CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2 FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 36,319 COMMITMENTS 9,162 9,297 1,025 26,109 25,997 36,296 36,319 23 0 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: 26) -110 -10 0 141 36 31 26 -5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.2 25.6 2.8 71.9 71.6 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 11 3 2 18 10 30 15 CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063AS FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 91,582 COMMITMENTS 46,871 27,145 15,595 29,079 48,829 91,545 91,569 37 13 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: -358) -915 1,350 -94 629 -1,614 -380 -358 22 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.2 29.6 17.0 31.8 53.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 24 13 10 27 20 57 37 CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063CA FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 32,291 COMMITMENTS 12,669 5,360 2,545 17,055 24,386 32,269 32,291 22 0 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: 200) 100 400 0 100 -200 200 200 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.2 16.6 7.9 52.8 75.5 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 13 6 3 13 13 29 20 NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 147,512 COMMITMENTS 40,742 98,942 4,075 102,695 44,495 147,512 147,512 0 0 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: -244) -400 -667 0 156 423 -244 -244 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.6 67.1 2.8 69.6 30.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 9 4 15 12 21 22 RGGI VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063CD FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 RGGI CO2 Allowances OPEN INTEREST: 36,841 COMMITMENTS 4,240 421 0 32,601 36,420 36,841 36,841 0 0 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: 250) 0 0 0 250 250 250 250 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.5 1.1 0.0 88.5 98.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 2 0 13 7 16 9 PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063CH FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 85,355 COMMITMENTS 16,198 22,050 3,387 65,770 59,918 85,355 85,355 0 0 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: 500) -100 -1,550 800 -200 1,250 500 500 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.0 25.8 4.0 77.1 70.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 7 3 2 15 9 22 14 CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063CJ FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 15,881 COMMITMENTS 7,070 2,150 4,725 4,086 9,006 15,881 15,881 0 0 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.5 13.5 29.8 25.7 56.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 6 1 4 4 8 14 13 RGGI VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063CL FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 RGGI CO2 Allowances OPEN INTEREST: 30,400 COMMITMENTS 6,645 2,185 1,525 22,230 26,690 30,400 30,400 0 0 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: 690) 165 110 -150 675 730 690 690 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.9 7.2 5.0 73.1 87.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 9 3 2 17 13 27 17 MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 100 MWh of Class 1 Renewable Energy Cert OPEN INTEREST: 14,695 COMMITMENTS 2,867 3,300 650 11,178 10,745 14,695 14,695 0 0 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: -145) 0 100 0 -145 -245 -145 -145 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.5 22.5 4.4 76.1 73.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 5 5 2 12 10 18 16 MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV Code-0063DN FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 40,595 COMMITMENTS 22,671 6,250 1,137 16,787 33,208 40,595 40,595 0 0 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: 300) 300 0 0 0 300 300 300 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 55.8 15.4 2.8 41.4 81.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 6 2 3 15 10 22 14 USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 38,910 COMMITMENTS 3,315 2,941 3,233 32,275 32,711 38,823 38,885 87 25 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: 1,558) 282 -3 -259 1,519 1,820 1,542 1,558 16 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.5 7.6 8.3 82.9 84.1 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 4 6 9 29 28 39 37 FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV Code-02141C FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 41,351 COMMITMENTS 4,648 2,981 3,392 32,586 34,868 40,626 41,241 725 110 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: 2,451) 3 112 59 2,384 2,290 2,446 2,461 5 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.2 7.2 8.2 78.8 84.3 98.2 99.7 1.8 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 7 3 5 27 23 35 30 USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV Code-02141R FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- BBL OPEN INTEREST: 5,932 COMMITMENTS 90 1,503 497 5,298 3,713 5,885 5,713 47 219 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 25.3 8.4 89.3 62.6 99.2 96.3 0.8 