3% \| 87.9%	0 (0.0%)	0 (0.0%)	0 (0.0%)	9.6% \| 9.8%	+240
	NEUTRAL	0	1	SHORT	1	NEUTRAL	15	19	LONG	NEUTRAL	—	—	SHORT	BUILDUP
ERCOT.HB_NORTH_month_on_rtp NODAL EXCHANGE	-25	1,925	1,950		950	25	71,863	71,838		0	9,675	9,675		84,413
	-900 (-102.9%)	0 (0.0%)	+900 (+85.7%)	2.3% \| 2.3%	0 (0.0%)	+900 (+102.9%)	+750 (+1.1%)	-150 (-0.2%)	85.1% \| 85.1%	0 (0.0%)	0 (0.0%)	0 (0.0%)	11.5% \| 11.5%	+750
	REDUCING	1	2	SHORT	2	ADDING	17	21	LONG	NEUTRAL	—	—	SHORT	BUILDUP
Electricity & Power › ISO-NE Markets
ISO NE MASS HUB DA OFF-PK FIXD ICE FUTURES ENERGY DIV	-1,143	5,800	6,943		3,940	744	58,033	57,289		399	493	94		68,266
	+625 (+35.4%)	+864 (+17.5%)	+239 (+3.6%)	8.5% \| 10.2%	+131 (+3.4%)	-611 (-45.1%)	+560 (+1.0%)	+1,171 (+2.1%)	85.0% \| 83.9%	-14 (-3.4%)	+5 (+1.0%)	+19 (+25.3%)	0.7% \| 0.1%	+1,560
	ADDING	5	10	SHORT	7	REDUCING	29	29	LONG	REDUCING	—	—	LONG	BUILDUP
ISO NE MASS HUB DA PEAK ICE FUTURES ENERGY DIV	-12,683	6,106	18,789		7,759	12,255	84,751	72,496		428	724	296		99,340
	+516 (+3.9%)	+1,112 (+22.3%)	+596 (+3.3%)	6.1% \| 18.9%	+359 (+4.9%)	-506 (-4.0%)	+240 (+0.3%)	+746 (+1.0%)	85.3% \| 73.0%	-10 (-2.3%)	-28 (-3.7%)	-18 (-5.7%)	0.7% \| 0.3%	+1,683
	ADDING	5	20	SHORT	15	REDUCING	34	27	LONG	REDUCING	—	—	LONG	BUILDUP
ISONE.H.INTERNAL_HB_mo_off_dap NODAL EXCHANGE	11,668	13,778	2,110		453	-11,290	60,325	71,615		-378	9,995	10,373		84,551
	+345 (+3.0%)	+230 (+1.7%)	-115 (-5.2%)	16.3% \| 2.5%	0 (0.0%)	-260 (-2.4%)	+1,015 (+1.7%)	+1,275 (+1.8%)	71.3% \| 84.7%	-85 (-29.0%)	+606 (+6.5%)	+691 (+7.1%)	11.8% \| 12.3%	+1,851
	ADDING	4	2	LONG	2	REDUCING	21	26	SHORT	REDUCING	—	—	SHORT	BUILDUP
ISONE.H.INTERNAL_HUB_mo_on_dap NODAL EXCHANGE	12,383	15,108	2,725		340	-12,239	65,711	77,950		-144	11,265	11,409		92,424
	+345 (+2.9%)	+230 (+1.5%)	-115 (-4.0%)	16.3% \| 2.9%	0 (0.0%)	-265 (-2.2%)	+84 (+0.1%)	+349 (+0.4%)	71.1% \| 84.3%	-80 (-125.0%)	+732 (+6.9%)	+812 (+7.7%)	12.2% \| 12.3%	+1,046
	ADDING	4	2	LONG	2	REDUCING	20	25	SHORT	REDUCING	—	—	SHORT	BUILDUP
Electricity & Power › MISO Markets
MISO IN. DAY-AHEAD PEAK ICE FUTURES ENERGY DIV	-5,337	839	6,176		368	5,025	20,054	15,029		312	441	129		21,702
	-179 (-3.5%)	+235 (+38.9%)	+414 (+7.2%)	3.9% \| 28.5%	0 (0.0%)	+180 (+3.7%)	+3,044 (+17.9%)	+2,864 (+23.5%)	92.4% \| 69.3%	-1 (-0.3%)	0 (0.0%)	+1 (+0.8%)	2.0% \| 0.6%	+3,279
	REDUCING	3	7	SHORT	2	ADDING	26	16	LONG	REDUCING	—	—	LONG	BUILDUP
MISO IN. REAL-TIME OFF-PEAK ICE FUTURES ENERGY DIV	-6,774	4,755	11,529		300	6,644	30,588	23,944		130	436	306		36,079
	-41 (-0.6%)	+300 (+6.7%)	+341 (+3.0%)	13.2% \| 32.0%	0 (0.0%)	+41 (+0.6%)	-452 (-1.5%)	-493 (-2.0%)	84.8% \| 66.4%	0 (0.0%)	0 (0.0%)	0 (0.0%)	1.2% \| 0.8%	-152
	REDUCING	1	3	SHORT	2	ADDING	23	19	LONG	NEUTRAL	—	—	LONG	LIQUIDATION
MISO INDIANA OFF-PEAK ICE FUTURES ENERGY DIV	-11,385	155	11,540		220	11,005	32,710	21,705		380	433	53		33,518
	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.5% \| 34.4%	0 (0.0%)	-25 (-0.2%)	+1,162 (+3.7%)	+1,187 (+5.8%)	97.6% \| 64.8%	+25 (+7.0%)	+1 (+0.2%)	-24 (-31.2%)	1.3% \| 0.2%	+1,163
	NEUTRAL	2	2	SHORT	1	REDUCING	23	18	LONG	ADDING	—	—	LONG	BUILDUP
MISO INDIANA HUB RT PEAK ICE FUTURES ENERGY DIV	-8,383	9,174	17,557		10	8,002	35,228	27,226		381	661	280		45,073
	+716 (+7.9%)	+1,503 (+19.6%)	+787 (+4.7%)	20.4% \| 39.0%	0 (0.0%)	-716 (-8.2%)	+765 (+2.2%)	+1,481 (+5.8%)	78.2% \| 60.4%	0 (0.0%)	-5 (-0.8%)	-5 (-1.8%)	1.5% \| 0.6%	+2,263
	ADDING	2	3	SHORT	1	REDUCING	22	19	LONG	NEUTRAL	—	—	LONG	BUILDUP
MISO.INDIANA.HUB_month_off_dap NODAL EXCHANGE	-3,140	0	3,140		525	3,432	18,565	15,133		-292	2,085	2,377		21,175
	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 14.8%	0 (0.0%)	0 (0.0%)	+205 (+1.1%)	+205 (+1.4%)	87.7% \| 71.5%	0 (0.0%)	-165 (-7.3%)	-165 (-6.5%)	9.8% \| 11.2%	+40
	NEUTRAL	0	2	SHORT	2	NEUTRAL	14	14	LONG	NEUTRAL	—	—	SHORT	BUILDUP
MISO.INDIANA.HUB_month_off_rtp NODAL EXCHANGE	-3,815	1,350	5,165		0	3,575	24,168	20,593		240	2,522	2,282		28,040
	0 (0.0%)	0 (0.0%)	0 (0.0%)	4.8% \| 18.4%	0 (0.0%)	0 (0.0%)	-30 (-0.1%)	-30 (-0.1%)	86.2% \| 73.4%	0 (0.0%)	0 (0.0%)	0 (0.0%)	9.0% \| 8.1%	-30
	NEUTRAL	1	1	SHORT	0	NEUTRAL	16	15	LONG	NEUTRAL	—	—	LONG	LIQUIDATION
MISO.INDIANA.HUB_month_on_dap NODAL EXCHANGE	-2,996	0	2,996		670	3,638	19,154	15,516		-642	2,210	2,852		22,034
	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 13.6%	0 (0.0%)	0 (0.0%)	+200 (+1.1%)	+200 (+1.3%)	86.9% \| 70.4%	0 (0.0%)	-290 (-11.6%)	-290 (-9.2%)	10.0% \| 12.9%	-90
	NEUTRAL	0	2	SHORT	2	NEUTRAL	16	14	LONG	NEUTRAL	—	—	SHORT	LIQUIDATION
Electricity & Power › NYISO Markets
NYISO ZONE A DA OFF-PK FIX PR ICE FUTURES ENERGY DIV	-2,028	1,666	3,694		220	1,582	28,929	27,347		446	761	315		31,576
	-43 (-2.2%)	-221 (-11.7%)	-178 (-4.6%)	5.3% \| 11.7%	+1 (+0.5%)	+107 (+7.3%)	-276 (-0.9%)	-383 (-1.4%)	91.6% \| 86.6%	-64 (-12.5%)	-129 (-14.5%)	-65 (-17.1%)	2.4% \| 1.0%	-625
	REDUCING	4	2	SHORT	5	ADDING	22	19	LONG	REDUCING	—	—	LONG	LIQUIDATION
NYISO ZONE A DA PEAK ICE FUTURES ENERGY DIV	-3,620	680	4,300		215	3,379	28,530	25,151		241	603	362		30,028
	+80 (+2.2%)	-175 (-20.5%)	-255 (-5.6%)	2.3% \| 14.3%	-10 (-4.4%)	-81 (-2.3%)	-495 (-1.7%)	-414 (-1.6%)	95.0% \| 83.8%	+1 (+0.4%)	-4 (-0.7%)	-5 (-1.4%)	2.0% \| 1.2%	-684
	ADDING	4	3	SHORT	3	REDUCING	25	22	LONG	ADDING	—	—	LONG	LIQUIDATION
NYISO ZONE G DA OFF-PK ICE FUTURES ENERGY DIV	-2,490	2,054	4,544		470	2,588	17,843	15,255		-98	369	467		20,736
	-9 (-0.4%)	-66 (-3.1%)	-57 (-1.2%)	9.9% \| 21.9%	-88 (-15.8%)	-173 (-6.3%)	-748 (-4.0%)	-575 (-3.6%)	86.0% \| 73.6%	+182 (+65.0%)	+179 (+94.2%)	-3 (-0.6%)	1.8% \| 2.3%	-723
	REDUCING	4	4	SHORT	3	REDUCING	22	24	LONG	ADDING	—	—	SHORT	LIQUIDATION
NYISO ZONE G DA PEAK ICE FUTURES ENERGY DIV	-4,313	1,846	6,159		1,131	3,688	20,863	17,175		625	794	169		24,634
	+412 (+8.7%)	-272 (-12.8%)	-684 (-10.0%)	7.5% \| 25.0%	-33 (-2.8%)	-465 (-11.2%)	-1,030 (-4.7%)	-565 (-3.2%)	84.7% \| 69.7%	+53 (+9.3%)	+125 (+18.7%)	+72 (+74.2%)	3.2% \| 0.7%	-1,210
