CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2 Commitments of Traders with Delta-adjusted Options and Futures Combined, May 26, 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 19, 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 26, 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 : 40,176: 16,079 11,051 145 23,767 28,795 39,991 39,991: 185 185 Old : 40,176: 16,079 11,051 145 23,767 28,795 39,991 39,991: 185 185 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 217: -100 -297 100 217 413 217 217: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 40.0 27.5 0.4 59.2 71.7 99.5 99.5: 0.5 0.5 Old : 100.0: 40.0 27.5 0.4 59.2 71.7 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 : 41: 9 7 2 19 14 30 21: Old : 41: 9 7 2 19 14 30 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 : 58.4 58.0 79.1 86.3 58.3 57.9 77.1 84.7 Old : 58.4 58.0 79.1 86.3 58.3 57.9 77.1 84.7 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 26, 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 : 145,401: 31,108 38,295 15,337 98,829 91,669 145,274 145,301: 127 100 Old : 145,401: 31,108 38,295 15,337 98,829 91,669 145,274 145,301: 127 100 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : -2,227: -1,125 372 -222 -879 -2,377 -2,226 -2,227: -1 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.4 26.3 10.5 68.0 63.0 99.9 99.9: 0.1 0.1 Old : 100.0: 21.4 26.3 10.5 68.0 63.0 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 : 76: 24 18 17 30 25 65 49: Old : 76: 24 18 17 30 25 65 49: 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 58.1 57.5 29.0 28.4 41.5 46.4 Old : 38.4 31.6 58.1 57.5 29.0 28.4 41.5 46.4 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 26, 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: 62,532 22,560 3,115 118,674 158,646 184,321 184,321: 0 0 Old : 184,321: 62,532 22,560 3,115 118,674 158,646 184,321 184,321: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 0: 50 0 0 -50 0 0 0: 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 26, 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 : 161,614: 24,033 17,499 5,163 132,418 138,952 161,614 161,614: 0 0 Old : 161,614: 24,033 17,499 5,163 132,418 138,952 161,614 161,614: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : -410: -31 0 31 -410 -441 -410 -410: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.9 10.8 3.2 81.9 86.0 100.0 100.0: 0.0 0.0 Old : 100.0: 14.9 10.8 3.2 81.9 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 : 52.2 74.4 75.0 92.5 52.2 69.2 70.7 84.3 Old : 52.2 74.4 75.0 92.5 52.2 69.2 70.7 84.3 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 26, 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 : 39,615: 9,989 2,653 2,348 27,071 34,542 39,408 39,543: 207 73 Old : 39,615: 9,989 2,653 2,348 27,071 34,542 39,408 39,543: 207 73 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 993: 137 65 96 747 834 980 994: 13 -1 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.2 6.7 5.9 68.3 87.2 99.5 99.8: 0.5 0.2 Old : 100.0: 25.2 6.7 5.9 68.3 87.2 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 : 49.4 56.0 70.4 80.5 49.4 45.4 67.0 66.6 Old : 49.4 56.0 70.4 80.5 49.4 45.4 67.0 66.6 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 26, 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 19, 2020 : : 0: 0 0 0 0 0 0 0: 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 26, 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: 8,418 534 3,544 20,984 28,868 32,946 32,946: 0 0 Old : 32,946: 8,418 534 3,544 20,984 28,868 32,946 32,946: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 0: -25 0 0 25 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.6 1.6 10.8 63.7 87.6 100.0 100.0: 0.0 0.0 Old : 100.0: 25.6 1.6 10.8 63.7 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 72.3 86.9 45.1 59.7 64.1 81.0 Old : 49.2 61.9 72.3 86.9 45.1 59.7 64.1 81.0 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 26, 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 : 28,268: 1,387 2,291 420 25,898 25,440 27,705 28,151: 563 117 Old : 28,268: 1,387 2,291 420 25,898 25,440 27,705 28,151: 563 117 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 722: 0 5 119 600 617 720 741: 2 -19 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.9 8.1 1.5 91.6 90.0 98.0 99.6: 2.0 0.4 Old : 100.0: 4.9 8.1 1.5 91.6 90.0 98.0 99.6: 2.0 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 : 24: 3 2 3 16 13 20 17: Old : 24: 3 2 3 16 13 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 : 53.5 68.2 74.7 87.4 42.5 60.6 60.4 67.1 Old : 53.5 68.2 74.7 87.4 42.5 60.6 60.4 67.1 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 26, 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 : 12,907: 1,317 3,338 295 11,287 9,274 12,899 12,907: 8 0 Old : 12,907: 1,317 3,338 295 11,287 9,274 12,899 12,907: 8 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 245: 0 0 145 100 100 245 245: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.2 25.9 2.3 87.4 71.9 99.9 100.0: 0.1 0.0 Old : 100.0: 10.2 25.9 2.3 87.4 71.9 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 2 11 10 13 16: Old : 24: 2 4 2 11 10 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 : 64.1 71.7 86.9 88.7 62.9 71.7 84.2 88.7 Old : 64.1 71.7 86.9 88.7 62.9 71.7 84.2 88.7 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 26, 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 : 21,041: 2,394 8,455 260 18,362 12,326 21,016 21,041: 25 0 Old : 21,041: 2,394 8,455 260 18,362 12,326 21,016 21,041: 25 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : -610: 100 0 0 -710 -610 -610 -610: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.4 40.2 1.2 87.3 58.6 99.9 100.0: 0.1 0.0 Old : 100.0: 11.4 40.2 1.2 87.3 58.6 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 13 10 17 18: Old : 26: 3 7 2 13 10 17 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 : 59.3 71.8 89.1 87.8 56.4 70.2 84.8 86.2 Old : 59.3 71.8 89.1 87.8 56.4 70.2 84.8 86.2 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 26, 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 19, 2020 : : 0: 0 0 0 0 0 0 0: 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 26, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1000 barrels : : : : All : 41,616: 4,129 274 5,877 31,477 35,459 41,483 41,610: 133 6 Old : 41,616: 4,129 274 5,877 31,477 35,459 41,483 41,610: 133 6 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 164: -86 135 431 -172 -393 173 173: -9 -9 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.9 0.7 14.1 75.6 85.2 99.7 100.0: 0.3 0.0 Old : 100.0: 9.9 0.7 14.1 75.6 85.2 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: 3 3 5 27 29 33 35: Old : 38: 3 3 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 : 47.5 47.6 69.6 68.0 27.0 24.0 31.0 29.9 Old : 47.5 47.6 69.6 68.0 27.0 24.0 31.0 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 26, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1000 barrels : : : : All : 32,735: 1,119 7,576 2,082 28,624 23,077 31,825 32,735: 910 0 Old : 32,735: 1,119 7,576 2,082 28,624 23,077 31,825 32,735: 910 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : -26: 0 -15 43 -69 -54 -26 -26: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.4 23.1 6.4 87.4 70.5 97.2 100.0: 2.8 0.0 Old : 100.0: 3.4 23.1 6.4 87.4 70.5 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 : 31: 2 4 3 24 16 29 20: Old : 31: 2 4 3 24 16 29 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 : 41.1 64.8 63.3 90.3 33.9 43.2 46.1 56.6 Old : 41.1 64.8 63.3 90.3 33.9 43.2 46.1 56.6 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 26, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : BBL : : : : All : 6,932: 2,791 0 897 3,120 6,015 6,808 6,912: 124 20 Old : 6,932: 2,791 0 897 3,120 6,015 6,808 6,912: 124 20 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 176: 55 0 0 121 176 176 176: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 40.3 0.0 12.9 45.0 86.8 98.2 99.7: 1.8 0.3 Old : 100.0: 40.3 0.0 12.9 45.0 86.8 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 : 64.3 65.1 86.4 88.6 49.0 62.9 65.3 71.5 Old : 64.3 65.1 86.4 88.6 49.0 62.9 65.3 71.5 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 26, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 MMBtus : : : : All : 6,141,526: 928,190 32,318 429,115 4,753,840 5,660,911 6,111,145 6,122,344: 30,381 19,182 Old : 6,141,526: 928,190 32,318 429,115 4,753,840 5,660,911 6,111,145 6,122,344: 30,381 19,182 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 52,498: -17,993 2,396 36,158 33,601 13,852 51,766 52,406: 732 92 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.1 0.5 7.0 77.4 92.2 99.5 99.7: 0.5 0.3 Old : 100.0: 15.1 0.5 7.0 77.4 92.2 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 : 243: 55 16 55 156 143 223 202: Old : 243: 55 16 55 156 143 223 202: 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 : 25.7 40.9 41.8 59.3 23.2 40.6 37.1 58.0 Old : 25.7 40.9 41.8 59.3 23.2 40.6 37.1 58.0 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 26, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 1,427,933: 42,422 19,078 481,094 901,921 926,699 1,425,437 1,426,870: 2,496 1,062 Old : 1,427,933: 42,422 19,078 481,094 901,921 926,699 1,425,437 1,426,870: 2,496 1,062 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : -169,448: -10,759 -2,270 -71,074 -87,513 -96,079 -169,346 -169,423: -103 -25 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.0 1.3 33.7 63.2 64.9 99.8 99.9: 0.2 0.1 Old : 100.0: 3.0 1.3 33.7 63.2 64.9 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 : 70: 12 13 22 45 43 69 66: Old : 70: 12 13 22 45 43 69 66: 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 : 55.0 53.5 71.7 73.0 5.2 5.0 6.1 6.1 Old : 55.0 53.5 71.7 73.0 5.2 5.0 6.1 6.1 