CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 12,595 COMMITMENTS 2,584 1,663 0 10,011 10,932 12,595 12,595 0 0 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.5 13.2 0.0 79.5 86.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 5 2 0 12 9 17 11 CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063AS OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 32,885 COMMITMENTS 14,946 9,917 0 17,925 22,968 32,871 32,885 14 0 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -253) 0 0 0 -253 -253 -253 -253 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 45.4 30.2 0.0 54.5 69.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 7 6 0 15 14 22 20 CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063CA OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 135,469 COMMITMENTS 25,181 28,697 15,956 94,203 90,742 135,339 135,394 130 75 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -1,750) 930 -137 -632 -2,048 -980 -1,750 -1,750 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.6 21.2 11.8 69.5 67.0 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 28 12 17 29 27 63 50 NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 147,579 COMMITMENTS 50,108 17,122 2,085 95,386 128,372 147,579 147,579 0 0 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: 500) 0 500 0 500 0 500 500 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.0 11.6 1.4 64.6 87.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 7 5 3 15 15 22 23 PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063CH OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 124,727 COMMITMENTS 16,076 17,936 2,849 105,802 103,942 124,727 124,727 0 0 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: 368) -121 414 121 368 -167 368 368 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.9 14.4 2.3 84.8 83.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 8 4 6 18 10 27 19 CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063CJ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 45,607 COMMITMENTS 14,561 3,668 3,076 27,824 38,838 45,461 45,582 147 26 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: 1,370) -139 -9 1,076 429 346 1,366 1,413 4 -43 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.9 8.0 6.7 61.0 85.2 99.7 99.9 0.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 17 3 7 18 18 36 27 RGGI VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063CL OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 RGGI CO2 Allowances OPEN INTEREST: 31,093 COMMITMENTS 5,625 850 0 25,468 30,243 31,093 31,093 0 0 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -200) 0 0 0 -200 -200 -200 -200 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.1 2.7 0.0 81.9 97.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 5 1 0 14 7 19 8 CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV Code-0063D9 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 31,932 COMMITMENTS 4,941 616 3,532 23,459 27,784 31,932 31,932 0 0 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -200) 75 0 0 -275 -200 -200 -200 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.5 1.9 11.1 73.5 87.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 8 3 2 16 11 26 15 RGGI VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063DJ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 RGGI CO2 Allowances OPEN INTEREST: 26,978 COMMITMENTS 2,650 2,494 328 23,776 24,117 26,754 26,940 224 38 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -468) 120 -102 7 -368 -373 -241 -468 -227 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.8 9.2 1.2 88.1 89.4 99.2 99.9 0.8 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 3 3 17 14 21 19 CT RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DK OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 100 MWh of Class 1 Renewable Energy Cert OPEN INTEREST: 14,555 COMMITMENTS 1,715 2,480 0 12,840 12,075 14,555 14,555 0 0 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: 414) 0 280 0 414 134 414 414 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.8 17.0 0.0 88.2 83.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 6 0 11 9 12 15 MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 100 MWh of Class 1 Renewable Energy Cert OPEN INTEREST: 19,024 COMMITMENTS 1,347 6,920 598 17,054 11,506 18,999 19,024 25 0 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: 200) -8 -258 258 -50 200 200 200 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.1 36.4 3.1 89.6 60.5 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 5 2 11 11 14 18 MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV Code-0063DN OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 47,961 COMMITMENTS 22,947 14,090 4,731 20,283 29,140 47,961 47,961 0 0 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 47.8 29.4 9.9 42.3 60.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 6 5 4 14 12 22 19 RGGI VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063DW OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 RGGI CO2 Allowances OPEN INTEREST: 24,098 COMMITMENTS 3,858 0 0 19,963 24,098 23,821 24,098 277 0 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: 300) 0 0 0 23 300 23 300 277 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.0 0.0 0.0 82.8 100.0 98.9 100.0 1.