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 2 2 12 11 16 13 NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391 FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 5,044,642 COMMITMENTS 141,471 156,790 453,874 4423751 4409424 5019096 5020088 25,546 24,554 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: 101,056) 11,299 -53,327 52,904 36,895 103,495 101,098 103,072 -42 -2,016 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 3.1 9.0 87.7 87.4 99.5 99.5 0.5 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235) 34 35 54 153 120 216 181 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 167,110 COMMITMENTS 17,037 22,702 38,061 110,288 104,444 165,386 165,207 1,724 1,903 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: 15,870) 3,915 -4,905 12,965 -1,010 7,810 15,870 15,870 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.2 13.6 22.8 66.0 62.5 99.0 98.9 1.0 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 9 11 12 25 24 40 41 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 261,330 COMMITMENTS 0 6,337 0 244,244 252,189 244,244 258,526 17,086 2,804 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: 2,632) 0 270 0 2,794 1,823 2,794 2,093 -162 539 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.4 0.0 93.5 96.5 93.5 98.9 6.5 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 0 3 0 29 24 29 27 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 152,492 COMMITMENTS 831 6,694 1,672 147,580 139,279 150,083 147,645 2,409 4,847 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: 2,400) 0 -2,198 1,002 1,233 3,340 2,235 2,144 165 256 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 4.4 1.1 96.8 91.3 98.4 96.8 1.6 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 2 3 5 30 27 35 32 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 331,805 COMMITMENTS 1,312 2,977 2,755 318,372 318,303 322,439 324,035 9,366 7,770 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: 948) 320 1,342 999 1,193 2,553 2,512 4,894 -1,564 -3,946 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.9 0.8 96.0 95.9 97.2 97.7 2.8 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 4 3 4 32 28 38 33 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 788,979 COMMITMENTS 2,440 9,933 2,512 774,696 774,829 779,648 787,274 9,331 1,705 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: 10,875) 0 365 -245 10,243 10,945 9,998 11,065 877 -190 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 1.3 0.3 98.2 98.2 98.8 99.8 1.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 1 2 2 40 27 43 29 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 378,683 COMMITMENTS 526 7,085 300 360,708 364,534 361,534 371,919 17,149 6,764 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: 1,161) 276 428 0 1,075 -26 1,351 402 -190 759 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 1.9 0.1 95.3 96.3 95.5 98.2 4.5 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 2 3 1 45 41 47 45 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 481,035 COMMITMENTS 22,248 2,323 573 450,373 474,730 473,194 477,626 7,841 3,409 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: -1,473) 3,831 1,206 147 -5,440 -2,671 -1,462 -1,318 -11 -155 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.6 0.5 0.1 93.6 98.7 98.4 99.3 1.6 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 2 4 2 39 40 43 44 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 354,374 COMMITMENTS 45 1,745 1,212 347,783 343,383 349,040 346,340 5,334 8,034 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: 18,079) 45 30 245 17,926 17,898 18,216 18,173 -137 -94 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.5 0.3 98.1 96.9 98.5 97.7 1.5 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 1 2 2 37 29 39 32 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 98,333 COMMITMENTS 1,710 591 941 92,911 94,158 95,562 95,690 2,771 2,643 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: 3,020) 2 0 62 2,986 3,597 3,050 3,659 -30 -639 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 0.6 1.0 94.5 95.8 97.2 97.3 2.8 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 3 1 3 22 22 26 25 CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 20,730 COMMITMENTS 0 430 0 20,207 20,300 20,207 20,730 523 0 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: 1,800) 0 120 0 1,800 1,742 1,800 1,862 0 -62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.1 0.0 97.5 97.9 97.5 100.0 2.