	ADDING	8	6	SHORT	4	REDUCING	24	23	LONG	ADDING	—	—	LONG	LIQUIDATION
NYISO ZONE J DA PEAK ICE FUTURES ENERGY DIV	517	1,677	1,160		80	-154	6,558	6,712		-363	148	511		8,463
	-87 (-14.4%)	-52 (-3.0%)	+35 (+3.1%)	19.8% \| 13.7%	-55 (-40.7%)	+292 (+65.5%)	-56 (-0.8%)	-348 (-4.9%)	77.5% \| 79.3%	-205 (-129.7%)	-118 (-44.4%)	+87 (+20.5%)	1.7% \| 6.0%	-281
	REDUCING	2	2	LONG	1	ADDING	13	11	SHORT	REDUCING	—	—	SHORT	LIQUIDATION
NYISO.CENTRL_month_off_dap NODAL EXCHANGE	11,275	11,275	0		0	-11,865	23,995	35,860		590	1,075	485		36,345
	0 (0.0%)	0 (0.0%)	0 (0.0%)	31.0% \| 0.0%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	66.0% \| 98.7%	0 (0.0%)	0 (0.0%)	0 (0.0%)	3.0% \| 1.3%	0
	NEUTRAL	4	0	LONG	0	NEUTRAL	15	5	SHORT	NEUTRAL	—	—	LONG	NEUTRAL
NYISO.CENTRL_month_on_dap NODAL EXCHANGE	12,812	12,812	0		0	-13,480	24,680	38,160		668	1,123	455		38,615
	0 (0.0%)	0 (0.0%)	0 (0.0%)	33.2% \| 0.0%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	63.9% \| 98.8%	0 (0.0%)	0 (0.0%)	0 (0.0%)	2.9% \| 1.2%	0
	NEUTRAL	4	0	LONG	0	NEUTRAL	14	6	SHORT	NEUTRAL	—	—	LONG	NEUTRAL
NYISO.HUD VL_month_off_dap NODAL EXCHANGE	-8,415	970	9,385		625	8,535	34,078	25,543		-120	4,079	4,199		39,752
	+80 (+0.9%)	0 (0.0%)	-80 (-0.8%)	2.4% \| 23.6%	-300 (-32.4%)	-80 (-0.9%)	+255 (+0.8%)	+335 (+1.3%)	85.7% \| 64.3%	0 (0.0%)	+190 (+4.9%)	+190 (+4.7%)	10.3% \| 10.6%	+145
	ADDING	2	3	SHORT	2	REDUCING	25	21	LONG	NEUTRAL	—	—	SHORT	BUILDUP
NYISO.HUD VL_month_on_dap NODAL EXCHANGE	-8,326	1,270	9,596		1,055	8,296	34,707	26,411		30	4,888	4,858		41,920
	+80 (+1.0%)	0 (0.0%)	-80 (-0.8%)	3.0% \| 22.9%	-300 (-22.1%)	-80 (-1.0%)	-125 (-0.4%)	-45 (-0.2%)	82.8% \| 63.0%	0 (0.0%)	+60 (+1.2%)	+60 (+1.3%)	11.7% \| 11.6%	-365
	ADDING	2	3	SHORT	2	REDUCING	25	21	LONG	NEUTRAL	—	—	LONG	LIQUIDATION
NYISO.N.Y.C._month_off_dap NODAL EXCHANGE	175	475	300		0	-932	22,706	23,638		757	4,237	3,480		27,418
	0 (0.0%)	0 (0.0%)	0 (0.0%)	1.7% \| 1.1%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	82.8% \| 86.2%	0 (0.0%)	0 (0.0%)	0 (0.0%)	15.5% \| 12.7%	0
	NEUTRAL	1	1	LONG	0	NEUTRAL	16	15	SHORT	NEUTRAL	—	—	LONG	NEUTRAL
NYISO.N.Y.C._month_on_dap NODAL EXCHANGE	475	775	300		60	-1,059	23,639	24,698		584	4,109	3,525		28,583
	0 (0.0%)	0 (0.0%)	0 (0.0%)	2.7% \| 1.0%	0 (0.0%)	0 (0.0%)	+215 (+0.9%)	+215 (+0.9%)	82.7% \| 86.4%	0 (0.0%)	-140 (-3.3%)	-140 (-3.8%)	14.4% \| 12.3%	+75
	NEUTRAL	2	1	LONG	1	NEUTRAL	18	17	SHORT	NEUTRAL	—	—	LONG	BUILDUP
NYISO.WEST_month_off_dap NODAL EXCHANGE	-2,416	70	2,486		1,598	2,304	32,010	29,706		112	2,513	2,401		36,191
	-295 (-13.9%)	0 (0.0%)	+295 (+13.5%)	0.2% \| 6.9%	-175 (-9.9%)	+295 (+14.7%)	+394 (+1.2%)	+99 (+0.3%)	88.4% \| 82.1%	0 (0.0%)	0 (0.0%)	0 (0.0%)	6.9% \| 6.6%	+219
	REDUCING	1	4	SHORT	2	ADDING	13	17	LONG	NEUTRAL	—	—	LONG	BUILDUP
NYISO.WEST_month_on_dap NODAL EXCHANGE	-2,782	100	2,882		1,356	2,795	32,865	30,070		-13	2,672	2,685		36,993
	-175 (-6.7%)	0 (0.0%)	+175 (+6.5%)	0.3% \| 7.8%	-175 (-11.4%)	+295 (+11.8%)	+730 (+2.3%)	+435 (+1.5%)	88.8% \| 81.3%	-120 (-112.1%)	0 (0.0%)	+120 (+4.7%)	7.2% \| 7.3%	+555
	REDUCING	1	3	SHORT	2	ADDING	18	17	LONG	REDUCING	—	—	SHORT	BUILDUP
Electricity & Power › PJM Markets
PJM AEP DAYTON DA PEAK ICE FUTURES ENERGY DIV	5,319	21,518	16,199		790	-5,103	39,113	44,216		-216	290	506		61,711
	-64 (-1.2%)	-105 (-0.5%)	-41 (-0.3%)	34.9% \| 26.2%	-260 (-24.8%)	-9 (-0.2%)	-2,600 (-6.2%)	-2,591 (-5.5%)	63.4% \| 71.7%	+73 (+25.3%)	+5 (+1.8%)	-68 (-11.8%)	0.5% \| 0.8%	-2,960
	REDUCING	8	9	LONG	4	REDUCING	33	28	SHORT	ADDING	—	—	SHORT	LIQUIDATION
PJM AEP DAYTON HUB DA OFF-PK ICE FUTURES ENERGY DIV	6,270	20,819	14,549		795	-6,645	30,915	37,560		375	924	549		53,453
	+298 (+5.0%)	-89 (-0.4%)	-387 (-2.6%)	38.9% \| 27.2%	-250 (-23.9%)	-630 (-10.5%)	-2,911 (-8.6%)	-2,281 (-5.7%)	57.8% \| 70.3%	+332 (+772.1%)	+291 (+46.0%)	-41 (-6.9%)	1.7% \| 1.0%	-2,959
	ADDING	6	7	LONG	3	REDUCING	30	25	SHORT	ADDING	—	—	LONG	LIQUIDATION
PJM AEP DAYTON RT OFF-PK FIXED ICE FUTURES ENERGY DIV	10,419	21,206	10,787		3,050	-10,542	32,262	42,804		123	711	588		57,229
	-340 (-3.2%)	-1,200 (-5.4%)	-860 (-7.4%)	37.1% \| 18.8%	-358 (-10.5%)	+109 (+1.0%)	-2,554 (-7.3%)	-2,663 (-5.9%)	56.4% \| 74.8%	+231 (+213.9%)	+225 (+46.3%)	-6 (-1.0%)	1.2% \| 1.0%	-3,887
	REDUCING	4	7	LONG	6	ADDING	29	27	SHORT	ADDING	—	—	LONG	LIQUIDATION
PJM AEP DAYTON RT PEAK FIXED ICE FUTURES ENERGY DIV	10,408	26,060	15,652		2,796	-10,513	36,441	46,954		105	544	439		65,841
	+1,119 (+12.0%)	-1,520 (-5.5%)	-2,639 (-14.4%)	39.6% \| 23.8%	+280 (+11.1%)	-1,291 (-14.0%)	-1,747 (-4.6%)	-456 (-1.0%)	55.3% \| 71.3%	+172 (+256.7%)	+53 (+10.8%)	-119 (-21.3%)	0.8% \| 0.7%	-2,934
	ADDING	14	9	LONG	11	REDUCING	34	32	SHORT	ADDING	—	—	LONG	LIQUIDATION
PJM N. IL HUB DA OFF-PK ICE FUTURES ENERGY DIV	2,480	4,141	1,661		224	-2,708	20,814	23,522		228	902	674		26,081
	-276 (-10.0%)	-361 (-8.0%)	-85 (-4.9%)	15.9% \| 6.4%	0 (0.0%)	+212 (+7.3%)	-1,417 (-6.4%)	-1,629 (-6.5%)	79.8% \| 90.2%	+64 (+39.0%)	+27 (+3.1%)	-37 (-5.2%)	3.5% \| 2.6%	-1,751
	REDUCING	3	2	LONG	1	ADDING	20	17	SHORT	ADDING	—	—	LONG	LIQUIDATION
PJM N. IL HUB DA PEAK ICE FUTURES ENERGY DIV	2,371	4,121	1,750		7	-2,390	21,054	23,444		19	730	711		25,912
	-510 (-17.7%)	-360 (-8.0%)	+150 (+9.4%)	15.9% \| 6.8%	-200 (-96.6%)	+515 (+17.7%)	-977 (-4.4%)	-1,492 (-6.0%)	81.3% \| 90.5%	-5 (-20.8%)	-13 (-1.7%)	-8 (-1.1%)	2.8% \| 2.7%	-1,550
	REDUCING	3	3	LONG	1	ADDING	21	16	SHORT	REDUCING	—	—	LONG	LIQUIDATION
PJM N. IL HUB RT PEAK ICE FUTURES ENERGY DIV	23,540	23,635	95		802	-24,023	42,235	66,258		483	974	491		67,646
	-434 (-1.8%)	-537 (-2.2%)	-103 (-52.0%)	34.9% \| 0.1%	-96 (-10.7%)	+405 (+1.7%)	-1,315 (-3.0%)	-1,720 (-2.5%)	62.4% \| 97.9%	+29 (+6.4%)	+26 (+2.7%)	-3 (-0.6%)	1.4% \| 0.7%	-1,922
	REDUCING	5	3	LONG	5	ADDING	24	22	SHORT	ADDING	—	—	LONG	LIQUIDATION
