CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2 FUTURES ONLY POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 11,695 COMMITMENTS 2,909 1,213 0 8,783 10,482 11,692 11,695 3 0 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: -700) 400 -375 0 -1,103 -325 -703 -700 3 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.9 10.4 0.0 75.1 89.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 4 1 0 10 9 14 10 CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063AS FUTURES ONLY POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 27,606 COMMITMENTS 10,547 5,357 0 17,043 22,228 27,590 27,585 16 21 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: -893) -75 -361 0 -820 -553 -895 -914 2 21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.2 19.4 0.0 61.7 80.5 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 5 5 0 17 11 22 16 CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063CA FUTURES ONLY POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 95,136 COMMITMENTS 30,164 37,954 450 64,437 56,655 95,051 95,059 85 77 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: -9,828) -3,012 2,610 -3,632 -3,183 -8,807 -9,827 -9,829 -1 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.7 39.9 0.5 67.7 59.6 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 19 12 2 26 20 47 33 NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC FUTURES ONLY POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 141,714 COMMITMENTS 38,242 16,722 2,570 100,902 122,422 141,714 141,714 0 0 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: -7,410) -2,810 -400 0 -4,600 -7,010 -7,410 -7,410 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.0 11.8 1.8 71.2 86.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 7 5 3 16 15 23 23 PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063CH FUTURES ONLY POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 126,076 COMMITMENTS 16,371 19,094 2,414 107,291 104,568 126,076 126,076 0 0 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 679) -199 -200 -266 1,144 1,145 679 679 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.0 15.1 1.9 85.1 82.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 7 4 5 19 11 27 19 CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063CJ FUTURES ONLY POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 45,296 COMMITMENTS 15,444 3,608 1,280 28,518 40,408 45,242 45,296 54 0 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 1,690) 1,105 0 0 579 1,690 1,684 1,690 6 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.1 8.0 2.8 63.0 89.2 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 14 3 3 18 16 33 21 RGGI VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063CL FUTURES ONLY POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 RGGI CO2 Allowances OPEN INTEREST: 29,218 COMMITMENTS 5,625 850 0 23,593 28,368 29,218 29,218 0 0 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: -375) 0 0 0 -375 -375 -375 -375 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.3 2.9 0.0 80.7 97.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 5 1 0 14 7 19 8 CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV Code-0063D9 FUTURES ONLY POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 33,158 COMMITMENTS 4,891 616 3,532 24,735 29,010 33,158 33,158 0 0 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 600) 0 0 0 600 600 600 600 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.8 1.9 10.7 74.6 87.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 8 3 2 16 12 26 16 RGGI VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063DJ FUTURES ONLY POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 RGGI CO2 Allowances OPEN INTEREST: 28,686 COMMITMENTS 3,380 2,420 200 24,884 26,066 28,464 28,686 222 0 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: -322) 300 -25 0 -650 -297 -350 -322 28 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.8 8.4 0.7 86.7 90.9 99.2 100.0 0.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 3 1 15 14 18 18 CT RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DK FUTURES ONLY POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| 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: 14,875 COMMITMENTS 1,715 2,720 50 13,110 12,105 14,875 14,875 0 0 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 150) 0 50 50 100 50 150 150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.5 18.3 0.3 88.1 81.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 6 1 11 9 13 15 MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL FUTURES ONLY POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| 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: 18,986 COMMITMENTS 1,485 6,920 560 16,916 11,506 18,961 18,986 25 0 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.8 36.4 2.9 89.1 60.6 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 5 2 11 11 14 18 MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV Code-0063DN FUTURES ONLY POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 47,975 COMMITMENTS 23,191 13,320 4,251 20,533 30,404 47,975 47,975 0 0 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.3 27.8 8.9 42.8 63.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 6 4 3 15 13 22 19 RGGI VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063DW FUTURES ONLY POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 RGGI CO2 Allowances OPEN INTEREST: 24,098 COMMITMENTS 3,108 0 0 20,713 24,098 23,821 24,098 277 0 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.9 0.0 0.0 86.0 100.0 98.9 100.0 1.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 5 0 0 10 5 15 5 CALIF CARBON ALLOWANCE V2023 - ICE FUTURES ENERGY DIV Code-0063DX FUTURES ONLY POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 10,651 COMMITMENTS 2,561 346 965 7,100 9,315 10,626 10,626 25 25 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: -270) 75 0 0 -345 -270 -270 -270 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.0 3.2 9.1 66.7 87.5 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 5 1 2 8 11 13 14 MARINE FUEL OIL 0.5% FOB USGC - ICE FUTURES ENERGY DIV Code-021397 FUTURES ONLY POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 10,783 COMMITMENTS 0 0 0 10,536 10,703 10,536 10,703 247 80 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: -486) 0 0 0 -546 -486 -546 -486 60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 97.7 99.3 97.7 99.3 2.3 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 16 19 16 19 USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B FUTURES ONLY POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 34,980 COMMITMENTS 4,342 863 1,673 28,798 32,428 34,813 34,964 167 16 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 666) 127 134 -155 685 698 657 677 9 -11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.4 2.5 4.8 82.3 92.7 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 4 2 4 27 29 32 34 FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV Code-02141C FUTURES ONLY POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 24,307 COMMITMENTS 385 4,277 1,013 22,138 18,992 23,536 24,282 771 25 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: -339) 0 -95 -25 -339 -244 -364 -364 25 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 17.6 4.2 91.1 78.1 96.8 99.9 3.