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 0 1 0 18 18 18 19 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 255,706 COMMITMENTS 0 0 0 250,360 249,202 250,360 249,202 5,346 6,504 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: 3,774) -1,491 0 -426 4,289 4,140 2,372 3,714 1,402 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 97.9 97.5 97.9 97.5 2.1 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 0 0 0 24 27 24 27 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 174,198 COMMITMENTS 0 0 0 167,121 171,325 167,121 171,325 7,077 2,873 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: 7,758) 0 0 0 8,759 7,972 8,759 7,972 -1,001 -214 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 95.9 98.4 95.9 98.4 4.1 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 0 0 0 32 22 32 22 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 291,211 COMMITMENTS 0 0 0 289,261 288,527 289,261 288,527 1,950 2,684 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: 3,838) 0 0 0 3,808 3,624 3,808 3,624 30 214 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.3 99.1 99.3 99.1 0.7 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 0 0 0 24 23 24 23 DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2 FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 35,791 COMMITMENTS 3,627 1,140 0 30,784 34,038 34,411 35,178 1,380 613 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: 1,920) 480 0 0 1,440 2,835 1,920 2,835 0 -915 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.1 3.2 0.0 86.0 95.1 96.1 98.3 3.9 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 3 1 0 20 19 23 20 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 575,915 COMMITMENTS 21,281 11,327 3,657 540,378 555,413 565,316 570,397 10,599 5,518 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: 9,512) 520 1,794 -217 6,346 7,822 6,649 9,399 2,863 113 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.7 2.0 0.6 93.8 96.4 98.2 99.0 1.8 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 3 5 4 54 46 60 52 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 212,398 COMMITMENTS 0 355 2,622 204,025 203,550 206,647 206,527 5,751 5,871 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: 10,580) -1,645 -2 602 12,807 9,813 11,764 10,413 -1,184 167 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.2 1.2 96.1 95.8 97.3 97.2 2.7 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 0 1 1 27 26 28 27 EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8 FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 84,084 COMMITMENTS 0 0 0 81,490 77,917 81,490 77,917 2,594 6,167 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: 1,707) 0 -1,221 0 1,677 2,717 1,677 1,496 30 211 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 96.9 92.7 96.9 92.7 3.1 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 0 0 25 22 25 22 HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 194,130 COMMITMENTS 0 1,500 0 191,087 191,656 191,087 193,156 3,043 974 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: 8,631) 0 1,500 0 7,291 6,950 7,291 8,450 1,340 181 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.8 0.0 98.4 98.7 98.4 99.5 1.6 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 1 0 21 21 21 22 HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 204,375 COMMITMENTS 589 7,948 0 197,944 195,655 198,533 203,603 5,842 772 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: 7,820) 0 1,500 0 7,760 6,320 7,760 7,820 60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 3.9 0.0 96.9 95.7 97.1 99.6 2.9 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 2 4 0 31 34 33 38 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 154,016 COMMITMENTS 0 984 0 153,099 152,321 153,099 153,305 917 711 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: 7,558) 0 240 0 7,558 7,318 7,558 7,558 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.6 0.0 99.4 98.9 99.4 99.5 0.6 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 0 2 0 20 21 20 23 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 265,208 COMMITMENTS 1,771 2,667 14,049 245,555 244,448 261,375 261,164 3,833 4,044 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: 3,101) 707 127 -396 2,700 3,430 3,011 3,161 90 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 1.0 5.3 92.6 92.2 98.6 98.5 1.4 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 2 3 3 36 38 40 42 NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 112,850 COMMITMENTS 0 0 0 105,891 103,505 105,891 103,505 6,959 9,345 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: 727) 0 0 0 393 1,022 393 1,022 334 -295 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 93.8 91.7 93.8 91.7 6.2 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 0 0 22 20 22 20 NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 208,505 COMMITMENTS 0 2,962 0 205,892 200,238 205,892 203,200 2,613 5,305 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: 13,395) 0 0 0 13,141 10,271 13,141 10,271 254 3,124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.4 0.0 98.7 96.0 98.7 97.5 1.3 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 0 2 0 27 28 27 30 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 179,371 COMMITMENTS 0 547 0 172,204 175,292 172,204 175,839 7,167 3,532 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: -377) 0 89 0 -197 -436 -197 -347 -180 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.3 0.0 96.0 97.7 96.0 98.0 4.0 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 1 0 22 19 22 20 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 85,592 COMMITMENTS 0 0 0 81,944 82,465 81,944 82,465 3,648 3,127 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: 1,670) 0 0 0 1,580 1,670 1,580 1,670 90 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 95.7 96.3 95.7 96.3 4.3 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 0 0 20 17 20 17 NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 18,085 COMMITMENTS 496 240 0 16,451 