CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2 FUTURES ONLY POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 16,131 COMMITMENTS 5,526 814 656 9,949 14,661 16,131 16,131 0 0 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: -1,183) 750 -140 140 -2,073 -1,178 -1,183 -1,178 0 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.3 5.0 4.1 61.7 90.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 9 3 2 15 10 26 13 CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063AS FUTURES ONLY POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 67,024 COMMITMENTS 37,497 20,133 2,171 27,116 44,485 66,784 66,789 240 235 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: -990) -750 -2,230 -800 510 1,990 -1,040 -1,040 50 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 55.9 30.0 3.2 40.5 66.4 99.6 99.6 0.4 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 16 8 5 19 20 39 29 CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063CA FUTURES ONLY POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 56,728 COMMITMENTS 29,476 17,165 205 26,891 39,283 56,572 56,653 156 75 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 4,695) 2,013 -3,757 -520 3,195 8,972 4,688 4,695 7 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.0 30.3 0.4 47.4 69.2 99.7 99.9 0.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 24 6 4 22 16 47 25 NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC FUTURES ONLY POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 157,928 COMMITMENTS 45,583 24,751 4,786 107,559 128,391 157,928 157,928 0 0 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 3,195) 3,724 326 126 -655 2,743 3,195 3,195 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.9 15.7 3.0 68.1 81.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 5 7 5 16 15 24 24 PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063CH FUTURES ONLY POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 122,479 COMMITMENTS 17,221 14,848 4,238 101,020 103,393 122,479 122,479 0 0 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 328) 100 0 0 228 328 328 328 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.1 12.1 3.5 82.5 84.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 7 2 3 18 12 26 16 CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063CJ FUTURES ONLY POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 31,887 COMMITMENTS 17,194 3,594 1,987 12,706 26,306 31,887 31,887 0 0 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 227) 550 -275 -425 102 927 227 227 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 53.9 11.3 6.2 39.8 82.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 11 3 2 10 16 22 20 RGGI VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063CL FUTURES ONLY POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 RGGI CO2 Allowances OPEN INTEREST: 35,564 COMMITMENTS 8,218 1,100 0 27,346 34,464 35,564 35,564 0 0 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.1 3.1 0.0 76.9 96.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 9 1 0 12 6 21 7 CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV Code-0063D9 FUTURES ONLY POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 18,714 COMMITMENTS 9,018 310 923 8,773 17,481 18,714 18,714 0 0 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 797) 1,357 -65 -10 -550 872 797 797 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.2 1.7 4.9 46.9 93.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 13 2 2 9 13 23 16 RGGI VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063DJ FUTURES ONLY POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 RGGI CO2 Allowances OPEN INTEREST: 15,648 COMMITMENTS 550 575 0 15,098 15,073 15,648 15,648 0 0 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 3.7 0.0 96.5 96.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 1 0 13 10 15 11 CT RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DK FUTURES ONLY POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| 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: 11,946 COMMITMENTS 1,150 2,900 350 10,446 8,696 11,946 11,946 0 0 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 135) 25 -125 60 50 200 135 135 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.6 24.3 2.9 87.4 72.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 4 1 11 8 14 13 MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL FUTURES ONLY POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| 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: 20,623 COMMITMENTS 3,095 6,425 400 17,103 13,798 20,598 20,623 25 0 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 821) 750 1,000 -375 446 196 821 821 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.0 31.2 1.9 82.9 66.9 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 5 6 2 12 10 17 18 MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV Code-0063DN FUTURES ONLY POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 47,918 COMMITMENTS 22,170 11,969 2,301 23,447 33,648 47,918 47,918 0 0 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 244) 157 319 -49 136 -26 244 244 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.3 25.0 4.8 48.9 70.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 6 4 5 15 10 23 17 MASS SREC CARVE OUT 1 - ICE FUTURES ENERGY DIV Code-0063DP FUTURES ONLY POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 14,735 COMMITMENTS 500 7,400 1,500 12,735 5,835 14,735 14,735 0 0 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 50.2 10.2 86.4 39.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 3 2 11 7 14 11 USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B FUTURES ONLY POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 32,863 COMMITMENTS 3,746 0 2,103 26,756 30,689 32,605 32,792 258 71 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 6,328) 78 0 -406 6,656 6,724 6,328 6,318 0 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.4 0.0 6.4 81.4 93.4 99.2 99.8 0.8 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 8 0 4 24 24 32 28 FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV Code-02141C FUTURES ONLY POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 42,901 COMMITMENTS 1,287 3,444 2,968 37,274 36,456 41,529 42,868 1,372 33 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 1,609) -300 223 -40 1,949 1,426 1,609 1,609 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 8.0 6.9 86.9 85.0 96.8 99.9 3.