CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2 Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1,000 California carbon allowances : : : : All : 12,645: 3,114 1,988 0 9,531 10,657 12,645 12,645: 0 0 Old : 12,645: 3,114 1,988 0 9,531 10,657 12,645 12,645: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.6 15.7 0.0 75.4 84.3 100.0 100.0: 0.0 0.0 Old : 100.0: 24.6 15.7 0.0 75.4 84.3 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 5 2 0 12 8 17 10: Old : 25: 5 2 0 12 8 17 10: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.1 75.2 84.3 97.4 60.1 75.2 84.3 97.0 Old : 60.1 75.2 84.3 97.4 60.1 75.2 84.3 97.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063AS Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1,000 California carbon allowances : : : : All : 39,960: 16,179 11,348 45 23,551 28,382 39,775 39,775: 185 185 Old : 39,960: 16,179 11,348 45 23,551 28,382 39,775 39,775: 185 185 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 21: 0 -1 0 21 22 21 21: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 40.5 28.4 0.1 58.9 71.0 99.5 99.5: 0.5 0.5 Old : 100.0: 40.5 28.4 0.1 58.9 71.0 99.5 99.5: 0.5 0.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 42: 10 7 1 19 13 30 20: Old : 42: 10 7 1 19 13 30 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.7 58.8 78.6 86.6 59.6 58.7 76.6 85.3 Old : 59.7 58.8 78.6 86.6 59.6 58.7 76.6 85.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063CA Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1,000 California carbon allowances : : : : All : 147,628: 32,233 37,923 15,559 99,707 94,046 147,500 147,528: 128 100 Old : 147,628: 32,233 37,923 15,559 99,707 94,046 147,500 147,528: 128 100 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 2,059: -108 697 455 2,181 907 2,529 2,059: -470 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.8 25.7 10.5 67.5 63.7 99.9 99.9: 0.1 0.1 Old : 100.0: 21.8 25.7 10.5 67.5 63.7 99.9 99.9: 0.1 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 78: 29 15 17 30 24 67 48: Old : 78: 29 15 17 30 24 67 48: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 38.4 31.6 57.8 57.1 28.7 28.1 41.3 46.1 Old : 38.4 31.6 57.8 57.1 28.7 28.1 41.3 46.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (10 SRECs) : : : : All : 184,321: 62,482 22,560 3,115 118,724 158,646 184,321 184,321: 0 0 Old : 184,321: 62,482 22,560 3,115 118,724 158,646 184,321 184,321: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : -600: 50 0 -350 -300 -250 -600 -600: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.9 12.2 1.7 64.4 86.1 100.0 100.0: 0.0 0.0 Old : 100.0: 33.9 12.2 1.7 64.4 86.1 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 31: 5 6 3 16 15 22 23: Old : 31: 5 6 3 16 15 22 23: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.2 80.4 84.5 92.2 58.5 78.4 80.8 85.2 Old : 61.2 80.4 84.5 92.2 58.5 78.4 80.8 85.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063CH Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 100 MWh of renewable energy certificates : : : : All : 162,024: 24,064 17,499 5,132 132,828 139,394 162,024 162,024: 0 0 Old : 162,024: 24,064 17,499 5,132 132,828 139,394 162,024 162,024: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 530: -488 250 193 825 87 530 530: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.9 10.8 3.2 82.0 86.0 100.0 100.0: 0.0 0.0 Old : 100.0: 14.9 10.8 3.2 82.0 86.0 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 31: 8 3 6 17 12 26 20: Old : 31: 8 3 6 17 12 26 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.3 74.6 75.1 92.6 52.3 69.4 70.8 84.4 Old : 52.3 74.6 75.1 92.6 52.3 69.4 70.8 84.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063CJ Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1,000 California carbon allowances : : : : All : 38,622: 9,852 2,588 2,252 26,324 33,708 38,428 38,548: 194 74 Old : 38,622: 9,852 2,588 2,252 26,324 33,708 38,428 38,548: 194 74 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 298: -231 0 -1 530 299 298 298: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.5 6.7 5.8 68.2 87.3 99.5 99.8: 0.5 0.2 Old : 100.0: 25.5 6.7 5.8 68.2 87.3 99.5 99.8: 0.5 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 39: 14 3 5 16 17 31 24: Old : 39: 14 3 5 16 17 31 24: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.8 53.6 70.0 78.0 49.8 43.2 65.6 64.5 Old : 49.8 53.6 70.0 78.0 49.8 43.2 65.6 64.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RGGI VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063CL Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1,000 RGGI CO2 Allowances : : : : All : 33,994: 6,000 1,000 0 27,994 32,994 33,994 33,994: 0 0 Old : 33,994: 6,000 1,000 0 27,994 32,994 33,994 33,994: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : -50: -50 0 0 0 -50 -50 -50: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.7 2.9 0.0 82.3 97.1 100.0 100.0: 0.0 0.0 Old : 100.0: 17.7 2.9 0.0 82.3 97.1 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 6 1 0 13 8 19 9: Old : 25: 6 1 0 13 8 19 9: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 66.0 92.6 90.3 99.9 66.0 92.3 90.3 98.3 Old : 66.0 92.6 90.3 99.9 66.0 92.3 90.3 98.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV Code-0063D9 Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1,000 California carbon allowances : : : : All : 32,946: 8,443 534 3,544 20,959 28,868 32,946 32,946: 0 0 Old : 32,946: 8,443 534 3,544 20,959 28,868 32,946 32,946: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : -721: -750 0 0 29 -721 -721 -721: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.6 1.6 10.8 63.6 87.6 100.0 100.0: 0.0 0.0 Old : 100.0: 25.6 1.6 10.8 63.6 87.6 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 33: 11 2 2 15 12 27 16: Old : 33: 11 2 2 15 12 27 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.2 61.9 72.6 86.9 45.1 59.7 64.1 81.1 Old : 49.2 61.9 72.6 86.9 45.1 59.7 64.1 81.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RGGI VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063DJ Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1,000 RGGI CO2 Allowances : : : : All : 27,546: 1,387 2,286 301 25,298 24,823 26,985 27,410: 561 136 Old : 27,546: 1,387 2,286 301 25,298 24,823 26,985 27,410: 561 136 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 69: -1 -5 6 129 39 133 39: -65 30 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.0 8.3 1.1 91.8 90.1 98.0 99.5: 2.0 0.5 Old : 100.0: 5.0 8.3 1.1 91.8 90.1 98.0 99.5: 2.0 0.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 3 2 3 15 12 19 16: Old : 23: 3 2 3 15 12 19 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.3 70.1 76.1 87.9 44.3 62.3 62.6 69.0 Old : 54.3 70.1 76.1 87.9 44.3 62.3 62.6 69.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CT RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DK Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 100 MWh of Class 1 Renewable Energy Cert : : : : All : 12,662: 1,317 3,338 150 11,187 9,174 12,654 12,662: 8 0 Old : 12,662: 1,317 3,338 150 11,187 9,174 12,654 12,662: 8 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 198: 0 158 0 190 40 190 198: 8 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.4 26.4 1.2 88.4 72.5 99.9 100.0: 0.1 0.0 Old : 100.0: 10.4 26.4 1.2 88.4 72.5 99.9 100.0: 0.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 2 4 1 12 9 14 14: Old : 24: 2 4 1 12 9 14 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 64.1 72.4 86.5 89.7 64.1 72.3 85.0 89.6 Old : 64.1 72.4 86.5 89.7 64.1 72.3 85.0 89.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 100 MWh of Class 1 Renewable Energy Cert : : : : All : 21,651: 2,294 8,455 260 19,072 12,936 21,626 21,651: 25 0 Old : 21,651: 2,294 8,455 260 19,072 12,936 21,626 21,651: 25 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 380: -25 450 -50 455 -20 380 380: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.6 39.1 1.2 88.1 59.7 99.9 100.0: 0.1 0.0 Old : 100.0: 10.6 39.1 1.2 88.1 59.7 99.9 100.0: 0.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 3 7 2 12 11 16 19: Old : 26: 3 7 2 12 11 16 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.2 70.8 89.8 86.1 57.7 69.7 83.6 85.0 Old : 61.2 70.8 89.8 86.1 57.7 69.7 83.6 85.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV Code-0063DN Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (10 SRECs) : : : : All : 38,781: 18,686 12,570 2,731 17,364 23,480 38,781 38,781: 0 0 Old : 38,781: 18,686 12,570 2,731 17,364 23,480 38,781 38,781: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 700: 700 700 0 0 0 700 700: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 48.2 32.4 7.0 44.8 60.5 100.0 100.0: 0.0 0.0 Old : 100.0: 48.2 32.4 7.0 44.8 60.5 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 5 4 4 14 10 21 16: Old : 23: 5 4 4 14 10 21 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.7 63.9 80.9 89.4 58.2 56.1 74.4 77.5 Old : 59.7 63.9 80.9 89.4 58.2 56.1 74.4 77.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1000 barrels : : : : All : 41,452: 4,215 139 5,446 31,649 35,852 41,310 41,437: 142 15 Old : 41,452: 4,215 139 5,446 31,649 35,852 41,310 41,437: 142 15 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 2,172: -39 0 525 1,686 1,647 2,172 2,172: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.2 0.3 13.1 76.4 86.5 99.7 100.0: 0.3 0.0 Old : 100.0: 10.2 0.3 13.1 76.4 86.5 99.7 100.0: 0.3 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 38: 4 2 5 27 29 33 35: Old : 38: 4 2 5 27 29 33 35: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.9 48.6 71.0 69.1 26.6 24.5 30.5 29.9 Old : 48.9 48.6 71.0 69.1 26.6 24.5 30.5 29.