17,477 16,947 17,717 1,138 368 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: 1,868) 0 240 0 1,868 2,180 1,868 2,420 0 -552 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 1.3 0.0 91.0 96.6 93.7 98.0 6.3 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 0 12 11 13 12 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 201,625 COMMITMENTS 3,976 0 521 193,622 196,879 198,119 197,400 3,506 4,225 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: 2,079) 346 -272 -184 1,917 2,158 2,079 1,702 0 377 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 0.0 0.3 96.0 97.6 98.3 97.9 1.7 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 0 1 19 20 21 21 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 169,129 COMMITMENTS 122 306 7,503 150,088 145,849 157,713 153,658 11,416 15,471 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: 4,650) -1,114 298 -342 9,483 8,450 8,027 8,406 -3,377 -3,756 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.2 4.4 88.7 86.2 93.3 90.9 6.7 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 1 2 3 27 30 30 34 SOCAL CITYGATE FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-0233BY FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- MMBtu OPEN INTEREST: 45,895 COMMITMENTS 0 0 0 42,063 44,616 42,063 44,616 3,832 1,279 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: 92) 0 0 0 151 122 151 122 -59 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 91.7 97.2 91.7 97.2 8.3 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 18 13 18 13 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 46,030 COMMITMENTS 0 900 0 45,627 43,865 45,627 44,765 403 1,265 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: 1,620) 0 900 0 1,620 720 1,620 1,620 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.0 0.0 99.1 95.3 99.1 97.3 0.9 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 1 0 13 14 13 15 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 238,935 COMMITMENTS 0 8,350 584 233,426 224,267 234,010 233,201 4,925 5,734 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: 2,698) 0 1,761 -664 3,970 2,284 3,306 3,381 -608 -683 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.5 0.2 97.7 93.9 97.9 97.6 2.1 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 0 2 1 39 38 40 40 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 127,173 COMMITMENTS 1,975 0 592 121,492 123,727 124,059 124,319 3,114 2,854 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: 2,697) 89 0 -174 2,638 2,698 2,553 2,524 144 173 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 0.0 0.5 95.5 97.3 97.6 97.8 2.4 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 2 0 2 22 29 24 31 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 142,267 COMMITMENTS 0 0 0 137,000 139,763 137,000 139,763 5,267 2,504 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: 248) 0 0 0 1,252 248 1,252 248 -1,004 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 96.3 98.2 96.3 98.2 3.7 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 0 0 20 22 20 22 TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 54,355 COMMITMENTS 0 0 0 48,878 52,583 48,878 52,583 5,477 1,772 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: 236) 0 0 0 788 328 788 328 -552 -92 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 89.9 96.7 89.9 96.7 10.1 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 16 14 16 14 WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4 FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 41,418 COMMITMENTS 0 961 0 40,683 38,280 40,683 39,241 735 2,177 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: 5,007) 0 0 0 5,069 5,007 5,069 5,007 -62 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.3 0.0 98.2 92.4 98.2 94.7 1.8 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 2 0 13 12 13 14 TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MM Btus OPEN INTEREST: 259,971 COMMITMENTS 571 0 0 242,086 258,984 242,657 258,984 17,314 987 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: 2,800) 0 0 0 2,678 2,770 2,678 2,770 122 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.0 0.0 93.1 99.6 93.3 99.6 6.7 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 1 0 0 26 21 27 21 TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 104,952 COMMITMENTS 14,541 8,774 121 82,532 94,192 97,194 103,087 7,758 1,865 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: 10,238) 29 0 0 9,352 10,238 9,381 10,238 857 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.9 8.4 0.1 78.6 89.7 92.6 98.2 7.4 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 1 1 17 18 19 20 REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 199,685 COMMITMENTS 1,672 0 0 194,513 197,856 196,185 197,856 3,500 1,829 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: 4,876) 0 0 0 6,038 4,632 6,038 4,632 -1,162 244 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 0.0 0.0 97.4 99.1 98.2 99.1 1.8 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 0 0 22 21 23 21 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 17,318 COMMITMENTS 4,672 726 242 12,019 16,244 16,933 17,212 385 106 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.0 4.2 1.4 69.4 93.8 97.8 99.4 2.2 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 7 4 2 16 22 23 28 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 38,852 COMMITMENTS 5,935 1,269 370 32,522 37,213 38,827 38,852 25 0 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: 604) 50 69 0 554 535 604 604 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.3 3.3 1.0 83.7 95.8 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 5 7 4 23 22 30 32 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 29,496 COMMITMENTS 2,150 475 1,075 26,161 27,926 29,386 29,476 110 20 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: 577) 100 -525 400 77 702 577 577 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.3 1.6 3.6 88.7 94.7 99.6 99.9 0.