PJM NI HUB RT OFF-PK FIXED ICE FUTURES ENERGY DIV	53,023	53,073	50		2,810	-53,136	25,745	78,881		113	931	818		82,559
	-1,088 (-2.0%)	-1,088 (-2.0%)	0 (0.0%)	64.3% \| 0.1%	-3 (-0.1%)	+1,027 (+1.9%)	-1,329 (-4.9%)	-2,356 (-2.9%)	31.2% \| 95.5%	+61 (+117.3%)	+18 (+2.0%)	-43 (-5.0%)	1.1% \| 1.0%	-2,402
	REDUCING	6	1	LONG	3	ADDING	23	23	SHORT	ADDING	—	—	LONG	LIQUIDATION
PJM PPL ZONE DA OFF-PEAK FIXED ICE FUTURES ENERGY DIV	340	910	570		450	-661	15,686	16,347		321	321	0		17,367
	-405 (-54.4%)	-425 (-31.8%)	-20 (-3.4%)	5.2% \| 3.3%	+250 (+125.0%)	+389 (+37.0%)	-401 (-2.5%)	-790 (-4.6%)	90.3% \| 94.1%	+16 (+5.2%)	+16 (+5.2%)	0 (0.0%)	1.8% \| 0.0%	-560
	REDUCING	1	2	LONG	1	ADDING	13	11	SHORT	ADDING	—	—	LONG	LIQUIDATION
PJM PPL ZONE DA PEAK ICE FUTURES ENERGY DIV	340	910	570		450	-661	16,586	17,247		321	321	0		18,267
	-355 (-51.1%)	-425 (-31.8%)	-70 (-10.9%)	5.0% \| 3.1%	+225 (+100.0%)	+299 (+31.1%)	-571 (-3.3%)	-870 (-4.8%)	90.8% \| 94.4%	+56 (+21.1%)	+56 (+21.1%)	0 (0.0%)	1.8% \| 0.0%	-715
	REDUCING	1	2	LONG	1	ADDING	14	11	SHORT	ADDING	—	—	LONG	LIQUIDATION
PJM.PSEG_month_on_dap NODAL EXCHANGE	-13,922	8,973	22,895		50	13,580	74,054	60,474		342	8,662	8,320		91,739
	+1,620 (+10.4%)	+895 (+11.1%)	-725 (-3.1%)	9.8% \| 25.0%	-50 (-50.0%)	-1,581 (-10.4%)	+7 (+0.0%)	+1,588 (+2.7%)	80.7% \| 65.9%	-39 (-10.2%)	-356 (-3.9%)	-317 (-3.7%)	9.4% \| 9.1%	+496
	ADDING	4	4	SHORT	1	REDUCING	26	23	LONG	REDUCING	—	—	LONG	BUILDUP
PJM WESTERN HUB DA OFF-PK ICE FUTURES ENERGY DIV	14,186	23,777	9,591		2,083	-14,272	93,173	107,445		86	375	289		119,408
	-476 (-3.2%)	-1,519 (-6.0%)	-1,043 (-9.8%)	19.9% \| 8.0%	-60 (-2.8%)	+195 (+1.3%)	-2,292 (-2.4%)	-2,487 (-2.3%)	78.0% \| 90.0%	+281 (+144.1%)	-5 (-1.3%)	-286 (-49.7%)	0.3% \| 0.2%	-3,876
	REDUCING	11	8	LONG	4	ADDING	38	29	SHORT	ADDING	—	—	LONG	LIQUIDATION
PJM WESTERN HUB DA PEAK ICE FUTURES ENERGY DIV	20,208	29,529	9,321		2,491	-20,153	91,241	111,394		-55	442	497		123,703
	+990 (+5.2%)	-639 (-2.1%)	-1,629 (-14.9%)	23.9% \| 7.5%	-247 (-9.0%)	-1,117 (-5.9%)	-3,116 (-3.3%)	-1,999 (-1.8%)	73.8% \| 90.0%	+127 (+69.8%)	+48 (+12.2%)	-79 (-13.7%)	0.4% \| 0.4%	-3,954
	ADDING	18	12	LONG	6	REDUCING	40	37	SHORT	ADDING	—	—	SHORT	LIQUIDATION
PJM WESTERN HUB RT OFF ICE FUTURES ENERGY DIV	89,637	100,760	11,123		33,474	-90,306	129,574	219,880		669	1,148	479		264,956
	-7,856 (-8.1%)	-6,771 (-6.3%)	+1,085 (+10.8%)	38.0% \| 4.2%	+2,579 (+8.3%)	+7,934 (+8.1%)	+722 (+0.6%)	-7,212 (-3.2%)	48.9% \| 83.0%	-78 (-10.4%)	+99 (+9.4%)	+177 (+58.6%)	0.4% \| 0.2%	-3,371
	REDUCING	29	11	LONG	18	ADDING	41	38	SHORT	REDUCING	—	—	LONG	LIQUIDATION
PJM WESTERN HUB RT PEAK MINI ICE FUTURES ENERGY DIV	-16,054	72,369	88,423		62,496	16,145	250,171	234,026		-91	941	1,032		385,977
	-22,211 (-360.7%)	-16,829 (-18.9%)	+5,382 (+6.5%)	18.7% \| 22.9%	+3,885 (+6.6%)	+22,307 (+362.0%)	+10,430 (+4.4%)	-11,877 (-4.8%)	64.8% \| 60.6%	-96 (-1,920.0%)	-131 (-12.2%)	-35 (-3.3%)	0.2% \| 0.3%	-2,645
	REDUCING	53	19	SHORT	43	ADDING	49	48	LONG	REDUCING	—	—	SHORT	LIQUIDATION
PJM.AEP_month_off_dap NODAL EXCHANGE	-3,310	2,386	5,696		105	2,897	27,551	24,654		413	893	480		30,935
	+230 (+6.5%)	-135 (-5.4%)	-365 (-6.0%)	7.7% \| 18.4%	0 (0.0%)	-212 (-6.8%)	-1,610 (-5.5%)	-1,398 (-5.4%)	89.1% \| 79.7%	-18 (-4.2%)	-18 (-2.0%)	0 (0.0%)	2.9% \| 1.6%	-1,763
	ADDING	2	1	SHORT	1	REDUCING	17	6	LONG	REDUCING	—	—	LONG	LIQUIDATION
PJM.AEP_month_on_dap NODAL EXCHANGE	-3,310	2,386	5,696		105	2,857	27,516	24,659		453	933	480		30,940
	+230 (+6.5%)	-135 (-5.4%)	-365 (-6.0%)	7.7% \| 18.4%	0 (0.0%)	-207 (-6.8%)	-1,610 (-5.5%)	-1,403 (-5.4%)	88.9% \| 79.7%	-23 (-4.8%)	-23 (-2.4%)	0 (0.0%)	3.0% \| 1.6%	-1,768
	ADDING	2	1	SHORT	1	REDUCING	17	6	LONG	REDUCING	—	—	LONG	LIQUIDATION
PJM.AEP-DAYTON HUB_mo_off_dap NODAL EXCHANGE	10,934	17,963	7,029		1,260	-10,556	60,790	71,346		-378	20,739	21,117		100,752
	+4,431 (+68.1%)	+4,051 (+29.1%)	-380 (-5.1%)	17.8% \| 7.0%	-495 (-28.2%)	-4,471 (-73.5%)	-8,141 (-11.8%)	-3,670 (-4.9%)	60.3% \| 70.8%	+40 (+9.6%)	-505 (-2.4%)	-545 (-2.5%)	20.6% \| 21.0%	-5,090
	ADDING	6	4	LONG	3	REDUCING	19	25	SHORT	ADDING	—	—	SHORT	LIQUIDATION
PJM.AEP-DAYTON HUB_mo_off_rtp NODAL EXCHANGE	9,982	12,272	2,290		2,984	-9,922	54,942	64,864		-60	9,451	9,511		79,649
	-5,391 (-35.1%)	-6,476 (-34.5%)	-1,085 (-32.1%)	15.4% \| 2.9%	+2,569 (+619.0%)	+5,391 (+35.2%)	-104 (-0.2%)	-5,495 (-7.8%)	69.0% \| 81.4%	0 (0.0%)	0 (0.0%)	0 (0.0%)	11.9% \| 11.9%	-4,011
	REDUCING	6	4	LONG	4	ADDING	22	23	SHORT	NEUTRAL	—	—	SHORT	LIQUIDATION
PJM.AEP-DAYTON HUB_mo_on_dap NODAL EXCHANGE	8,229	18,008	9,779		1,350	-7,771	64,587	72,358		-458	21,371	21,829		105,316
	+4,257 (+107.2%)	+3,827 (+27.0%)	-430 (-4.2%)	17.1% \| 9.3%	-585 (-30.2%)	-4,307 (-124.3%)	-7,425 (-10.3%)	-3,118 (-4.1%)	61.3% \| 68.7%	+50 (+9.8%)	-535 (-2.4%)	-585 (-2.6%)	20.3% \| 20.7%	-4,718
	ADDING	6	4	LONG	3	REDUCING	20	26	SHORT	ADDING	—	—	SHORT	LIQUIDATION
PJM.AEP-DAYTON HUB_mo_on_rtp NODAL EXCHANGE	15,640	16,810	1,170		3,465	-15,753	50,443	66,196		113	10,419	10,306		81,137
	-5,240 (-25.1%)	-6,710 (-28.5%)	-1,470 (-55.7%)	20.7% \| 1.4%	+2,540 (+274.6%)	+5,245 (+25.0%)	+498 (+1.0%)	-4,747 (-6.7%)	62.2% \| 81.6%	-5 (-4.2%)	+35 (+0.3%)	+40 (+0.4%)	12.8% \| 12.7%	-3,637
	REDUCING	7	3	LONG	5	ADDING	24	24	SHORT	REDUCING	—	—	LONG	LIQUIDATION
PJM.APS_month_off_dap NODAL EXCHANGE	2,657	3,247	590		0	-3,397	8,034	11,431		740	1,359	619		12,640
	+100 (+3.9%)	-140 (-4.1%)	-240 (-28.9%)	25.7% \| 4.7%	0 (0.0%)	-255 (-8.1%)	-670 (-7.7%)	-415 (-3.5%)	63.6% \| 90.4%	+155 (+26.5%)	-60 (-4.2%)	-215 (-25.8%)	10.8% \| 4.9%	-870
	ADDING	3	1	LONG	0	REDUCING	15	7	SHORT	ADDING	—	—	LONG	LIQUIDATION
PJM.ATSI_month_off_dap NODAL EXCHANGE	-2,035	595	2,630		425	1,480	18,856	17,376		555	1,120	565		20,996
	+160 (+7.3%)	+40 (+7.2%)	-120 (-4.4%)	2.8% \| 12.5%	-50 (-10.5%)	-145 (-8.9%)	-978 (-4.9%)	-833 (-4.6%)	89.8% \| 82.8%	-15 (-2.6%)	-50 (-4.3%)	-35 (-5.8%)	5.3% \| 2.7%	-1,038