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 26, 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 : 285,527: 5,458 2,782 90 254,854 277,792 260,402 280,664: 25,125 4,863 Old : 285,527: 5,458 2,782 90 254,854 277,792 260,402 280,664: 25,125 4,863 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 2,222: 0 0 0 2,863 2,043 2,863 2,043: -641 179 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.9 1.0 0.0 89.3 97.3 91.2 98.3: 8.8 1.7 Old : 100.0: 1.9 1.0 0.0 89.3 97.3 91.2 98.3: 8.8 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 : 65.3 82.0 76.6 91.9 59.3 78.3 70.3 85.3 Old : 65.3 82.0 76.6 91.9 59.3 78.3 70.3 85.3 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 26, 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 : 165,180: 1,219 0 583 153,242 158,926 155,044 159,509: 10,136 5,671 Old : 165,180: 1,219 0 583 153,242 158,926 155,044 159,509: 10,136 5,671 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 800: 820 -157 313 243 1,277 1,376 1,433: -576 -633 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.7 0.0 0.4 92.8 96.2 93.9 96.6: 6.1 3.4 Old : 100.0: 0.7 0.0 0.4 92.8 96.2 93.9 96.6: 6.1 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 : 36: 4 0 3 21 27 25 30: Old : 36: 4 0 3 21 27 25 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 : 67.7 42.3 84.3 65.6 61.8 41.8 75.1 64.4 Old : 67.7 42.3 84.3 65.6 61.8 41.8 75.1 64.4 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 26, 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 : 382,339: 16,124 252 8,622 347,581 372,642 372,327 381,516: 10,012 823 Old : 382,339: 16,124 252 8,622 347,581 372,642 372,327 381,516: 10,012 823 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 5,366: 697 -245 -150 5,422 5,852 5,969 5,457: -603 -91 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.2 0.1 2.3 90.9 97.5 97.4 99.8: 2.6 0.2 Old : 100.0: 4.2 0.1 2.3 90.9 97.5 97.4 99.8: 2.6 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 : 59: 9 1 5 42 39 52 44: Old : 59: 9 1 5 42 39 52 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 : 52.4 52.4 70.0 76.2 40.2 40.0 50.5 56.7 Old : 52.4 52.4 70.0 76.2 40.2 40.0 50.5 56.7 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 26, 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 : 923,912: 2,002 11,255 4,416 905,568 905,332 911,986 921,003: 11,926 2,909 Old : 923,912: 2,002 11,255 4,416 905,568 905,332 911,986 921,003: 11,926 2,909 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : -7,292: 388 -82 -445 -7,363 -6,701 -7,420 -7,228: 128 -64 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.2 1.2 0.5 98.0 98.0 98.7 99.7: 1.3 0.3 Old : 100.0: 0.2 1.2 0.5 98.0 98.0 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: 3 3 4 38 27 43 32: Old : 47: 3 3 4 38 27 43 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 65.6 61.2 89.2 36.0 64.1 59.1 86.8 Old : 36.8 65.6 61.2 89.2 36.0 64.1 59.1 86.8 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 26, 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 : 381,885: 3,397 3,276 756 368,281 373,962 372,434 377,994: 9,451 3,891 Old : 381,885: 3,397 3,276 756 368,281 373,962 372,434 377,994: 9,451 3,891 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 3,061: 360 1,379 -207 6,891 2,074 7,044 3,246: -3,983 -185 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.9 0.9 0.2 96.4 97.9 97.5 99.0: 2.5 1.0 Old : 100.0: 0.9 0.9 0.2 96.4 97.9 97.5 99.0: 2.5 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 : 59: 2 3 3 43 41 46 46: Old : 59: 2 3 3 43 41 46 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 : 44.5 45.7 63.5 62.3 42.1 39.9 58.1 52.2 Old : 44.5 45.7 63.5 62.3 42.1 39.9 58.1 52.2 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 26, 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 : 581,799: 945 504 744 569,875 574,082 571,564 575,330: 10,235 6,469 Old : 581,799: 945 504 744 569,875 574,082 571,564 575,330: 10,235 6,469 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 10,092: 595 256 93 9,523 9,664 10,211 10,013: -119 79 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.2 0.1 0.1 98.0 98.7 98.2 98.9: 1.8 1.1 Old : 100.0: 0.2 0.1 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 : 63: 3 2 2 40 44 43 48: Old : 63: 3 2 2 40 44 43 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 : 53.7 40.5 71.6 62.5 53.0 35.6 68.0 55.1 Old : 53.7 40.5 71.6 62.5 53.0 35.6 68.0 55.1 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 26, 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 : 452,201: 2,034 3,964 150 436,378 438,818 438,562 442,932: 13,639 9,269 Old : 452,201: 2,034 3,964 150 436,378 438,818 438,562 442,932: 13,639 9,269 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 1,151: 0 1,297 150 936 66 1,086 1,513: 65 -362 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.4 0.9 0.0 96.5 97.0 97.0 98.0: 3.0 2.0 Old : 100.0: 0.4 0.9 0.0 96.5 97.0 97.0 98.0: 3.0 2.0 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 : 51: 1 4 2 38 31 41 35: Old : 51: 1 4 2 38 31 41 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 : 42.9 62.3 60.4 78.8 42.1 59.3 58.2 72.5 Old : 42.9 62.3 60.4 78.8 42.1 59.3 58.2 72.5 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 26, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 108,705: 589 4,389 0 104,025 101,494 104,614 105,883: 4,091 2,822 Old : 108,705: 589 4,389 0 104,025 101,494 104,614 105,883: 4,091 2,822 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 2,603: -31 1,218 0 2,283 604 2,252 1,822: 351 781 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.5 4.0 0.0 95.7 93.4 96.2 97.4: 3.8 2.6 Old : 100.0: 0.5 4.0 0.0 95.7 93.4 96.2 97.4: 3.8 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 : 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 : 74.8 43.3 87.2 69.9 71.9 41.7 78.9 64.3 Old : 74.8 43.3 87.2 69.9 71.9 41.7 78.9 64.3 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 26, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 29,603: 0 497 30 28,038 28,804 28,068 29,331: 1,535 272 Old : 29,603: 0 497 30 28,038 28,804 28,068 29,331: 1,535 272 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 4,020: 0 -30 30 3,934 3,930 3,964 3,930: 56 90 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 1.7 0.1 94.7 97.3 94.8 99.1: 5.2 0.9 Old : 100.0: 0.0 1.7 0.1 94.7 97.3 94.8 99.1: 5.2 0.9 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 : 24: 0 2 1 12 13 13 15: Old : 24: 0 2 1 12 13 13 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 : 74.7 63.4 91.2 88.6 67.2 63.4 83.5 84.0 Old : 74.7 63.4 91.2 88.6 67.2 63.4 83.5 84.0 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 26, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 339,605: 0 6,641 1,379 330,177 330,091 331,556 338,111: 8,049 1,494 Old : 339,605: 0 6,641 1,379 330,177 330,091 331,556 338,111: 8,049 1,494 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 5,962: 0 601 1,069 6,231 7,362 7,300 9,032: -1,338 -3,070 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 2.0 0.4 97.2 97.2 97.6 99.6: 2.4 0.4 Old : 100.0: 0.0 2.0 0.4 97.2 97.2 97.6 99.6: 2.4 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 : 48: 0 5 3 34 31 37 36: Old : 48: 0 5 3 34 31 37 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 : 70.0 57.4 82.3 77.9 65.4 56.5 77.2 76.8 Old : 70.0 57.4 82.3 77.9 65.4 56.5 77.2 76.8 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 26, 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 : 188,497: 0 0 0 181,007 183,705 181,007 183,705: 7,490 4,792 Old : 188,497: 0 0 0 181,007 183,705 181,007 183,705: 7,490 4,792 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : -146: 0 0 0 -422 -419 -422 -419: 276 273 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 96.0 97.5 96.0 97.5: 4.0 2.5 Old : 100.0: 0.0 0.0 0.0 96.0 97.5 96.0 97.5: 4.0 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 0 0 26 22 26 22: Old : 34: 0 0 0 26 22 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 : 53.7 55.8 70.1 78.4 53.7 53.7 67.4 71.1 Old : 53.7 55.8 70.1 78.4 53.7 53.7 67.4 71.1 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 26, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 305,903: 1,500 1,368 0 299,847 303,080 301,347 304,448: 4,556 1,455 Old : 305,903: 1,500 1,368 0 299,847 303,080 301,347 304,448: 4,556 1,455 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 473: -30 0 0 259 476 229 476: 244 -3 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.5 0.4 0.0 98.0 99.1 98.5 99.5: 1.5 0.5 Old : 100.0: 0.5 0.4 0.0 98.0 99.1 98.5 99.5: 1.5 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 : 41: 1 1 0 26 26 27 27: Old : 41: 1 1 0 26 26 27 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 : 56.8 78.8 79.5 89.8 54.6 75.7 77.1 85.5 Old : 56.8 78.8 79.5 89.8 54.6 75.7 77.1 85.5 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 26, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 51,341: 6,532 480 0 42,878 49,916 49,410 50,396: 1,931 945 Old : 51,341: 6,532 480 0 42,878 49,916 49,410 50,396: 1,931 945 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 4,872: 3,060 240 0 2,275 4,425 5,335 4,665: -463 207 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.7 0.9 0.0 83.5 97.2 96.2 98.2: 3.8 1.8 Old : 100.0: 12.7 0.9 0.0 83.5 97.2 96.2 98.2: 3.8 1.8 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 : 37: 5 1 0 22 18 27 19: Old : 37: 5 1 0 22 18 27 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 : 53.6 64.6 73.0 87.4 51.8 64.6 66.7 80.7 Old : 53.6 64.6 73.0 87.4 51.8 64.6 66.7 80.7 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 26, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 607,300: 9,960 8,374 8,828 581,020 583,704 599,808 600,906: 7,492 6,394 Old : 607,300: 9,960 8,374 8,828 581,020 583,704 599,808 600,906: 7,492 6,394 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 