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 4 4 15 16 20 21 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 141,758 COMMITMENTS 9,374 8,926 6,626 125,319 126,198 141,319 141,750 439 8 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: 1,411) -535 988 -765 2,726 1,188 1,426 1,411 -15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.6 6.3 4.7 88.4 89.0 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 7 9 7 32 36 43 48 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 64,873 COMMITMENTS 450 5,265 2,420 61,996 57,182 64,866 64,867 7 6 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: 822) -25 -316 335 512 803 822 822 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 8.1 3.7 95.6 88.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 2 12 6 22 24 28 38 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 32,943 COMMITMENTS 0 475 175 32,768 32,263 32,943 32,913 0 30 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: 478) 0 25 -25 503 478 478 478 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.4 0.5 99.5 97.9 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 5 3 13 15 16 21 PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 67,595 COMMITMENTS 16,540 5,895 1,740 49,098 59,819 67,378 67,454 217 141 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: 113) 0 300 0 113 -187 113 113 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.5 8.7 2.6 72.6 88.5 99.7 99.8 0.3 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 5 2 3 25 24 31 28 PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 85,904 COMMITMENTS 26,924 9,463 1,675 56,954 74,658 85,553 85,796 351 108 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: 891) 777 985 -15 182 -89 944 881 -53 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.3 11.0 1.9 66.3 86.9 99.6 99.9 0.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 5 7 4 28 26 35 35 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 71,663 COMMITMENTS 3,551 175 1,328 66,197 69,984 71,076 71,487 587 176 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: 585) 0 0 0 585 585 585 585 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.0 0.2 1.9 92.4 97.7 99.2 99.8 0.8 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 3 2 2 25 25 28 29 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 97,534 COMMITMENTS 4,262 250 1,672 90,963 95,471 96,897 97,393 637 141 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: 228) -60 0 60 228 168 228 228 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.4 0.3 1.7 93.3 97.9 99.3 99.9 0.7 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 3 3 2 28 27 31 32 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 45,315 COMMITMENTS 0 420 0 45,180 44,595 45,180 45,015 135 300 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: -1,770) 0 0 0 -1,755 -1,755 -1,755 -1,755 -15 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.9 0.0 99.7 98.4 99.7 99.3 0.3 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 1 0 21 19 21 20 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 25,023 COMMITMENTS 0 600 0 24,422 24,268 24,422 24,868 601 155 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: -1,399) -82 0 0 -1,128 -1,389 -1,210 -1,389 -189 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.4 0.0 97.6 97.0 97.6 99.4 2.4 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 0 18 20 18 21 ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 14,860 COMMITMENTS 775 3,950 0 13,995 10,910 14,770 14,860 90 0 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: -555) -75 250 0 -480 -805 -555 -555 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.2 26.6 0.0 94.2 73.4 99.4 100.0 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 4 1 0 17 8 21 9 ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 73,995 COMMITMENTS 15,912 569 4,726 53,038 68,396 73,676 73,691 319 304 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: -6,192) 1,638 -2,312 -1,566 -6,299 -2,316 -6,227 -6,194 35 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.5 0.8 6.4 71.7 92.4 99.6 99.6 0.4 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 15 4 10 31 32 47 45 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8 FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 28,218 COMMITMENTS 6,865 325 2,150 18,901 25,401 27,916 27,876 302 342 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: -1,327) 750 -105 -450 -1,620 -772 -1,320 -1,327 -7 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.3 1.2 7.6 67.0 90.0 98.9 98.8 1.1 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 2 4 18 20 23 24 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 55,210 COMMITMENTS 225 280 140 54,700 54,575 55,065 54,995 145 215 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: -2,038) -225 40 -40 -1,753 -2,027 -2,018 -2,027 -20 -11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.5 0.3 99.1 98.8 99.7 99.6 0.