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV Code-02141C Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1000 barrels : : : : All : 32,761: 1,119 7,591 2,039 28,693 23,131 31,851 32,761: 910 0 Old : 32,761: 1,119 7,591 2,039 28,693 23,131 31,851 32,761: 910 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : -275: 0 601 -184 -91 -692 -275 -275: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.4 23.2 6.2 87.6 70.6 97.2 100.0: 2.8 0.0 Old : 100.0: 3.4 23.2 6.2 87.6 70.6 97.2 100.0: 2.8 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 30: 2 4 3 23 15 28 19: Old : 30: 2 4 3 23 15 28 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.3 65.7 65.0 90.8 33.6 42.7 45.3 55.4 Old : 43.3 65.7 65.0 90.8 33.6 42.7 45.3 55.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV Code-02141R Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : BBL : : : : All : 6,756: 2,736 0 897 2,999 5,839 6,632 6,736: 124 20 Old : 6,756: 2,736 0 897 2,999 5,839 6,632 6,736: 124 20 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 218: 235 0 0 -17 218 218 218: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 40.5 0.0 13.3 44.4 86.4 98.2 99.7: 1.8 0.3 Old : 100.0: 40.5 0.0 13.3 44.4 86.4 98.2 99.7: 1.8 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 3 0 3 13 14 16 17: Old : 21: 3 0 3 13 14 16 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.9 66.6 86.4 88.5 49.4 64.4 67.0 73.2 Old : 63.9 66.6 86.4 88.5 49.4 64.4 67.0 73.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391 Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 MMBtus : : : : All : 6,089,028: 946,183 29,922 392,957 4,720,239 5,647,059 6,059,379 6,069,938: 29,649 19,090 Old : 6,089,028: 946,183 29,922 392,957 4,720,239 5,647,059 6,059,379 6,069,938: 29,649 19,090 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : -955: -14,774 -1,141 -20,186 34,731 19,935 -229 -1,392: -726 437 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.5 0.5 6.5 77.5 92.7 99.5 99.7: 0.5 0.3 Old : 100.0: 15.5 0.5 6.5 77.5 92.7 99.5 99.7: 0.5 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 236: 54 13 55 155 137 220 194: Old : 236: 54 13 55 155 137 220 194: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 25.5 41.3 42.1 59.7 22.7 41.0 37.3 58.5 Old : 25.5 41.3 42.1 59.7 22.7 41.0 37.3 58.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 1,597,381: 53,181 21,349 552,168 989,434 1,022,778 1,594,783 1,596,294: 2,598 1,087 Old : 1,597,381: 53,181 21,349 552,168 989,434 1,022,778 1,594,783 1,596,294: 2,598 1,087 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 34,637: -8,139 -7,908 26,032 16,752 16,525 34,644 34,648: -7 -11 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.3 1.3 34.6 61.9 64.0 99.8 99.9: 0.2 0.1 Old : 100.0: 3.3 1.3 34.6 61.9 64.0 99.8 99.9: 0.2 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 74: 11 14 21 48 45 71 68: Old : 74: 11 14 21 48 45 71 68: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.8 51.3 70.7 71.8 4.3 5.2 5.9 6.2 Old : 52.8 51.3 70.7 71.8 4.3 5.2 5.9 6.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 283,305: 5,458 2,782 90 251,991 275,749 257,539 278,621: 25,766 4,684 Old : 283,305: 5,458 2,782 90 251,991 275,749 257,539 278,621: 25,766 4,684 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 5,845: -89 0 -60 5,954 8,227 5,805 8,167: 40 -2,322 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.9 1.0 0.0 88.9 97.3 90.9 98.3: 9.1 1.7 Old : 100.0: 1.9 1.0 0.0 88.9 97.3 90.9 98.3: 9.1 1.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 32: 2 1 1 26 20 28 22: Old : 32: 2 1 1 26 20 28 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 64.7 81.7 76.1 92.1 58.8 78.8 69.8 85.7 Old : 64.7 81.7 76.1 92.1 58.8 78.8 69.8 85.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 164,380: 399 157 270 152,999 157,649 153,668 158,076: 10,712 6,304 Old : 164,380: 399 157 270 152,999 157,649 153,668 158,076: 10,712 6,304 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 5,308: 120 157 270 4,436 4,712 4,826 5,139: 482 169 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.2 0.1 0.2 93.1 95.9 93.5 96.2: 6.5 3.8 Old : 100.0: 0.2 0.1 0.2 93.1 95.9 93.5 96.2: 6.5 3.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 33: 1 1 1 20 27 22 28: Old : 33: 1 1 1 20 27 22 28: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 67.9 42.5 84.2 65.7 61.8 42.1 75.4 64.7 Old : 67.9 42.5 84.2 65.7 61.8 42.1 75.4 64.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 376,973: 15,427 497 8,772 342,159 366,790 366,358 376,059: 10,615 914 Old : 376,973: 15,427 497 8,772 342,159 366,790 366,358 376,059: 10,615 914 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 6,839: 191 365 -449 9,109 8,019 8,851 7,935: -2,012 -1,096 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.1 0.1 2.3 90.8 97.3 97.2 99.8: 2.8 0.2 Old : 100.0: 4.1 0.1 2.3 90.8 97.3 97.2 99.8: 2.8 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 58: 8 2 4 41 36 51 40: Old : 58: 8 2 4 41 36 51 40: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.8 52.5 70.2 76.7 40.9 40.2 50.3 57.0 Old : 52.8 52.5 70.2 76.7 40.9 40.2 50.3 57.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 931,204: 1,614 11,337 4,861 912,931 912,033 919,406 928,231: 11,798 2,973 Old : 931,204: 1,614 11,337 4,861 912,931 912,033 919,406 928,231: 11,798 2,973 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : -3,927: 1,349 40 -174 -4,204 -4,243 -3,029 -4,377: -898 450 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.2 1.2 0.5 98.0 97.9 98.7 99.7: 1.3 0.3 Old : 100.0: 0.2 1.2 0.5 98.0 97.9 98.7 99.7: 1.3 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 47: 2 4 4 37 27 42 32: Old : 47: 2 4 4 37 27 42 32: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 36.8 65.4 60.8 89.6 36.4 63.9 58.8 87.4 Old : 36.8 65.4 60.8 89.6 36.4 63.9 58.8 87.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 378,824: 3,037 1,897 963 361,390 371,888 365,390 374,748: 13,434 4,076 Old : 378,824: 3,037 1,897 963 361,390 371,888 365,390 374,748: 13,434 4,076 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 1,915: 221 -2,309 -189 2,364 7,375 2,396 4,877: -481 -2,962 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.8 0.5 0.3 95.4 98.2 96.5 98.9: 3.5 1.1 Old : 100.0: 0.8 0.5 0.3 95.4 98.2 96.5 98.9: 3.5 1.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 57: 2 3 4 41 40 45 45: Old : 57: 2 3 4 41 40 45 45: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.6 44.7 63.8 61.3 42.1 38.7 58.3 51.3 Old : 44.6 44.7 63.8 61.3 42.1 38.7 58.3 51.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 571,707: 350 248 651 560,352 564,418 561,353 565,317: 10,354 6,390 Old : 571,707: 350 248 651 560,352 564,418 561,353 565,317: 10,354 6,390 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 9,005: 124 0 -62 7,816 8,179 7,878 8,117: 1,127 888 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.1 0.0 0.1 98.0 98.7 98.2 98.9: 1.8 1.1 Old : 100.0: 0.1 0.0 0.1 98.0 98.7 98.2 98.9: 1.8 1.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 59: 1 1 1 37 44 38 46: Old : 59: 1 1 1 37 44 38 46: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.1 40.8 72.1 63.6 53.4 35.6 68.6 56.4 Old : 54.1 40.8 72.1 63.6 53.4 35.6 68.6 56.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 451,050: 2,034 2,667 0 435,442 438,752 437,476 441,419: 13,574 9,631 Old : 451,050: 2,034 2,667 0 435,442 438,752 437,476 441,419: 13,574 9,631 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 5,767: 0 -432 -216 6,793 7,901 6,577 7,253: -810 -1,486 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.5 0.6 0.0 96.5 97.3 97.0 97.9: 3.0 2.1 Old : 100.0: 0.5 0.6 0.0 96.5 97.3 97.0 97.9: 3.0 2.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 47: 1 1 0 37 31 38 32: Old : 47: 1 1 0 37 31 38 32: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.2 62.6 60.1 80.1 42.5 59.7 58.2 75.0 Old : 43.2 62.6 60.1 80.1 42.5 59.7 58.2 75.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 106,102: 620 3,171 0 101,742 100,890 102,362 104,061: 3,740 2,041 Old : 106,102: 620 3,171 0 101,742 100,890 102,362 104,061: 3,740 2,041 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 3,598: 0 545 0 5,588 2,849 5,588 3,394: -1,990 204 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.6 3.0 0.0 95.9 95.1 96.5 98.1: 3.5 1.9 Old : 100.0: 0.6 3.0 0.0 95.9 95.1 96.5 98.1: 3.5 1.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 29: 1 2 0 18 19 19 21: Old : 29: 1 2 0 18 19 19 21: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 75.8 44.8 87.1 71.6 72.2 43.1 78.6 66.2 Old : 75.8 44.8 87.1 71.6 72.2 43.1 78.6 66.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 25,583: 0 527 0 24,104 24,874 24,104 25,401: 1,479 182 Old : 25,583: 0 527 0 24,104 24,874 24,104 25,401: 1,479 182 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 1,470: 0 0 0 1,440 1,350 1,440 1,350: 30 120 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 2.1 0.0 94.2 97.2 94.2 99.3: 5.8 0.7 Old : 100.0: 0.0 2.1 0.0 94.2 97.2 94.2 99.3: 5.8 0.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 0 2 0 12 12 12 14: Old : 24: 0 2 0 12 12 12 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 75.0 63.0 90.3 90.2 75.0 63.0 84.6 83.1 Old : 75.0 63.0 90.3 90.2 75.0 63.0 84.6 83.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 333,643: 0 6,040 310 323,946 322,729 324,256 329,079: 9,387 4,564 Old : 333,643: 0 6,040 310 323,946 322,729 324,256 329,079: 9,387 4,564 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 17,026: 0 215 -62 16,444 17,150 16,382 17,303: 644 -277 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 1.8 0.1 97.1 96.7 97.2 98.6: 2.8 1.4 Old : 100.0: 0.0 1.8 0.1 97.1 96.7 97.2 98.6: 2.8 1.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 45: 0 4 2 32 29 34 33: Old : 45: 0 4 2 32 29 34 33: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 70.0 56.1 82.5 77.0 65.4 55.1 77.3 75.7 Old : 70.0 56.1 82.5 77.0 65.4 55.1 77.3 75.