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 3 6 3 22 20 28 26 USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV Code-02141R FUTURES ONLY POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- BBL OPEN INTEREST: 7,241 COMMITMENTS 87 1,675 501 6,641 5,065 7,229 7,241 12 0 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 855) -95 -105 97 853 863 855 855 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 23.1 6.9 91.7 69.9 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 2 3 16 13 19 16 NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391 FUTURES ONLY POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 5,192,380 COMMITMENTS 298,320 162,144 420,505 4445629 4581651 5164454 5164300 27,926 28,080 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 53,056) 15,104 14,124 10,617 27,895 31,180 53,616 55,921 -560 -2,865 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.7 3.1 8.1 85.6 88.2 99.5 99.5 0.5 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233) 34 30 45 152 129 209 181 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 FUTURES ONLY POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 297,468 COMMITMENTS 63,344 89,754 39,957 186,747 159,671 290,048 289,382 7,420 8,086 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 58,741) 4,237 43,179 8,953 38,321 29 51,511 52,161 7,230 6,580 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.3 30.2 13.4 62.8 53.7 97.5 97.3 2.5 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 9 11 10 30 22 43 39 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 FUTURES ONLY POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 281,789 COMMITMENTS 5,325 4,355 0 249,150 271,670 254,475 276,025 27,314 5,764 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 4,648) 62 -553 -62 3,504 4,605 3,504 3,990 1,144 658 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 1.5 0.0 88.4 96.4 90.3 98.0 9.7 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 1 0 27 21 29 22 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 FUTURES ONLY POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 145,788 COMMITMENTS 3,843 987 907 137,490 130,103 142,240 131,997 3,548 13,791 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 4,991) 1,357 206 159 3,065 6,032 4,581 6,397 410 -1,406 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 0.7 0.6 94.3 89.2 97.6 90.5 2.4 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 3 2 3 21 23 25 27 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 FUTURES ONLY POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 335,577 COMMITMENTS 10,863 15 6,522 309,266 325,669 326,651 332,206 8,926 3,371 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: -7,166) -281 15 1,570 -7,370 -7,619 -6,081 -6,034 -1,085 -1,132 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 0.0 1.9 92.2 97.0 97.3 99.0 2.7 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 5 1 4 35 32 41 36 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 FUTURES ONLY POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 860,297 COMMITMENTS 6,043 10,820 3,118 842,496 843,807 851,657 857,745 8,640 2,552 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 6,738) -568 62 152 8,097 5,846 7,681 6,060 -943 678 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 1.3 0.4 97.9 98.1 99.0 99.7 1.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 6 2 5 39 29 46 35 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 FUTURES ONLY POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 376,914 COMMITMENTS 3,192 6,409 1,547 364,486 362,738 369,225 370,694 7,689 6,220 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 14,187) 764 1,313 168 12,054 16,675 12,986 18,156 1,201 -3,969 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 1.7 0.4 96.7 96.2 98.0 98.3 2.0 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 3 5 4 42 41 46 49 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 FUTURES ONLY POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 539,356 COMMITMENTS 1,297 1,759 615 529,557 529,202 531,469 531,576 7,887 7,780 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 13,413) -373 1,163 496 13,527 13,526 13,650 15,185 -237 -1,772 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.3 0.1 98.2 98.1 98.5 98.6 1.5 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 2 6 2 43 42 46 49 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 FUTURES ONLY POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 419,683 COMMITMENTS 0 7,686 150 413,385 401,242 413,535 409,078 6,148 10,605 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 20,421) 0 3,722 150 21,792 17,181 21,942 21,053 -1,521 -632 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.8 0.0 98.5 95.6 98.5 97.5 1.5 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 0 7 1 38 30 39 37 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E FUTURES ONLY POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 110,812 COMMITMENTS 128 3,539 1,180 106,158 103,833 107,466 108,552 3,346 2,260 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 621) -2 33 -87 819 1,272 730 1,218 -109 -597 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 3.2 1.1 95.8 93.7 97.0 98.0 3.0 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 3 3 20 22 23 26 CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q FUTURES ONLY POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 33,598 COMMITMENTS 0 362 0 32,117 31,466 32,117 31,828 1,481 1,770 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 5,774) 0 0 0 5,455 5,331 5,455 5,331 319 443 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.1 0.0 95.6 93.7 95.6 94.7 4.4 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 1 0 16 17 16 18 