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 1 1 20 23 22 24 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3 FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 39,001 COMMITMENTS 975 1,950 185 37,271 36,814 38,431 38,949 570 52 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: -824) -110 -165 -15 -669 -632 -794 -812 -30 -12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 5.0 0.5 95.6 94.4 98.5 99.9 1.5 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 5 3 2 22 23 27 28 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 64,327 COMMITMENTS 3,487 200 0 60,422 63,962 63,909 64,162 418 165 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: 1,675) 0 0 0 1,675 1,675 1,675 1,675 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.4 0.3 0.0 93.9 99.4 99.4 99.7 0.6 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 4 1 0 24 18 28 19 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 71,048 COMMITMENTS 4,144 4,150 60 66,712 66,838 70,916 71,048 132 0 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: 2,230) 125 0 0 2,165 2,230 2,290 2,230 -60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.8 5.8 0.1 93.9 94.1 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 6 1 1 27 20 33 22 ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 86,187 COMMITMENTS 4,200 1,772 413 81,480 84,002 86,093 86,187 94 0 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: -507) -10 175 -50 -449 -632 -509 -507 2 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.9 2.1 0.5 94.5 97.5 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 3 4 3 24 30 29 35 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 108,023 COMMITMENTS 6,124 6,939 1,749 99,984 99,320 107,857 108,008 166 15 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: -322) 115 441 -220 -221 -548 -326 -327 4 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.7 6.4 1.6 92.6 91.9 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 3 14 6 26 33 34 48 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 52,035 COMMITMENTS 125 3,115 375 51,515 48,515 52,015 52,005 20 30 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: 100) -25 75 25 100 0 100 100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 6.0 0.7 99.0 93.2 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 4 3 16 14 19 19 CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 25MWh OPEN INTEREST: 47,385 COMMITMENTS 25 1,680 0 47,360 45,705 47,385 47,385 0 0 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: -375) 0 0 0 -375 -375 -375 -375 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 3.5 0.0 99.9 96.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 4 0 12 9 13 13 PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 62,533 COMMITMENTS 3,281 150 476 58,476 61,684 62,233 62,310 300 223 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: 1,718) 813 0 25 880 1,693 1,718 1,718 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.2 0.2 0.8 93.5 98.6 99.5 99.6 0.5 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 1 3 21 20 25 24 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 61,007 COMMITMENTS 4,394 75 3,992 52,241 56,740 60,627 60,807 380 200 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: 1,500) -515 0 210 1,770 1,330 1,465 1,540 35 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.2 0.1 6.5 85.6 93.0 99.4 99.7 0.6 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 6 2 4 22 25 28 31 NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 30,323 COMMITMENTS 425 258 80 29,662 29,919 30,167 30,257 156 66 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: 0) 220 0 0 -220 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 0.9 0.3 97.8 98.7 99.5 99.8 0.5 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 1 16 13 18 14 NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 28,627 COMMITMENTS 250 245 0 28,116 28,382 28,366 28,627 261 0 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: 0) 220 0 0 -280 0 -60 0 60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 0.9 0.0 98.2 99.1 99.1 100.0 0.9 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 2 0 16 12 17 14 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 32,705 COMMITMENTS 209 4,606 1,664 30,756 26,410 32,629 32,680 76 25 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: -9) 0 30 5 -15 -45 -10 -10 1 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 14.1 5.1 94.0 80.8 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 2 6 4 24 20 30 26 NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 21,363 COMMITMENTS 253 1,340 1,087 19,652 18,708 20,992 21,135 371 228 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: 15) 40 -60 60 -75 0 25 0 -10 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 6.3 5.1 92.0 87.6 98.3 98.9 1.7 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 2 2 14 16 17 