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV Code-02339W Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mm btu : : : : All : 188,643: 0 0 0 181,429 184,124 181,429 184,124: 7,214 4,519 Old : 188,643: 0 0 0 181,429 184,124 181,429 184,124: 7,214 4,519 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : -885: 0 0 0 -731 -946 -731 -946: -154 61 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 96.2 97.6 96.2 97.6: 3.8 2.4 Old : 100.0: 0.0 0.0 0.0 96.2 97.6 96.2 97.6: 3.8 2.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 36: 0 0 0 27 23 27 23: Old : 36: 0 0 0 27 23 27 23: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.0 55.9 69.6 78.3 54.0 54.0 67.8 71.3 Old : 54.0 55.9 69.6 78.3 54.0 54.0 67.8 71.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY DIV Code-02339Y Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 305,430: 1,530 1,368 0 299,588 302,604 301,118 303,972: 4,312 1,458 Old : 305,430: 1,530 1,368 0 299,588 302,604 301,118 303,972: 4,312 1,458 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : -1,250: 0 0 0 -1,097 -1,527 -1,097 -1,527: -153 277 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.5 0.4 0.0 98.1 99.1 98.6 99.5: 1.4 0.5 Old : 100.0: 0.5 0.4 0.0 98.1 99.1 98.6 99.5: 1.4 0.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 40: 1 1 0 26 25 27 26: Old : 40: 1 1 0 26 25 27 26: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.9 79.0 79.6 89.8 54.6 75.9 77.2 85.7 Old : 56.9 79.0 79.6 89.8 54.6 75.9 77.2 85.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2 Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 46,469: 3,472 240 0 40,603 45,491 44,075 45,731: 2,394 738 Old : 46,469: 3,472 240 0 40,603 45,491 44,075 45,731: 2,394 738 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 2,459: 0 240 0 2,339 1,884 2,339 2,124: 120 335 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.5 0.5 0.0 87.4 97.9 94.8 98.4: 5.2 1.6 Old : 100.0: 7.5 0.5 0.0 87.4 97.9 94.8 98.4: 5.2 1.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 30: 3 1 0 17 16 20 17: Old : 30: 3 1 0 17 16 20 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.4 66.4 79.6 90.7 58.8 66.4 73.5 79.3 Old : 59.4 66.4 79.6 90.7 58.8 66.4 73.5 79.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 604,502: 9,097 5,263 9,139 577,541 582,556 595,777 596,958: 8,725 7,544 Old : 604,502: 9,097 5,263 9,139 577,541 582,556 595,777 596,958: 8,725 7,544 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 5,523: -64 622 1,038 5,361 4,312 6,335 5,972: -812 -449 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.5 0.9 1.5 95.5 96.4 98.6 98.8: 1.4 1.2 Old : 100.0: 1.5 0.9 1.5 95.5 96.4 98.6 98.8: 1.4 1.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 71: 4 10 8 51 46 60 59: Old : 71: 4 10 8 51 46 60 59: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 28.1 48.2 47.6 69.1 27.9 47.8 43.9 64.1 Old : 28.1 48.2 47.6 69.1 27.9 47.8 43.9 64.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 201,679: 0 240 0 196,493 196,272 196,493 196,512: 5,186 5,167 Old : 201,679: 0 240 0 196,493 196,272 196,493 196,512: 5,186 5,167 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 11,057: -323 232 -935 12,166 11,812 10,908 11,109: 149 -52 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.1 0.0 97.4 97.3 97.4 97.4: 2.6 2.6 Old : 100.0: 0.0 0.1 0.0 97.4 97.3 97.4 97.4: 2.6 2.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 0 1 0 20 19 20 20: Old : 22: 0 1 0 20 19 20 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.0 76.8 84.9 90.9 49.7 59.3 63.7 65.3 Old : 58.0 76.8 84.9 90.9 49.7 59.3 63.7 65.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ENERGY D Code-0233A8 Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 148,251: 0 0 0 145,352 144,377 145,352 144,377: 2,899 3,874 Old : 148,251: 0 0 0 145,352 144,377 145,352 144,377: 2,899 3,874 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 2,936: 0 0 0 4,192 2,242 4,192 2,242: -1,256 694 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 98.0 97.4 98.0 97.4: 2.0 2.6 Old : 100.0: 0.0 0.0 0.0 98.0 97.4 98.0 97.4: 2.0 2.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 0 0 0 21 17 21 17: Old : 25: 0 0 0 21 17 21 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 69.9 68.8 85.8 86.5 61.1 65.5 75.8 79.4 Old : 69.9 68.8 85.8 86.5 61.1 65.5 75.8 79.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 220,075: 13,839 240 861 198,093 216,714 212,793 217,815: 7,282 2,260 Old : 220,075: 13,839 240 861 198,093 216,714 212,793 217,815: 7,282 2,260 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 13,560: 13,839 -831 861 -990 13,320 13,710 13,350: -150 210 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.3 0.1 0.4 90.0 98.5 96.7 99.0: 3.3 1.0 Old : 100.0: 6.3 0.1 0.4 90.0 98.5 96.7 99.0: 3.3 1.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 37: 4 1 1 19 25 23 27: Old : 37: 4 1 1 19 25 23 27: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.3 68.4 68.7 86.9 47.3 63.3 64.2 77.1 Old : 49.3 68.4 68.7 86.9 47.3 63.3 64.2 77.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 238,213: 21,126 7,680 861 214,469 227,826 236,456 236,367: 1,757 1,846 Old : 238,213: 21,126 7,680 861 214,469 227,826 236,456 236,367: 1,757 1,846 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 12,960: 13,929 -831 861 -1,556 12,930 13,234 12,960: -274 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.9 3.2 0.4 90.0 95.6 99.3 99.2: 0.7 0.8 Old : 100.0: 8.9 3.2 0.4 90.0 95.6 99.3 99.2: 0.7 0.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 69: 10 4 1 34 38 44 43: Old : 69: 10 4 1 34 38 44 43: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.8 63.8 68.6 77.0 48.7 60.5 62.5 68.8 Old : 50.8 63.8 68.6 77.0 48.7 60.5 62.5 68.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 128,199: 0 0 0 124,052 126,357 124,052 126,357: 4,147 1,842 Old : 128,199: 0 0 0 124,052 126,357 124,052 126,357: 4,147 1,842 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 2,160: 0 0 0 2,160 1,980 2,160 1,980: 0 180 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 96.8 98.6 96.8 98.6: 3.2 1.4 Old : 100.0: 0.0 0.0 0.0 96.8 98.6 96.8 98.6: 3.2 1.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 33: 0 0 0 21 22 21 22: Old : 33: 0 0 0 21 22 21 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.8 53.2 78.5 82.5 44.4 48.1 59.5 65.2 Old : 58.8 53.2 78.5 82.5 44.4 48.1 59.5 65.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : MMBTU : : : : All : 37,928: 341 3,406 0 35,961 33,914 36,302 37,320: 1,626 608 Old : 37,928: 341 3,406 0 35,961 33,914 36,302 37,320: 1,626 608 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 892: 0 0 0 802 892 802 892: 90 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.9 9.0 0.0 94.8 89.4 95.7 98.4: 4.3 1.6 Old : 100.0: 0.9 9.0 0.0 94.8 89.4 95.7 98.4: 4.3 1.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 28: 1 3 0 15 13 16 16: Old : 28: 1 3 0 15 13 16 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 64.5 69.0 84.5 85.6 64.2 69.0 83.6 83.4 Old : 64.5 69.0 84.5 85.6 64.2 69.0 83.6 83.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV Code-0233AQ Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 298,792: 1,832 384 1,954 285,354 286,358 289,140 288,696: 9,652 10,096 Old : 298,792: 1,832 384 1,954 285,354 286,358 289,140 288,696: 9,652 10,096 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 710: -987 -1,065 98 -689 538 -1,578 -429: 2,288 1,139 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.6 0.1 0.7 95.5 95.8 96.8 96.6: 3.2 3.4 Old : 100.0: 0.6 0.1 0.7 95.5 95.8 96.8 96.6: 3.2 3.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 49: 2 1 2 40 38 43 40: Old : 49: 2 1 2 40 38 43 40: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.1 32.0 68.4 54.5 51.3 29.2 65.1 46.7 Old : 53.1 32.0 68.4 54.5 51.3 29.2 65.1 46.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 113,148: 0 0 0 112,904 112,683 112,904 112,683: 244 465 Old : 113,148: 0 0 0 112,904 112,683 112,904 112,683: 244 465 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 99.8 99.6 99.8 99.6: 0.2 0.4 Old : 100.0: 0.0 0.0 0.0 99.8 99.6 99.8 99.6: 0.2 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 0 0 0 15 13 15 13: Old : 21: 0 0 0 15 13 15 13: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 91.7 89.8 97.5 97.6 91.3 88.0 95.0 94.1 Old : 91.7 89.8 97.5 97.6 91.3 88.0 95.0 94.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233AY Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 119,204: 886 0 0 105,694 111,173 106,580 111,173: 12,624 8,031 Old : 119,204: 886 0 0 105,694 111,173 106,580 111,173: 12,624 8,031 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 1,399: 886 0 0 1,123 1,308 2,009 1,308: -610 91 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.7 0.0 0.0 88.7 93.3 89.4 93.3: 10.6 6.7 Old : 100.0: 0.7 0.0 0.0 88.7 93.3 89.4 93.3: 10.6 6.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 28: 1 0 0 17 21 18 21: Old : 28: 1 0 0 17 21 18 21: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 67.7 52.5 81.2 77.6 64.5 47.4 72.3 66.6 Old : 67.7 52.5 81.2 77.6 64.5 47.4 72.3 66.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 235,663: 1,108 1,100 1,191 229,972 226,814 232,271 229,105: 3,392 6,558 Old : 235,663: 1,108 1,100 1,191 229,972 226,814 232,271 229,105: 3,392 6,558 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 3,590: 0 482 -164 3,209 1,532 3,045 1,850: 545 1,740 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.5 0.5 0.5 97.6 96.2 98.6 97.2: 1.4 2.8 Old : 100.0: 0.5 0.5 0.5 97.6 96.2 98.6 97.2: 1.4 2.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 42: 1 2 3 25 30 28 33: Old : 42: 1 2 3 25 30 28 33: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.1 40.1 80.7 62.2 56.1 39.1 70.6 56.5 Old : 56.1 40.1 80.7 62.2 56.1 39.1 70.6 56.