	ADDING	2	1	SHORT	1	REDUCING	11	10	LONG	REDUCING	—	—	LONG	LIQUIDATION
PJM.ATSI_month_on_dap NODAL EXCHANGE	-2,035	595	2,630		425	1,480	18,866	17,386		555	1,120	565		21,006
	+160 (+7.3%)	+40 (+7.2%)	-120 (-4.4%)	2.8% \| 12.5%	-50 (-10.5%)	-145 (-8.9%)	-988 (-5.0%)	-843 (-4.6%)	89.8% \| 82.8%	-15 (-2.6%)	-50 (-4.3%)	-35 (-5.8%)	5.3% \| 2.7%	-1,048
	ADDING	2	1	SHORT	1	REDUCING	11	10	LONG	REDUCING	—	—	LONG	LIQUIDATION
PJM.BGE_month_off_dap NODAL EXCHANGE	2,120	4,605	2,485		755	-2,010	22,550	24,560		-110	1,480	1,590		29,390
	-265 (-11.1%)	-540 (-10.5%)	-275 (-10.0%)	15.7% \| 8.5%	0 (0.0%)	+280 (+12.2%)	-1,225 (-5.2%)	-1,505 (-5.8%)	76.7% \| 83.6%	-15 (-15.8%)	-5 (-0.3%)	+10 (+0.6%)	5.0% \| 5.4%	-1,770
	REDUCING	4	1	LONG	1	ADDING	18	9	SHORT	REDUCING	—	—	SHORT	LIQUIDATION
PJM.BGE_month_on_dap NODAL EXCHANGE	2,145	4,605	2,460		75	-1,995	22,970	24,965		-150	530	680		28,180
	-265 (-11.0%)	-540 (-10.5%)	-275 (-10.1%)	16.3% \| 8.7%	0 (0.0%)	+275 (+12.1%)	-1,150 (-4.8%)	-1,425 (-5.4%)	81.5% \| 88.6%	-10 (-7.1%)	-70 (-11.7%)	-60 (-8.1%)	1.9% \| 2.4%	-1,760
	REDUCING	4	1	LONG	1	ADDING	18	9	SHORT	REDUCING	—	—	SHORT	LIQUIDATION
PJM.DOM_month_off_dap NODAL EXCHANGE	-1,435	1,675	3,110		0	1,489	11,449	9,960		-54	585	639		13,709
	-1,435 (0.0%)	+1,675 (0.0%)	+3,110 (0.0%)	12.2% \| 22.7%	0 (0.0%)	+1,489 (0.0%)	+11,449 (0.0%)	+9,960 (0.0%)	83.5% \| 72.7%	-54 (0.0%)	+585 (0.0%)	+639 (0.0%)	4.3% \| 4.7%	+13,709
	REDUCING	2	2	SHORT	0	ADDING	15	7	LONG	REDUCING	—	—	SHORT	BUILDUP
PJM.JCPL_month_off_dap NODAL EXCHANGE	3,370	8,080	4,710		2,305	-4,655	36,885	41,540		1,285	3,685	2,400		50,955
	0 (0.0%)	-110 (-1.3%)	-110 (-2.3%)	15.9% \| 9.2%	-75 (-3.2%)	+5 (+0.1%)	-1,160 (-3.0%)	-1,165 (-2.7%)	72.4% \| 81.5%	-5 (-0.4%)	-35 (-0.9%)	-30 (-1.2%)	7.2% \| 4.7%	-1,380
	NEUTRAL	5	1	LONG	1	ADDING	18	15	SHORT	REDUCING	—	—	LONG	LIQUIDATION
PJM.JCPL_month_on_dap NODAL EXCHANGE	3,085	7,795	4,710		2,530	-4,370	39,770	44,140		1,285	3,745	2,460		53,840
	-15 (-0.5%)	-125 (-1.6%)	-110 (-2.3%)	14.5% \| 8.7%	-60 (-2.3%)	+20 (+0.5%)	-1,150 (-2.8%)	-1,170 (-2.6%)	73.9% \| 82.0%	-5 (-0.4%)	-85 (-2.2%)	-80 (-3.1%)	7.0% \| 4.6%	-1,420
	REDUCING	5	1	LONG	1	ADDING	18	15	SHORT	REDUCING	—	—	LONG	LIQUIDATION
PJM.METED_month_off_dap NODAL EXCHANGE	-805	115	920		395	311	13,022	12,711		494	1,337	843		14,869
	+455 (+36.1%)	+115 (0.0%)	-340 (-27.0%)	0.8% \| 6.2%	-135 (-25.5%)	-402 (-56.4%)	-2,032 (-13.5%)	-1,630 (-11.4%)	87.6% \| 85.5%	-53 (-9.7%)	-101 (-7.0%)	-48 (-5.4%)	9.0% \| 5.7%	-2,153
	ADDING	1	3	SHORT	3	REDUCING	19	12	LONG	REDUCING	—	—	LONG	LIQUIDATION
PJM.METED_month_on_dap NODAL EXCHANGE	-805	115	920		395	311	12,902	12,591		494	1,342	848		14,754
	+455 (+36.1%)	+115 (0.0%)	-340 (-27.0%)	0.8% \| 6.2%	-135 (-25.5%)	-402 (-56.4%)	-1,912 (-12.9%)	-1,510 (-10.7%)	87.4% \| 85.3%	-53 (-9.7%)	-96 (-6.7%)	-43 (-4.8%)	9.1% \| 5.7%	-2,028
	ADDING	1	3	SHORT	3	REDUCING	19	11	LONG	REDUCING	—	—	LONG	LIQUIDATION
PJM.N ILLINOIS HUB_mo_off_dap NODAL EXCHANGE	2,550	2,700	150		0	-2,506	74,064	76,570		-44	7,650	7,694		84,414
	+50 (+2.0%)	+50 (+1.9%)	0 (0.0%)	3.2% \| 0.2%	0 (0.0%)	-55 (-2.2%)	-3,100 (-4.0%)	-3,045 (-3.8%)	87.7% \| 90.7%	+5 (+10.2%)	-160 (-2.0%)	-165 (-2.1%)	9.1% \| 9.1%	-3,210
	ADDING	2	1	LONG	0	REDUCING	18	20	SHORT	ADDING	—	—	SHORT	LIQUIDATION
PJM.N ILLINOIS HUB_mo_off_rtp NODAL EXCHANGE	4,112	4,312	200		752	-4,329	58,302	62,631		217	7,788	7,571		71,154
	+25 (+0.6%)	-125 (-2.8%)	-150 (-42.9%)	6.1% \| 0.3%	0 (0.0%)	-8 (-0.2%)	-1,728 (-2.9%)	-1,720 (-2.7%)	81.9% \| 88.0%	-17 (-7.3%)	-287 (-3.6%)	-270 (-3.4%)	10.9% \| 10.6%	-2,140
	ADDING	3	1	LONG	2	REDUCING	17	19	SHORT	REDUCING	—	—	LONG	LIQUIDATION
PJM.N ILLINOIS HUB_mo_on_dap NODAL EXCHANGE	2,585	2,735	150		0	-2,541	76,779	79,320		-44	7,495	7,539		87,009
	-35 (-1.3%)	-35 (-1.3%)	0 (0.0%)	3.1% \| 0.2%	0 (0.0%)	+30 (+1.2%)	-3,010 (-3.8%)	-3,040 (-3.7%)	88.2% \| 91.2%	+5 (+10.2%)	-130 (-1.7%)	-135 (-1.8%)	8.6% \| 8.7%	-3,175
	REDUCING	1	1	LONG	0	ADDING	19	20	SHORT	ADDING	—	—	SHORT	LIQUIDATION
PJM.N ILLINOIS HUB_mo_on_rtp NODAL EXCHANGE	1,375	1,425	50		750	-1,452	63,363	64,815		77	7,286	7,209		72,824
	-175 (-11.3%)	-325 (-18.6%)	-150 (-75.0%)	2.0% \| 0.1%	0 (0.0%)	+197 (+11.9%)	-1,758 (-2.7%)	-1,955 (-2.9%)	87.0% \| 89.0%	-22 (-22.2%)	-252 (-3.3%)	-230 (-3.1%)	10.0% \| 9.9%	-2,335
	REDUCING	3	1	LONG	1	ADDING	18	18	SHORT	REDUCING	—	—	LONG	LIQUIDATION
PJM.PECO_month_off_dap NODAL EXCHANGE	40,001	40,777	776		579	-40,531	76,761	117,292		530	5,294	4,764		123,411
	-2,921 (-6.8%)	-3,235 (-7.4%)	-314 (-28.8%)	33.0% \| 0.6%	-16 (-2.7%)	+2,965 (+6.8%)	-1,847 (-2.3%)	-4,812 (-3.9%)	62.2% \| 95.0%	-44 (-7.7%)	-924 (-14.9%)	-880 (-15.6%)	4.3% \| 3.9%	-6,022
	REDUCING	4	4	LONG	4	ADDING	23	17	SHORT	REDUCING	—	—	LONG	LIQUIDATION
PJM.PECO_month_on_dap NODAL EXCHANGE	33,626	34,727	1,101		379	-33,901	79,941	113,842		275	4,889	4,614		119,936
	-2,716 (-7.5%)	-2,930 (-7.8%)	-214 (-16.3%)	29.0% \| 0.9%	-301 (-44.3%)	+2,738 (+7.5%)	-2,232 (-2.7%)	-4,970 (-4.2%)	66.7% \| 94.9%	-22 (-7.4%)	-992 (-16.9%)	-970 (-17.4%)	4.1% \| 3.8%	-6,455
	REDUCING	4	4	LONG	4	ADDING	23	17	SHORT	REDUCING	—	—	LONG	LIQUIDATION
PJM.PEPCO_month_off_dap NODAL EXCHANGE	-10,106	855	10,961		105	9,207	20,847	11,640		899	2,204	1,305		24,011
	+140 (+1.4%)	-210 (-19.7%)	-350 (-3.1%)	3.6% \| 45.6%	-190 (-64.4%)	-230 (-2.4%)	-1,057 (-4.8%)	-827 (-6.6%)	86.8% \| 48.5%	+90 (+11.1%)	-30 (-1.3%)	-120 (-8.4%)	9.2% \| 5.4%	-1,487
	ADDING	1	3	SHORT	1	REDUCING	22	14	LONG	ADDING	—	—	LONG	LIQUIDATION
PJM.PEPCO_month_on_dap NODAL EXCHANGE	-10,126	855	10,981		105	9,227	20,867	11,640		899	2,204	1,305		24,031
	+120 (+1.2%)	-210 (-19.7%)	-330 (-2.9%)	3.6% \| 45.7%	-190 (-64.4%)	-210 (-2.2%)	-1,037 (-4.7%)	-827 (-6.6%)	86.8% \| 48.4%	+90 (+11.1%)	-30 (-1.3%)	-120 (-8.4%)	9.2% \| 5.4%	-1,467