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 4 3 21 19 25 24 USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV Code-02141R FUTURES ONLY POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- BBL OPEN INTEREST: 4,798 COMMITMENTS 74 464 641 4,022 3,668 4,737 4,773 61 25 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 244) -160 27 89 290 103 219 219 25 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 9.7 13.4 83.8 76.4 98.7 99.5 1.3 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 2 3 14 14 17 17 NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391 FUTURES ONLY POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 6,132,210 COMMITMENTS 1103645 41,046 422,972 4565955 5647550 6092572 6111568 39,638 20,642 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: -164,031) -19,072 8,871 -45,680 -99,095 -127,184 -163,847 -163,993 -184 -38 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.0 0.7 6.9 74.5 92.1 99.4 99.7 0.6 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228) 44 20 48 144 127 203 180 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 FUTURES ONLY POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 205,470 COMMITMENTS 1,181 83,229 24,449 179,648 97,684 205,278 205,362 192 108 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: -34,703) -4,576 -4,619 -3,524 -26,602 -26,476 -34,702 -34,619 -1 -84 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 40.5 11.9 87.4 47.5 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 5 12 8 23 23 34 37 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 FUTURES ONLY POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 222,141 COMMITMENTS 4,288 2,751 601 192,194 212,077 197,083 215,429 25,058 6,712 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 1,286) 317 570 -34 936 215 1,219 751 67 535 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 1.2 0.3 86.5 95.5 88.7 97.0 11.3 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 3 3 1 23 18 26 22 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 FUTURES ONLY POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 149,680 COMMITMENTS 2,327 0 897 138,689 143,190 141,913 144,087 7,767 5,593 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 351) 909 0 76 -1,716 163 -731 239 1,082 112 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 0.0 0.6 92.7 95.7 94.8 96.3 5.2 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 5 0 3 21 23 26 26 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 FUTURES ONLY POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 313,242 COMMITMENTS 19,801 2,498 3,186 279,953 302,791 302,940 308,475 10,302 4,767 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: -4,803) 870 -75 -593 -2,507 -6,115 -2,230 -6,783 -2,573 1,980 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.3 0.8 1.0 89.4 96.7 96.7 98.5 3.3 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 10 1 2 39 42 49 45 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 FUTURES ONLY POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,150,531 COMMITMENTS 2,429 10,520 2,280 1136754 1134618 1141463 1147418 9,068 3,113 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 9,966) -1,644 298 -550 10,815 9,537 8,621 9,285 1,345 681 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.9 0.2 98.8 98.6 99.2 99.7 0.8 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 4 2 3 41 28 46 32 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 FUTURES ONLY POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 404,476 COMMITMENTS 20,973 1,344 3,064 369,214 394,647 393,251 399,055 11,225 5,421 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 4,741) 4,677 1,092 0 145 4,710 4,822 5,802 -81 -1,061 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.2 0.3 0.8 91.3 97.6 97.2 98.7 2.8 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 10 2 3 42 41 52 46 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 FUTURES ONLY POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 678,738 COMMITMENTS 1,004 558 1,606 664,530 674,044 667,140 676,208 11,598 2,530 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 17,876) -1,017 -198 172 18,347 18,023 17,502 17,997 374 -121 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.1 0.2 97.9 99.3 98.3 99.6 1.7 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 1 2 2 39 44 41 47 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 FUTURES ONLY POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 516,151 COMMITMENTS 360 2,420 149 506,586 504,468 507,095 507,037 9,056 9,114 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 13,686) -120 2,172 149 12,446 10,603 12,475 12,924 1,211 762 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.5 0.0 98.1 97.7 98.2 98.2 1.8 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 1 3 2 41 34 44 37 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E FUTURES ONLY POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 96,132 COMMITMENTS 0 5,168 105 91,223 87,882 91,328 93,155 4,804 2,977 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 304) -240 -210 -30 529 364 259 124 45 180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.4 0.1 94.9 91.4 95.0 96.9 5.0 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 3 1 15 17 16 20 CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q FUTURES ONLY POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 31,645 COMMITMENTS 3,121 706 30 25,424 30,444 28,575 31,180 3,070 465 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 4,745) 2,139 466 30 2,327 4,090 4,496 4,586 249 159 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.9 2.2 0.1 80.3 96.2 90.3 98.5 9.7 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 2 1 13 15 16 17 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U FUTURES ONLY POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 337,033 COMMITMENTS 219 4,250 983 328,611 327,236 329,813 332,469 