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 193,151: 0 0 0 180,275 190,982 180,275 190,982: 12,876 2,169 Old : 193,151: 0 0 0 180,275 190,982 180,275 190,982: 12,876 2,169 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 1,726: 0 -320 0 -546 1,666 -546 1,346: 2,272 380 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 93.3 98.9 93.3 98.9: 6.7 1.1 Old : 100.0: 0.0 0.0 0.0 93.3 98.9 93.3 98.9: 6.7 1.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 0 0 0 19 18 19 18: Old : 25: 0 0 0 19 18 19 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.9 67.9 75.2 88.4 50.2 65.7 62.9 76.5 Old : 53.9 67.9 75.2 88.4 50.2 65.7 62.9 76.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIV Code-0233BC Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 82,916: 466 0 150 77,896 77,189 78,512 77,339: 4,404 5,577 Old : 82,916: 466 0 150 77,896 77,189 78,512 77,339: 4,404 5,577 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 1,171: 0 0 0 1,868 1,302 1,868 1,302: -697 -131 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.6 0.0 0.2 93.9 93.1 94.7 93.3: 5.3 6.7 Old : 100.0: 0.6 0.0 0.2 93.9 93.1 94.7 93.3: 5.3 6.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 1 0 1 20 14 21 15: Old : 24: 1 0 1 20 14 21 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.7 61.4 65.7 86.4 37.7 54.9 58.6 69.6 Old : 42.7 61.4 65.7 86.4 37.7 54.9 58.6 69.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 62,131: 403 0 0 59,761 61,090 60,164 61,090: 1,967 1,041 Old : 62,131: 403 0 0 59,761 61,090 60,164 61,090: 1,967 1,041 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 4,680: 0 0 0 4,650 4,650 4,650 4,650: 30 30 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.6 0.0 0.0 96.2 98.3 96.8 98.3: 3.2 1.7 Old : 100.0: 0.6 0.0 0.0 96.2 98.3 96.8 98.3: 3.2 1.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 1 0 0 16 9 17 9: Old : 22: 1 0 0 16 9 17 9: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.2 91.5 83.5 97.7 60.8 91.5 80.1 94.2 Old : 63.2 91.5 83.5 97.7 60.8 91.5 80.1 94.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 209,884: 2,469 0 241 198,455 201,188 201,165 201,429: 8,719 8,455 Old : 209,884: 2,469 0 241 198,455 201,188 201,165 201,429: 8,719 8,455 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 1,740: 206 0 91 507 2,604 804 2,695: 936 -955 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.2 0.0 0.1 94.6 95.9 95.8 96.0: 4.2 4.0 Old : 100.0: 1.2 0.0 0.1 94.6 95.9 95.8 96.0: 4.2 4.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 30: 3 0 1 16 21 19 22: Old : 30: 3 0 1 16 21 19 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 73.5 63.0 91.6 78.8 67.3 62.7 85.2 76.8 Old : 73.5 63.0 91.6 78.8 67.3 62.7 85.2 76.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 184,387: 5,817 2,776 1,192 167,310 171,905 174,319 175,873: 10,068 8,514 Old : 184,387: 5,817 2,776 1,192 167,310 171,905 174,319 175,873: 10,068 8,514 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 3,669: 153 282 339 3,173 4,875 3,665 5,496: 4 -1,827 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.2 1.5 0.6 90.7 93.2 94.5 95.4: 5.5 4.6 Old : 100.0: 3.2 1.5 0.6 90.7 93.2 94.5 95.4: 5.5 4.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 45: 1 3 3 30 30 34 33: Old : 45: 1 3 3 30 30 34 33: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.3 47.4 61.4 63.9 43.9 44.5 55.1 59.4 Old : 48.3 47.4 61.4 63.9 43.9 44.5 55.1 59.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SOCAL CITYGATE FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-0233BY Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : MMBtu : : : : All : 50,283: 0 0 0 46,769 48,935 46,769 48,935: 3,514 1,348 Old : 50,283: 0 0 0 46,769 48,935 46,769 48,935: 3,514 1,348 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 0: 0 0 0 0 -31 0 -31: 0 31 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 93.0 97.3 93.0 97.3: 7.0 2.7 Old : 100.0: 0.0 0.0 0.0 93.0 97.3 93.0 97.3: 7.0 2.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 0 0 0 15 15 15 15: Old : 21: 0 0 0 15 15 15 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.2 88.2 78.7 93.7 50.0 86.6 74.6 90.1 Old : 52.2 88.2 78.7 93.7 50.0 86.6 74.6 90.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 69,952: 0 0 0 69,246 67,066 69,246 67,066: 706 2,886 Old : 69,952: 0 0 0 69,246 67,066 69,246 67,066: 706 2,886 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 620: 0 0 0 530 924 530 924: 90 -304 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 99.0 95.9 99.0 95.9: 1.0 4.1 Old : 100.0: 0.0 0.0 0.0 99.0 95.9 99.0 95.9: 1.0 4.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 0 0 0 11 15 11 15: Old : 21: 0 0 0 11 15 11 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 88.5 67.3 96.1 83.7 81.6 67.3 88.5 80.6 Old : 88.5 67.3 96.1 83.7 81.6 67.3 88.5 80.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mm btu : : : : All : 264,404: 3,683 1,733 1,390 249,840 255,311 254,913 258,434: 9,491 5,970 Old : 264,404: 3,683 1,733 1,390 249,840 255,311 254,913 258,434: 9,491 5,970 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 1,106: 0 209 0 1,029 1,260 1,029 1,469: 77 -363 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.4 0.7 0.5 94.5 96.6 96.4 97.7: 3.6 2.3 Old : 100.0: 1.4 0.7 0.5 94.5 96.6 96.4 97.7: 3.6 2.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 46: 2 3 1 31 34 34 37: Old : 46: 2 3 1 31 34 34 37: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.6 45.5 73.2 62.7 48.6 42.0 68.5 57.4 Old : 49.6 45.5 73.2 62.7 48.6 42.0 68.5 57.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : mmbtu : : : : All : 136,833: 0 1,092 2 129,582 132,317 129,584 133,411: 7,249 3,422 Old : 136,833: 0 1,092 2 129,582 132,317 129,584 133,411: 7,249 3,422 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 843: 0 0 0 901 1,753 901 1,753: -58 -910 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.8 0.0 94.7 96.7 94.7 97.5: 5.3 2.5 Old : 100.0: 0.0 0.8 0.0 94.7 96.7 94.7 97.5: 5.3 2.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 34: 0 1 1 26 25 27 26: Old : 34: 0 1 1 26 25 27 26: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.7 57.3 72.9 74.0 42.9 43.3 53.6 56.8 Old : 48.7 57.3 72.9 74.0 42.9 43.3 53.6 56.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mm btu : : : : All : 169,406: 586 1,712 0 158,832 165,201 159,418 166,913: 9,988 2,493 Old : 169,406: 586 1,712 0 158,832 165,201 159,418 166,913: 9,988 2,493 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 2,112: 0 0 0 1,992 2,112 1,992 2,112: 120 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.3 1.0 0.0 93.8 97.5 94.1 98.5: 5.9 1.5 Old : 100.0: 0.3 1.0 0.0 93.8 97.5 94.1 98.5: 5.9 1.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 33: 1 1 0 16 25 17 26: Old : 33: 1 1 0 16 25 17 26: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 77.5 54.6 86.8 74.7 63.6 49.3 71.3 66.5 Old : 77.5 54.6 86.8 74.7 63.6 49.3 71.3 66.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DIV Code-0233D4 Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mm btu : : : : All : 46,233: 0 0 0 42,131 43,234 42,131 43,234: 4,102 2,999 Old : 46,233: 0 0 0 42,131 43,234 42,131 43,234: 4,102 2,999 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 4,758: 0 0 0 4,578 4,248 4,578 4,248: 180 510 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 91.1 93.5 91.1 93.5: 8.9 6.5 Old : 100.0: 0.0 0.0 0.0 91.1 93.5 91.1 93.5: 8.9 6.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 0 0 0 11 15 11 15: Old : 23: 0 0 0 11 15 11 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 65.9 43.3 87.5 70.3 65.9 43.3 83.2 68.5 Old : 65.9 43.3 87.5 70.3 65.9 43.3 83.2 68.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 MM Btus : : : : All : 284,828: 0 0 0 267,788 283,777 267,788 283,777: 17,040 1,051 Old : 284,828: 0 0 0 267,788 283,777 267,788 283,777: 17,040 1,051 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 9,975: 0 0 0 10,599 9,903 10,599 9,903: -624 72 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 94.0 99.6 94.0 99.6: 6.0 0.4 Old : 100.0: 0.0 0.0 0.0 94.0 99.6 94.0 99.6: 6.0 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 37: 0 0 0 30 16 30 16: Old : 37: 0 0 0 30 16 30 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.6 61.4 68.6 90.3 54.0 60.7 66.6 86.2 Old : 55.6 61.4 68.6 90.3 54.0 60.7 66.6 86.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mm btu : : : : All : 104,789: 3,335 1,498 0 92,994 99,563 96,329 101,061: 8,460 3,728 Old : 104,789: 3,335 1,498 0 92,994 99,563 96,329 101,061: 8,460 3,728 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 3,153: 0 0 0 3,247 2,755 3,247 2,755: -94 398 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.2 1.4 0.0 88.7 95.0 91.9 96.4: 8.1 3.6 Old : 100.0: 3.2 1.4 0.0 88.7 95.0 91.9 96.4: 8.1 3.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 1 1 0 16 14 17 15: Old : 25: 1 1 0 16 14 17 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.1 68.6 69.9 87.2 52.6 68.6 67.6 84.0 Old : 54.1 68.6 69.9 87.2 52.6 68.6 67.6 84.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 MMBtus : : : : All : 183,990: 0 0 0 177,115 177,354 177,115 177,354: 6,875 6,636 Old : 183,990: 0 0 0 177,115 177,354 177,115 177,354: 6,875 6,636 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 4,372: 0 0 0 4,561 4,096 4,561 4,096: -189 276 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 96.3 96.4 96.3 96.4: 3.7 3.6 Old : 100.0: 0.0 0.0 0.0 96.3 96.4 96.3 96.4: 3.7 3.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 28: 0 0 0 18 23 18 23: Old : 28: 0 0 0 18 23 18 23: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 69.4 44.9 88.4 71.0 63.2 43.9 74.8 64.6 Old : 69.4 44.9 88.4 71.0 63.2 43.9 74.8 64.