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U FUTURES ONLY POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 285,174 COMMITMENTS 0 8,598 62 282,284 269,298 282,346 277,958 2,828 7,216 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 5,782) 0 3,009 62 5,524 4,016 5,586 7,087 196 -1,305 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.0 0.0 99.0 94.4 99.0 97.5 1.0 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 0 4 1 25 26 26 30 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W FUTURES ONLY POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 204,705 COMMITMENTS 0 0 0 199,479 199,176 199,479 199,176 5,226 5,529 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 13,582) 0 0 0 13,727 11,068 13,727 11,068 -145 2,514 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 97.4 97.3 97.4 97.3 2.6 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 0 0 0 28 22 28 22 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y FUTURES ONLY POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 308,076 COMMITMENTS 0 2,736 0 304,799 302,508 304,799 305,244 3,277 2,832 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 15,278) 0 0 0 17,222 15,406 17,222 15,406 -1,944 -128 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.9 0.0 98.9 98.2 98.9 99.1 1.1 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 0 1 0 23 25 23 26 DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2 FUTURES ONLY POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 48,545 COMMITMENTS 6,609 0 0 40,666 48,189 47,275 48,189 1,270 356 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 9,238) 1,450 0 0 7,829 9,068 9,279 9,068 -41 170 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.6 0.0 0.0 83.8 99.3 97.4 99.3 2.6 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 4 0 0 16 18 20 18 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 FUTURES ONLY POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 585,994 COMMITMENTS 28,592 4,885 7,305 539,904 564,104 575,801 576,294 10,193 9,700 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 9,902) -354 4,424 30 9,842 5,702 9,518 10,156 384 -254 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.9 0.8 1.2 92.1 96.3 98.3 98.3 1.7 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 7 7 6 51 44 60 56 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 FUTURES ONLY POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 195,937 COMMITMENTS 812 995 1,108 191,073 184,996 192,993 187,099 2,944 8,838 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 5,239) 631 135 -129 5,714 5,258 6,216 5,264 -977 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.5 0.6 97.5 94.4 98.5 95.5 1.5 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 2 2 24 22 27 24 EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6 FUTURES ONLY POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 49,563 COMMITMENTS 0 418 0 48,004 48,078 48,004 48,496 1,559 1,067 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 4,017) -301 0 -341 3,927 4,240 3,285 3,899 732 118 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.8 0.0 96.9 97.0 96.9 97.8 3.1 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 0 15 10 15 11 EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8 FUTURES ONLY POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 92,517 COMMITMENTS 0 232 0 85,887 88,018 85,887 88,250 6,630 4,267 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 201) 0 232 0 -402 1,465 -402 1,697 603 -1,496 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.3 0.0 92.8 95.1 92.8 95.4 7.2 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 0 16 15 16 16 HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG FUTURES ONLY POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 288,893 COMMITMENTS 232 1,798 682 280,727 285,720 281,641 288,200 7,252 693 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 23,902) -370 1,798 254 23,757 21,763 23,641 23,815 261 87 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.6 0.2 97.2 98.9 97.5 99.8 2.5 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 1 2 1 31 27 33 29 HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH FUTURES ONLY POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 275,008 COMMITMENTS 6,916 9,360 682 266,099 264,478 273,697 274,520 1,311 488 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 22,915) 0 2,197 -116 25,494 21,175 25,378 23,256 -2,463 -341 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 3.4 0.2 96.8 96.2 99.5 99.8 0.5 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 5 3 1 40 31 46 34 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM FUTURES ONLY POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 128,495 COMMITMENTS 0 1,361 0 125,143 126,475 125,143 127,836 3,352 659 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 11,354) 0 493 0 10,321 11,236 10,321 11,729 1,033 -375 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.1 0.0 97.4 98.4 97.4 99.5 2.6 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 0 2 0 21 26 21 28 MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN FUTURES ONLY POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- MMBTU OPEN INTEREST: 32,327 COMMITMENTS 383 0 0 31,159 32,093 31,542 32,093 785 234 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 6,812) 0 0 0 7,058 6,791 7,058 6,791 -246 21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 0.0 0.0 96.4 99.3 97.6 99.3 2.4 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 0 0 19 18 20 18 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ FUTURES ONLY POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 267,601 COMMITMENTS 171 1,524 1,733 261,500 254,846 263,404 258,103 4,197 9,498 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 10,366) 49 704 117 9,360 9,286 9,526 10,107 840 259 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.6 0.6 97.7 95.2 98.4 96.5 1.6 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 1 3 3 37 33 40 37 NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT FUTURES ONLY POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 124,640 COMMITMENTS 