7,220 4,564 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 15,675) 219 -238 655 14,095 15,470 14,969 15,887 706 -212 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 1.3 0.3 97.5 97.1 97.9 98.6 2.1 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 1 4 2 30 30 32 35 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W FUTURES ONLY POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 181,899 COMMITMENTS 0 0 0 176,025 174,128 176,025 174,128 5,874 7,771 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 681) 0 0 0 718 495 718 495 -37 186 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 96.8 95.7 96.8 95.7 3.2 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 0 0 25 22 25 22 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y FUTURES ONLY POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 269,531 COMMITMENTS 1,230 896 799 264,642 264,671 266,671 266,366 2,860 3,165 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 5,308) -347 896 136 5,395 3,969 5,184 5,001 124 307 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 0.3 0.3 98.2 98.2 98.9 98.8 1.1 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 1 1 2 26 22 28 24 DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2 FUTURES ONLY POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 31,325 COMMITMENTS 4,593 609 379 25,142 29,248 30,114 30,236 1,211 1,089 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 4,309) 2,511 -229 379 1,810 4,828 4,700 4,978 -391 -669 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.7 1.9 1.2 80.3 93.4 96.1 96.5 3.9 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 5 2 2 17 20 23 23 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 FUTURES ONLY POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 613,349 COMMITMENTS 17,867 15,895 3,677 581,321 588,637 602,865 608,209 10,484 5,140 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 6,148) 1,118 -91 -825 5,476 7,492 5,769 6,576 379 -428 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 2.6 0.6 94.8 96.0 98.3 99.2 1.7 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 7 9 5 52 40 62 51 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 FUTURES ONLY POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 189,623 COMMITMENTS 372 0 0 184,936 185,210 185,308 185,210 4,315 4,413 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 681) 372 0 0 43 1,081 415 1,081 266 -400 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.0 0.0 97.5 97.7 97.7 97.7 2.3 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 0 0 19 19 20 19 EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8 FUTURES ONLY POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 228,094 COMMITMENTS 2,102 0 107 221,134 225,573 223,343 225,680 4,751 2,414 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 1,972) 1,121 0 49 255 312 1,425 361 547 1,611 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 0.0 0.0 96.9 98.9 97.9 98.9 2.1 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 0 1 20 21 23 22 HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG FUTURES ONLY POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 216,278 COMMITMENTS 14,913 1,751 60 198,287 212,342 213,260 214,153 3,018 2,125 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 30,886) 11,379 1,193 60 22,494 28,734 33,933 29,987 -3,047 899 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.9 0.8 0.0 91.7 98.2 98.6 99.0 1.4 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 11 2 1 30 40 41 43 HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH FUTURES ONLY POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 220,521 COMMITMENTS 25,666 4,223 240 193,637 215,171 219,543 219,634 978 887 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 34,212) 11,441 1,193 240 22,398 32,672 34,079 34,105 133 107 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.6 1.9 0.1 87.8 97.6 99.6 99.6 0.4 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 12 4 2 39 52 51 58 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM FUTURES ONLY POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 124,585 COMMITMENTS 0 1,680 0 123,578 122,053 123,578 123,733 1,007 852 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 10,207) 0 -372 0 9,804 10,575 9,804 10,203 403 4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.3 0.0 99.2 98.0 99.2 99.3 0.8 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 0 2 0 23 29 23 31 MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN FUTURES ONLY POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- MMBTU OPEN INTEREST: 33,351 COMMITMENTS 4,490 308 0 27,769 32,643 32,259 32,951 1,092 400 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 2,534) 3,064 0 0 -411 2,534 2,653 2,534 -119 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.5 0.9 0.0 83.3 97.9 96.7 98.8 3.3 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 1 0 14 19 16 20 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ FUTURES ONLY POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 278,309 COMMITMENTS 15,765 3,179 214 257,661 270,169 273,640 273,562 4,669 4,747 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 3,367) 2,569 1,542 3 567 2,136 3,139 3,681 228 -314 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.7 1.1 0.1 92.6 97.1 98.3 98.3 1.7 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 3 4 2 38 39 42 44 NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT FUTURES ONLY POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 106,779 COMMITMENTS 0 0 0 105,803 106,074 105,803 106,074 976 705 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: -341) 0 0 0 -806 -498 -806 -498 465 157 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.1 99.3 99.1 99.3 0.9 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 0 0 0 16 24 16 24 NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY FUTURES ONLY POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 107,061 COMMITMENTS 2,782 0 0 96,408 101,250 99,190 101,250 7,871 5,811 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: -301) 1,812 -343 -60 -970 -19 782 -422 -1,083 121 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 0.0 0.0 90.0 94.6 92.6 94.6 7.4 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 0 0 23 22 25 22 NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 FUTURES ONLY POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 214,909 COMMITMENTS 0 2,579 1,965 210,265 205,023 212,230 209,567 2,679 5,342 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 2,148) 0 1,010 0 2,303 1,136 2,303 2,146 -155 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.2 0.9 