	ADDING	1	3	SHORT	1	REDUCING	22	14	LONG	ADDING	—	—	LONG	LIQUIDATION
PJM.PPL_month_off_dap NODAL EXCHANGE	-1,748	837	2,585		380	1,410	48,629	47,219		338	2,133	1,795		51,979
	-60 (-3.6%)	-170 (-16.9%)	-110 (-4.1%)	1.6% \| 5.0%	0 (0.0%)	+106 (+8.1%)	-1,888 (-3.7%)	-1,994 (-4.1%)	93.6% \| 90.8%	-46 (-12.0%)	-226 (-9.6%)	-180 (-9.1%)	4.1% \| 3.5%	-2,284
	REDUCING	3	2	SHORT	3	ADDING	26	22	LONG	REDUCING	—	—	LONG	LIQUIDATION
PJM.PPL_month_on_dap NODAL EXCHANGE	-2,180	965	3,145		175	1,795	48,639	46,844		385	2,210	1,825		51,989
	-345 (-18.8%)	-380 (-28.3%)	-35 (-1.1%)	1.9% \| 6.0%	-200 (-53.3%)	+398 (+28.5%)	-2,391 (-4.7%)	-2,789 (-5.6%)	93.6% \| 90.1%	-53 (-12.1%)	-198 (-8.2%)	-145 (-7.4%)	4.3% \| 3.5%	-3,169
	REDUCING	1	2	SHORT	1	ADDING	26	22	LONG	REDUCING	—	—	LONG	LIQUIDATION
PJM.PSEG_month_off_dap NODAL EXCHANGE	-13,412	9,148	22,560		50	13,390	71,866	58,476		22	8,437	8,415		89,501
	+2,420 (+15.3%)	+1,680 (+22.5%)	-740 (-3.2%)	10.2% \| 25.2%	-50 (-50.0%)	-2,416 (-15.3%)	-434 (-0.6%)	+1,982 (+3.5%)	80.3% \| 65.3%	-4 (-15.4%)	-323 (-3.7%)	-319 (-3.7%)	9.4% \| 9.4%	+873
	ADDING	4	4	SHORT	1	REDUCING	27	24	LONG	REDUCING	—	—	LONG	BUILDUP
PJM.WESTERN HUB_month_on_dap NODAL EXCHANGE	-11,180	9,463	20,643		11,346	11,295	177,511	166,216		-115	59,443	59,558		257,763
	-1,541 (-16.0%)	-65 (-0.7%)	+1,476 (+7.7%)	3.7% \| 8.0%	-2,895 (-20.3%)	+1,484 (+15.1%)	-3,089 (-1.7%)	-4,573 (-2.7%)	68.9% \| 64.5%	+57 (+33.1%)	-1,435 (-2.4%)	-1,492 (-2.4%)	23.1% \| 23.1%	-7,484
	REDUCING	6	6	SHORT	6	ADDING	32	34	LONG	ADDING	—	—	SHORT	LIQUIDATION
PJM.WESTERN HUB_month_off_dap NODAL EXCHANGE	-23,211	4,860	28,071		12,668	23,331	181,675	158,344		-120	57,694	57,814		256,897
	-2,486 (-12.0%)	-2,610 (-34.9%)	-124 (-0.4%)	1.9% \| 10.9%	-640 (-4.8%)	+2,429 (+11.6%)	-1,884 (-1.0%)	-4,313 (-2.7%)	70.7% \| 61.6%	+57 (+32.2%)	-1,266 (-2.1%)	-1,323 (-2.2%)	22.5% \| 22.5%	-6,400
	REDUCING	6	6	SHORT	5	ADDING	30	34	LONG	ADDING	—	—	SHORT	LIQUIDATION
PJM.WESTERN HUB_month_off_rtp NODAL EXCHANGE	-7,012	8,637	15,649		6,389	7,156	152,311	145,155		-144	30,114	30,258		197,451
	+4,300 (+38.0%)	-395 (-4.4%)	-4,695 (-23.1%)	4.4% \| 7.9%	+2,933 (+84.9%)	-4,300 (-37.5%)	-8,233 (-5.1%)	-3,933 (-2.6%)	77.1% \| 73.5%	0 (0.0%)	-1,020 (-3.3%)	-1,020 (-3.3%)	15.3% \| 15.3%	-6,715
	ADDING	6	5	SHORT	6	REDUCING	29	33	LONG	NEUTRAL	—	—	SHORT	LIQUIDATION
PJM.WESTERN HUB_month_on_rtp NODAL EXCHANGE	-11,228	8,616	19,844		7,574	11,332	197,658	186,326		-104	28,655	28,759		242,503
	+4,549 (+28.8%)	-62 (-0.7%)	-4,611 (-18.9%)	3.6% \| 8.2%	+2,668 (+54.4%)	-4,569 (-28.7%)	-7,765 (-3.8%)	-3,196 (-1.7%)	81.5% \| 76.8%	+20 (+16.1%)	-1,690 (-5.6%)	-1,710 (-5.6%)	11.8% \| 11.9%	-6,849
	ADDING	8	4	SHORT	8	REDUCING	29	35	LONG	ADDING	—	—	SHORT	LIQUIDATION
Electricity & Power › Western US Markets
MID-C DAY-AHEAD OFF-PEAK ICE FUTURES ENERGY DIV	-4,942	2,915	7,857		1,632	4,637	25,601	20,964		305	450	145		30,598
	+992 (+16.7%)	+1,010 (+53.0%)	+18 (+0.2%)	9.5% \| 25.7%	-1,270 (-43.8%)	-1,012 (-17.9%)	-1,289 (-4.8%)	-277 (-1.3%)	83.7% \| 68.5%	+20 (+7.0%)	+12 (+2.7%)	-8 (-5.2%)	1.5% \| 0.5%	-1,537
	ADDING	4	5	SHORT	5	REDUCING	25	25	LONG	ADDING	—	—	LONG	LIQUIDATION
MID-C DAY-AHEAD PEAK ICE FUTURES ENERGY DIV	-2,672	5,261	7,933		3,071	2,439	35,256	32,817		233	562	329		44,150
	-2,955 (-1,044.2%)	-2,873 (-35.3%)	+82 (+1.0%)	11.9% \| 18.0%	-16 (-0.5%)	+2,995 (+538.7%)	+767 (+2.2%)	-2,228 (-6.4%)	79.9% \| 74.3%	-40 (-14.7%)	+7 (+1.3%)	+47 (+16.7%)	1.3% \| 0.7%	-2,115
	REDUCING	11	11	SHORT	11	ADDING	31	31	LONG	REDUCING	—	—	LONG	LIQUIDATION
PALO VERDE DA OFF-PK FiXED PR ICE FUTURES ENERGY DIV	-828	2,030	2,858		915	1,108	13,220	12,112		-280	140	420		16,305
	+958 (+53.6%)	+955 (+88.8%)	-3 (-0.1%)	12.5% \| 17.5%	-360 (-28.2%)	-958 (-46.4%)	-1,431 (-9.8%)	-473 (-3.8%)	81.1% \| 74.3%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.9% \| 2.6%	-836
	ADDING	1	5	SHORT	3	REDUCING	22	19	LONG	NEUTRAL	—	—	SHORT	LIQUIDATION
PALO VERDE DA PEAK ICE FUTURES ENERGY DIV	-1,744	731	2,475		731	2,075	17,524	15,449		-331	46	377		19,032
	-11 (-0.6%)	-214 (-22.6%)	-203 (-7.6%)	3.8% \| 13.0%	-136 (-15.7%)	-77 (-3.6%)	-824 (-4.5%)	-747 (-4.6%)	92.1% \| 81.2%	+88 (+21.0%)	+41 (+820.0%)	-47 (-11.1%)	0.2% \| 2.0%	-1,133
	REDUCING	4	4	SHORT	4	REDUCING	23	18	LONG	ADDING	—	—	SHORT	LIQUIDATION
Carbon Credits & Green Energy › Carbon Allowances (Compliance)
CALIF CARBON ALL VINTAGE 2026 ICE FUTURES ENERGY DIV	82,945	141,475	58,530		6,104	-82,973	46,044	129,017		28	147	119		193,770
	+609 (+0.7%)	-81 (-0.1%)	-690 (-1.2%)	73.0% \| 30.2%	+322 (+5.6%)	-586 (-0.7%)	-768 (-1.6%)	-182 (-0.1%)	23.8% \| 66.6%	-23 (-45.1%)	+7 (+5.0%)	+30 (+33.7%)	0.1% \| 0.1%	-520
	ADDING	63	27	LONG	11	REDUCING	29	29	SHORT	REDUCING	—	—	LONG	LIQUIDATION
CALIF CARBON CURRENT AUCTION ICE FUTURES ENERGY DIV	-41,308	6,768	48,076		2,785	41,285	57,960	16,675		23	23	0		67,536
	+2,220 (+5.1%)	+215 (+3.3%)	-2,005 (-4.0%)	10.0% \| 71.2%	-50 (-1.8%)	-2,220 (-5.1%)	-2,220 (-3.7%)	0 (0.0%)	85.8% \| 24.7%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 0.0%	-2,055
	ADDING	8	12	SHORT	8	REDUCING	16	9	LONG	NEUTRAL	—	—	LONG	LIQUIDATION
Carbon Credits & Green Energy › Fuel Standards
CALIF LOW CARBON FSC-OPIS ICE FUTURES ENERGY DIV	49,578	67,544	17,966		550	-49,669	36,874	86,543		91	91	0		105,059
	-216 (-0.4%)	+650 (+1.0%)	+866 (+5.1%)	64.3% \| 17.1%	-30 (-5.2%)	+176 (+0.4%)	-130 (-0.4%)	-306 (-0.4%)	35.1% \| 82.4%	+40 (+78.4%)	+40 (+78.4%)	0 (0.0%)	0.1% \| 0.0%	+530
	REDUCING	23	6	LONG	2	ADDING	13	11	SHORT	ADDING	—	—	LONG	BUILDUP
Carbon Credits & Green Energy › Renewable Energy Certificates (RECs)
CT RECs CLASS 1 ICE FUTURES ENERGY DIV	3,400	3,950	550		0	-3,400	5,990	9,390		0	0	0		9,940
	0 (0.0%)	0 (0.0%)	0 (0.0%)	39.7% \| 5.5%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	60.3% \| 94.5%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 0.0%	0