0 0 0 123,905 123,867 123,905 123,867 735 773 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 6,264) 0 0 0 5,800 6,235 5,800 6,235 464 29 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.4 99.4 99.4 99.4 0.6 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 9 14 9 14 NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY FUTURES ONLY POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 101,381 COMMITMENTS 0 0 0 90,430 88,717 90,430 88,717 10,951 12,664 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: -30) 0 0 0 208 1,790 208 1,790 -238 -1,820 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 89.2 87.5 89.2 87.5 10.8 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 0 0 16 18 16 18 NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 FUTURES ONLY POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 226,963 COMMITMENTS 724 410 604 221,530 220,951 222,858 221,965 4,105 4,998 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 14,596) -406 -165 264 15,278 14,703 15,136 14,802 -540 -206 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 0.2 0.3 97.6 97.4 98.2 97.8 1.8 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 1 1 1 25 30 27 31 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB FUTURES ONLY POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 197,529 COMMITMENTS 0 586 0 191,843 192,875 191,843 193,461 5,686 4,068 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 6,245) 0 586 0 5,788 4,796 5,788 5,382 457 863 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.3 0.0 97.1 97.6 97.1 97.9 2.9 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 2 0 22 20 22 22 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC FUTURES ONLY POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 85,374 COMMITMENTS 279 0 0 77,175 84,183 77,454 84,183 7,920 1,191 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 2,443) 279 0 0 2,288 2,406 2,567 2,406 -124 37 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 0.0 0.0 90.4 98.6 90.7 98.6 9.3 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 0 0 22 15 23 15 NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD FUTURES ONLY POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 34,318 COMMITMENTS 930 0 0 30,733 33,782 31,663 33,782 2,655 536 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 0.0 0.0 89.6 98.4 92.3 98.4 7.7 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 0 17 14 18 14 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH FUTURES ONLY POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 187,162 COMMITMENTS 3,653 0 453 175,205 178,033 179,311 178,486 7,851 8,676 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 2,549) 735 -20 55 1,717 4,603 2,507 4,638 42 -2,089 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 0.0 0.2 93.6 95.1 95.8 95.4 4.2 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 0 1 18 18 20 19 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL FUTURES ONLY POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 179,809 COMMITMENTS 0 8,530 6,702 159,997 151,805 166,699 167,037 13,110 12,772 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 18,640) 0 353 62 18,359 16,409 18,421 16,824 219 1,816 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.7 3.7 89.0 84.4 92.7 92.9 7.3 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 0 3 2 25 28 27 31 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG FUTURES ONLY POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 48,717 COMMITMENTS 367 753 0 47,319 47,389 47,686 48,142 1,031 575 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 6,225) 0 753 0 6,349 6,448 6,349 7,201 -124 -976 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 1.5 0.0 97.1 97.3 97.9 98.8 2.1 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 2 0 17 18 18 20 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH FUTURES ONLY POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 236,573 COMMITMENTS 0 2,726 4,451 227,108 224,368 231,559 231,545 5,014 5,028 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 11,018) 0 -506 758 10,295 13,673 11,053 13,925 -35 -2,907 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.2 1.9 96.0 94.8 97.9 97.9 2.1 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 0 6 2 39 36 41 42 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU FUTURES ONLY POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 135,146 COMMITMENTS 415 1,297 530 130,647 131,948 131,592 133,775 3,554 1,371 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 3,029) -379 615 477 2,486 1,933 2,584 3,025 445 4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 1.0 0.4 96.7 97.6 97.4 99.0 2.6 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 1 3 1 28 27 29 31 TRANSCO ZONE 6 MONTHLY INDEX - ICE FUTURES ENERGY DIV Code-0233CV FUTURES ONLY POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 20,941 COMMITMENTS 306 290 174 19,501 19,820 19,981 20,284 960 657 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 1.4 0.8 93.1 94.6 95.4 96.9 4.6 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 1 1 10 11 12 13 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW FUTURES ONLY POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 165,672 COMMITMENTS 600 0 0 158,732 163,418 159,332 163,418 6,340 2,254 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 9,362) 0 0 0 10,582 10,920 10,582 10,920 -1,220 -1,558 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.0 0.0 95.8 98.6 96.2 98.6 3.8 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 0 0 19 20 20 20 WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4 FUTURES ONLY POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 37,808 COMMITMENTS 418 1,498 0 36,123 34,641 36,541 36,139 1,267 1,669 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 3,711) 0 -397 -31 4,791 3,624 4,760 3,196 -1,049 515 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 4.0 0.0 95.5 91.6 96.6 95.6 3.4 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 1 0 14 17 15 18 TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR FUTURES ONLY POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MM Btus OPEN INTEREST: 278,033 COMMITMENTS 0 232 0 263,188 277,423 263,188 277,655 14,845 378 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 2,624) 0 232 0 3,221 2,421 3,221 2,653 -597 -29 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.1 0.0 94.7 99.8 94.7 99.9 5.