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 800 MWh) : : : : All : 20,735: 1,413 2,224 2,533 16,613 15,807 20,558 20,564: 177 171 Old : 20,735: 1,413 2,224 2,533 16,613 15,807 20,558 20,564: 177 171 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 496: 69 -14 170 260 339 499 496: -3 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.8 10.7 12.2 80.1 76.2 99.1 99.2: 0.9 0.8 Old : 100.0: 6.8 10.7 12.2 80.1 76.2 99.1 99.2: 0.9 0.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 41: 6 10 13 20 23 36 36: Old : 41: 6 10 13 20 23 36 36: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.9 47.0 70.6 65.9 24.9 24.6 34.6 31.5 Old : 46.9 47.0 70.6 65.9 24.9 24.6 34.6 31.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 400 MWh) : : : : All : 41,069: 3,763 915 2,422 34,869 37,717 41,054 41,054: 15 15 Old : 41,069: 3,763 915 2,422 34,869 37,717 41,054 41,054: 15 15 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 903: -252 390 528 628 -15 903 903: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.2 2.2 5.9 84.9 91.8 100.0 100.0: 0.0 0.0 Old : 100.0: 9.2 2.2 5.9 84.9 91.8 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 35: 3 4 6 24 24 30 31: Old : 35: 3 4 6 24 24 30 31: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.4 54.8 73.8 78.8 42.8 45.7 60.7 63.2 Old : 48.4 54.8 73.8 78.8 42.8 45.7 60.7 63.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 25 MWh) : : : : All : 34,968: 3,900 665 1,986 29,082 32,317 34,968 34,968: 0 0 Old : 34,968: 3,900 665 1,986 29,082 32,317 34,968 34,968: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 1,085: 0 -75 200 885 960 1,085 1,085: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.2 1.9 5.7 83.2 92.4 100.0 100.0: 0.0 0.0 Old : 100.0: 11.2 1.9 5.7 83.2 92.4 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 34: 4 3 6 20 22 26 29: Old : 34: 4 3 6 20 22 26 29: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.5 63.3 75.5 83.5 52.1 56.0 70.1 72.2 Old : 55.5 63.3 75.5 83.5 52.1 56.0 70.1 72.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 50 Megawatt Hours) : : : : All : 139,209: 5,568 6,707 11,229 122,297 121,136 139,094 139,072: 115 137 Old : 139,209: 5,568 6,707 11,229 122,297 121,136 139,094 139,072: 115 137 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 665: 665 47 123 -123 515 665 685: 0 -20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.0 4.8 8.1 87.9 87.0 99.9 99.9: 0.1 0.1 Old : 100.0: 4.0 4.8 8.1 87.9 87.0 99.9 99.9: 0.1 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 63: 14 11 13 35 34 55 52: Old : 63: 14 11 13 35 34 55 52: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.5 33.3 69.9 53.6 46.1 29.5 52.1 41.7 Old : 51.5 33.3 69.9 53.6 46.1 29.5 52.1 41.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 400 Megawatt Hours) : : : : All : 67,291: 1,421 2,763 2,639 63,230 61,827 67,291 67,230: 0 61 Old : 67,291: 1,421 2,763 2,639 63,230 61,827 67,291 67,230: 0 61 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 154: -325 -55 -223 702 432 154 154: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.1 4.1 3.9 94.0 91.9 100.0 99.9: 0.0 0.1 Old : 100.0: 2.1 4.1 3.9 94.0 91.9 100.0 99.9: 0.0 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 42: 6 6 4 25 26 33 34: Old : 42: 6 6 4 25 26 33 34: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.5 75.8 78.7 87.8 53.9 59.8 65.7 69.6 Old : 56.5 75.8 78.7 87.8 53.9 59.8 65.7 69.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 25 Megawatt Hours) : : : : All : 39,856: 1,225 2,503 225 38,406 37,128 39,856 39,856: 0 0 Old : 39,856: 1,225 2,503 225 38,406 37,128 39,856 39,856: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : -50: 150 100 -150 -50 0 -50 -50: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.1 6.3 0.6 96.4 93.2 100.0 100.0: 0.0 0.0 Old : 100.0: 3.1 6.3 0.6 96.4 93.2 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 29: 3 3 3 16 16 21 20: Old : 29: 3 3 3 16 16 21 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 77.9 78.1 90.9 92.0 70.5 64.6 76.9 77.7 Old : 77.9 78.1 90.9 92.0 70.5 64.6 76.9 77.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 50 Mwh : : : : All : 59,207: 17,356 1,212 4,945 36,624 53,038 58,925 59,195: 282 12 Old : 59,207: 17,356 1,212 4,945 36,624 53,038 58,925 59,195: 282 12 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 691: 50 0 0 641 691 691 691: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.3 2.0 8.4 61.9 89.6 99.5 100.0: 0.5 0.0 Old : 100.0: 29.3 2.0 8.4 61.9 89.6 99.5 100.0: 0.5 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 37: 7 2 3 23 24 31 28: Old : 37: 7 2 3 23 24 31 28: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.5 65.3 69.9 80.9 45.6 54.1 57.8 65.1 Old : 48.5 65.3 69.9 80.9 45.6 54.1 57.8 65.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 800MWh : : : : All : 76,552: 25,984 2,288 3,504 46,552 70,695 76,040 76,487: 512 65 Old : 76,552: 25,984 2,288 3,504 46,552 70,695 76,040 76,487: 512 65 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : -135: 21 -35 45 -162 -55 -96 -45: -39 -90 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.9 3.0 4.6 60.8 92.3 99.3 99.9: 0.7 0.1 Old : 100.0: 33.9 3.0 4.6 60.8 92.3 99.3 99.9: 0.7 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 43: 11 4 6 25 24 37 33: Old : 43: 11 4 6 25 24 37 33: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.8 69.0 70.0 82.8 50.5 61.5 63.3 71.6 Old : 51.8 69.0 70.0 82.8 50.5 61.5 63.3 71.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 72,780: 1,708 68 2,621 67,899 70,091 72,228 72,780: 552 0 Old : 72,780: 1,708 68 2,621 67,899 70,091 72,228 72,780: 552 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 795: -20 50 20 795 725 795 795: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.3 0.1 3.6 93.3 96.3 99.2 100.0: 0.8 0.0 Old : 100.0: 2.3 0.1 3.6 93.3 96.3 99.2 100.0: 0.8 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 37: 3 2 3 25 26 29 30: Old : 37: 3 2 3 25 26 29 30: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.0 65.8 69.4 84.6 39.7 65.8 61.9 75.1 Old : 44.0 65.8 69.4 84.6 39.7 65.8 61.9 75.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 91,304: 1,348 260 3,273 86,086 87,771 90,707 91,304: 597 0 Old : 91,304: 1,348 260 3,273 86,086 87,771 90,707 91,304: 597 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 1,716: 30 85 20 1,661 1,611 1,711 1,716: 5 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.5 0.3 3.6 94.3 96.1 99.3 100.0: 0.7 0.0 Old : 100.0: 1.5 0.3 3.6 94.3 96.1 99.3 100.0: 0.7 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 41: 5 1 3 27 27 32 31: Old : 41: 5 1 3 27 27 32 31: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.4 68.2 66.1 84.6 42.0 68.2 63.2 77.9 Old : 43.4 68.2 66.1 84.6 42.0 68.2 63.2 77.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 43,280: 200 20 230 42,706 42,673 43,136 42,923: 144 357 Old : 43,280: 200 20 230 42,706 42,673 43,136 42,923: 144 357 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 95: 0 0 0 95 95 95 95: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.5 0.0 0.5 98.7 98.6 99.7 99.2: 0.3 0.8 Old : 100.0: 0.5 0.0 0.5 98.7 98.6 99.7 99.2: 0.3 0.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 1 1 1 19 17 21 18: Old : 25: 1 1 1 19 17 21 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 69.4 82.4 85.2 93.7 57.3 73.9 68.5 76.8 Old : 69.4 82.4 85.2 93.7 57.3 73.9 68.5 76.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 50 Mwh : : : : All : 27,983: 360 990 0 27,131 26,983 27,491 27,973: 492 10 Old : 27,983: 360 990 0 27,131 26,983 27,491 27,973: 492 10 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : -760: 0 60 0 -760 -820 -760 -760: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.3 3.5 0.0 97.0 96.4 98.2 100.0: 1.8 0.0 Old : 100.0: 1.3 3.5 0.0 97.0 96.4 98.2 100.0: 1.8 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 1 2 0 20 18 21 20: Old : 25: 1 2 0 20 18 21 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.8 68.4 78.1 82.3 51.8 58.9 64.7 68.8 Old : 60.8 68.4 78.1 82.3 51.8 58.9 64.7 68.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 800 Mwh : : : : All : 17,917: 560 0 50 17,255 17,867 17,865 17,917: 52 0 Old : 17,917: 560 0 50 17,255 17,867 17,865 17,917: 52 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 25: 0 0 0 25 25 25 25: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.1 0.0 0.3 96.3 99.7 99.7 100.0: 0.3 0.0 Old : 100.0: 3.1 0.0 0.3 96.3 99.7 99.7 100.0: 0.3 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 4 0 1 13 14 17 15: Old : 21: 4 0 1 13 14 17 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.2 80.4 82.5 96.9 54.1 73.3 69.3 75.0 Old : 59.2 80.4 82.5 96.9 54.1 73.3 69.3 75.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ERCOT Houston 345KV RT OFF FIX - ICE FUTURES ENERGY DIV Code-06439Q Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 19,777: 560 0 50 19,115 19,727 19,725 19,777: 52 0 Old : 19,777: 560 0 50 19,115 19,727 19,725 19,777: 52 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.8 0.0 0.3 96.7 99.7 99.7 100.0: 0.3 0.0 Old : 100.0: 2.8 0.0 0.3 96.7 99.7 99.7 100.0: 0.3 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 4 0 1 12 11 16 12: Old : 20: 4 0 1 12 11 16 12: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 65.2 78.3 88.4 98.1 61.7 70.0 75.3 77.9 Old : 65.2 78.3 88.4 98.1 61.7 70.0 75.3 77.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 800 Mwh : : : : All : 85,828: 14,189 2,462 2,762 68,500 80,394 85,451 85,618: 377 210 Old : 85,828: 14,189 2,462 2,762 68,500 80,394 85,451 85,618: 377 210 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 544: -1,703 381 525 1,907 -380 728 526: -184 18 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.5 2.9 3.2 79.8 93.7 99.6 99.8: 0.4 0.2 Old : 100.0: 16.5 2.9 3.2 79.8 93.7 99.6 99.8: 0.4 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 61: 13 7 9 37 37 53 50: Old : 61: 13 7 9 37 37 53 50: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 30.7 42.9 51.3 65.5 18.6 23.2 28.4 33.9 Old : 30.7 42.9 51.3 65.5 18.6 23.2 28.4 33.