97.8 95.4 98.8 97.5 1.2 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 0 5 2 29 35 31 40 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB FUTURES ONLY POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 187,069 COMMITMENTS 0 2,542 0 179,849 181,547 179,849 184,089 7,220 2,980 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 1,341) 0 2,542 0 1,310 -717 1,310 1,825 31 -484 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.4 0.0 96.1 97.0 96.1 98.4 3.9 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 4 0 22 21 22 25 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC FUTURES ONLY POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 89,365 COMMITMENTS 0 0 0 84,613 82,745 84,613 82,745 4,752 6,620 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 1,502) 0 0 0 1,382 1,562 1,382 1,562 120 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 94.7 92.6 94.7 92.6 5.3 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 18 16 18 16 NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD FUTURES ONLY POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 31,799 COMMITMENTS 5,776 762 242 21,899 28,009 27,917 29,013 3,882 2,786 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 1,808) 503 522 62 -311 -1,112 254 -528 1,554 2,336 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.2 2.4 0.8 68.9 88.1 87.8 91.2 12.2 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 2 2 18 15 22 18 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH FUTURES ONLY POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 215,118 COMMITMENTS 1,813 626 781 204,750 203,279 207,344 204,686 7,774 10,432 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 4,022) -78 626 -472 4,355 3,618 3,805 3,772 217 250 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 0.3 0.4 95.2 94.5 96.4 95.2 3.6 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 1 1 12 14 15 15 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL FUTURES ONLY POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 195,585 COMMITMENTS 4,394 3,029 0 182,450 183,679 186,844 186,708 8,741 8,877 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 9,121) 302 1,085 0 9,415 7,595 9,717 8,680 -596 441 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 1.5 0.0 93.3 93.9 95.5 95.5 4.5 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 2 3 0 37 34 39 37 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG FUTURES ONLY POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 55,938 COMMITMENTS 1,864 690 0 52,914 53,364 54,778 54,054 1,160 1,884 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 1,364) 124 0 0 992 1,364 1,116 1,364 248 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 1.2 0.0 94.6 95.4 97.9 96.6 2.1 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 1 0 14 20 17 21 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH FUTURES ONLY POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 236,976 COMMITMENTS 7,408 2,488 412 221,268 229,850 229,088 232,750 7,888 4,226 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 5,934) 93 -184 28 5,280 6,997 5,401 6,841 533 -907 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 1.0 0.2 93.4 97.0 96.7 98.2 3.3 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 4 3 3 31 34 35 40 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU FUTURES ONLY POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 122,513 COMMITMENTS 310 3,342 19 118,281 114,376 118,610 117,737 3,903 4,776 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 2,260) 0 0 0 2,617 1,969 2,617 1,969 -357 291 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 2.7 0.0 96.5 93.4 96.8 96.1 3.2 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 1 3 1 30 29 32 32 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW FUTURES ONLY POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 129,859 COMMITMENTS 620 1,712 0 122,359 124,905 122,979 126,617 6,880 3,242 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: -864) 620 0 0 -1,123 -1,378 -503 -1,378 -361 514 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 1.3 0.0 94.2 96.2 94.7 97.5 5.3 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 1 0 20 22 21 23 WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4 FUTURES ONLY POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 35,144 COMMITMENTS 0 161 180 32,132 31,758 32,312 32,099 2,832 3,045 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 1,937) 0 161 180 925 253 1,105 594 832 1,343 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.5 0.5 91.4 90.4 91.9 91.3 8.1 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 1 1 13 20 14 21 TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR FUTURES ONLY POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MM Btus OPEN INTEREST: 295,183 COMMITMENTS 0 3,292 210 291,663 290,373 291,873 293,875 3,310 1,308 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 26,438) 0 2,549 210 26,166 23,713 26,376 26,472 62 -34 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.1 0.1 98.8 98.4 98.9 99.6 1.1 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 0 3 1 38 28 39 31 TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT FUTURES ONLY POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 96,905 COMMITMENTS 352 0 1,284 89,921 90,712 91,557 91,996 5,348 4,909 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 644) 0 0 0 706 613 706 613 -62 31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.0 1.3 92.8 93.6 94.5 94.9 5.5 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 0 1 19 15 20 16 TETCO M2 Index (Receipts) - ICE FUTURES ENERGY DIV Code-0233DW FUTURES ONLY POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MM Btus OPEN INTEREST: 20,247 COMMITMENTS 496 0 60 19,261 19,757 19,817 19,817 430 430 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 5,022) 496 0 60 4,520 4,834 5,076 4,894 -54 128 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 0.0 0.3 95.1 97.6 97.9 97.9 2.1 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 0 1 14 13 16 14 REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB FUTURES ONLY POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 181,553 COMMITMENTS 0 0 0 176,477 175,711 176,477 175,711 5,076 5,842 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 614) 0 0 0 674 1,011 674 1,011 -60 -397 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 97.2 96.8 97.2 96.8 2.8 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 0 0 0 22 33 22 33 REX ZONE 3 INDEX - ICE FUTURES ENERGY DIV Code-0233ED FUTURES ONLY POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 19,804 COMMITMENTS 