	NEUTRAL	3	3	LONG	0	NEUTRAL	8	13	SHORT	NEUTRAL	—	—	SHORT	NEUTRAL
MARYLAND COMPLIANCE REC TIER1 ICE FUTURES ENERGY DIV	-3,812	1,100	4,912		0	3,812	8,934	5,122		0	0	0		10,034
	0 (0.0%)	0 (0.0%)	0 (0.0%)	11.0% \| 49.0%	0 (0.0%)	0 (0.0%)	-700 (-7.3%)	-700 (-12.0%)	89.0% \| 51.0%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 0.0%	-700
	NEUTRAL	2	5	SHORT	0	NEUTRAL	10	8	LONG	NEUTRAL	—	—	SHORT	LIQUIDATION
MASS COMPLIANCE RECs CLASS 1 ICE FUTURES ENERGY DIV	-4,200	150	4,350		600	4,200	17,137	12,937		0	0	0		17,887
	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.8% \| 24.3%	0 (0.0%)	0 (0.0%)	-321 (-1.8%)	-321 (-2.4%)	95.8% \| 72.3%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 0.0%	-321
	NEUTRAL	1	6	SHORT	2	NEUTRAL	10	14	LONG	NEUTRAL	—	—	SHORT	LIQUIDATION
NEPOOL DUAL RECs CLASS 1 ICE FUTURES ENERGY DIV	-6,351	1,295	7,646		455	6,326	11,860	5,534		25	25	0		13,635
	0 (0.0%)	0 (0.0%)	0 (0.0%)	9.5% \| 56.1%	0 (0.0%)	0 (0.0%)	-200 (-1.7%)	-200 (-3.5%)	87.0% \| 40.6%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.2% \| 0.0%	-200
	NEUTRAL	1	3	SHORT	1	NEUTRAL	12	8	LONG	NEUTRAL	—	—	LONG	LIQUIDATION
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	119,862	82,885		0	0	0		150,229
	0 (0.0%)	0 (0.0%)	0 (0.0%)	17.0% \| 41.6%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	79.8% \| 55.2%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 0.0%	0
	NEUTRAL	6	6	SHORT	3	NEUTRAL	17	14	LONG	NEUTRAL	—	—	SHORT	NEUTRAL
PA COMPLIANCE AECs TIER1 ICE FUTURES ENERGY DIV	3,703	17,213	13,510		1,004	-3,703	43,995	47,698		0	0	0		62,212
	+305 (+9.0%)	+100 (+0.6%)	-205 (-1.5%)	27.7% \| 21.7%	+105 (+11.7%)	-305 (-9.0%)	-200 (-0.5%)	+105 (+0.2%)	70.7% \| 76.7%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 0.0%	+5
	ADDING	11	4	LONG	5	REDUCING	20	12	SHORT	NEUTRAL	—	—	SHORT	BUILDUP
PA SOLAR ALTER ENERGY CREDIT ICE FUTURES ENERGY DIV	4,285	6,385	2,100		0	-4,285	15,870	20,155		0	0	0		22,255
	-1,000 (-18.9%)	0 (0.0%)	+1,000 (+90.9%)	28.7% \| 9.4%	0 (0.0%)	+1,000 (+18.9%)	0 (0.0%)	-1,000 (-4.7%)	71.3% \| 90.6%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 0.0%	0
	REDUCING	5	4	LONG	0	ADDING	12	6	SHORT	NEUTRAL	—	—	SHORT	NEUTRAL
PENNSYLVANIA AEC TIER 2-V2026 NODAL EXCHANGE	-2,477	10,617	13,094		0	2,477	17,724	15,247		0	0	0		28,341
	-150 (-6.4%)	-260 (-2.4%)	-110 (-0.8%)	37.5% \| 46.2%	0 (0.0%)	+150 (+6.4%)	0 (0.0%)	-150 (-1.0%)	62.5% \| 53.8%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 0.0%	-260
	REDUCING	7	4	SHORT	0	ADDING	15	10	LONG	NEUTRAL	—	—	SHORT	LIQUIDATION
PENNSYLVANIA AEC TIER 2-V2027 NODAL EXCHANGE	-3,251	7,568	10,819		0	3,251	17,810	14,559		0	135	135		25,513
	+445 (+12.0%)	-190 (-2.4%)	-635 (-5.5%)	29.7% \| 42.4%	0 (0.0%)	-445 (-12.0%)	+215 (+1.2%)	+660 (+4.7%)	69.8% \| 57.1%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.5% \| 0.5%	+25
	ADDING	6	3	SHORT	0	REDUCING	16	6	LONG	NEUTRAL	—	—	SHORT	BUILDUP
PJM TRI-RECs CLASS 1 ICE FUTURES ENERGY DIV	-33,057	39,798	72,855		20,900	33,051	221,815	188,764		6	24	18		282,537
	-1,250 (-3.9%)	+72 (+0.2%)	+1,322 (+1.8%)	14.1% \| 25.8%	+823 (+4.1%)	+1,249 (+3.9%)	-1,002 (-0.4%)	-2,251 (-1.2%)	78.5% \| 66.8%	+1 (+20.0%)	+1 (+4.3%)	0 (0.0%)	0.0% \| 0.0%	-106
	REDUCING	10	11	SHORT	9	ADDING	22	19	LONG	ADDING	—	—	LONG	LIQUIDATION
TX REC CRS V26 BACK HALF NODAL EXCHANGE	-6,312	263	6,575		0	6,324	9,161	2,837		-12	159	171		9,583
	0 (0.0%)	-10 (-3.7%)	-10 (-0.2%)	2.7% \| 68.6%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	95.6% \| 29.6%	0 (0.0%)	0 (0.0%)	0 (0.0%)	1.7% \| 1.8%	-10
	NEUTRAL	3	7	SHORT	0	NEUTRAL	12	8	LONG	NEUTRAL	—	—	SHORT	LIQUIDATION
TX REC CRS V26 FRONT HALF NODAL EXCHANGE	-2,967	416	3,383		0	2,954	6,775	3,821		13	343	330		7,534
	+300 (+9.2%)	0 (0.0%)	-300 (-8.1%)	5.5% \| 44.9%	0 (0.0%)	-300 (-9.2%)	0 (0.0%)	+300 (+8.5%)	89.9% \| 50.7%	0 (0.0%)	0 (0.0%)	0 (0.0%)	4.6% \| 4.4%	0
	ADDING	4	6	SHORT	0	REDUCING	14	8	LONG	NEUTRAL	—	—	LONG	NEUTRAL
TX REC CRS V27 BACK HALF NODAL EXCHANGE	-2,996	680	3,676		25	2,996	5,123	2,127		0	300	300		6,128
	-26 (-0.9%)	0 (0.0%)	+26 (+0.7%)	11.1% \| 60.0%	0 (0.0%)	+26 (+0.9%)	+26 (+0.5%)	0 (0.0%)	83.6% \| 34.7%	0 (0.0%)	0 (0.0%)	0 (0.0%)	4.9% \| 4.9%	+26
	REDUCING	7	5	SHORT	1	ADDING	14	8	LONG	NEUTRAL	—	—	SHORT	BUILDUP
TX REC CRS V27 FRONT HALF NODAL EXCHANGE	-2,936	416	3,352		30	2,857	6,002	3,145		79	308	229		6,756
	-125 (-4.4%)	-355 (-46.0%)	-230 (-6.4%)	6.2% \| 49.6%	0 (0.0%)	+25 (+0.9%)	0 (0.0%)	-25 (-0.8%)	88.8% \| 46.6%	+100 (+476.2%)	+155 (+101.3%)	+55 (+31.6%)	4.6% \| 3.4%	-200
	REDUCING	4	5	SHORT	1	ADDING	15	11	LONG	ADDING	—	—	LONG	LIQUIDATION
TX REC CRS V28 BACK HALF NODAL EXCHANGE	-1,287	1,201	2,488		441	1,302	3,465	2,163		-15	282	297		5,389
	0 (0.0%)	+280 (+30.4%)	+280 (+12.7%)	22.3% \| 46.2%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	64.3% \| 40.1%	0 (0.0%)	0 (0.0%)	0 (0.0%)	5.2% \| 5.5%	+280
	NEUTRAL	7	3	SHORT	1	NEUTRAL	14	8	LONG	NEUTRAL	—	—	SHORT	BUILDUP
TX REC CRS V28 FRONT HALF NODAL EXCHANGE	-2,252	608	2,860		0	2,274	5,474	3,200		-22	212	234		6,294
	+150 (+6.2%)	+250 (+69.8%)	+100 (+3.6%)	9.7% \| 45.4%	0 (0.0%)	-150 (-6.2%)	-150 (-2.7%)	0 (0.0%)	87.0% \| 50.8%	0 (0.0%)	0 (0.0%)	0 (0.0%)	3.4% \| 3.7%	+100
	ADDING	3	4	SHORT	0	REDUCING	13	8	LONG	NEUTRAL	—	—	SHORT	BUILDUP
TX REC CRS V29 BACK HALF NODAL EXCHANGE	-2,430	249	2,679		0	2,430	4,335	1,905		0	102	102		4,686
	-150 (-6.6%)	-150 (-37.6%)	0 (0.0%)	5.3% \| 57.2%	0 (0.0%)	+158 (+7.0%)	+158 (+3.8%)	0 (0.0%)	92.5% \| 40.7%	-8 (-100.0%)	-8 (-7.3%)	0 (0.0%)	2.2% \| 2.2%	0
	REDUCING	5	5	SHORT	0	ADDING	12	8	LONG	REDUCING	—	—	SHORT	NEUTRAL
TX REC CRS V29 FRONT HALF NODAL EXCHANGE	-1,041	1,302	2,343		0	1,004	5,150	4,146		37	124	87		6,576
	0 (0.0%)	0 (0.0%)	0 (0.0%)	19.8% \| 35.6%	0 (0.0%)	-25 (-2.4%)	0 (0.0%)	+25 (+0.6%)	78.3% \| 63.0%	+25 (+208.3%)	+6 (+5.1%)	-19 (-17.9%)	1.9% \| 1.3%	+6