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439V Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 800 Mwh : : : : All : 11,836: 450 150 0 11,362 11,686 11,812 11,836: 24 0 Old : 11,836: 450 150 0 11,362 11,686 11,812 11,836: 24 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.8 1.3 0.0 96.0 98.7 99.8 100.0: 0.2 0.0 Old : 100.0: 3.8 1.3 0.0 96.0 98.7 99.8 100.0: 0.2 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 2 1 0 9 13 11 14: Old : 20: 2 1 0 9 13 11 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 66.6 70.7 95.8 94.9 59.7 57.3 69.1 71.3 Old : 66.6 70.7 95.8 94.9 59.7 57.3 69.1 71.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8 Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 41,682: 5,670 900 260 35,416 40,110 41,346 41,270: 336 412 Old : 41,682: 5,670 900 260 35,416 40,110 41,346 41,270: 336 412 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : -50: 0 0 0 -50 -50 -50 -50: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.6 2.2 0.6 85.0 96.2 99.2 99.0: 0.8 1.0 Old : 100.0: 13.6 2.2 0.6 85.0 96.2 99.2 99.0: 0.8 1.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 31: 4 3 2 19 20 23 25: Old : 31: 4 3 2 19 20 23 25: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.4 55.0 69.9 80.5 36.1 46.3 54.1 59.6 Old : 44.4 55.0 69.9 80.5 36.1 46.3 54.1 59.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 47,714: 490 125 225 46,827 46,977 47,542 47,327: 172 387 Old : 47,714: 490 125 225 46,827 46,977 47,542 47,327: 172 387 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 199: 0 0 0 179 199 179 199: 20 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.0 0.3 0.5 98.1 98.5 99.6 99.2: 0.4 0.8 Old : 100.0: 1.0 0.3 0.5 98.1 98.5 99.6 99.2: 0.4 0.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 34: 3 2 1 23 19 26 22: Old : 34: 3 2 1 23 19 26 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.3 78.8 77.3 92.8 42.9 69.8 58.1 71.8 Old : 55.3 78.8 77.3 92.8 42.9 69.8 58.1 71.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3 Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 800 Mwh : : : : All : 39,332: 230 910 50 38,126 38,343 38,406 39,303: 926 29 Old : 39,332: 230 910 50 38,126 38,343 38,406 39,303: 926 29 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 2,346: 20 0 -10 2,646 2,359 2,656 2,349: -310 -3 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.6 2.3 0.1 96.9 97.5 97.6 99.9: 2.4 0.1 Old : 100.0: 0.6 2.3 0.1 96.9 97.5 97.6 99.9: 2.4 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 32: 2 4 1 24 24 26 29: Old : 32: 2 4 1 24 24 26 29: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.9 57.9 78.0 80.7 41.8 43.0 51.1 54.8 Old : 56.9 57.9 78.0 80.7 41.8 43.0 51.1 54.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 69,030: 1,764 260 73 66,168 68,426 68,005 68,759: 1,025 271 Old : 69,030: 1,764 260 73 66,168 68,426 68,005 68,759: 1,025 271 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 1,025: 125 0 0 900 1,025 1,025 1,025: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.6 0.4 0.1 95.9 99.1 98.5 99.6: 1.5 0.4 Old : 100.0: 2.6 0.4 0.1 95.9 99.1 98.5 99.6: 1.5 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 31: 4 2 1 22 13 26 16: Old : 31: 4 2 1 22 13 26 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.0 92.7 77.0 96.9 55.3 89.5 74.4 91.1 Old : 56.0 92.7 77.0 96.9 55.3 89.5 74.4 91.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 73,261: 2,220 200 85 70,481 72,796 72,786 73,081: 475 180 Old : 73,261: 2,220 200 85 70,481 72,796 72,786 73,081: 475 180 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 947: 130 0 0 817 947 947 947: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.0 0.3 0.1 96.2 99.4 99.4 99.8: 0.6 0.2 Old : 100.0: 3.0 0.3 0.1 96.2 99.4 99.4 99.8: 0.6 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 34: 4 1 1 25 17 29 19: Old : 34: 4 1 1 25 17 29 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.7 88.6 74.6 97.3 50.5 85.6 73.5 89.8 Old : 50.7 88.6 74.6 97.3 50.5 85.6 73.5 89.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 50MWh : : : : All : 80,862: 267 2,540 1,604 78,629 76,633 80,500 80,777: 362 85 Old : 80,862: 267 2,540 1,604 78,629 76,633 80,500 80,777: 362 85 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 1,522: 96 -209 489 913 1,222 1,498 1,502: 24 20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.3 3.1 2.0 97.2 94.8 99.6 99.9: 0.4 0.1 Old : 100.0: 0.3 3.1 2.0 97.2 94.8 99.6 99.9: 0.4 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 39: 1 4 5 27 24 32 29: Old : 39: 1 4 5 27 24 32 29: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.6 53.8 76.1 80.9 57.4 51.4 74.8 73.2 Old : 57.6 53.8 76.1 80.9 57.4 51.4 74.8 73.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 800MWh : : : : All : 101,283: 769 3,794 3,988 96,139 93,471 100,896 101,253: 387 30 Old : 101,283: 769 3,794 3,988 96,139 93,471 100,896 101,253: 387 30 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 1,891: -648 -178 922 1,572 1,143 1,846 1,886: 45 5 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.8 3.7 3.9 94.9 92.3 99.6 100.0: 0.4 0.0 Old : 100.0: 0.8 3.7 3.9 94.9 92.3 99.6 100.0: 0.4 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 54: 3 10 8 31 33 40 47: Old : 54: 3 10 8 31 33 40 47: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.5 49.5 70.7 71.1 51.1 46.4 63.2 65.2 Old : 52.5 49.5 70.7 71.1 51.1 46.4 63.2 65.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 400MWh : : : : All : 62,489: 125 5,293 275 62,069 56,921 62,469 62,489: 20 0 Old : 62,489: 125 5,293 275 62,069 56,921 62,469 62,489: 20 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 1,333: 75 56 -75 1,333 1,352 1,333 1,333: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.2 8.5 0.4 99.3 91.1 100.0 100.0: 0.0 0.0 Old : 100.0: 0.2 8.5 0.4 99.3 91.1 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 31: 1 6 2 16 17 19 23: Old : 31: 1 6 2 16 17 19 23: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 74.8 88.7 94.9 96.7 74.7 86.7 91.3 91.3 Old : 74.8 88.7 94.9 96.7 74.7 86.7 91.3 91.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 25MWh : : : : All : 54,825: 1,350 775 250 53,225 53,800 54,825 54,825: 0 0 Old : 54,825: 1,350 775 250 53,225 53,800 54,825 54,825: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 1,250: 0 50 0 1,250 1,200 1,250 1,250: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.5 1.4 0.5 97.1 98.1 100.0 100.0: 0.0 0.0 Old : 100.0: 2.5 1.4 0.5 97.1 98.1 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 1 4 1 14 9 16 13: Old : 24: 1 4 1 14 9 16 13: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 81.3 95.8 93.6 98.8 81.3 92.7 91.1 94.8 Old : 81.3 95.8 93.6 98.8 81.3 92.7 91.1 94.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 50MWh : : : : All : 55,604: 1,255 1,705 860 53,445 52,905 55,560 55,470: 44 134 Old : 55,604: 1,255 1,705 860 53,445 52,905 55,560 55,470: 44 134 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : -1,480: -124 0 -2 -1,354 -1,478 -1,480 -1,480: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.3 3.1 1.5 96.1 95.1 99.9 99.8: 0.1 0.2 Old : 100.0: 2.3 3.1 1.5 96.1 95.1 99.9 99.8: 0.1 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 34: 3 4 2 24 22 28 27: Old : 34: 3 4 2 24 22 28 27: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.2 82.3 74.2 91.4 48.2 77.5 68.9 81.9 Old : 52.2 82.3 74.2 91.4 48.2 77.5 68.9 81.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 800 MWh : : : : All : 62,584: 1,769 4,802 1,530 58,991 56,012 62,290 62,344: 294 240 Old : 62,584: 1,769 4,802 1,530 58,991 56,012 62,290 62,344: 294 240 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : -2,315: -31 215 -192 -2,092 -2,333 -2,315 -2,310: 0 -5 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.8 7.7 2.4 94.3 89.5 99.5 99.6: 0.5 0.4 Old : 100.0: 2.8 7.7 2.4 94.3 89.5 99.5 99.6: 0.5 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 36: 6 5 4 22 20 30 27: Old : 36: 6 5 4 22 20 30 27: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.3 74.8 75.6 86.4 51.4 68.9 71.7 76.2 Old : 52.3 74.8 75.6 86.4 51.4 68.9 71.7 76.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 800MWh : : : : All : 23,827: 0 820 0 23,695 22,876 23,695 23,696: 132 131 Old : 23,827: 0 820 0 23,695 22,876 23,695 23,696: 132 131 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 221: 0 60 0 240 130 240 190: -19 31 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 3.4 0.0 99.4 96.0 99.4 99.5: 0.6 0.5 Old : 100.0: 0.0 3.4 0.0 99.4 96.0 99.4 99.5: 0.6 0.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 0 1 0 18 14 18 15: Old : 24: 0 1 0 18 14 18 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 67.5 80.3 89.2 95.3 66.7 73.2 84.2 88.2 Old : 67.5 80.3 89.2 95.3 66.7 73.2 84.2 88.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 50MWh : : : : All : 23,408: 0 225 0 22,929 23,176 22,929 23,401: 479 7 Old : 23,408: 0 225 0 22,929 23,176 22,929 23,401: 479 7 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 130: 0 0 0 130 130 130 130: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 1.0 0.0 98.0 99.0 98.0 100.0: 2.0 0.0 Old : 100.0: 0.0 1.0 0.0 98.0 99.0 98.0 100.0: 2.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 0 1 0 16 14 16 15: Old : 22: 0 1 0 16 14 16 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 65.8 85.9 86.1 97.2 65.0 74.2 80.7 85.5 Old : 65.8 85.9 86.1 97.2 65.0 74.2 80.7 85.