2,798: 863 3,111 -311 3,479 1,148 4,031 3,948: -1,233 -1,150 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.6 1.4 1.5 95.7 96.1 98.8 98.9: 1.2 1.1 Old : 100.0: 1.6 1.4 1.5 95.7 96.1 98.8 98.9: 1.2 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 : 76: 4 13 7 52 47 61 62: Old : 76: 4 13 7 52 47 61 62: 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 : 28.2 47.7 47.9 68.1 28.0 47.2 44.2 63.5 Old : 28.2 47.7 47.9 68.1 28.0 47.2 44.2 63.5 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 26, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 203,749: 0 780 0 200,390 197,805 200,390 198,585: 3,359 5,164 Old : 203,749: 0 780 0 200,390 197,805 200,390 198,585: 3,359 5,164 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 2,070: 0 540 0 3,897 1,533 3,897 2,073: -1,827 -3 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.4 0.0 98.4 97.1 98.4 97.5: 1.6 2.5 Old : 100.0: 0.0 0.4 0.0 98.4 97.1 98.4 97.5: 1.6 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 : 24: 0 1 0 22 20 22 21: Old : 24: 0 1 0 22 20 22 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 : 56.9 76.6 84.8 90.6 47.9 58.9 63.4 64.8 Old : 56.9 76.6 84.8 90.6 47.9 58.9 63.4 64.8 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 26, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 149,615: 0 0 0 146,758 145,899 146,758 145,899: 2,857 3,716 Old : 149,615: 0 0 0 146,758 145,899 146,758 145,899: 2,857 3,716 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 1,364: 0 0 0 1,406 1,522 1,406 1,522: -42 -158 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 98.1 97.5 98.1 97.5: 1.9 2.5 Old : 100.0: 0.0 0.0 0.0 98.1 97.5 98.1 97.5: 1.9 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 : 26: 0 0 0 22 18 22 18: Old : 26: 0 0 0 22 18 22 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 : 69.8 68.5 85.4 86.3 59.8 63.9 74.2 78.1 Old : 69.8 68.5 85.4 86.3 59.8 63.9 74.2 78.1 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 26, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 231,696: 18,990 1,131 510 209,058 228,053 228,558 229,694: 3,138 2,002 Old : 231,696: 18,990 1,131 510 209,058 228,053 228,558 229,694: 3,138 2,002 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 11,621: 5,151 891 -351 10,965 11,339 15,765 11,879: -4,144 -258 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.2 0.5 0.2 90.2 98.4 98.6 99.1: 1.4 0.9 Old : 100.0: 8.2 0.5 0.2 90.2 98.4 98.6 99.1: 1.4 0.9 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 : 53: 7 2 1 25 32 33 34: Old : 53: 7 2 1 25 32 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 : 47.9 65.7 67.4 83.8 44.7 60.8 62.6 75.5 Old : 47.9 65.7 67.4 83.8 44.7 60.8 62.6 75.5 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 26, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 251,814: 24,237 6,771 2,460 223,643 240,196 250,340 249,427: 1,474 2,387 Old : 251,814: 24,237 6,771 2,460 223,643 240,196 250,340 249,427: 1,474 2,387 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 13,601: 3,111 -909 1,599 9,174 12,370 13,884 13,060: -283 541 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.6 2.7 1.0 88.8 95.4 99.4 99.1: 0.6 0.9 Old : 100.0: 9.6 2.7 1.0 88.8 95.4 99.4 99.1: 0.6 0.9 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 : 75: 9 5 4 37 43 49 49: Old : 75: 9 5 4 37 43 49 49: 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 : 50.4 61.5 68.2 74.0 46.9 59.4 60.5 67.6 Old : 50.4 61.5 68.2 74.0 46.9 59.4 60.5 67.6 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 26, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 133,209: 0 0 0 130,627 132,107 130,627 132,107: 2,582 1,102 Old : 133,209: 0 0 0 130,627 132,107 130,627 132,107: 2,582 1,102 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 5,010: 0 0 0 6,575 5,750 6,575 5,750: -1,565 -740 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 98.1 99.2 98.1 99.2: 1.9 0.8 Old : 100.0: 0.0 0.0 0.0 98.1 99.2 98.1 99.2: 1.9 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 : 39: 0 0 0 24 28 24 28: Old : 39: 0 0 0 24 28 24 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 : 56.4 50.4 76.7 79.6 41.9 46.9 59.0 64.5 Old : 56.4 50.4 76.7 79.6 41.9 46.9 59.0 64.5 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 26, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : MMBTU : : : : All : 39,698: 341 3,406 0 37,731 35,688 38,072 39,094: 1,626 604 Old : 39,698: 341 3,406 0 37,731 35,688 38,072 39,094: 1,626 604 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 1,770: 0 0 0 1,770 1,774 1,770 1,774: 0 -4 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.9 8.6 0.0 95.0 89.9 95.9 98.5: 4.1 1.5 Old : 100.0: 0.9 8.6 0.0 95.0 89.9 95.9 98.5: 4.1 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 : 32: 1 3 0 17 17 18 20: Old : 32: 1 3 0 17 17 18 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 : 61.3 65.5 80.8 82.4 59.9 65.5 78.8 80.0 Old : 61.3 65.5 80.8 82.4 59.9 65.5 78.8 80.0 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 26, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 299,669: 2,375 780 670 286,397 287,008 289,442 288,458: 10,227 11,211 Old : 299,669: 2,375 780 670 286,397 287,008 289,442 288,458: 10,227 11,211 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 877: 543 396 -1,284 1,043 650 302 -238: 575 1,115 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.8 0.3 0.2 95.6 95.8 96.6 96.3: 3.4 3.7 Old : 100.0: 0.8 0.3 0.2 95.6 95.8 96.6 96.3: 3.4 3.7 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 : 52: 3 3 2 39 38 42 43: Old : 52: 3 3 2 39 38 42 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 : 53.1 31.7 68.3 54.3 51.2 28.4 64.8 46.2 Old : 53.1 31.7 68.3 54.3 51.2 28.4 64.8 46.2 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 26, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 114,094: 0 0 0 113,970 112,781 113,970 112,781: 124 1,313 Old : 114,094: 0 0 0 113,970 112,781 113,970 112,781: 124 1,313 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 946: 0 0 0 1,066 98 1,066 98: -120 848 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 99.9 98.8 99.9 98.8: 0.1 1.2 Old : 100.0: 0.0 0.0 0.0 99.9 98.8 99.9 98.8: 0.1 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 : 23: 0 0 0 16 14 16 14: Old : 23: 0 0 0 16 14 16 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 : 89.8 87.8 97.0 95.5 89.7 86.2 93.4 91.9 Old : 89.8 87.8 97.0 95.5 89.7 86.2 93.4 91.9 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 26, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 120,929: 1,222 0 0 108,832 112,082 110,054 112,082: 10,875 8,847 Old : 120,929: 1,222 0 0 108,832 112,082 110,054 112,082: 10,875 8,847 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 1,725: 336 0 0 3,138 909 3,474 909: -1,749 816 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.0 0.0 0.0 90.0 92.7 91.0 92.7: 9.0 7.3 Old : 100.0: 1.0 0.0 0.0 90.0 92.7 91.0 92.7: 9.0 7.3 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 : 28: 1 0 0 18 21 19 21: Old : 28: 1 0 0 18 21 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 : 67.8 51.3 81.1 77.2 62.9 46.3 70.9 66.0 Old : 67.8 51.3 81.1 77.2 62.9 46.3 70.9 66.0 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 26, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 235,161: 1,108 1,589 697 229,555 224,989 231,360 227,275: 3,801 7,886 Old : 235,161: 1,108 1,589 697 229,555 224,989 231,360 227,275: 3,801 7,886 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : -502: 0 489 -494 -417 -1,825 -911 -1,830: 409 1,328 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.5 0.7 0.3 97.6 95.7 98.4 96.6: 1.6 3.4 Old : 100.0: 0.5 0.7 0.3 97.6 95.7 98.4 96.6: 1.6 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 : 45: 1 5 2 26 30 28 36: Old : 45: 1 5 2 26 30 28 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 : 53.5 41.4 79.7 63.0 53.5 40.3 70.6 59.4 Old : 53.5 41.4 79.7 63.0 53.5 40.3 70.6 59.4 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 26, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 193,444: 390 416 0 179,393 191,269 179,783 191,685: 13,661 1,759 Old : 193,444: 390 416 0 179,393 191,269 179,783 191,685: 13,661 1,759 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 293: 390 416 0 -882 287 -492 703: 785 -410 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.2 0.2 0.0 92.7 98.9 92.9 99.1: 7.1 0.9 Old : 100.0: 0.2 0.2 0.0 92.7 98.9 92.9 99.1: 7.1 0.9 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 : 27: 1 1 0 20 18 21 19: Old : 27: 1 1 0 20 18 21 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 : 53.2 68.8 74.8 88.4 49.7 66.2 63.2 78.0 Old : 53.2 68.8 74.8 88.4 49.7 66.2 63.2 78.0 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 26, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 82,867: 466 0 150 77,816 77,134 78,432 77,284: 4,435 5,583 Old : 82,867: 466 0 150 77,816 77,134 78,432 77,284: 4,435 5,583 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : -49: 0 0 0 -80 -55 -80 -55: 31 6 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.6 0.0 0.2 93.9 93.1 94.6 93.3: 5.4 6.7 Old : 100.0: 0.6 0.0 0.2 93.9 93.1 94.6 93.3: 5.4 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 : 42.6 61.4 65.7 86.4 37.8 55.0 58.6 69.7 Old : 42.6 61.4 65.7 86.4 37.8 55.0 58.6 69.7 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 26, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 66,521: 463 0 0 63,851 63,644 64,314 63,644: 2,207 2,877 Old : 66,521: 463 0 0 63,851 63,644 64,314 63,644: 2,207 2,877 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 4,390: 60 0 0 4,090 2,554 4,150 2,554: 240 1,836 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.7 0.0 0.0 96.0 95.7 96.7 95.7: 3.3 4.3 Old : 100.0: 0.7 0.0 0.0 96.0 95.7 96.7 95.7: 3.3 4.3 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: 1 0 0 18 11 19 11: Old : 23: 1 0 0 18 11 19 11: 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 : 60.4 89.1 80.6 94.9 58.1 87.7 77.5 90.2 Old : 60.4 89.1 80.6 94.9 58.1 87.7 77.5 90.2 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 26, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 211,089: 2,712 0 150 199,869 202,332 202,731 202,482: 8,358 8,607 Old : 211,089: 2,712 0 150 199,869 202,332 202,731 202,482: 8,358 8,607 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 1,205: 243 0 -91 1,414 1,144 1,566 1,053: -361 152 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.3 0.0 0.1 94.7 95.9 96.0 95.9: 4.0 4.1 Old : 100.0: 1.3 0.0 0.1 94.7 95.9 96.0 95.9: 4.0 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 : 30: 3 0 1 17 21 20 22: Old : 30: 3 0 1 17 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 : 74.2 63.2 91.9 78.7 68.1 62.9 85.7 76.8 Old : 74.2 63.2 91.9 78.7 68.1 62.9 85.7 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 26, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 186,484: 6,550 5,103 1,386 168,457 172,306 176,393 178,795: 10,091 7,689 Old : 186,484: 6,550 5,103 1,386 168,457 172,306 176,393 178,795: 10,091 7,689 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 2,097: 733 2,327 194 1,147 401 2,074 2,922: 23 -825 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.5 2.7 0.7 90.3 92.4 94.6 95.9: 5.4 4.1 Old : 100.0: 3.5 2.7 0.7 90.3 92.4 94.6 95.9: 5.4 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 : 47: 1 4 2 30 31 33 35: Old : 47: 1 4 2 30 31 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 : 48.2 46.7 61.7 63.7 43.3 43.7 55.2 58.7 Old : 48.2 46.7 61.7 63.7 43.3 43.7 55.2 58.7 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 26, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : MMBtu : : : : All : 50,859: 0 0 0 47,221 49,542 47,221 49,542: 3,638 1,317 Old : 50,859: 0 0 0 47,221 49,542 47,221 49,542: 3,638 1,317 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 576: 0 0 0 452 607 452 607: 124 -31 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 92.8 97.4 92.8 97.4: 7.2 2.6 Old : 100.0: 0.0 0.0 0.0 92.8 97.4 92.8 97.4: 7.2 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 : 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 : 52.6 88.3 78.8 93.8 50.3 86.6 74.7 90.1 Old : 52.6 88.3 78.8 93.8 50.3 86.6 74.7 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 26, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 72,862: 0 0 0 71,736 69,706 71,736 69,706: 1,126 3,156 Old : 72,862: 0 0 0 71,736 69,706 71,736 69,706: 1,126 3,156 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 2,910: 0 0 0 2,490 2,640 2,490 2,640: 420 270 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 98.5 95.7 98.5 95.7: 1.5 4.3 Old : 100.0: 0.0 0.0 0.0 98.5 95.7 98.5 95.7: 1.5 4.3 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: 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 : 85.1 66.6 95.0 82.1 78.6 66.6 86.9 79.7 Old : 85.1 66.6 95.0 82.1 78.6 66.6 86.9 79.7 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 26, 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 : 267,715: 4,643 1,940 1,663 253,653 258,404 259,959 262,007: 7,756 5,708 Old : 267,715: 4,643 1,940 1,663 253,653 258,404 259,959 262,007: 7,756 5,708 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 3,311: 960 207 273 3,813 3,093 5,046 3,573: -1,735 -262 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.7 0.7 0.6 94.7 96.5 97.1 97.9: 2.9 2.1 Old : 100.0: 1.7 0.7 0.6 94.7 96.5 97.1 97.9: 2.9 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 : 49: 3 4 2 32 35 37 39: Old : 49: 3 4 2 32 35 37 39: 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 45.2 72.6 61.8 48.2 42.0 67.9 56.5 Old : 49.2 45.2 72.6 61.8 48.2 42.0 67.9 56.5 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 26, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : mmbtu : : : : All : 137,070: 0 1,271 63 129,669 132,431 129,732 133,765: 7,338 3,305 Old : 137,070: 0 1,271 63 129,669 132,431 129,732 133,765: 7,338 3,305 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 237: 0 179 61 87 114 148 354: 89 -117 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.9 0.0 94.6 96.6 94.6 97.6: 5.4 2.4 Old : 100.0: 0.0 0.9 0.0 94.6 96.6 94.6 97.6: 5.4 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 : 35: 0 2 2 26 24 28 26: Old : 35: 0 2 2 26 24 28 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 : 48.8 57.2 73.1 73.9 43.3 43.1 54.0 56.6 Old : 48.8 57.2 73.1 73.9 43.3 43.1 54.0 56.6 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 26, 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 : 168,645: 555 1,712 0 158,102 164,620 158,657 166,332: 9,988 2,313 Old : 168,645: 555 1,712 0 158,102 164,620 158,657 166,332: 9,988 2,313 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : -761: -31 0 0 -730 -581 -761 -581: 0 -180 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.3 1.0 0.0 93.7 97.6 94.1 98.6: 5.9 1.4 Old : 100.0: 0.3 1.0 0.0 93.7 97.6 94.1 98.6: 5.9 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: 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 : 77.3 54.2 86.8 74.4 63.4 48.9 71.1 66.2 Old : 77.3 54.2 86.8 74.4 63.4 48.9 71.1 66.2 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 26, 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 : 48,127: 0 0 0 45,469 45,312 45,469 45,312: 2,658 2,815 Old : 48,127: 0 0 0 45,469 45,312 45,469 45,312: 2,658 2,815 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 1,894: 0 0 0 3,338 2,078 3,338 2,078: -1,444 -184 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 94.5 94.2 94.5 94.2: 5.5 5.8 Old : 100.0: 0.0 0.0 0.0 94.5 94.2 94.5 94.2: 5.5 5.8 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 : 28: 0 0 0 14 17 14 17: Old : 28: 0 0 0 14 17 14 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 : 64.8 44.3 85.7 70.2 64.3 44.3 82.1 68.5 Old : 64.8 44.3 85.7 70.2 64.3 44.3 82.1 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 26, 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 : 286,371: 0 690 0 272,951 284,360 272,951 285,050: 13,420 1,321 Old : 286,371: 0 690 0 272,951 284,360 272,951 285,050: 13,420 1,321 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 1,543: 0 690 0 5,163 583 5,163 1,273: -3,620 270 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.2 0.0 95.3 99.3 95.3 99.5: 4.7 0.5 Old : 100.0: 0.0 0.2 0.0 95.3 99.3 95.3 99.5: 4.7 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 : 39: 0 1 0 31 17 31 18: Old : 39: 0 1 0 31 17 31 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 : 55.3 61.1 68.2 89.8 53.7 60.2 66.3 85.6 Old : 55.3 61.1 68.2 89.8 53.7 60.2 66.3 85.6 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 26, 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 : 107,165: 3,335 1,498 0 96,789 102,540 100,124 104,038: 7,041 3,127 Old : 107,165: 3,335 1,498 0 96,789 102,540 100,124 104,038: 7,041 3,127 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 2,376: 0 0 0 3,795 2,977 3,795 2,977: -1,419 -601 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.1 1.4 0.0 90.3 95.7 93.4 97.1: 6.6 2.9 Old : 100.0: 3.1 1.4 0.0 90.3 95.7 93.4 97.1: 6.6 2.9 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 : 26: 1 1 0 17 14 18 15: Old : 26: 1 1 0 17 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 : 51.0 69.1 67.1 86.7 49.1 69.1 64.0 83.1 Old : 51.0 69.1 67.1 86.7 49.1 69.1 64.0 83.1 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 26, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 MMBtus : : : : All : 184,726: 0 0 0 177,640 178,091 177,640 178,091: 7,086 6,635 Old : 184,726: 0 0 0 177,640 178,091 177,640 178,091: 7,086 6,635 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 736: 0 0 0 525 737 525 737: 211 -1 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 96.2 96.4 96.2 96.4: 3.8 3.6 Old : 100.0: 0.0 0.0 0.0 96.2 96.4 96.2 96.4: 3.8 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 : 29: 0 0 0 17 25 17 25: Old : 29: 0 0 0 17 25 17 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 : 69.4 45.2 88.3 70.8 63.4 44.3 75.2 64.6 Old : 69.4 45.2 88.3 70.8 63.4 44.3 75.2 64.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 REX ZONE 3 INDEX - ICE FUTURES ENERGY DIV Code-0233ED Commitments of Traders with Delta-adjusted Options and Futures Combined, May 26, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 MMBtus : : : : All : 23,513: 0 430 0 21,916 21,953 21,916 22,383: 1,597 1,130 Old : 23,513: 0 430 0 21,916 21,953 21,916 22,383: 1,597 1,130 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 1.8 0.0 93.2 93.4 93.2 95.2: 6.8 4.8 Old : 100.0: 0.0 1.8 0.0 93.2 93.4 93.2 95.2: 6.8 4.8 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 : 20: 0 1 0 12 11 12 12: Old : 20: 0 1 0 12 11 12 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 : 67.5 68.2 87.7 90.7 64.2 68.2 80.7 87.8 Old : 67.5 68.2 87.7 90.7 64.2 68.2 80.7 87.8 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 26, 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 : 20,380: 1,327 2,258 2,558 16,317 15,393 20,203 20,209: 177 171 Old : 20,380: 1,327 2,258 2,558 16,317 15,393 20,203 20,209: 177 171 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : -355: -85 34 25 -296 -415 -355 -355: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.5 11.1 12.6 80.1 75.5 99.1 99.2: 0.9 0.8 Old : 100.0: 6.5 11.1 12.6 80.1 75.5 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 : 42: 6 11 14 20 23 36 38: Old : 42: 6 11 14 20 23 36 38: 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 : 47.5 46.7 70.7 65.9 25.2 24.3 35.0 31.3 Old : 47.5 46.7 70.7 65.9 25.2 24.3 35.0 31.3 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 26, 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 : 41,905: 4,040 1,010 2,570 35,160 38,310 41,770 41,890: 135 15 Old : 41,905: 4,040 1,010 2,570 35,160 38,310 41,770 41,890: 135 15 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 836: 277 95 148 291 593 716 836: 120 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.6 2.4 6.1 83.9 91.4 99.7 100.0: 0.3 0.0 Old : 100.0: 9.6 2.4 6.1 83.9 91.4 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 : 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 : 48.1 53.4 73.5 77.3 42.4 45.2 60.2 61.6 Old : 48.1 53.4 73.5 77.3 42.4 45.2 60.2 61.6 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 26, 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 : 35,338: 4,100 390 1,836 29,402 33,112 35,338 35,338: 0 0 Old : 35,338: 4,100 390 1,836 29,402 33,112 35,338 35,338: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 370: 200 -275 -150 320 795 370 370: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.6 1.1 5.2 83.2 93.7 100.0 100.0: 0.0 0.0 Old : 100.0: 11.6 1.1 5.2 83.2 93.7 100.0 100.0: 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: 5 3 6 21 23 28 30: Old : 35: 5 3 6 21 23 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 : 55.7 62.8 75.4 83.0 51.7 55.4 68.8 72.0 Old : 55.7 62.8 75.4 83.0 51.7 55.4 68.8 72.0 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 26, 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 : 136,325: 5,960 6,311 10,702 119,548 119,177 136,210 136,190: 115 135 Old : 136,325: 5,960 6,311 10,702 119,548 119,177 136,210 136,190: 115 135 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : -2,884: 392 -396 -527 -2,749 -1,959 -2,884 -2,882: 0 -2 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.4 4.6 7.9 87.7 87.4 99.9 99.9: 0.1 0.1 Old : 100.0: 4.4 4.6 7.9 87.7 87.4 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 10 13 37 35 57 52: Old : 63: 14 10 13 37 35 57 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 : 50.8 35.0 69.3 54.8 45.1 31.1 51.3 42.4 Old : 50.8 35.0 69.3 54.8 45.1 31.1 51.3 42.4 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 26, 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 : 67,411: 921 3,080 2,880 63,610 61,390 67,411 67,350: 0 61 Old : 67,411: 921 3,080 2,880 63,610 61,390 67,411 67,350: 0 61 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 120: -500 317 240 380 -437 120 120: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.4 4.6 4.3 94.4 91.1 100.0 99.9: 0.0 0.1 Old : 100.0: 1.4 4.6 4.3 94.4 91.1 100.0 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 24 33 32: Old : 42: 6 6 4 25 24 33 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 : 56.7 76.0 78.4 88.1 54.0 59.6 65.7 69.3 Old : 56.7 76.0 78.4 88.1 54.0 59.6 65.7 69.3 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 26, 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 : 39,931: 1,225 2,503 175 38,531 37,253 39,931 39,931: 0 0 Old : 39,931: 1,225 2,503 175 38,531 37,253 39,931 39,931: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 75: 0 0 -50 125 125 75 75: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.1 6.3 0.4 96.5 93.3 100.0 100.0: 0.0 0.0 Old : 100.0: 3.1 6.3 0.4 96.5 93.3 100.0 100.0: 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 : 29: 3 3 2 16 16 20 20: Old : 29: 3 3 2 16 16 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 : 78.1 78.0 91.1 92.1 70.7 64.6 77.2 77.8 Old : 78.1 78.0 91.1 92.1 70.7 64.6 77.2 77.8 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 26, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 50 Mwh : : : : All : 59,249: 17,181 1,192 4,965 36,831 53,080 58,977 59,237: 272 12 Old : 59,249: 17,181 1,192 4,965 36,831 53,080 58,977 59,237: 272 12 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 42: -175 -20 20 207 42 52 42: -10 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.0 2.0 8.4 62.2 89.6 99.5 100.0: 0.5 0.0 Old : 100.0: 29.0 2.0 8.4 62.2 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 : 38: 7 2 3 24 24 32 28: Old : 38: 7 2 3 24 24 32 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 : 47.6 65.2 69.1 80.8 44.4 54.4 57.1 65.4 Old : 47.6 65.2 69.1 80.8 44.4 54.4 57.1 65.4 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 26, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 800MWh : : : : All : 76,316: 25,365 2,284 3,565 46,880 70,447 75,810 76,296: 506 20 Old : 76,316: 25,365 2,284 3,565 46,880 70,447 75,810 76,296: 506 20 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : -236: -619 -4 61 328 -248 -230 -191: -6 -45 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.2 3.0 4.7 61.4 92.3 99.3 100.0: 0.7 0.0 Old : 100.0: 33.2 3.0 4.7 61.4 92.3 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 : 44: 11 4 6 25 25 37 34: Old : 44: 11 4 6 25 25 37 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 : 51.1 69.1 69.3 82.7 49.9 61.1 62.4 71.1 Old : 51.1 69.1 69.3 82.7 49.9 61.1 62.4 71.1 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 26, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 72,774: 1,715 50 2,633 67,874 70,091 72,222 72,774: 552 0 Old : 72,774: 1,715 50 2,633 67,874 70,091 72,222 72,774: 552 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : -6: 7 -18 12 -25 0 -6 -6: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.4 0.1 3.6 93.3 96.3 99.2 100.0: 0.8 0.0 Old : 100.0: 2.4 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: 4 1 3 25 26 29 30: Old : 37: 4 1 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 65.7 69.4 84.6 39.7 65.7 61.8 75.1 Old : 44.0 65.7 69.4 84.6 39.7 65.7 61.8 75.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 AD HUB DA PEAK DAILY - ICE FUTURES ENERGY DIV Code-06439E Commitments of Traders with Delta-adjusted Options and Futures Combined, May 26, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 16 mwh : : : : All : 29,892: 2,700 0 250 26,892 29,642 29,842 29,892: 50 0 Old : 29,892: 2,700 0 250 26,892 29,642 29,842 29,892: 50 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.0 0.0 0.8 90.0 99.2 99.8 100.0: 0.2 0.0 Old : 100.0: 9.0 0.0 0.8 90.0 99.2 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 : 21: 4 0 1 11 8 16 9: Old : 21: 4 0 1 11 8 16 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 : 92.6 97.2 96.7 99.8 89.4 93.6 92.2 93.9 Old : 92.6 97.2 96.7 99.8 89.4 93.6 92.2 93.9 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 26, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 91,226: 1,378 0 3,273 85,978 87,953 90,629 91,226: 597 0 Old : 91,226: 1,378 0 3,273 85,978 87,953 90,629 91,226: 597 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : -78: 30 -260 0 -108 182 -78 -78: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.5 0.0 3.6 94.2 96.4 99.3 100.0: 0.7 0.0 Old : 100.0: 1.5 0.0 3.6 94.2 96.4 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 0 3 27 28 32 31: Old : 41: 5 0 3 27 28 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 66.2 84.6 42.0 68.1 63.3 77.8 Old : 43.4 68.2 66.2 84.6 42.0 68.1 63.3 77.8 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 26, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 44,070: 200 20 230 43,496 43,463 43,926 43,713: 144 357 Old : 44,070: 200 20 230 43,496 43,463 43,926 43,713: 144 357 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 790: 0 0 0 790 790 790 790: 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 20 17 22 18: Old : 25: 1 1 1 20 17 22 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 : 68.3 81.5 85.1 93.6 55.9 71.8 66.5 74.3 Old : 68.3 81.5 85.1 93.6 55.9 71.8 66.5 74.3 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 26, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 50 Mwh : : : : All : 28,521: 360 1,035 0 27,669 27,476 28,029 28,511: 492 10 Old : 28,521: 360 1,035 0 27,669 27,476 28,029 28,511: 492 10 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 538: 0 45 0 538 493 538 538: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.3 3.6 0.0 97.0 96.3 98.3 100.0: 1.7 0.0 Old : 100.0: 1.3 3.6 0.0 97.0 96.3 98.3 100.0: 1.7 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 : 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 : 58.6 66.0 75.6 82.9 47.6 53.3 58.0 61.9 Old : 58.6 66.0 75.6 82.9 47.6 53.3 58.0 61.9 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 26, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 800 Mwh : : : : All : 18,687: 690 0 140 17,805 18,547 18,635 18,687: 52 0 Old : 18,687: 690 0 140 17,805 18,547 18,635 18,687: 52 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 770: 130 0 90 550 680 770 770: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.7 0.0 0.7 95.3 99.3 99.7 100.0: 0.3 0.0 Old : 100.0: 3.7 0.0 0.7 95.3 99.3 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 : 23: 5 0 2 14 14 19 16: Old : 23: 5 0 2 14 14 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 : 58.8 80.9 81.2 96.5 53.9 73.9 68.5 75.5 Old : 58.8 80.9 81.2 96.5 53.9 73.9 68.5 75.5 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 26, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 20,477: 710 0 50 19,665 20,427 20,425 20,477: 52 0 Old : 20,477: 710 0 50 19,665 20,427 20,425 20,477: 52 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 700: 150 0 0 550 700 700 700: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.5 0.0 0.2 96.0 99.8 99.7 100.0: 0.3 0.0 Old : 100.0: 3.5 0.0 0.2 96.0 99.8 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 : 22: 5 0 1 13 11 18 12: Old : 22: 5 0 1 13 11 18 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 : 64.8 79.1 87.2 98.2 61.4 71.0 74.6 78.6 Old : 64.8 79.1 87.2 98.2 61.4 71.0 74.6 78.6 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 26, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 800 Mwh : : : : All : 87,494: 14,009 2,578 2,163 70,895 82,516 87,067 87,257: 427 237 Old : 87,494: 14,009 2,578 2,163 70,895 82,516 87,067 87,257: 427 237 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 1,666: -180 116 -599 