	NEUTRAL	6	3	SHORT	0	REDUCING	9	12	LONG	ADDING	—	—	LONG	BUILDUP
TX REC CRS V30 BACK HALF NODAL EXCHANGE	-1,747	153	1,900		0	1,757	2,449	692		-10	144	154		2,746
	0 (0.0%)	0 (0.0%)	0 (0.0%)	5.6% \| 69.2%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	89.2% \| 25.2%	0 (0.0%)	0 (0.0%)	0 (0.0%)	5.2% \| 5.6%	0
	NEUTRAL	4	5	SHORT	0	NEUTRAL	10	9	LONG	NEUTRAL	—	—	SHORT	NEUTRAL
TX REC CRS V30 FRONT HALF NODAL EXCHANGE	-1,109	403	1,512		0	1,098	2,175	1,077		11	157	146		2,735
	0 (0.0%)	0 (0.0%)	0 (0.0%)	14.7% \| 55.3%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	79.5% \| 39.4%	0 (0.0%)	0 (0.0%)	0 (0.0%)	5.7% \| 5.3%	0
	NEUTRAL	3	6	SHORT	0	NEUTRAL	10	9	LONG	NEUTRAL	—	—	LONG	NEUTRAL
Other Markets › Bloomberg Indices
BBG COMMODITY CHICAGO BOARD OF TRADE	-76,636	111,634	188,270		1,437	76,162	136,162	60,000		474	527	53		249,760
	-1,552 (-2.1%)	+5,224 (+4.9%)	+6,776 (+3.7%)	44.7% \| 75.4%	+148 (+11.5%)	+1,625 (+2.2%)	+1,625 (+1.2%)	0 (0.0%)	54.5% \| 24.0%	-73 (-13.3%)	-37 (-6.6%)	+36 (+211.8%)	0.2% \| 0.0%	+6,960
	REDUCING	58	13	SHORT	5	ADDING	11	1	LONG	REDUCING	—	—	LONG	BUILDUP
Other Markets › Chemical Products
PGP PROPYLENE (PCW) CAL NEW YORK MERCANTILE EXCHANGE	-2,138	2,062	4,200		917	2,069	3,291	1,222		69	158	89		6,428
	-119 (-5.9%)	-216 (-9.5%)	-97 (-2.3%)	32.1% \| 65.3%	-424 (-31.6%)	+69 (+3.5%)	-62 (-1.8%)	-131 (-9.7%)	51.2% \| 19.0%	+50 (+263.2%)	-8 (-4.8%)	-58 (-39.5%)	2.5% \| 1.4%	-710
	REDUCING	6	6	SHORT	7	ADDING	7	5	LONG	ADDING	—	—	LONG	LIQUIDATION
Other Markets › Uncategorized
1K SHIB PERP COINBASE DERIVATIVES, LLC	-434	1,166	1,600		0	0	0	0		434	543	109		1,709
	-59 (-15.7%)	-110 (-8.6%)	-51 (-3.1%)	68.2% \| 93.6%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 0.0%	+59 (+15.7%)	+89 (+19.6%)	+30 (+38.0%)	31.8% \| 6.4%	-21
	REDUCING	18	7	SHORT	0	NEUTRAL	0	0	SHORT	ADDING	—	—	LONG	LIQUIDATION
3 YEAR ERIS SOFR SWAP CHICAGO BOARD OF TRADE	22,625	85,880	63,255		8,872	-22,624	10	22,634		-1	20	21		94,782
	-175 (-0.8%)	-75 (-0.1%)	+100 (+0.2%)	90.6% \| 66.7%	-330 (-3.6%)	+175 (+0.8%)	0 (0.0%)	-175 (-0.8%)	0.0% \| 23.9%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 0.0%	-405
	REDUCING	2	16	LONG	5	ADDING	1	6	SHORT	NEUTRAL	—	—	SHORT	LIQUIDATION
7 YEAR ERIS SOFR SWAP CHICAGO BOARD OF TRADE	15,122	21,824	6,702		16,757	-15,119	529	15,648		-3	13	16		39,123
	-330 (-2.1%)	-509 (-2.3%)	-179 (-2.6%)	55.8% \| 17.1%	+1,150 (+7.4%)	+330 (+2.1%)	0 (0.0%)	-330 (-2.1%)	1.4% \| 40.0%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 0.0%	+641
	REDUCING	8	8	LONG	4	ADDING	2	4	SHORT	NEUTRAL	—	—	SHORT	BUILDUP
AVALANCHE PERP STYLE COINBASE DERIVATIVES, LLC	-677	3,854	4,531		0	0	0	0		677	831	154		4,685
	+16 (+2.3%)	+771 (+25.0%)	+755 (+20.0%)	82.3% \| 96.7%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 0.0%	-16 (-2.3%)	-3 (-0.4%)	+13 (+9.2%)	17.7% \| 3.3%	+768
	ADDING	34	17	SHORT	0	NEUTRAL	0	0	SHORT	REDUCING	—	—	LONG	BUILDUP
BLOOMBERG HY CREDIT FUTURES CHICAGO BOARD OF TRADE	3,267	4,966	1,699		136	-3,151	631	3,782		-116	49	165		5,782
	+3,954 (+575.5%)	+3,727 (+300.8%)	-227 (-11.8%)	85.9% \| 29.4%	+4 (+3.0%)	-3,870 (-538.2%)	-130 (-17.1%)	+3,740 (+8,904.8%)	10.9% \| 65.4%	-84 (-262.5%)	0 (0.0%)	+84 (+103.7%)	0.8% \| 2.9%	+3,601
	ADDING	6	11	LONG	2	REDUCING	2	2	SHORT	REDUCING	—	—	SHORT	BUILDUP
BLOOMBERG IG CREDIT FUTURES CHICAGO BOARD OF TRADE	-518	7,225	7,743		100	573	573	0		-55	26	81		7,924
	-518 (0.0%)	+7,225 (0.0%)	+7,743 (0.0%)	91.2% \| 97.7%	+100 (0.0%)	+573 (0.0%)	+573 (0.0%)	0 (0.0%)	7.2% \| 0.0%	-55 (0.0%)	+26 (0.0%)	+81 (0.0%)	0.3% \| 1.0%	+7,924
	REDUCING	10	9	SHORT	2	ADDING	2	0	LONG	REDUCING	—	—	SHORT	BUILDUP
CALIF CARBON ALL VINTAGE 2027 ICE FUTURES ENERGY DIV	2,575	5,846	3,271		405	-2,592	18,342	20,934		17	23	6		24,616
	-195 (-7.0%)	+581 (+11.0%)	+776 (+31.1%)	23.7% \| 13.3%	0 (0.0%)	+174 (+6.3%)	+386 (+2.1%)	+212 (+1.0%)	74.5% \| 85.0%	+21 (+525.0%)	+23 (0.0%)	+2 (+50.0%)	0.1% \| 0.0%	+990
	REDUCING	10	4	LONG	1	ADDING	7	9	SHORT	ADDING	—	—	LONG	BUILDUP
CALIF CARBON ALLOWANCE V2026 NODAL EXCHANGE	168	3,817	3,649		0	-186	3,064	3,250		18	44	26		6,925
	+84 (+100.0%)	-13 (-0.3%)	-97 (-2.6%)	55.1% \| 52.7%	0 (0.0%)	-95 (-104.4%)	-95 (-3.0%)	0 (0.0%)	44.2% \| 46.9%	+11 (+157.1%)	+11 (+33.3%)	0 (0.0%)	0.6% \| 0.4%	-97
	ADDING	5	5	LONG	0	REDUCING	8	7	SHORT	ADDING	—	—	LONG	LIQUIDATION
CARDONA PERP STYLE COINBASE DERIVATIVES, LLC	-1,503	3,881	5,384		0	427	500	73		1,076	1,245	169		5,626
	-90 (-6.4%)	+411 (+11.8%)	+501 (+10.3%)	69.0% \| 95.7%	0 (0.0%)	+114 (+36.4%)	+74 (+17.4%)	-40 (-35.4%)	8.9% \| 1.3%	-24 (-2.2%)	+3 (+0.2%)	+27 (+19.0%)	22.1% \| 3.0%	+488
	REDUCING	41	15	SHORT	0	ADDING	1	1	LONG	REDUCING	—	—	LONG	BUILDUP
CHAINLINK PERP STYLE COINBASE DERIVATIVES, LLC	-476	2,053	2,529		0	0	0	0		476	714	238		2,767
	+72 (+13.1%)	-870 (-29.8%)	-942 (-27.1%)	74.2% \| 91.4%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 0.0%	-72 (-13.1%)	-70 (-8.9%)	+2 (+0.8%)	25.8% \| 8.6%	-940
	ADDING	32	23	SHORT	0	NEUTRAL	0	0	SHORT	REDUCING	—	—	LONG	LIQUIDATION
DOGECOIN PERP STYLE COINBASE DERIVATIVES, LLC	-466	2,910	3,376		0	-166	0	166		632	961	329		3,871
	+56 (+10.7%)	-49 (-1.7%)	-105 (-3.0%)	75.2% \| 87.2%	0 (0.0%)	-100 (-151.5%)	0 (0.0%)	+100 (+151.5%)	0.0% \| 4.3%	+44 (+7.5%)	+84 (+9.6%)	+40 (+13.8%)	24.8% \| 8.5%	+35
	ADDING	20	13	SHORT	0	REDUCING	0	2	SHORT	ADDING	—	—	LONG	BUILDUP
E-MINI S&P CONSUMER DISC INDEX CHICAGO MERCANTILE EXCHANGE	448	675	227		0	-348	5,326	5,674		-100	924	1,024		6,925
	+448 (0.0%)	+675 (0.0%)	+227 (0.0%)	9.7% \| 3.3%	0 (0.0%)	-348 (0.0%)	+5,326 (0.0%)	+5,674 (0.0%)	76.9% \| 81.9%	-100 (0.0%)	+924 (0.0%)	+1,024 (0.0%)	13.3% \| 14.8%	+6,925
	ADDING	1	1	LONG	0	REDUCING	7	12	SHORT	REDUCING	—	—	SHORT	BUILDUP
HEDERA PERP STYLE COINBASE DERIVATIVES, LLC	-430	425	855		0	0	0	0		430	584	154		1,009