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 800MWh : : : : All : 31,261: 1,030 1,475 1,186 28,978 27,955 31,194 30,616: 67 645 Old : 31,261: 1,030 1,475 1,186 28,978 27,955 31,194 30,616: 67 645 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 239: -5 120 -25 245 132 215 227: 24 12 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.3 4.7 3.8 92.7 89.4 99.8 97.9: 0.2 2.1 Old : 100.0: 3.3 4.7 3.8 92.7 89.4 99.8 97.9: 0.2 2.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 30: 1 4 4 19 20 23 25: Old : 30: 1 4 4 19 20 23 25: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 71.2 55.9 86.8 76.0 63.3 52.7 76.7 70.2 Old : 71.2 55.9 86.8 76.0 63.3 52.7 76.7 70.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 50 Mwh : : : : All : 17,843: 756 2,196 109 15,764 15,078 16,629 17,383: 1,214 460 Old : 17,843: 756 2,196 109 15,764 15,078 16,629 17,383: 1,214 460 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 514: 0 60 -20 534 474 514 514: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.2 12.3 0.6 88.3 84.5 93.2 97.4: 6.8 2.6 Old : 100.0: 4.2 12.3 0.6 88.3 84.5 93.2 97.4: 6.8 2.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 1 4 2 10 11 12 16: Old : 20: 1 4 2 10 11 12 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 78.4 70.3 90.7 87.0 78.4 67.2 86.2 83.2 Old : 78.4 70.3 90.7 87.0 78.4 67.2 86.2 83.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3 Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 800MWh : : : : All : 57,215: 4,087 5,226 2,072 50,980 49,822 57,139 57,120: 76 95 Old : 57,215: 4,087 5,226 2,072 50,980 49,822 57,139 57,120: 76 95 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 349: -644 135 387 580 -218 323 304: 26 45 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.1 9.1 3.6 89.1 87.1 99.9 99.8: 0.1 0.2 Old : 100.0: 7.1 9.1 3.6 89.1 87.1 99.9 99.8: 0.1 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 43: 6 5 6 31 26 39 35: Old : 43: 6 5 6 31 26 39 35: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.1 68.3 67.6 83.4 43.7 55.9 57.6 66.2 Old : 49.1 68.3 67.6 83.4 43.7 55.9 57.6 66.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4 Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 50MWh : : : : All : 35,567: 1,085 1,746 863 33,487 32,886 35,435 35,495: 132 72 Old : 35,567: 1,085 1,746 863 33,487 32,886 35,435 35,495: 132 72 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 468: 10 5 10 444 453 464 468: 4 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.1 4.9 2.4 94.2 92.5 99.6 99.8: 0.4 0.2 Old : 100.0: 3.1 4.9 2.4 94.2 92.5 99.6 99.8: 0.4 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 34: 3 4 5 24 20 30 26: Old : 34: 3 4 5 24 20 30 26: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.8 68.6 78.7 83.3 53.2 62.2 62.7 67.8 Old : 60.8 68.6 78.7 83.3 53.2 62.2 62.7 67.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 400MWh : : : : All : 19,275: 550 564 376 18,229 18,335 19,155 19,275: 120 0 Old : 19,275: 550 564 376 18,229 18,335 19,155 19,275: 120 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 315: -125 -25 100 340 240 315 315: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.9 2.9 2.0 94.6 95.1 99.4 100.0: 0.6 0.0 Old : 100.0: 2.9 2.9 2.0 94.6 95.1 99.4 100.0: 0.6 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 33: 4 4 3 17 19 21 26: Old : 33: 4 4 3 17 19 21 26: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 66.1 73.4 85.1 84.8 62.1 68.3 76.8 76.7 Old : 66.1 73.4 85.1 84.8 62.1 68.3 76.8 76.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 25 MWh : : : : All : 20,281: 500 275 0 19,677 20,006 20,177 20,281: 104 0 Old : 20,281: 500 275 0 19,677 20,006 20,177 20,281: 104 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.5 1.4 0.0 97.0 98.6 99.5 100.0: 0.5 0.0 Old : 100.0: 2.5 1.4 0.0 97.0 98.6 99.5 100.0: 0.5 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 2 2 0 12 8 14 10: Old : 21: 2 2 0 12 8 14 10: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 70.8 91.6 94.8 99.0 61.8 83.7 85.9 88.8 Old : 70.8 91.6 94.8 99.0 61.8 83.7 85.9 88.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 8,677: 75 1,425 25 8,452 7,227 8,552 8,677: 125 0 Old : 8,677: 75 1,425 25 8,452 7,227 8,552 8,677: 125 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.9 16.4 0.3 97.4 83.3 98.6 100.0: 1.4 0.0 Old : 100.0: 0.9 16.4 0.3 97.4 83.3 98.6 100.0: 1.4 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 3 2 1 12 10 16 13: Old : 21: 3 2 1 12 10 16 13: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 73.8 65.0 91.6 93.0 70.4 60.7 79.9 79.8 Old : 73.8 65.0 91.6 93.0 70.4 60.7 79.9 79.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 8,850: 75 2,050 25 8,650 6,775 8,750 8,850: 100 0 Old : 8,850: 75 2,050 25 8,650 6,775 8,750 8,850: 100 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.8 23.2 0.3 97.7 76.6 98.9 100.0: 1.1 0.0 Old : 100.0: 0.8 23.2 0.3 97.7 76.6 98.9 100.0: 1.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 3 2 1 13 10 17 13: Old : 22: 3 2 1 13 10 17 13: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 72.0 63.2 91.6 93.2 68.6 59.6 79.9 79.9 Old : 72.0 63.2 91.6 93.2 68.6 59.6 79.9 79.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 11,172: 400 150 510 10,031 10,512 10,941 11,172: 231 0 Old : 11,172: 400 150 510 10,031 10,512 10,941 11,172: 231 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 70: 105 -65 -35 -15 170 55 70: 15 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.6 1.3 4.6 89.8 94.1 97.9 100.0: 2.1 0.0 Old : 100.0: 3.6 1.3 4.6 89.8 94.1 97.9 100.0: 2.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 3 2 1 16 16 19 19: Old : 27: 3 2 1 16 16 19 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.7 65.3 80.6 86.0 52.1 58.9 68.5 71.3 Old : 56.7 65.3 80.6 86.0 52.1 58.9 68.5 71.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 10,188: 370 150 505 9,097 9,533 9,972 10,188: 216 0 Old : 10,188: 370 150 505 9,097 9,533 9,972 10,188: 216 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 86: 75 -95 -5 16 186 86 86: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.6 1.5 5.0 89.3 93.6 97.9 100.0: 2.1 0.0 Old : 100.0: 3.6 1.5 5.0 89.3 93.6 97.9 100.0: 2.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 3 2 1 15 16 18 19: Old : 27: 3 2 1 15 16 18 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.5 64.8 81.0 87.0 51.3 56.9 68.8 71.7 Old : 58.5 64.8 81.0 87.0 51.3 56.9 68.8 71.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 35,159: 1,350 2,835 2,055 31,720 30,269 35,125 35,159: 34 0 Old : 35,159: 1,350 2,835 2,055 31,720 30,269 35,125 35,159: 34 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 625: 0 625 0 625 0 625 625: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.8 8.1 5.8 90.2 86.1 99.9 100.0: 0.1 0.0 Old : 100.0: 3.8 8.1 5.8 90.2 86.1 99.9 100.0: 0.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 34: 3 4 1 22 14 26 18: Old : 34: 3 4 1 22 14 26 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 68.6 68.4 83.8 92.3 64.5 60.9 74.0 76.2 Old : 68.6 68.4 83.8 92.3 64.5 60.9 74.0 76.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8 Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 35,609: 1,350 2,520 2,085 32,140 31,004 35,575 35,609: 34 0 Old : 35,609: 1,350 2,520 2,085 32,140 31,004 35,575 35,609: 34 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 625: 0 625 0 625 0 625 625: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.8 7.1 5.9 90.3 87.1 99.9 100.0: 0.1 0.0 Old : 100.0: 3.8 7.1 5.9 90.3 87.1 99.9 100.0: 0.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 34: 3 4 1 22 15 26 19: Old : 34: 3 4 1 22 15 26 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 66.9 70.1 82.2 92.9 62.9 60.5 72.1 76.4 Old : 66.9 70.1 82.2 92.9 62.9 60.5 72.1 76.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 111,113: 825 5,071 2,539 107,678 103,483 111,042 111,093: 71 20 Old : 111,113: 825 5,071 2,539 107,678 103,483 111,042 111,093: 71 20 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 1,624: -11 429 -164 1,799 1,359 1,624 1,624: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.7 4.6 2.3 96.9 93.1 99.9 100.0: 0.1 0.0 Old : 100.0: 0.7 4.6 2.3 96.9 93.1 99.9 100.0: 0.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 56: 3 11 8 40 31 49 44: Old : 56: 3 11 8 40 31 49 44: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.9 54.1 62.8 74.9 39.8 49.8 59.5 64.9 Old : 42.9 54.1 62.8 74.9 39.8 49.8 59.5 64.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 352 MWh : : : : All : 125,154: 885 5,653 4,238 119,989 115,253 125,112 125,144: 42 10 Old : 125,154: 885 5,653 4,238 119,989 115,253 125,112 125,144: 42 10 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 2,165: 0 630 -31 2,196 1,566 2,165 2,165: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.7 4.5 3.4 95.9 92.1 100.0 100.0: 0.0 0.0 Old : 100.0: 0.7 4.5 3.4 95.9 92.1 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 61: 4 13 12 42 34 57 48: Old : 61: 4 13 12 42 34 57 48: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 33.1 57.4 56.6 78.2 32.0 54.9 52.0 66.9 Old : 33.1 57.4 56.6 78.2 32.0 54.9 52.0 66.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 542,659: 36,284 25,553 50,975 455,131 465,967 542,390 542,495: 269 164 Old : 542,659: 36,284 25,553 50,975 455,131 465,967 542,390 542,495: 269 164 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 7,449: 1,656 959 -682 6,467 7,190 7,442 7,468: 7 -19 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.7 4.7 9.4 83.9 85.9 100.0 100.0: 0.0 0.0 Old : 100.0: 6.7 4.7 9.4 83.9 85.9 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 92: 28 15 23 48 42 81 75: Old : 92: 28 15 23 48 42 81 75: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.1 39.6 61.2 62.7 14.0 14.9 18.4 21.4 Old : 44.1 39.6 61.2 62.7 14.0 14.9 18.4 21.