876 0 0 17,894 18,549 18,770 18,549 1,034 1,255 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 1,457) 186 0 0 1,023 1,662 1,209 1,662 248 -205 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.4 0.0 0.0 90.4 93.7 94.8 93.7 5.2 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 0 0 10 17 12 17 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 FUTURES ONLY POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 7,851 COMMITMENTS 1,699 1,163 62 5,664 6,431 7,425 7,656 426 195 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 1,430) 114 1,016 62 1,254 242 1,430 1,320 0 110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.6 14.8 0.8 72.1 81.9 94.6 97.5 5.4 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 6 7 2 14 16 22 23 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 FUTURES ONLY POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 35,836 COMMITMENTS 6,099 346 951 28,651 34,539 35,701 35,836 135 0 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 230) 203 0 5 22 225 230 230 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.0 1.0 2.7 80.0 96.4 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 6 4 4 21 21 27 29 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 FUTURES ONLY POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (1 MWh for about 368 Hours) OPEN INTEREST: 31,534 COMMITMENTS 5,703 0 450 25,381 31,084 31,534 31,534 0 0 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 14) 25 0 0 259 14 284 14 -270 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.1 0.0 1.4 80.5 98.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 6 0 3 18 20 24 23 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 FUTURES ONLY POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 1Megawatt for 368 Hours) OPEN INTEREST: 138,999 COMMITMENTS 23,508 4,666 4,762 110,178 129,388 138,448 138,816 551 183 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: -1,166) 583 238 -680 -1,069 -714 -1,166 -1,156 0 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.9 3.4 3.4 79.3 93.1 99.6 99.9 0.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 18 8 14 36 39 56 59 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 FUTURES ONLY POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 62,464 COMMITMENTS 3,549 930 1,539 57,376 59,861 62,464 62,330 0 134 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 1,549) -266 225 125 1,690 1,199 1,549 1,549 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.7 1.5 2.5 91.9 95.8 100.0 99.8 0.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 4 5 4 22 27 29 33 CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-064396 FUTURES ONLY POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (1 MW per Hour for about 386 Hours) OPEN INTEREST: 37,284 COMMITMENTS 525 2,039 250 36,509 34,995 37,284 37,284 0 0 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 2,649) 0 600 0 2,649 2,049 2,649 2,649 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 5.5 0.7 97.9 93.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 4 2 14 12 17 16 PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-06439A FUTURES ONLY POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (1 MW per Hour for about 386 Hours) OPEN INTEREST: 54,388 COMMITMENTS 14,823 4,077 2,451 36,697 47,787 53,971 54,315 417 73 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 65) 12 95 -99 22 69 -65 65 130 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.3 7.5 4.5 67.5 87.9 99.2 99.9 0.8 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 7 2 3 22 26 30 30 PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B FUTURES ONLY POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 69,321 COMMITMENTS 21,385 2,711 3,250 44,262 63,295 68,897 69,256 424 65 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: -661) -34 4 21 -653 -696 -666 -671 5 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.8 3.9 4.7 63.9 91.3 99.4 99.9 0.6 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 11 3 6 26 27 38 35 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C FUTURES ONLY POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 67,479 COMMITMENTS 2,766 648 1,449 62,812 65,382 67,027 67,479 452 0 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: -50) 15 25 0 -65 -75 -50 -50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.1 1.0 2.1 93.1 96.9 99.3 100.0 0.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 3 3 2 27 26 31 30 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F FUTURES ONLY POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 84,847 COMMITMENTS 2,438 871 1,881 80,066 82,080 84,385 84,832 462 15 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 227) 1 15 0 216 212 217 227 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 1.0 2.2 94.4 96.7 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 3 2 2 31 27 35 30 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K FUTURES ONLY POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 39,715 COMMITMENTS 200 220 0 39,243 39,231 39,443 39,451 272 264 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 348) 0 0 0 360 360 360 360 -12 -12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 0.6 0.0 98.8 98.8 99.3 99.3 0.7 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 1 0 18 15 20 16 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L FUTURES ONLY POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (1 MW for about 368 Hours) OPEN INTEREST: 27,872 COMMITMENTS 360 646 0 27,116 27,226 27,476 27,872 396 0 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 15) 0 0 0 15 15 15 15 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 2.3 0.0 97.3 97.7 98.6 100.0 1.