20 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3 FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 54,224 COMMITMENTS 5,606 4,641 1,671 46,853 47,897 54,130 54,209 94 15 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: 723) 70 55 -5 647 673 712 723 11 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.3 8.6 3.1 86.4 88.3 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 4 5 5 26 27 33 34 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4 FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 36,291 COMMITMENTS 45 1,812 698 35,261 33,651 36,004 36,161 287 130 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: 125) 0 95 -95 219 125 124 125 1 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 5.0 1.9 97.2 92.7 99.2 99.6 0.8 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 5 5 22 19 28 24 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 20,122 COMMITMENTS 975 225 125 18,827 19,757 19,927 20,107 195 15 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: 130) 50 0 25 55 105 130 130 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.8 1.1 0.6 93.6 98.2 99.0 99.9 1.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 1 2 15 16 18 19 PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 13,502 COMMITMENTS 720 250 425 12,297 12,827 13,442 13,502 60 0 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: 290) -50 100 0 340 190 290 290 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 1.9 3.1 91.1 95.0 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 3 2 14 11 17 15 PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 14,727 COMMITMENTS 220 1,100 750 13,697 12,877 14,667 14,727 60 0 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: 290) -50 100 0 340 190 290 290 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 7.5 5.1 93.0 87.4 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 4 2 15 12 18 17 PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 19,730 COMMITMENTS 1,780 1,100 305 17,620 18,300 19,705 19,705 25 25 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: -265) -25 0 0 -240 -265 -265 -265 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.0 5.6 1.5 89.3 92.8 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 1 1 16 16 19 18 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 18,941 COMMITMENTS 1,825 1,100 220 16,873 17,596 18,918 18,916 23 25 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: -265) -25 0 0 -240 -265 -265 -265 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.6 5.8 1.2 89.1 92.9 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 1 1 15 16 18 18 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 47,356 COMMITMENTS 2,625 425 2,335 42,205 44,596 47,165 47,356 191 0 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: 595) 50 0 0 545 595 595 595 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.5 0.9 4.9 89.1 94.2 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 6 2 2 21 16 27 20 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8 FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 47,074 COMMITMENTS 2,800 500 2,125 41,948 44,449 46,873 47,074 201 0 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: 595) 50 0 0 545 595 595 595 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.9 1.1 4.5 89.1 94.4 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 6 3 3 21 16 28 21 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 125,461 COMMITMENTS 2,002 12,675 1,025 122,312 111,761 125,339 125,461 122 0 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: 201) -974 110 10 1,165 81 201 201 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 10.1 0.8 97.5 89.1 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 6 8 7 35 28 45 39 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 352 MWh OPEN INTEREST: 134,813 COMMITMENTS 2,600 12,281 1,612 130,476 120,845 134,688 134,738 125 75 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: 350) 25 -700 0 325 1,030 350 330 0 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 9.1 1.2 96.8 89.6 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 4 11 7 37 30 46 43 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 268,958 COMMITMENTS 20,115 25,873 25,436 222,598 217,344 268,149 268,653 809 305 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: 3,049) -600 -1,524 349 3,299 4,206 3,048 3,031 1 18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.5 9.6 9.5 82.8 80.8 99.7 99.9 0.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 19 21 17 43 40 68 73 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 18,279 COMMITMENTS 3,830 25 75 14,273 18,174 18,178 18,274 101 5 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: 98) 100 0 0 -3 103 97 103 1 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.0 0.1 0.4 78.1 99.4 99.4 100.0 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 1 2 19 8 22 11 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 17,244 COMMITMENTS 3,490 515 45 13,569 16,684 17,104 17,244 140 0 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: 100) 100 0 0 0 100 100 100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.2 3.0 0.3 78.7 96.8 99.2 100.0 0.