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 0 1 0 29 17 29 18 TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT FUTURES ONLY POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 103,863 COMMITMENTS 7,622 8,774 0 88,394 92,495 96,016 101,269 7,847 2,594 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: -613) 0 0 0 -302 -613 -302 -613 -311 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.3 8.4 0.0 85.1 89.1 92.4 97.5 7.6 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 0 13 13 14 14 REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB FUTURES ONLY POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 209,101 COMMITMENTS 0 836 372 205,296 206,738 205,668 207,946 3,433 1,155 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: -473) 0 79 -79 497 -163 418 -163 -891 -310 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.4 0.2 98.2 98.9 98.4 99.4 1.6 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 0 1 1 23 26 24 27 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 FUTURES ONLY POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 13,014 COMMITMENTS 3,610 946 0 8,890 11,811 12,500 12,757 514 257 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.7 7.3 0.0 68.3 90.8 96.1 98.0 3.9 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 5 7 0 19 15 24 22 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 FUTURES ONLY POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 43,383 COMMITMENTS 3,975 3,743 1,050 38,238 38,590 43,263 43,383 120 0 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 1,110) -745 1,555 45 1,810 -490 1,110 1,110 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.2 8.6 2.4 88.1 89.0 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 2 8 6 25 23 32 33 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 FUTURES ONLY POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 32,792 COMMITMENTS 3,925 931 803 28,064 31,058 32,792 32,792 0 0 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 450) -150 275 -25 625 200 450 450 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.0 2.8 2.4 85.6 94.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 4 3 20 21 24 27 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 FUTURES ONLY POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 136,389 COMMITMENTS 2,582 10,086 10,009 123,575 116,160 136,166 136,255 223 134 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 2,941) -15 1,573 -771 3,782 2,363 2,996 3,165 -55 -224 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 7.4 7.3 90.6 85.2 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 8 12 12 30 33 45 50 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 FUTURES ONLY POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 73,292 COMMITMENTS 2,095 1,936 2,831 68,336 68,505 73,262 73,272 30 20 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 1,537) 580 285 91 866 1,161 1,537 1,537 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 2.6 3.9 93.2 93.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 6 4 5 21 22 29 29 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 FUTURES ONLY POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 33,656 COMMITMENTS 576 500 424 32,656 32,732 33,656 33,656 0 0 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 514) 175 50 74 265 390 514 514 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 1.5 1.3 97.0 97.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 4 2 3 12 17 16 22 PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A FUTURES ONLY POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 61,930 COMMITMENTS 16,612 448 6,139 39,145 55,311 61,896 61,898 34 32 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 1,361) 534 53 25 1,224 1,283 1,783 1,361 -422 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.8 0.7 9.9 63.2 89.3 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 6 2 5 25 25 33 30 PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B FUTURES ONLY POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 82,177 COMMITMENTS 24,992 1,998 5,054 51,789 75,125 81,835 82,177 342 0 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 745) 15 105 -2 722 642 735 745 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.4 2.4 6.2 63.0 91.4 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 5 6 6 27 28 35 38 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C FUTURES ONLY POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 73,858 COMMITMENTS 2,235 1,320 1,294 69,466 71,130 72,995 73,744 863 114 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 255) 0 0 0 255 250 255 250 0 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 1.8 1.8 94.1 96.3 98.8 99.8 1.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 2 1 2 27 25 30 27 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F FUTURES ONLY POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 93,235 COMMITMENTS 2,349 1,389 1,866 88,049 89,920 92,264 93,175 971 60 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 156) -30 0 30 166 126 166 156 -10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 1.5 2.0 94.4 96.4 99.0 99.9 1.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 3 2 3 30 27 34 31 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K FUTURES ONLY POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 44,672 COMMITMENTS 400 120 230 43,616 43,718 44,246 44,068 426 604 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 2,250) 0 0 0 2,250 2,250 2,250 2,250 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 0.3 0.5 97.6 97.9 99.0 98.6 1.0 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 1 18 15 20 16 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L FUTURES ONLY POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 27,532 COMMITMENTS 360 890 45 26,569 26,593 26,974 27,528 558 4 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 2,464) 0 110 0 2,494 2,454 2,494 2,564 -30 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 3.2 0.2 96.5 96.6 98.0 100.0 2.