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 2 0 21 19 22 21 ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N FUTURES ONLY POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 23,306 COMMITMENTS 2,050 87 345 20,819 22,874 23,214 23,306 92 0 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 250) 0 0 0 250 250 250 250 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.8 0.4 1.5 89.3 98.1 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 1 1 13 12 16 13 ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R FUTURES ONLY POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 90,451 COMMITMENTS 12,050 4,946 2,824 75,154 82,521 90,028 90,291 423 160 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 6,252) 635 22 397 5,407 5,833 6,439 6,252 -187 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.3 5.5 3.1 83.1 91.2 99.5 99.8 0.5 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 14 7 13 39 35 58 50 ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439V FUTURES ONLY POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 20,151 COMMITMENTS 100 1,100 600 19,391 18,451 20,091 20,151 60 0 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 1,658) -600 400 600 1,658 658 1,658 1,658 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 5.5 3.0 96.2 91.6 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 3 1 12 15 14 18 ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439W FUTURES ONLY POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 19,502 COMMITMENTS 100 1,100 600 18,742 17,802 19,442 19,502 60 0 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 1,278) -600 400 600 1,278 278 1,278 1,278 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 5.6 3.1 96.1 91.3 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 3 1 11 15 13 18 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8 FUTURES ONLY POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 54,218 COMMITMENTS 1,870 2,275 1,985 50,057 49,565 53,912 53,825 306 393 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 3,488) 700 -1,100 750 2,038 3,838 3,488 3,488 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 4.2 3.7 92.3 91.4 99.4 99.3 0.6 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 5 3 5 20 21 27 27 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ FUTURES ONLY POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 45,662 COMMITMENTS 300 260 0 45,325 45,106 45,625 45,366 37 296 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 1,310) 0 0 0 1,310 1,310 1,310 1,310 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 0.6 0.0 99.3 98.8 99.9 99.4 0.1 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 3 2 0 24 20 27 22 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3 FUTURES ONLY POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 44,720 COMMITMENTS 1,470 1,558 150 42,627 42,887 44,247 44,595 473 125 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: -444) -20 30 0 -424 -474 -444 -444 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 3.5 0.3 95.3 95.9 98.9 99.7 1.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 3 6 2 24 22 28 29 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC FUTURES ONLY POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 61,867 COMMITMENTS 2,235 125 60 58,814 61,442 61,109 61,627 758 240 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 700) 570 0 -25 155 725 700 700 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.6 0.2 0.1 95.1 99.3 98.8 99.6 1.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 2 1 22 16 25 19 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE FUTURES ONLY POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 65,600 COMMITMENTS 2,405 726 273 62,456 64,401 65,134 65,400 466 200 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 270) 570 50 -125 -175 325 270 250 0 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.7 1.1 0.4 95.2 98.2 99.3 99.7 0.7 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 3 3 2 27 18 30 23 ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV Code-0643BF FUTURES ONLY POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (1 MW per Hour for about 368 Hours) OPEN INTEREST: 83,990 COMMITMENTS 3,621 1,040 2,056 78,158 80,879 83,835 83,975 155 15 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 662) 144 260 -213 731 615 662 662 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.3 1.2 2.4 93.1 96.3 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 2 4 3 27 24 30 30 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG FUTURES ONLY POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 102,974 COMMITMENTS 2,099 2,245 3,821 96,654 96,838 102,574 102,904 400 70 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 352) 71 50 -81 319 348 309 317 43 35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 2.2 3.7 93.9 94.0 99.6 99.9 0.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 4 8 9 28 26 37 39 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM FUTURES ONLY POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 58,949 COMMITMENTS 405 3,977 108 58,436 54,799 58,949 58,884 0 65 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: -1,792) 50 -122 13 -1,855 -1,698 -1,792 -1,807 0 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 6.7 0.2 99.1 93.0 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 2 4 17 15 21 20 CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BR FUTURES ONLY POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (1 MW per Hour for about 386 Hours) OPEN INTEREST: 48,545 COMMITMENTS 0 525 0 48,545 48,020 48,545 48,545 0 0 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: -2,265) 0 0 0 -2,265 -2,265 -2,265 -2,265 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.1 0.0 100.0 98.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 4 0 13 11 13 15 PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BS FUTURES ONLY POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (1 MW per Hour for about 386 Hours) OPEN INTEREST: 57,267 COMMITMENTS 1,142 1,636 491 55,524 55,073 57,157 57,200 110 67 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: -2,887) -570 -60 28 -2,345 -2,855 -2,887 -2,887 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 2.9 0.9 97.0 96.2 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 5 5 2 24 23 30 29 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT FUTURES ONLY POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 65,301 COMMITMENTS 2,460 4,900 856 61,434 59,241 64,750 64,997 551 304 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: -2,111) -503 28 33 -1,656 -2,167 -2,126 -2,106 15 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 7.5 1.3 94.1 90.7 99.2 99.5 0.8 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 5 6 6 24 23 32 32 NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW FUTURES ONLY POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 23,709 COMMITMENTS 70 2,825 0 23,321 20,779 23,391 23,604 318 105 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 16) 70 0 0 -114 -4 -44 -4 60 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 11.9 0.0 98.4 87.6 98.7 99.6 1.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 3 0 18 14 19 17 NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BX FUTURES ONLY POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (1 MW for about 368 Hours) OPEN INTEREST: 23,349 COMMITMENTS 0 1,005 0 22,792 22,344 22,792 23,349 557 0 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: -197) 0 0 0 -257 -197 -257 -197 60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.3 0.0 97.6 95.7 97.6 100.0 2.