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 2 3 17 7 20 11 ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV Code-0643IB FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 7,845 COMMITMENTS 575 1,575 305 5,925 5,820 6,805 7,700 1,040 145 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: 810) 290 415 135 185 625 610 1,175 200 -365 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.3 20.1 3.9 75.5 74.2 86.7 98.2 13.3 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 3 6 6 27 28 34 37 ARGUS CIF ARA Lg Finl Propane - ICE FUTURES ENERGY DIV Code-066411 FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 metric tonnes OPEN INTEREST: 2,093 COMMITMENTS 140 63 220 1,317 1,328 1,677 1,611 416 482 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.7 3.0 10.5 62.9 63.4 80.1 77.0 19.9 23.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 2 4 14 15 18 20 ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413 FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 metric tonnes OPEN INTEREST: 4,178 COMMITMENTS 169 323 282 3,151 2,696 3,602 3,301 576 877 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: 6) -5 -26 -8 20 -22 7 -56 -1 62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 7.7 6.7 75.4 64.5 86.2 79.0 13.8 21.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 6 4 18 17 23 24 ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416 FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 36,435 COMMITMENTS 5,380 2,280 109 30,901 33,979 36,390 36,368 45 67 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: 351) 30 60 22 299 269 351 351 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.8 6.3 0.3 84.8 93.3 99.9 99.8 0.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 4 4 2 36 33 40 39 NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 14,764 COMMITMENTS 220 70 123 14,279 14,117 14,622 14,310 142 454 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: 783) 10 -10 0 773 773 783 763 0 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 0.5 0.8 96.7 95.6 99.0 96.9 1.0 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 2 2 3 23 29 27 32 BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 9,328 COMMITMENTS 248 137 458 8,066 8,237 8,772 8,832 556 496 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: 349) 0 31 65 557 375 622 471 -273 -122 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 1.5 4.9 86.5 88.3 94.0 94.7 6.0 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 4 3 3 27 28 32 33 PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 34,147 COMMITMENTS 587 1,939 767 32,482 31,086 33,836 33,792 311 355 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: 404) 0 -200 257 -39 367 218 424 186 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 5.7 2.2 95.1 91.0 99.1 99.0 0.9 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 1 5 3 16 27 20 33 PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 62,192 COMMITMENTS 2,790 2,787 2,767 56,083 55,569 61,640 61,123 552 1,069 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: 798) 372 -144 40 658 1,012 1,070 908 -272 -110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 4.5 4.4 90.2 89.4 99.1 98.3 0.9 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 12 9 15 59 59 77 78 CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 BARRELS OPEN INTEREST: 28,637 COMMITMENTS 1,370 0 0 27,182 28,572 28,552 28,572 85 65 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: -61) -2,900 0 0 2,839 -101 -61 -101 0 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.8 0.0 0.0 94.9 99.8 99.7 99.8 0.3 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 0 0 24 17 25 17 ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742R FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 8,330 COMMITMENTS 370 150 465 7,425 7,630 8,260 8,245 70 85 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: 60) 0 45 -15 75 30 60 60 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.4 1.8 5.6 89.1 91.6 99.2 99.0 0.8 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 1 2 16 12 19 14 CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 BARRELS OPEN INTEREST: 10,672 COMMITMENTS 105 0 45 10,467 10,627 10,617 10,672 55 0 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: 375) 0 -1,848 0 375 2,223 375 375 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 0.0 0.4 98.1 99.6 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 1 14 9 15 10 ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 224,774 COMMITMENTS 0 0 0 214,326 213,273 214,326 213,273 10,448 11,501 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: 4,833) 0 0 0 5,068 4,003 5,068 4,003 -235 830 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 95.4 94.9 95.4 94.9 4.6 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 15 19 15 19 GASOLINE CRK-RBOB/BRENT 1st - ICE FUTURES ENERGY DIV Code-111415 FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 Barrels OPEN INTEREST: 30,937 COMMITMENTS 15,503 425 1,113 9,741 27,710 26,357 29,248 4,580 1,689 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: 1,136) -1,418 0 35 1,842 531 459 566 677 570 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.1 1.4 3.6 31.5 89.6 85.2 94.5 14.8 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 5 1 4 13 13 18 18
Updated August 16, 2019