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 3 1 20 18 22 21 ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R FUTURES ONLY POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 87,244 COMMITMENTS 20,291 1,520 3,697 62,900 81,850 86,888 87,067 356 177 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 1,496) 822 187 90 647 1,241 1,559 1,518 -63 -22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.3 1.7 4.2 72.1 93.8 99.6 99.8 0.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 21 4 13 32 32 55 47 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8 FUTURES ONLY POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 38,858 COMMITMENTS 10,096 300 300 28,162 37,916 38,558 38,516 300 342 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 320) 200 0 0 120 320 320 320 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.0 0.8 0.8 72.5 97.6 99.2 99.1 0.8 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 8 1 1 17 21 25 23 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ FUTURES ONLY POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 49,791 COMMITMENTS 500 204 246 48,915 48,737 49,661 49,187 130 604 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 2,136) 0 0 0 2,136 2,136 2,136 2,136 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 0.4 0.5 98.2 97.9 99.7 98.8 0.3 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 2 2 22 19 26 21 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3 FUTURES ONLY POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 41,353 COMMITMENTS 400 2,118 0 39,775 39,121 40,175 41,239 1,178 114 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: -357) 0 195 0 -137 -552 -137 -357 -220 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 5.1 0.0 96.2 94.6 97.2 99.7 2.8 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 7 0 20 20 22 27 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC FUTURES ONLY POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 67,632 COMMITMENTS 2,483 1,400 0 64,526 65,887 67,009 67,287 623 345 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 1,265) 0 0 0 1,250 1,265 1,250 1,265 15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.7 2.1 0.0 95.4 97.4 99.1 99.5 0.9 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 2 0 24 15 26 17 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE FUTURES ONLY POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 70,826 COMMITMENTS 3,546 1,200 60 66,875 69,386 70,481 70,646 345 180 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 1,916) 25 0 0 1,876 1,956 1,901 1,956 15 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.0 1.7 0.1 94.4 98.0 99.5 99.7 0.5 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 4 1 1 25 17 29 19 ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF FUTURES ONLY POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 79,712 COMMITMENTS 1,597 2,925 68 77,741 76,679 79,406 79,672 306 40 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: -772) -105 346 3 -700 -1,146 -802 -797 30 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 3.7 0.1 97.5 96.2 99.6 99.9 0.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 3 5 3 27 29 31 36 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG FUTURES ONLY POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 98,245 COMMITMENTS 2,572 7,469 618 94,719 90,075 97,909 98,162 336 83 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: -65) 244 683 -3 -313 -745 -72 -65 7 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 7.6 0.6 96.4 91.7 99.7 99.9 0.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 4 15 9 29 29 40 46 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM FUTURES ONLY POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 55,382 COMMITMENTS 425 5,457 175 54,762 49,750 55,362 55,382 20 0 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 625) 150 100 -125 600 650 625 625 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 9.9 0.3 98.9 89.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 4 3 16 13 19 19 CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR FUTURES ONLY POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 25MWh OPEN INTEREST: 47,590 COMMITMENTS 550 1,026 299 46,741 46,265 47,590 47,590 0 0 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 349) -75 -75 124 300 300 349 349 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 2.2 0.6 98.2 97.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 3 2 9 9 12 13 PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS FUTURES ONLY POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 62,932 COMMITMENTS 1,572 1,640 592 60,716 60,403 62,880 62,635 52 297 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: -63) 51 0 0 -114 -98 -63 -98 0 35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 2.6 0.9 96.5 96.0 99.9 99.5 0.1 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 4 1 2 22 21 27 23 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT FUTURES ONLY POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 71,653 COMMITMENTS 1,979 2,138 4,667 64,942 64,741 71,588 71,546 65 107 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 57) -70 -80 95 32 24 57 39 0 18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 3.0 6.5 90.6 90.4 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 9 3 3 23 18 33 23 NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW FUTURES ONLY POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 26,867 COMMITMENTS 865 800 0 25,804 26,047 26,669 26,847 198 20 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 170) 0 225 0 170 -55 170 170 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 3.0 0.0 96.0 96.9 99.3 99.9 0.7 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 2 0 16 12 17 14 NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX FUTURES ONLY POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 26,216 COMMITMENTS 745 50 0 25,112 26,096 25,857 26,146 359 70 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 25) 0 0 0 25 25 25 25 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 0.2 0.0 95.8 99.5 98.6 99.7 1.