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 3 0 15 13 15 16 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY FUTURES ONLY POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 28,418 COMMITMENTS 1,450 638 860 25,537 26,239 27,847 27,737 571 681 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 2,761) 0 0 0 2,761 2,761 2,761 2,761 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 2.2 3.0 89.9 92.3 98.0 97.6 2.0 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 3 4 19 17 23 21 NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV Code-0643BZ FUTURES ONLY POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (1MW for about 368 Hours) OPEN INTEREST: 17,136 COMMITMENTS 536 1,237 227 15,275 15,208 16,038 16,672 1,098 464 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 675) 300 0 0 375 675 675 675 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 7.2 1.3 89.1 88.7 93.6 97.3 6.4 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 3 2 13 11 15 16 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3 FUTURES ONLY POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 56,116 COMMITMENTS 4,494 6,650 1,654 49,798 47,772 55,946 56,076 170 40 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 144) -140 168 65 231 -125 156 108 -12 36 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.0 11.9 2.9 88.7 85.1 99.7 99.9 0.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 7 5 6 31 23 41 31 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4 FUTURES ONLY POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (1MW for about 368 Hours) OPEN INTEREST: 34,316 COMMITMENTS 1,301 2,787 1,025 31,678 30,327 34,004 34,139 312 177 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: -239) 0 163 5 -232 -455 -227 -287 -12 48 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 8.1 3.0 92.3 88.4 99.1 99.5 0.9 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 3 4 4 25 18 31 23 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB FUTURES ONLY POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 17,182 COMMITMENTS 780 136 75 16,266 16,956 17,121 17,167 61 15 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: -25) 30 25 0 -55 -50 -25 -25 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 0.8 0.4 94.7 98.7 99.6 99.9 0.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 4 3 2 16 19 20 24 PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV Code-0643CC FUTURES ONLY POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (1 MW for about 368 Hours) OPEN INTEREST: 22,293 COMMITMENTS 1,075 25 50 21,116 22,218 22,241 22,293 52 0 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: -169) -50 0 0 -119 -169 -169 -169 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.8 0.1 0.2 94.7 99.7 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 4 1 1 14 12 18 14 PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ FUTURES ONLY POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 10,723 COMMITMENTS 440 100 420 9,174 10,068 10,034 10,588 689 135 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 80) 100 0 -20 0 100 80 80 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.1 0.9 3.9 85.6 93.9 93.6 98.7 6.4 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 1 1 16 14 19 16 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 FUTURES ONLY POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 9,943 COMMITMENTS 310 100 475 8,505 9,233 9,290 9,808 653 135 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 230) 100 0 -20 150 250 230 230 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 1.0 4.8 85.5 92.9 93.4 98.6 6.6 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 1 1 14 14 17 16 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 FUTURES ONLY POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 46,403 COMMITMENTS 1,885 150 2,670 41,545 43,573 46,100 46,393 303 10 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 1,800) 300 0 0 1,500 1,800 1,800 1,800 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.1 0.3 5.8 89.5 93.9 99.3 100.0 0.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 5 2 2 19 14 24 18 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8 FUTURES ONLY POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 46,693 COMMITMENTS 1,980 150 2,495 41,915 44,038 46,390 46,683 303 10 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 1,800) 300 0 0 1,500 1,800 1,800 1,800 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.2 0.3 5.3 89.8 94.3 99.4 100.0 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 5 2 2 19 14 24 18 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB FUTURES ONLY POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 116,231 COMMITMENTS 1,515 8,571 1,928 112,736 105,703 116,179 116,202 52 29 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 4,193) 50 -477 0 4,143 4,670 4,193 4,193 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 7.4 1.7 97.0 90.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 5 11 9 41 32 54 44 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC FUTURES ONLY POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 352 MWh OPEN INTEREST: 127,175 COMMITMENTS 2,337 7,006 4,846 119,898 115,284 127,081 127,136 94 39 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 4,496) 290 -532 193 3,961 4,823 4,444 4,484 52 12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 5.5 3.8 94.3 90.6 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 6 10 12 44 36 58 50 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF FUTURES ONLY POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 256,696 COMMITMENTS 38,964 18,925 18,572 198,768 218,732 256,304 256,229 392 467 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: -469) -392 1,071 -636 642 -907 -386 -472 -83 3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.2 7.4 7.2 77.4 85.2 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100) 26 20 29 49 45 88 82 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL FUTURES ONLY POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 17,075 COMMITMENTS 3,405 424 291 13,219 16,220 16,915 16,935 160 140 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 45) 0 0 0 45 45 45 45 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.9 2.5 1.7 77.4 95.0 99.1 99.2 0.9 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 4 2 4 16 14 22 18 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM FUTURES ONLY POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 14,311 COMMITMENTS 3,030 625 90 11,051 13,476 