	+19 (+4.2%)	-170 (-28.6%)	-189 (-18.1%)	42.1% \| 84.7%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 0.0%	-19 (-4.2%)	-1 (-0.2%)	+18 (+13.2%)	57.9% \| 15.3%	-171
	ADDING	11	14	SHORT	0	NEUTRAL	0	0	SHORT	REDUCING	—	—	LONG	LIQUIDATION
LITECOIN PERP STYLE COINBASE DERIVATIVES, LLC	-265	2,818	3,083		0	0	0	0		265	394	129		3,212
	-98 (-58.7%)	+240 (+9.3%)	+338 (+12.3%)	87.7% \| 96.0%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 0.0%	+98 (+58.7%)	+76 (+23.9%)	-22 (-14.6%)	12.3% \| 4.0%	+316
	REDUCING	26	5	SHORT	0	NEUTRAL	0	0	SHORT	ADDING	—	—	LONG	BUILDUP
MONT BELVIEU ETHYLENE FIN NEW YORK MERCANTILE EXCHANGE	838	1,221	383		159	-1,044	1,713	2,757		206	206	0		3,299
	-293 (-25.9%)	-404 (-24.9%)	-111 (-22.5%)	37.0% \| 11.6%	-55 (-25.7%)	+282 (+21.3%)	-1,090 (-38.9%)	-1,372 (-33.2%)	51.9% \| 83.6%	+11 (+5.6%)	+11 (+5.6%)	0 (0.0%)	6.2% \| 0.0%	-1,538
	REDUCING	6	2	LONG	3	ADDING	7	8	SHORT	ADDING	—	—	LONG	LIQUIDATION
NAT GAS TETCO-WLA INDEX ICE FUTURES ENERGY DIV	-18,504	0	18,504		0	17,609	28,281	10,672		895	1,112	217		29,393
	+888 (+4.6%)	0 (0.0%)	-888 (-4.6%)	0.0% \| 63.0%	0 (0.0%)	-1,620 (-8.4%)	-2,333 (-7.6%)	-713 (-6.3%)	96.2% \| 36.3%	+732 (+449.1%)	+342 (+44.4%)	-390 (-64.3%)	3.8% \| 0.7%	-1,991
	ADDING	0	1	SHORT	0	REDUCING	12	8	LONG	ADDING	—	—	LONG	LIQUIDATION
ONDO PERP STYLE COINBASE DERIVATIVES, LLC	-124	1,159	1,283		0	0	0	0		124	497	373		1,656
	-4 (-3.3%)	-86 (-6.9%)	-82 (-6.0%)	70.0% \| 77.5%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 0.0%	+4 (+3.3%)	+244 (+96.4%)	+240 (+180.5%)	30.0% \| 22.5%	+158
	REDUCING	21	14	SHORT	0	NEUTRAL	0	0	SHORT	ADDING	—	—	LONG	BUILDUP
PJM.APS_month_on_dap NODAL EXCHANGE	2,945	3,535	590		0	-3,685	8,078	11,763		740	1,359	619		12,972
	+100 (+3.5%)	-140 (-3.8%)	-240 (-28.9%)	27.3% \| 4.5%	0 (0.0%)	-255 (-7.4%)	-670 (-7.7%)	-415 (-3.4%)	62.3% \| 90.7%	+155 (+26.5%)	-60 (-4.2%)	-215 (-25.8%)	10.5% \| 4.8%	-870
	ADDING	3	1	LONG	0	REDUCING	15	7	SHORT	ADDING	—	—	LONG	LIQUIDATION
POLKADOT PERP STYLE COINBASE DERIVATIVES, LLC	-604	1,370	1,974		0	0	0	0		604	683	79		2,053
	-36 (-6.3%)	-386 (-22.0%)	-350 (-15.1%)	66.7% \| 96.2%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 0.0%	+36 (+6.3%)	+17 (+2.6%)	-19 (-19.4%)	33.3% \| 3.8%	-369
	REDUCING	19	6	SHORT	0	NEUTRAL	0	0	SHORT	ADDING	—	—	LONG	LIQUIDATION
RGGI V2026 ICE FUTURES ENERGY DIV	5,608	14,284	8,676		4,934	-5,672	46,644	52,316		64	112	48		65,974
	-1,092 (-16.3%)	-665 (-4.4%)	+427 (+5.2%)	21.7% \| 13.2%	+299 (+6.5%)	+1,073 (+15.9%)	+2,081 (+4.7%)	+1,008 (+2.0%)	70.7% \| 79.3%	+19 (+42.2%)	+48 (+75.0%)	+29 (+152.6%)	0.2% \| 0.1%	+1,763
	REDUCING	22	15	LONG	7	ADDING	18	11	SHORT	ADDING	—	—	LONG	BUILDUP
RGGI V2027 ICE FUTURES ENERGY DIV	-9,366	3,211	12,577		2,086	9,367	15,479	6,112		-1	6	7		20,782
	-721 (-8.3%)	-96 (-2.9%)	+625 (+5.2%)	15.5% \| 60.5%	-185 (-8.1%)	+709 (+8.2%)	+2,089 (+15.6%)	+1,380 (+29.2%)	74.5% \| 29.4%	+12 (+92.3%)	-14 (-70.0%)	-26 (-78.8%)	0.0% \| 0.0%	+1,794
	REDUCING	6	10	SHORT	3	ADDING	11	6	LONG	ADDING	—	—	SHORT	BUILDUP
STELLAR PERP STYLE COINBASE DERIVATIVES, LLC	-359	1,292	1,651		0	0	0	0		359	460	101		1,752
	-108 (-43.0%)	+579 (+81.2%)	+687 (+71.3%)	73.7% \| 94.2%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 0.0%	+108 (+43.0%)	+112 (+32.2%)	+4 (+4.1%)	26.3% \| 5.8%	+691
	REDUCING	21	10	SHORT	0	NEUTRAL	0	0	SHORT	ADDING	—	—	LONG	BUILDUP
SUI PERP STYLE COINBASE DERIVATIVES, LLC	-410	2,311	2,721		0	0	0	0		410	683	273		2,994
	+10 (+2.4%)	-294 (-11.3%)	-304 (-10.0%)	77.2% \| 90.9%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 0.0%	-10 (-2.4%)	+18 (+2.7%)	+28 (+11.4%)	22.8% \| 9.1%	-276
	ADDING	37	14	SHORT	0	NEUTRAL	0	0	SHORT	REDUCING	—	—	LONG	LIQUIDATION
TX REC CRS V31 BACK HALF NODAL EXCHANGE	-884	231	1,115		0	884	1,368	484		0	100	100		1,699
	0 (0.0%)	0 (0.0%)	0 (0.0%)	13.6% \| 65.6%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	80.5% \| 28.5%	0 (0.0%)	0 (0.0%)	0 (0.0%)	5.9% \| 5.9%	0
	NEUTRAL	3	3	SHORT	0	NEUTRAL	10	6	LONG	NEUTRAL	—	—	SHORT	NEUTRAL
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	301	1,984	1,683		185	-280	1,154	1,434		-21	55	76		3,378
	+383 (+467.1%)	+532 (+36.6%)	+149 (+9.7%)	58.7% \| 49.8%	+181 (+4,525.0%)	-467 (-249.7%)	-316 (-21.5%)	+151 (+11.8%)	34.2% \| 42.5%	+84 (+80.0%)	+20 (+57.1%)	-64 (-45.7%)	1.6% \| 2.2%	+417
	ADDING	4	11	LONG	2	REDUCING	8	8	SHORT	ADDING	—	—	SHORT	BUILDUP
ZCASH PERP STYLE COINBASE DERIVATIVES, LLC	113	2,390	2,277		0	0	0	0		-113	591	704		2,981
	+415 (+137.4%)	+350 (+17.2%)	-65 (-2.8%)	80.2% \| 76.4%	0 (0.0%)	0 (0.0%)	0 (0.0%)	0 (0.0%)	0.0% \| 0.0%	-415 (-137.4%)	+3 (+0.5%)	+418 (+146.2%)	19.8% \| 23.6%	+353
	ADDING	29	35	LONG	0	NEUTRAL	0	0	SHORT	REDUCING	—	—	SHORT	BUILDUP

DISCLAIMER

The information provided on this website is for general informational purposes only. It is not intended as financial or investment advice and should not be relied upon as such. Before making any financial or investment decisions, please consult a professional advisor who can provide tailored advice based on your specific needs and circumstances. Official COT data is published by the CFTC. COT-Reports.com is a platform that provides tools for analyzing Commitment of Traders (COT) data, market trends, and positioning insights, based on the latest and historical COT reports. We do not provide financial, investment, or trading advice, nor do we make recommendations to buy or sell any securities, derivatives, or financial instruments. All data and information provided through COT-Reports.com are for informational and educational purposes only and may not be accurate, complete, or up to date. Trading and investing involve significant risk of loss and may not be suitable for all investors. Past performance does not guarantee future results. Users are solely responsible for their own investment decisions. Always use a demo account to test the above COT data information.