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 0 16 12 17 13 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY FUTURES ONLY POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 34,283 COMMITMENTS 71 2,524 1,243 32,900 30,442 34,214 34,209 69 74 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 282) -10 73 -6 318 230 302 297 -20 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 7.4 3.6 96.0 88.8 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 5 5 20 19 26 24 NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ FUTURES ONLY POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 21,667 COMMITMENTS 383 3,121 342 19,991 18,194 20,716 21,657 951 10 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 191) 25 8 0 157 203 182 211 9 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 14.4 1.6 92.3 84.0 95.6 100.0 4.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 5 1 14 15 15 21 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3 FUTURES ONLY POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 57,687 COMMITMENTS 2,834 3,778 1,519 53,290 52,380 57,643 57,677 44 10 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 752) 348 20 61 373 666 782 747 -30 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.9 6.5 2.6 92.4 90.8 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 7 5 8 28 28 38 38 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4 FUTURES ONLY POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 39,316 COMMITMENTS 651 794 935 37,673 37,587 39,259 39,316 57 0 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: -101) -40 0 40 -41 -141 -41 -101 -60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 2.0 2.4 95.8 95.6 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 4 2 5 27 25 33 30 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB FUTURES ONLY POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 20,161 COMMITMENTS 1,150 559 276 18,615 19,311 20,041 20,146 120 15 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 10) -200 50 0 210 -40 10 10 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.7 2.8 1.4 92.3 95.8 99.4 99.9 0.6 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 4 1 16 17 20 21 PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ FUTURES ONLY POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 11,132 COMMITMENTS 100 1,835 200 10,657 9,097 10,957 11,132 175 0 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 300) 0 300 0 300 0 300 300 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 16.5 1.8 95.7 81.7 98.4 100.0 1.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 4 1 13 12 16 16 PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK FUTURES ONLY POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 11,294 COMMITMENTS 100 2,225 125 10,939 8,944 11,164 11,294 130 0 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 300) 0 300 0 300 0 300 300 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 19.7 1.1 96.9 79.2 98.8 100.0 1.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 4 1 14 12 17 16 PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ FUTURES ONLY POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 14,545 COMMITMENTS 1,150 200 730 12,163 13,570 14,043 14,500 502 45 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.9 1.4 5.0 83.6 93.3 96.5 99.7 3.5 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 3 2 15 14 18 17 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 FUTURES ONLY POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 14,285 COMMITMENTS 1,350 130 565 11,895 13,545 13,810 14,240 475 45 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.5 0.9 4.0 83.3 94.8 96.7 99.7 3.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 2 2 15 14 18 17 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 FUTURES ONLY POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 37,506 COMMITMENTS 550 1,025 2,915 33,875 33,506 37,340 37,446 166 60 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 2.7 7.8 90.3 89.3 99.6 99.8 0.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 3 3 20 12 23 17 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8 FUTURES ONLY POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 37,457 COMMITMENTS 745 765 2,860 33,685 33,832 37,290 37,457 167 0 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 60) 0 0 0 60 60 60 60 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 2.0 7.6 89.9 90.3 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 3 4 20 13 24 19 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB FUTURES ONLY POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 107,425 COMMITMENTS 1,535 8,093 1,138 104,679 98,159 107,352 107,390 73 35 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 1,013) 600 -115 -125 538 1,253 1,013 1,013 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 7.5 1.1 97.4 91.4 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 4 7 5 39 32 47 40 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC FUTURES ONLY POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 352 MWh OPEN INTEREST: 122,211 COMMITMENTS 2,216 7,701 2,189 117,739 112,251 122,144 122,141 67 70 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 768) 545 -395 -146 354 1,309 753 768 15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 6.3 1.8 96.3 91.9 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 5 9 8 41 37 52 48 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF FUTURES ONLY POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 272,690 COMMITMENTS 22,790 16,133 26,606 222,902 229,630 272,298 272,369 392 321 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 10,910) 3,313 -94 146 7,453 10,627 10,912 10,679 -2 231 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.4 5.9 9.8 81.7 84.2 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 20 21 22 44 43 74 76 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL FUTURES ONLY POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 15,062 COMMITMENTS 4,970 0 75 9,872 14,987 14,917 15,062 145 0 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 10) 50 0 0 -40 10 10 10 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.0 0.0 0.5 65.5 99.5 99.0 100.0 1.