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 17,196: 4,730 600 55 12,056 16,471 16,841 17,126: 355 70 Old : 17,196: 4,730 600 55 12,056 16,471 16,841 17,126: 355 70 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 60: 0 0 0 60 60 60 60: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.5 3.5 0.3 70.1 95.8 97.9 99.6: 2.1 0.4 Old : 100.0: 27.5 3.5 0.3 70.1 95.8 97.9 99.6: 2.1 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 3 1 1 18 11 21 13: Old : 25: 3 1 1 18 11 21 13: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 64.4 82.5 83.7 97.6 63.9 75.0 78.7 85.7 Old : 64.4 82.5 83.7 97.6 63.9 75.0 78.7 85.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 14,067: 4,185 600 55 9,346 13,412 13,586 14,067: 481 0 Old : 14,067: 4,185 600 55 9,346 13,412 13,586 14,067: 481 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 60: 0 0 0 60 60 60 60: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.8 4.3 0.4 66.4 95.3 96.6 100.0: 3.4 0.0 Old : 100.0: 29.8 4.3 0.4 66.4 95.3 96.6 100.0: 3.4 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 2 1 1 17 11 19 13: Old : 23: 2 1 1 17 11 19 13: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 66.6 81.5 87.9 97.8 66.1 76.8 81.6 88.1 Old : 66.6 81.5 87.9 97.8 66.1 76.8 81.6 88.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 13,436: 4,002 800 100 9,302 12,521 13,404 13,421: 32 15 Old : 13,436: 4,002 800 100 9,302 12,521 13,404 13,421: 32 15 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 828: 50 -100 100 668 848 818 848: 10 -20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.8 6.0 0.7 69.2 93.2 99.8 99.9: 0.2 0.1 Old : 100.0: 29.8 6.0 0.7 69.2 93.2 99.8 99.9: 0.2 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 32: 4 1 1 15 21 20 22: Old : 32: 4 1 1 15 21 20 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 76.9 65.7 89.5 84.7 73.5 64.6 84.9 82.5 Old : 76.9 65.7 89.5 84.7 73.5 64.6 84.9 82.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413 Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1000 metric tonnes : : : : All : 4,136: 122 229 93 3,312 3,104 3,527 3,426: 609 710 Old : 4,136: 122 229 93 3,312 3,104 3,527 3,426: 609 710 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 160: -3 75 0 139 83 136 158: 24 2 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.9 5.5 2.2 80.1 75.0 85.3 82.8: 14.7 17.2 Old : 100.0: 2.9 5.5 2.2 80.1 75.0 85.3 82.8: 14.7 17.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 31: 2 2 3 25 26 28 30: Old : 31: 2 2 3 25 26 28 30: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 33.9 29.0 54.7 49.0 25.1 25.9 38.9 36.6 Old : 33.9 29.0 54.7 49.0 25.1 25.9 38.9 36.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416 Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 42000 gallons(1000 barrels) : : : : All : 33,946: 2,237 0 0 31,332 33,916 33,569 33,916: 377 30 Old : 33,946: 2,237 0 0 31,332 33,916 33,569 33,916: 377 30 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 1,195: 0 0 0 1,205 1,299 1,205 1,299: -10 -104 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.6 0.0 0.0 92.3 99.9 98.9 99.9: 1.1 0.1 Old : 100.0: 6.6 0.0 0.0 92.3 99.9 98.9 99.9: 1.1 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 44: 2 0 0 33 40 35 40: Old : 44: 2 0 0 33 40 35 40: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 40.0 48.6 62.2 65.1 29.8 32.4 43.3 43.6 Old : 40.0 48.6 62.2 65.1 29.8 32.4 43.3 43.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 42000 gallons(1000 barrels) : : : : All : 26,962: 15 63 328 26,467 25,922 26,810 26,313: 152 649 Old : 26,962: 15 63 328 26,467 25,922 26,810 26,313: 152 649 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 423: 0 0 27 396 382 423 409: 0 14 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.1 0.2 1.2 98.2 96.1 99.4 97.6: 0.6 2.4 Old : 100.0: 0.1 0.2 1.2 98.2 96.1 99.4 97.6: 0.6 2.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 36: 1 1 2 27 31 29 33: Old : 36: 1 1 2 27 31 29 33: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.2 57.5 78.5 76.7 42.4 34.2 47.2 42.0 Old : 63.2 57.5 78.5 76.7 42.4 34.2 47.2 42.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 42000 gallons(1000 barrels) : : : : All : 9,145: 191 150 208 8,121 8,588 8,520 8,946: 625 199 Old : 9,145: 191 150 208 8,121 8,588 8,520 8,946: 625 199 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 626: 42 55 20 522 531 584 606: 42 20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.1 1.6 2.3 88.8 93.9 93.2 97.8: 6.8 2.2 Old : 100.0: 2.1 1.6 2.3 88.8 93.9 93.2 97.8: 6.8 2.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 43: 2 1 3 30 32 33 35: Old : 43: 2 1 3 30 32 33 35: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 33.8 47.4 49.7 67.1 27.3 39.6 38.9 50.7 Old : 33.8 47.4 49.7 67.1 27.3 39.6 38.9 50.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 42000 gallons(1000 barrels) : : : : All : 38,077: 1,704 710 98 36,275 36,984 38,077 37,792: 0 285 Old : 38,077: 1,704 710 98 36,275 36,984 38,077 37,792: 0 285 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 1,314: 802 47 -47 1,237 1,484 1,992 1,484: -678 -170 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.5 1.9 0.3 95.3 97.1 100.0 99.3: 0.0 0.7 Old : 100.0: 4.5 1.9 0.3 95.3 97.1 100.0 99.3: 0.0 0.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 59: 3 2 1 32 43 36 45: Old : 59: 3 2 1 32 43 36 45: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.7 40.7 75.6 54.8 63.3 39.3 74.3 53.1 Old : 63.7 40.7 75.6 54.8 63.3 39.3 74.3 53.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 42000 gallons(1000 barrels) : : : : All : 51,506: 2,220 796 2,284 46,299 47,765 50,803 50,845: 703 661 Old : 51,506: 2,220 796 2,284 46,299 47,765 50,803 50,845: 703 661 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 723: -77 55 -143 1,166 1,108 946 1,020: -223 -297 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.3 1.5 4.4 89.9 92.7 98.6 98.7: 1.4 1.3 Old : 100.0: 4.3 1.5 4.4 89.9 92.7 98.6 98.7: 1.4 1.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 87: 7 8 10 64 61 76 75: Old : 87: 7 8 10 64 61 76 75: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 24.1 50.5 37.0 60.3 19.9 45.7 29.0 52.0 Old : 24.1 50.5 37.0 60.3 19.9 45.7 29.0 52.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV Code-06641H Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1000 Metric Tonnes : : : : All : 2,172: 124 0 64 1,435 1,733 1,623 1,797: 549 375 Old : 2,172: 124 0 64 1,435 1,733 1,623 1,797: 549 375 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 271: 37 0 13 215 231 265 244: 6 27 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.7 0.0 2.9 66.1 79.8 74.7 82.7: 25.3 17.3 Old : 100.0: 5.7 0.0 2.9 66.1 79.8 74.7 82.7: 25.3 17.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 3 0 2 17 18 20 20: Old : 24: 3 0 2 17 18 20 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 33.8 39.1 55.7 57.1 26.0 36.1 38.5 50.6 Old : 33.8 39.1 55.7 57.1 26.0 36.1 38.5 50.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1000 BARRELS : : : : All : 28,876: 0 0 0 27,106 27,124 27,106 27,124: 1,770 1,752 Old : 28,876: 0 0 0 27,106 27,124 27,106 27,124: 1,770 1,752 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : -812: 0 0 0 -897 -975 -897 -975: 85 163 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 93.9 93.9 93.9 93.9: 6.1 6.1 Old : 100.0: 0.0 0.0 0.0 93.9 93.9 93.9 93.9: 6.1 6.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 36: 0 0 0 26 17 26 17: Old : 36: 0 0 0 26 17 26 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.3 58.4 72.1 77.8 53.3 58.4 68.1 75.4 Old : 53.3 58.4 72.1 77.8 53.3 58.4 68.1 75.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1000 BARRELS : : : : All : 8,341: 0 0 0 7,966 8,314 7,966 8,314: 375 27 Old : 8,341: 0 0 0 7,966 8,314 7,966 8,314: 375 27 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : -1,998: 0 0 0 -2,088 -1,981 -2,088 -1,981: 90 -17 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 95.5 99.7 95.5 99.7: 4.5 0.3 Old : 100.0: 0.0 0.0 0.0 95.5 99.7 95.5 99.7: 4.5 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 0 0 0 13 12 13 12: Old : 23: 0 0 0 13 12 13 12: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 70.6 78.7 89.3 96.3 70.6 78.7 89.3 96.3 Old : 70.6 78.7 89.3 96.3 70.6 78.7 89.3 96.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1000 barrels : : : : All : 232,597: 0 1,365 405 220,583 215,440 220,988 217,210: 11,609 15,387 Old : 232,597: 0 1,365 405 220,583 215,440 220,988 217,210: 11,609 15,387 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 1,237: 0 250 0 1,413 747 1,413 997: -176 240 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.6 0.2 94.8 92.6 95.0 93.4: 5.0 6.6 Old : 100.0: 0.0 0.6 0.2 94.8 92.6 95.0 93.4: 5.0 6.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 0 1 1 15 17 16 18: Old : 24: 0 1 1 15 17 16 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 78.4 56.2 90.3 80.0 77.4 56.0 86.3 78.8 Old : 78.4 56.2 90.3 80.0 77.4 56.0 86.3 78.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ARGUS WTI HOUSTON/WTI TRADE MO - ICE FUTURES ENERGY DIV Code-06743D Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1000 barrels : : : : All : 68,151: 0 1,020 90 56,965 50,273 57,055 51,383: 11,096 16,768 Old : 68,151: 0 1,020 90 56,965 50,273 57,055 51,383: 11,096 16,768 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : -449: 0 0 0 -179 2 -179 2: -270 -451 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 1.5 0.1 83.6 73.8 83.7 75.4: 16.3 24.6 Old : 100.0: 0.0 1.5 0.1 83.6 73.8 83.7 75.4: 16.3 24.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 0 1 1 12 15 13 16: Old : 20: 0 1 1 12 15 13 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 66.2 44.5 79.5 66.5 57.9 35.8 59.7 45.1 Old : 66.2 44.5 79.5 66.5 57.9 35.8 59.7 45.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 22, 2020