2,394 2,122 1,616 1,639: 50 27 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.0 2.9 2.5 81.0 94.3 99.5 99.7: 0.5 0.3 Old : 100.0: 16.0 2.9 2.5 81.0 94.3 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 : 61: 13 8 8 36 35 52 48: Old : 61: 13 8 8 36 35 52 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 : 31.5 41.9 51.9 65.7 19.2 22.1 29.5 33.7 Old : 31.5 41.9 51.9 65.7 19.2 22.1 29.5 33.7 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 26, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 800 Mwh : : : : All : 11,861: 450 150 0 11,387 11,711 11,837 11,861: 24 0 Old : 11,861: 450 150 0 11,387 11,711 11,837 11,861: 24 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 25: 0 0 0 25 25 25 25: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.8 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 10 13 12 14: Old : 20: 2 1 0 10 13 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 : 66.5 71.0 95.6 94.9 59.6 57.2 69.0 71.1 Old : 66.5 71.0 95.6 94.9 59.6 57.2 69.0 71.1 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 26, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 42,527: 5,770 900 335 36,086 40,880 42,191 42,115: 336 412 Old : 42,527: 5,770 900 335 36,086 40,880 42,191 42,115: 336 412 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 845: 100 0 75 670 770 845 845: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.6 2.1 0.8 84.9 96.1 99.2 99.0: 0.8 1.0 Old : 100.0: 13.6 2.1 0.8 84.9 96.1 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 : 32: 4 3 3 19 21 23 27: Old : 32: 4 3 3 19 21 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 : 45.9 54.8 70.9 79.9 36.1 46.2 54.8 59.3 Old : 45.9 54.8 70.9 79.9 36.1 46.2 54.8 59.3 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 26, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 48,678: 490 125 225 47,791 47,941 48,506 48,291: 172 387 Old : 48,678: 490 125 225 47,791 47,941 48,506 48,291: 172 387 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 964: 0 0 0 964 964 964 964: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.0 0.3 0.5 98.2 98.5 99.6 99.2: 0.4 0.8 Old : 100.0: 1.0 0.3 0.5 98.2 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 : 54.5 79.0 76.6 92.6 42.6 68.3 57.1 70.4 Old : 54.5 79.0 76.6 92.6 42.6 68.3 57.1 70.4 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 26, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 800 Mwh : : : : All : 40,498: 240 1,100 50 39,682 39,319 39,972 40,469: 526 29 Old : 40,498: 240 1,100 50 39,682 39,319 39,972 40,469: 526 29 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 1,166: 10 190 0 1,556 976 1,566 1,166: -400 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.6 2.7 0.1 98.0 97.1 98.7 99.9: 1.3 0.1 Old : 100.0: 0.6 2.7 0.1 98.0 97.1 98.7 99.9: 1.3 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 : 56.6 57.9 78.5 80.2 42.1 42.0 51.8 52.8 Old : 56.6 57.9 78.5 80.2 42.1 42.0 51.8 52.8 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 26, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 69,858: 1,644 260 98 67,091 69,229 68,833 69,587: 1,025 271 Old : 69,858: 1,644 260 98 67,091 69,229 68,833 69,587: 1,025 271 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 828: -120 0 25 923 803 828 828: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.4 0.4 0.1 96.0 99.1 98.5 99.6: 1.5 0.4 Old : 100.0: 2.4 0.4 0.1 96.0 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 2 22 13 26 17: Old : 31: 4 2 2 22 13 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 : 55.6 93.2 77.2 97.1 54.9 90.0 75.0 91.5 Old : 55.6 93.2 77.2 97.1 54.9 90.0 75.0 91.5 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 26, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 73,978: 2,020 300 110 71,373 73,388 73,503 73,798: 475 180 Old : 73,978: 2,020 300 110 71,373 73,388 73,503 73,798: 475 180 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 717: -200 100 25 892 592 717 717: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.7 0.4 0.1 96.5 99.2 99.4 99.8: 0.6 0.2 Old : 100.0: 2.7 0.4 0.1 96.5 99.2 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 : 35: 3 2 1 26 17 29 20: Old : 35: 3 2 1 26 17 29 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 : 50.4 88.5 74.5 97.2 50.3 85.9 73.5 89.4 Old : 50.4 88.5 74.5 97.2 50.3 85.9 73.5 89.4 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 26, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 50MWh : : : : All : 81,611: 217 2,517 1,604 79,428 77,420 81,249 81,541: 362 70 Old : 81,611: 217 2,517 1,604 79,428 77,420 81,249 81,541: 362 70 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 749: -50 -23 0 799 787 749 764: 0 -15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.3 3.1 2.0 97.3 94.9 99.6 99.9: 0.4 0.1 Old : 100.0: 0.3 3.1 2.0 97.3 94.9 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 : 40: 1 4 5 29 24 34 29: Old : 40: 1 4 5 29 24 34 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 : 57.1 53.4 73.9 80.3 56.8 51.1 72.1 72.7 Old : 57.1 53.4 73.9 80.3 56.8 51.1 72.1 72.7 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 26, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 800MWh : : : : All : 102,638: 741 4,083 3,951 97,564 94,579 102,256 102,613: 382 25 Old : 102,638: 741 4,083 3,951 97,564 94,579 102,256 102,613: 382 25 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 1,356: -28 288 -36 1,425 1,109 1,361 1,361: -5 -5 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.7 4.0 3.8 95.1 92.1 99.6 100.0: 0.4 0.0 Old : 100.0: 0.7 4.0 3.8 95.1 92.1 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 : 55: 3 11 8 32 34 41 48: Old : 55: 3 11 8 32 34 41 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 : 51.7 50.1 70.0 70.7 50.4 47.0 61.4 65.0 Old : 51.7 50.1 70.0 70.7 50.4 47.0 61.4 65.0 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 26, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 400MWh : : : : All : 62,976: 150 5,372 250 62,556 57,354 62,956 62,976: 20 0 Old : 62,976: 150 5,372 250 62,556 57,354 62,956 62,976: 20 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 487: 25 79 -25 487 433 487 487: 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 : 30: 2 5 2 15 16 18 22: Old : 30: 2 5 2 15 16 18 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 : 74.5 88.8 95.0 96.7 74.4 86.7 91.1 91.3 Old : 74.5 88.8 95.0 96.7 74.4 86.7 91.1 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 26, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 25MWh : : : : All : 55,100: 1,250 825 350 53,500 53,925 55,100 55,100: 0 0 Old : 55,100: 1,250 825 350 53,500 53,925 55,100 55,100: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 275: -100 50 100 275 125 275 275: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.3 1.5 0.6 97.1 97.9 100.0 100.0: 0.0 0.0 Old : 100.0: 2.3 1.5 0.6 97.1 97.9 100.0 100.0: 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 : 24: 1 4 2 14 9 16 14: Old : 24: 1 4 2 14 9 16 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 : 81.3 95.4 93.7 98.5 81.3 92.2 90.9 94.3 Old : 81.3 95.4 93.7 98.5 81.3 92.2 90.9 94.3 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 26, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 50MWh : : : : All : 58,177: 1,192 1,725 1,015 55,926 55,305 58,133 58,045: 44 132 Old : 58,177: 1,192 1,725 1,015 55,926 55,305 58,133 58,045: 44 132 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 2,573: -63 20 155 2,481 2,400 2,573 2,575: 0 -2 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.0 3.0 1.7 96.1 95.1 99.9 99.8: 0.1 0.2 Old : 100.0: 2.0 3.0 1.7 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: 2 5 3 24 23 28 29: Old : 34: 2 5 3 24 23 28 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 : 54.0 82.5 74.5 91.1 50.4 76.5 69.6 80.9 Old : 54.0 82.5 74.5 91.1 50.4 76.5 69.6 80.9 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 26, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 800 MWh : : : : All : 64,477: 1,683 5,017 1,265 61,225 57,950 64,173 64,232: 304 245 Old : 64,477: 1,683 5,017 1,265 61,225 57,950 64,173 64,232: 304 245 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 1,893: -86 215 -265 2,234 1,938 1,883 1,888: 10 5 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.6 7.8 2.0 95.0 89.9 99.5 99.6: 0.5 0.4 Old : 100.0: 2.6 7.8 2.0 95.0 89.9 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: 5 5 4 23 21 30 28: Old : 36: 5 5 4 23 21 30 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 : 53.5 75.6 76.1 86.9 52.6 69.8 72.0 76.7 Old : 53.5 75.6 76.1 86.9 52.6 69.8 72.0 76.7 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 26, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 800MWh : : : : All : 23,955: 0 820 0 23,812 23,004 23,812 23,824: 143 131 Old : 23,955: 0 820 0 23,812 23,004 23,812 23,824: 143 131 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 128: 0 0 0 117 128 117 128: 11 0 : : : : : 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 : 67.6 79.5 88.6 95.9 67.0 73.0 84.3 89.3 Old : 67.6 79.5 88.6 95.9 67.0 73.0 84.3 89.3 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 26, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 50MWh : : : : All : 23,645: 0 225 0 23,148 23,413 23,148 23,638: 497 7 Old : 23,645: 0 225 0 23,148 23,413 23,148 23,638: 497 7 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 237: 0 0 0 219 237 219 237: 18 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 1.0 0.0 97.9 99.0 97.9 100.0: 2.1 0.0 Old : 100.0: 0.0 1.0 0.0 97.9 99.0 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 : 22: 0 1 0 17 14 17 15: Old : 22: 0 1 0 17 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 : 65.9 85.1 85.7 97.0 65.2 74.0 80.7 85.4 Old : 65.9 85.1 85.7 97.0 65.2 74.0 80.7 85.4 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 26, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 