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 0 1 19 8 22 9 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM FUTURES ONLY POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 14,112 COMMITMENTS 4,015 0 15 9,787 14,097 13,817 14,112 295 0 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: -100) -75 0 0 -25 -100 -100 -100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.5 0.0 0.1 69.4 99.9 97.9 100.0 2.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 0 1 18 7 20 8 ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID FUTURES ONLY POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 5,470 COMMITMENTS 2,900 550 0 2,550 4,920 5,450 5,470 20 0 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 300) 0 100 0 300 200 300 300 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 53.0 10.1 0.0 46.6 89.9 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 4 1 0 11 14 15 15 ARGUS CIF ARA Lg Finl Propane - ICE FUTURES ENERGY DIV Code-066411 FUTURES ONLY POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 metric tonnes OPEN INTEREST: 1,986 COMMITMENTS 267 0 136 1,255 1,374 1,658 1,510 328 476 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 60) -21 0 -21 83 39 41 18 19 42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.4 0.0 6.8 63.2 69.2 83.5 76.0 16.5 24.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 0 3 15 18 18 21 ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413 FUTURES ONLY POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 metric tonnes OPEN INTEREST: 4,692 COMMITMENTS 133 159 61 3,915 3,635 4,109 3,855 583 837 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 63) 23 -5 35 64 62 122 92 -59 -29 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 3.4 1.3 83.4 77.5 87.6 82.2 12.4 17.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 3 2 26 26 28 31 ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416 FUTURES ONLY POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 32,540 COMMITMENTS 3,519 153 0 28,583 32,291 32,102 32,444 438 96 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 1,404) 55 55 0 1,594 1,399 1,649 1,454 -245 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.8 0.5 0.0 87.8 99.2 98.7 99.7 1.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 2 1 0 33 37 35 38 NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A FUTURES ONLY POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 22,222 COMMITMENTS 75 0 55 21,972 21,087 22,102 21,142 120 1,080 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 2,240) 10 0 25 2,195 2,215 2,230 2,240 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 0.0 0.2 98.9 94.9 99.5 95.1 0.5 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 0 1 20 24 22 25 BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D FUTURES ONLY POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 9,318 COMMITMENTS 536 110 15 7,974 8,919 8,525 9,044 793 274 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 688) 30 0 10 650 911 690 921 -2 -233 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.8 1.2 0.2 85.6 95.7 91.5 97.1 8.5 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 4 1 1 29 31 33 33 PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F FUTURES ONLY POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 47,542 COMMITMENTS 1,306 2,043 196 44,853 45,251 46,355 47,490 1,187 52 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 1,396) -45 -15 20 1,136 1,391 1,111 1,396 285 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 4.3 0.4 94.3 95.2 97.5 99.9 2.5 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 7 2 4 29 41 37 46 PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G FUTURES ONLY POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 61,312 COMMITMENTS 1,791 2,380 1,393 57,678 57,108 60,862 60,881 450 431 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 2,157) -103 8 126 2,386 2,323 2,409 2,457 -252 -300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 3.9 2.3 94.1 93.1 99.3 99.3 0.7 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 6 10 12 64 68 77 83 PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV Code-06641H FUTURES ONLY POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 Metric Tonnes OPEN INTEREST: 2,058 COMMITMENTS 57 97 109 1,397 1,370 1,563 1,576 495 482 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 4.7 5.3 67.9 66.6 75.9 76.6 24.1 23.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 2 3 14 14 17 17 CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G FUTURES ONLY POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 BARRELS OPEN INTEREST: 24,113 COMMITMENTS 0 0 0 23,918 23,568 23,918 23,568 195 545 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 642) 0 0 0 642 642 642 642 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.2 97.7 99.2 97.7 0.8 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 0 0 0 26 24 26 24 ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742R FUTURES ONLY POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 9,260 COMMITMENTS 45 195 30 9,085 8,835 9,160 9,060 100 200 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: -710) -5 -50 0 -695 -640 -700 -690 -10 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 2.1 0.3 98.1 95.4 98.9 97.8 1.1 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 1 11 15 12 17 CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T FUTURES ONLY POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 BARRELS OPEN INTEREST: 9,812 COMMITMENTS 75 0 0 9,587 9,637 9,662 9,637 150 175 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 0.0 0.0 97.7 98.2 98.5 98.2 1.5 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 0 12 12 13 12
Updated January 31, 2020