14,171 14,191 140 120 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 30) 0 0 0 30 30 30 30 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.2 4.4 0.6 77.2 94.2 99.0 99.2 1.0 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 4 2 3 17 14 22 18 ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID FUTURES ONLY POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (1MW for about 352 Hours) OPEN INTEREST: 8,887 COMMITMENTS 430 285 630 7,777 7,969 8,837 8,884 50 3 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: -20) 0 0 0 -20 -20 -20 -20 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.8 3.2 7.1 87.5 89.7 99.4 100.0 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 3 2 20 17 25 20 ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413 FUTURES ONLY POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 metric tonnes OPEN INTEREST: 6,723 COMMITMENTS 576 249 223 5,409 5,339 6,208 5,811 515 912 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 224) -399 -39 84 676 438 361 483 -137 -259 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.6 3.7 3.3 80.5 79.4 92.3 86.4 7.7 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 5 4 6 30 31 38 38 ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416 FUTURES ONLY POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 36,250 COMMITMENTS 60 0 210 35,473 35,894 35,743 36,104 507 146 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 1,364) 0 -28 0 1,349 1,378 1,349 1,350 15 14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.0 0.6 97.9 99.0 98.6 99.6 1.4 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 1 0 1 38 39 40 40 NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A FUTURES ONLY POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 19,256 COMMITMENTS 0 1 142 19,036 18,482 19,178 18,625 78 631 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 334) 0 -20 0 384 404 384 384 -50 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.7 98.9 96.0 99.6 96.7 0.4 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 0 1 1 20 29 21 30 BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D FUTURES ONLY POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 12,543 COMMITMENTS 234 235 395 11,467 11,479 12,096 12,109 447 434 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 1,039) 0 -39 132 909 1,073 1,041 1,166 -2 -127 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 1.9 3.1 91.4 91.5 96.4 96.5 3.6 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 4 3 3 39 32 46 35 PROPANE OPIS CONWAY INWELL FP - ICE FUTURES ENERGY DIV Code-06641E FUTURES ONLY POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 3,958 COMMITMENTS 0 138 128 3,235 3,307 3,363 3,573 595 385 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 125) 0 -60 30 95 155 125 125 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.5 3.2 81.7 83.6 85.0 90.3 15.0 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 2 2 10 17 12 19 PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F FUTURES ONLY POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 31,927 COMMITMENTS 1,732 496 652 29,528 30,562 31,912 31,710 15 217 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 347) 0 0 0 347 347 347 347 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.4 1.6 2.0 92.5 95.7 100.0 99.3 0.0 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 6 3 2 33 39 40 43 PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G FUTURES ONLY POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 63,753 COMMITMENTS 6,214 1,464 2,226 54,744 59,638 63,184 63,328 569 425 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 2,620) 62 -105 342 2,137 2,342 2,541 2,579 79 41 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.7 2.3 3.5 85.9 93.5 99.1 99.3 0.9 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 9 9 11 66 64 81 78 PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV Code-06641H FUTURES ONLY POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 Metric Tonnes OPEN INTEREST: 2,902 COMMITMENTS 261 26 83 1,922 2,275 2,266 2,384 636 518 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 136) 36 0 33 117 204 186 237 -50 -101 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.0 0.9 2.9 66.2 78.4 78.1 82.2 21.9 17.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 6 1 4 16 22 22 27 WTI CRUDE OIL 1ST LINE - ICE FUTURES ENERGY DIV Code-06741Q FUTURES ONLY POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 US barrels per lot OPEN INTEREST: 81,894 COMMITMENTS 57,635 4,439 3,671 15,647 59,443 76,953 67,553 4,941 14,341 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 1,535) 60 30 694 783 648 1,537 1,372 -2 163 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 70.4 5.4 4.5 19.1 72.6 94.0 82.5 6.0 17.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 2 5 10 10 16 15 CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G FUTURES ONLY POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 BARRELS OPEN INTEREST: 40,794 COMMITMENTS 0 0 0 39,962 39,982 39,962 39,982 832 812 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 3,135) 0 0 0 3,135 3,135 3,135 3,135 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.0 98.0 98.0 98.0 2.0 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 0 0 0 27 27 27 27 ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742R FUTURES ONLY POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 3,959 COMMITMENTS 0 930 0 3,942 2,936 3,942 3,866 17 93 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: -1,650) 0 0 0 -1,650 -1,605 -1,650 -1,605 0 -45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 23.5 0.0 99.6 74.2 99.6 97.7 0.4 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 0 12 11 12 12 CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T FUTURES ONLY POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 BARRELS OPEN INTEREST: 12,682 COMMITMENTS 0 0 0 12,632 12,642 12,632 12,642 50 40 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 465) 0 0 0 530 459 530 459 -65 6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.6 99.7 99.6 99.7 0.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 0 0 19 15 19 15 ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U FUTURES ONLY POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 202,599 COMMITMENTS 0 0 0 190,304 192,778 190,304 192,778 12,295 9,821 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: -12,274) 0 0 0 -11,530 -11,054 -11,530 -11,054 -744 -1,220 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 93.9 95.2 93.9 95.2 6.1 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 12 15 12 15
Updated October 02, 2020