800MWh : : : : All : 31,505: 945 1,485 1,191 29,302 28,184 31,438 30,860: 67 645 Old : 31,505: 945 1,485 1,191 29,302 28,184 31,438 30,860: 67 645 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 244: -85 10 5 324 229 244 244: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.0 4.7 3.8 93.0 89.5 99.8 98.0: 0.2 2.0 Old : 100.0: 3.0 4.7 3.8 93.0 89.5 99.8 98.0: 0.2 2.0 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: 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 : 71.4 55.8 86.7 75.7 63.5 52.6 76.6 69.9 Old : 71.4 55.8 86.7 75.7 63.5 52.6 76.6 69.9 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 26, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 50 Mwh : : : : All : 18,128: 706 2,081 179 16,029 15,408 16,914 17,668: 1,214 460 Old : 18,128: 706 2,081 179 16,029 15,408 16,914 17,668: 1,214 460 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 285: -50 -115 70 265 330 285 285: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.9 11.5 1.0 88.4 85.0 93.3 97.5: 6.7 2.5 Old : 100.0: 3.9 11.5 1.0 88.4 85.0 93.3 97.5: 6.7 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 : 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 : 78.5 69.2 90.9 86.3 78.5 66.2 85.8 81.6 Old : 78.5 69.2 90.9 86.3 78.5 66.2 85.8 81.6 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 26, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 800MWh : : : : All : 57,860: 4,232 5,745 2,117 51,431 49,947 57,780 57,809: 80 51 Old : 57,860: 4,232 5,745 2,117 51,431 49,947 57,780 57,809: 80 51 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 645: 145 519 45 451 125 641 689: 4 -44 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.3 9.9 3.7 88.9 86.3 99.9 99.9: 0.1 0.1 Old : 100.0: 7.3 9.9 3.7 88.9 86.3 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 : 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 : 48.4 67.6 67.2 82.7 43.2 55.7 57.7 65.9 Old : 48.4 67.6 67.2 82.7 43.2 55.7 57.7 65.9 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 26, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 50MWh : : : : All : 35,723: 1,120 1,866 863 33,574 32,915 35,557 35,644: 166 79 Old : 35,723: 1,120 1,866 863 33,574 32,915 35,557 35,644: 166 79 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 156: 35 120 0 87 29 122 149: 34 7 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.1 5.2 2.4 94.0 92.1 99.5 99.8: 0.5 0.2 Old : 100.0: 3.1 5.2 2.4 94.0 92.1 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 : 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 : 60.3 68.0 78.1 82.7 53.2 62.0 62.4 67.6 Old : 60.3 68.0 78.1 82.7 53.2 62.0 62.4 67.6 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 26, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 400MWh : : : : All : 19,945: 675 564 276 18,874 19,105 19,825 19,945: 120 0 Old : 19,945: 675 564 276 18,874 19,105 19,825 19,945: 120 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 670: 125 0 -100 645 770 670 670: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.4 2.8 1.4 94.6 95.8 99.4 100.0: 0.6 0.0 Old : 100.0: 3.4 2.8 1.4 94.6 95.8 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: 3 5 2 18 19 21 26: Old : 33: 3 5 2 18 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 : 64.6 73.0 83.1 85.2 59.1 66.6 72.4 74.5 Old : 64.6 73.0 83.1 85.2 59.1 66.6 72.4 74.5 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 26, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 25 MWh : : : : All : 20,140: 500 275 0 19,536 19,865 20,036 20,140: 104 0 Old : 20,140: 500 275 0 19,536 19,865 20,036 20,140: 104 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : -141: 0 0 0 -141 -141 -141 -141: 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 14 9 16 11: Old : 21: 2 2 0 14 9 16 11: 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 91.9 94.3 98.6 62.0 83.6 85.1 87.7 Old : 71.2 91.9 94.3 98.6 62.0 83.6 85.1 87.7 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 26, 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 19, 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 26, 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 19, 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 26, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 11,218: 425 150 510 10,052 10,558 10,987 11,218: 231 0 Old : 11,218: 425 150 510 10,052 10,558 10,987 11,218: 231 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 46: 25 0 0 21 46 46 46: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.8 1.3 4.5 89.6 94.1 97.9 100.0: 2.1 0.0 Old : 100.0: 3.8 1.3 4.5 89.6 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 : 56.4 64.5 80.6 85.1 51.9 57.7 68.2 70.3 Old : 56.4 64.5 80.6 85.1 51.9 57.7 68.2 70.3 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 26, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 10,237: 395 150 505 9,121 9,582 10,021 10,237: 216 0 Old : 10,237: 395 150 505 9,121 9,582 10,021 10,237: 216 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 49: 25 0 0 24 49 49 49: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.9 1.5 4.9 89.1 93.6 97.9 100.0: 2.1 0.0 Old : 100.0: 3.9 1.5 4.9 89.1 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 : 58.6 63.9 81.0 86.0 51.1 55.7 68.4 70.6 Old : 58.6 63.9 81.0 86.0 51.1 55.7 68.4 70.6 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 26, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 35,984: 1,350 3,360 2,055 32,545 30,569 35,950 35,984: 34 0 Old : 35,984: 1,350 3,360 2,055 32,545 30,569 35,950 35,984: 34 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 825: 0 525 0 825 300 825 825: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.8 9.3 5.7 90.4 85.0 99.9 100.0: 0.1 0.0 Old : 100.0: 3.8 9.3 5.7 90.4 85.0 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 : 35: 3 4 1 23 15 27 19: Old : 35: 3 4 1 23 15 27 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 : 68.0 67.5 83.5 91.3 64.5 60.2 73.7 76.1 Old : 68.0 67.5 83.5 91.3 64.5 60.2 73.7 76.1 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 26, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 36,419: 1,350 3,045 2,085 32,950 31,289 36,385 36,419: 34 0 Old : 36,419: 1,350 3,045 2,085 32,950 31,289 36,385 36,419: 34 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 810: 0 525 0 810 285 810 810: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.7 8.4 5.7 90.5 85.9 99.9 100.0: 0.1 0.0 Old : 100.0: 3.7 8.4 5.7 90.5 85.9 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 : 35: 3 4 1 23 16 27 20: Old : 35: 3 4 1 23 16 27 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 : 66.7 69.2 81.9 91.3 62.9 59.8 72.0 76.3 Old : 66.7 69.2 81.9 91.3 62.9 59.8 72.0 76.3 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 26, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 113,259: 825 5,273 2,460 109,903 105,506 113,188 113,239: 71 20 Old : 113,259: 825 5,273 2,460 109,903 105,506 113,188 113,239: 71 20 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 2,146: 0 202 -79 2,225 2,023 2,146 2,146: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.7 4.7 2.2 97.0 93.2 99.9 100.0: 0.1 0.0 Old : 100.0: 0.7 4.7 2.2 97.0 93.2 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: 4 10 8 40 32 50 44: Old : 56: 4 10 8 40 32 50 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 : 38.9 53.4 59.9 74.1 35.4 48.7 56.1 63.5 Old : 38.9 53.4 59.9 74.1 35.4 48.7 56.1 63.5 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 26, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 352 MWh : : : : All : 126,923: 860 5,204 4,147 121,874 117,562 126,881 126,913: 42 10 Old : 126,923: 860 5,204 4,147 121,874 117,562 126,881 126,913: 42 10 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 1,769: -25 -449 -91 1,885 2,309 1,769 1,769: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.7 4.1 3.3 96.0 92.6 100.0 100.0: 0.0 0.0 Old : 100.0: 0.7 4.1 3.3 96.0 92.6 100.0 100.0: 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 : 61: 4 12 12 43 34 58 47: Old : 61: 4 12 12 43 34 58 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 : 32.4 56.0 53.2 77.5 30.5 52.8 48.0 66.0 Old : 32.4 56.0 53.2 77.5 30.5 52.8 48.0 66.0 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 26, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 543,465: 35,136 24,682 52,884 455,150 465,752 543,170 543,318: 295 147 Old : 543,465: 35,136 24,682 52,884 455,150 465,752 543,170 543,318: 295 147 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 806: -1,147 -870 1,909 19 -215 780 823: 26 -17 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.5 4.5 9.7 83.7 85.7 99.9 100.0: 0.1 0.0 Old : 100.0: 6.5 4.5 9.7 83.7 85.7 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 : 92: 24 18 22 50 43 81 76: Old : 92: 24 18 22 50 43 81 76: 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 39.7 60.9 62.5 13.2 14.4 17.7 20.4 Old : 44.0 39.7 60.9 62.5 13.2 14.4 17.7 20.4 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 26, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 17,411: 4,680 600 65 12,311 16,676 17,056 17,341: 355 70 Old : 17,411: 4,680 600 65 12,311 16,676 17,056 17,341: 355 70 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 215: -50 0 10 255 205 215 215: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.9 3.4 0.4 70.7 95.8 98.0 99.6: 2.0 0.4 Old : 100.0: 26.9 3.4 0.4 70.7 95.8 98.0 99.6: 2.0 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 : 26: 3 1 1 18 12 21 14: Old : 26: 3 1 1 18 12 21 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 : 63.6 81.3 82.6 97.1 63.1 72.5 77.1 83.1 Old : 63.6 81.3 82.6 97.1 63.1 72.5 77.1 83.1 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 26, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 14,272: 4,185 600 55 9,551 13,617 13,791 14,272: 481 0 Old : 14,272: 4,185 600 55 9,551 13,617 13,791 14,272: 481 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 205: 0 0 0 205 205 205 205: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.3 4.2 0.4 66.9 95.4 96.6 100.0: 3.4 0.0 Old : 100.0: 29.3 4.2 0.4 66.9 95.4 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 : 24: 2 1 1 17 12 19 14: Old : 24: 2 1 1 17 12 19 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 : 65.7 80.2 86.6 97.3 65.2 74.1 79.4 85.3 Old : 65.7 80.2 86.6 97.3 65.2 74.1 79.4 85.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV Code-0643IB Commitments of Traders with Delta-adjusted Options and Futures Combined, May 26, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 16 MWh : : : : All : 3,625: 0 1,005 20 3,240 2,495 3,260 3,520: 365 105 Old : 3,625: 0 1,005 20 3,240 2,495 3,260 3,520: 365 105 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 27.7 0.6 89.4 68.8 89.9 97.1: 10.1 2.9 Old : 100.0: 0.0 27.7 0.6 89.4 68.8 89.9 97.1: 10.1 2.9 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 : 20: 0 4 1 13 12 14 16: Old : 20: 0 4 1 13 12 14 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 : 72.7 61.1 86.8 83.4 65.5 56.8 71.6 74.8 Old : 72.7 61.1 86.8 83.4 65.5 56.8 71.6 74.8 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 26, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 14,995: 3,992 1,000 150 10,777 13,840 14,919 14,990: 76 5 Old : 14,995: 3,992 1,000 150 10,777 13,840 14,919 14,990: 76 5 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 1,559: -10 200 50 1,475 1,319 1,515 1,569: 44 -10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.6 6.7 1.0 71.9 92.3 99.5 100.0: 0.5 0.0 Old : 100.0: 26.6 6.7 1.0 71.9 92.3 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 : 32: 3 2 2 16 23 21 25: Old : 32: 3 2 2 16 23 21 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 : 77.8 62.0 90.4 80.9 74.1 61.4 85.9 78.9 Old : 77.8 62.0 90.4 80.9 74.1 61.4 85.9 78.9 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 26, 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 : 4,243: 126 259 80 3,382 3,147 3,588 3,486: 655 757 Old : 4,243: 126 259 80 3,382 3,147 3,588 3,486: 655 757 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 107: 4 30 -13 70 43 61 60: 46 47 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.0 6.1 1.9 79.7 74.2 84.6 82.2: 15.4 17.8 Old : 100.0: 3.0 6.1 1.9 79.7 74.2 84.6 82.2: 15.4 17.8 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 : 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 : 33.3 29.0 54.5 48.0 24.5 26.6 38.7 38.2 Old : 33.3 29.0 54.5 48.0 24.5 26.6 38.7 38.2 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 26, 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 : 33,409: 2,237 0 0 30,800 33,369 33,037 33,369: 372 40 Old : 33,409: 2,237 0 0 30,800 33,369 33,037 33,369: 372 40 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : -537: 0 0 0 -532 -547 -532 -547: -5 10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.7 0.0 0.0 92.2 99.9 98.9 99.9: 1.1 0.1 Old : 100.0: 6.7 0.0 0.0 92.2 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 41 35 41: Old : 44: 2 0 0 33 41 35 41: 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 : 40.3 47.9 62.9 64.0 30.2 32.4 43.9 44.1 Old : 40.3 47.9 62.9 64.0 30.2 32.4 43.9 44.1 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 26, 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 : 26,881: 15 18 403 26,316 25,816 26,734 26,237: 147 644 Old : 26,881: 15 18 403 26,316 25,816 26,734 26,237: 147 644 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : -81: 0 -45 75 -151 -106 -76 -76: -5 -5 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.1 0.1 1.5 97.9 96.0 99.5 97.6: 0.5 2.4 Old : 100.0: 0.1 0.1 1.5 97.9 96.0 99.5 97.6: 0.5 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 : 62.5 57.5 77.0 76.3 42.6 34.8 47.4 42.5 Old : 62.5 57.5 77.0 76.3 42.6 34.8 47.4 42.5 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 26, 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 : 9,628: 151 165 265 8,587 8,999 9,003 9,429: 625 199 Old : 9,628: 151 165 265 8,587 8,999 9,003 9,429: 625 199 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 483: -40 15 57 466 411 483 483: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.6 1.7 2.8 89.2 93.5 93.5 97.9: 6.5 2.1 Old : 100.0: 1.6 1.7 2.8 89.2 93.5 93.5 97.9: 6.5 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 : 44: 2 1 3 31 33 34 36: Old : 44: 2 1 3 31 33 34 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 : 33.2 46.4 50.0 66.1 27.7 40.4 38.8 50.9 Old : 33.2 46.4 50.0 66.1 27.7 40.4 38.8 50.9 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 26, 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 : 38,357: 1,959 1,072 52 36,346 36,948 38,357 38,072: 0 285 Old : 38,357: 1,959 1,072 52 36,346 36,948 38,357 38,072: 0 285 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 280: 255 362 -46 71 -36 280 280: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.1 2.8 0.1 94.8 96.3 100.0 99.3: 0.0 0.7 Old : 100.0: 5.1 2.8 0.1 94.8 96.3 100.0 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 : 60: 3 3 1 33 44 37 47: Old : 60: 3 3 1 33 44 37 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 : 63.5 40.2 75.3 53.1 63.1 39.0 74.0 51.7 Old : 63.5 40.2 75.3 53.1 63.1 39.0 74.0 51.7 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 26, 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 : 53,561: 2,931 532 2,471 47,421 49,735 52,823 52,738: 738 823 Old : 53,561: 2,931 532 2,471 47,421 49,735 52,823 52,738: 738 823 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 2,055: 711 -264 187 1,122 1,970 2,020 1,893: 35 162 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.5 1.0 4.6 88.5 92.9 98.6 98.5: 1.4 1.5 Old : 100.0: 5.5 1.0 4.6 88.5 92.9 98.6 98.5: 1.4 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 : 91: 9 6 8 68 63 81 74: Old : 91: 9 6 8 68 63 81 74: 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 : 23.7 49.3 36.4 60.0 19.4 43.9 28.1 51.0 Old : 23.7 49.3 36.4 60.0 19.4 43.9 28.1 51.0 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 26, 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 : 2,327: 60 0 93 1,615 1,903 1,768 1,996: 559 331 Old : 2,327: 60 0 93 1,615 1,903 1,768 1,996: 559 331 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 155: -64 0 29 180 170 145 199: 10 -44 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.6 0.0 4.0 69.4 81.8 76.0 85.8: 24.0 14.2 Old : 100.0: 2.6 0.0 4.0 69.4 81.8 76.0 85.8: 24.0 14.2 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 : 26: 2 0 2 21 23 23 25: Old : 26: 2 0 2 21 23 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 : 30.8 37.3 51.1 54.8 24.0 34.1 36.1 48.2 Old : 30.8 37.3 51.1 54.8 24.0 34.1 36.1 48.2 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 26, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1000 BARRELS : : : : All : 31,623: 0 0 0 29,838 29,766 29,838 29,766: 1,785 1,857 Old : 31,623: 0 0 0 29,838 29,766 29,838 29,766: 1,785 1,857 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 2,747: 0 0 0 2,732 2,642 2,732 2,642: 15 105 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 94.4 94.1 94.4 94.1: 5.6 5.9 Old : 100.0: 0.0 0.0 0.0 94.4 94.1 94.4 94.1: 5.6 5.9 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 : 37: 0 0 0 26 18 26 18: Old : 37: 0 0 0 26 18 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 : 55.5 64.0 74.3 81.2 55.5 64.0 73.2 79.5 Old : 55.5 64.0 74.3 81.2 55.5 64.0 73.2 79.5 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 26, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1000 BARRELS : : : : All : 8,331: 0 0 0 7,881 8,319 7,881 8,319: 450 12 Old : 8,331: 0 0 0 7,881 8,319 7,881 8,319: 450 12 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : -10: 0 0 0 -85 5 -85 5: 75 -15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 94.6 99.9 94.6 99.9: 5.4 0.1 Old : 100.0: 0.0 0.0 0.0 94.6 99.9 94.6 99.9: 5.4 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 : 24: 0 0 0 14 12 14 12: Old : 24: 0 0 0 14 12 14 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 : 69.1 77.9 88.9 96.1 69.1 77.9 88.9 96.1 Old : 69.1 77.9 88.9 96.1 69.1 77.9 88.9 96.1 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 26, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1000 barrels : : : : All : 232,269: 0 1,770 0 221,253 214,299 221,253 216,069: 11,016 16,200 Old : 232,269: 0 1,770 0 221,253 214,299 221,253 216,069: 11,016 16,200 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : -328: 0 405 -405 670 -1,141 265 -1,141: -593 813 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.8 0.0 95.3 92.3 95.3 93.0: 4.7 7.0 Old : 100.0: 0.0 0.8 0.0 95.3 92.3 95.3 93.0: 4.7 7.0 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: 0 1 0 15 17 15 18: Old : 24: 0 1 0 15 17 15 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 : 78.8 56.5 91.0 79.7 77.9 56.3 87.1 78.6 Old : 78.8 56.5 91.0 79.7 77.9 56.3 87.1 78.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GASOLINE CRK-RBOB/BRENT 1st - ICE FUTURES ENERGY DIV Code-111415 Commitments of Traders with Delta-adjusted Options and Futures Combined, May 26, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1000 Barrels : : : : All : 27,854: 10,379 1,335 5,820 8,612 18,578 24,811 25,733: 3,043 2,121 Old : 27,854: 10,379 1,335 5,820 8,612 18,578 24,811 25,733: 3,043 2,121 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 37.3 4.8 20.9 30.9 66.7 89.1 92.4: 10.9 7.6 Old : 100.0: 37.3 4.8 20.9 30.9 66.7 89.1 92.4: 10.9 7.6 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 : 21: 4 1 4 13 14 18 18: Old : 21: 4 1 4 13 14 18 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 : 57.4 71.5 79.1 82.6 48.6 55.7 57.1 62.2 Old : 57.4 71.5 79.1 82.6 48.6 55.7 57.1 62.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 29, 2020