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 5 0 0 10 5 15 5 CALIF CARBON ALLOWANCE V2023 - ICE FUTURES ENERGY DIV Code-0063DX OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 10,546 COMMITMENTS 2,861 346 465 7,195 9,710 10,521 10,521 25 25 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.1 3.3 4.4 68.2 92.1 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 5 1 1 8 9 13 11 USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 32,879 COMMITMENTS 4,223 619 1,735 26,763 30,483 32,721 32,837 158 42 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -4,220) -786 -143 -68 -3,321 -3,517 -4,175 -3,728 -45 -492 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.8 1.9 5.3 81.4 92.7 99.5 99.9 0.5 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 4 2 4 23 26 28 31 FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV Code-02141C OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 23,559 COMMITMENTS 385 4,455 845 21,547 18,259 22,777 23,559 782 0 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -2,957) -298 -969 -72 -2,440 -1,916 -2,810 -2,957 -147 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.6 18.9 3.6 91.5 77.5 96.7 100.0 3.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 4 3 20 20 24 25 USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV Code-02141R OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- BBL OPEN INTEREST: 4,040 COMMITMENTS 252 407 541 3,202 3,092 3,995 4,040 45 0 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -764) -66 281 -289 -272 -756 -627 -764 -137 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.2 10.1 13.4 79.3 76.5 98.9 100.0 1.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 2 3 11 12 14 15 NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 6,195,563 COMMITMENTS 1086534 34,374 472,551 4598654 5667327 6157739 6174252 37,824 21,311 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: 37,811) -3,931 -5,175 11,289 32,987 34,174 40,345 40,288 -2,534 -2,477 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.5 0.6 7.6 74.2 91.5 99.4 99.7 0.6 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239) 48 19 52 152 137 213 195 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 1,589,049 COMMITMENTS 38,710 13,477 564,569 983,683 1009416 1586962 1587462 2,086 1,587 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: 19,693) -1,705 -7,248 20,187 1,149 6,657 19,631 19,597 61 96 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.4 0.8 35.5 61.9 63.5 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 15 13 26 50 48 78 74 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 220,649 COMMITMENTS 4,125 2,522 0 191,194 211,431 195,319 213,953 25,330 6,696 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -11,093) -150 -390 0 -10,699 -10,308 -10,849 -10,698 -244 -395 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 1.1 0.0 86.7 95.8 88.5 97.0 11.5 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 2 0 23 20 25 22 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 143,884 COMMITMENTS 1,749 0 276 133,703 137,740 135,728 138,016 8,156 5,868 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -12,447) -744 0 -1,266 -10,574 -11,444 -12,584 -12,710 137 263 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 0.0 0.2 92.9 95.7 94.3 95.9 5.7 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 0 1 19 24 22 25 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 315,394 COMMITMENTS 13,804 2,428 3,760 284,627 305,919 302,191 312,107 13,203 3,287 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -18,185) -830 -453 -1,145 -14,857 -16,808 -16,832 -18,406 -1,353 221 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.4 0.8 1.2 90.2 97.0 95.8 99.0 4.2 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 8 2 1 39 40 48 42 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,124,415 COMMITMENTS 862 10,883 3,333 1110592 1107421 1114787 1121637 9,628 2,778 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -28,556) -1,067 -958 241 -25,301 -23,882 -26,127 -24,599 -2,429 -3,957 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 1.0 0.3 98.8 98.5 99.1 99.8 0.9 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 3 2 3 42 30 46 34 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 392,638 COMMITMENTS 12,400 252 2,978 365,791 383,773 381,169 387,003 11,469 5,635 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -19,361) 361 -1,486 -223 -19,282 -16,766 -19,144 -18,475 -217 -886 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.2 0.1 0.8 93.2 97.7 97.1 98.6 2.9 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 6 1 3 41 40 47 44 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 634,492 COMMITMENTS 2,004 1,182 2,263 620,115 629,505 624,382 632,950 10,110 1,542 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -20,050) 934 -1,584 -143 -21,017 -18,226 -20,226 -19,953 176 -97 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 0.2 0.4 97.7 99.2 98.4 99.8 1.6 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 2 2 3 37 44 40 48 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 486,929 COMMITMENTS 3,150 364 92 476,813 477,165 480,055 477,621 6,874 9,308 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -9,607) -1,509 -2,761 -30 -8,206 -7,285 -9,745 -10,076 138 469 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 0.1 0.0 97.9 98.0 98.6 98.1 1.4 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 2 1 1 39 32 42 33 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 91,033 COMMITMENTS 0 5,376 74 86,009 83,692 86,083 89,142 4,950 1,891 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -9,079) 0 -1,767 24 -7,990 -6,798 -7,966 -8,541 -1,113 -538 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 5.9 0.1 94.5 91.9 94.6 97.9 5.4 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 3 1 14 17 15 20 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 307,390 COMMITMENTS 0 2,960 729 296,473 298,032 297,202 301,721 10,188 5,669 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -18,075) 0 -1,750 36 -17,441 -17,054 -17,405 -18,768 -670 693 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.0 0.2 96.4 97.0 96.7 98.2 3.3 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 0 4 1 28 28 29 32 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 179,722 COMMITMENTS 0 473 0 173,985 172,239 173,985 172,712 5,737 7,010 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -11,481) 0 -17 0 -10,876 -12,615 -10,876 -12,632 -605 1,151 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.3 0.0 96.8 95.8 96.8 96.1 3.2 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 1 0 25 22 25 23 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 263,771 COMMITMENTS 2,185 0 663 258,636 260,064 261,484 260,727 2,287 3,044 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -20,548) -1,379 0 0 -18,722 -20,432 -20,101 -20,432 -447 -116 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 0.0 0.3 98.1 98.6 99.1 98.8 0.9 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 2 0 2 25 21 27 23 DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 22,676 COMMITMENTS 780 838 0 20,260 20,576 21,040 21,414 1,636 1,262 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -10,044) -899 -620 0 -8,861 -8,990 -9,760 -9,610 -284 -434 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.4 3.7 0.0 89.3 90.7 92.8 94.4 7.2 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 2 0 14 15 16 17 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 592,798 COMMITMENTS 11,682 14,960 5,792 567,266 566,965 584,740 587,717 8,058 5,081 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -29,367) 2,432 -3,025 -1,856 -28,398 -23,755 -27,822 -28,636 -1,545 -731 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 2.5 1.0 95.7 95.6 98.6 99.1 1.4 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 6 5 4 54 42 62 49 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 185,887 COMMITMENTS 0 0 0 181,097 180,987 181,097 180,987 4,790 4,900 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -3,013) 0 -240 0 -2,435 -2,633 -2,435 -2,873 -578 -140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 97.4 97.4 97.4 97.4 2.6 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 18 18 18 18 EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 218,407 COMMITMENTS 920 0 358 213,111 217,246 214,389 217,604 4,018 803 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -11,097) -976 0 -14 -9,722 -10,749 -10,712 -10,763 -385 -334 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 0.0 0.2 97.6 99.5 98.2 99.6 1.8 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 0 1 21 20 23 21 HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 173,114 COMMITMENTS 434 0 0 166,770 171,609 167,204 171,609 5,910 1,505 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -46,357) -9,960 -3,097 -60 -37,596 -43,195 -47,616 -46,352 1,259 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 0.0 0.0 96.3 99.1 96.6 99.1 3.4 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 0 0 18 19 19 19 HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 173,566 COMMITMENTS 10,629 2,100 155 162,092 170,531 172,876 172,786 690 780 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -56,792) -19,906 -4,593 -175 -36,484 -52,105 -56,565 -56,873 -227 81 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.1 1.2 0.1 93.4 98.3 99.6 99.6 0.4 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 6 4 1 31 44 37 49 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 99,183 COMMITMENTS 0 1,680 0 98,548 96,659 98,548 98,339 635 844 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -24,759) 0 -372 0 -24,077 -24,259 -24,077 -24,631 -682 -128 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.7 0.0 99.4 97.5 99.4 99.1 0.6 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 0 2 0 19 24 19 26 MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- MMBTU OPEN INTEREST: 25,092 COMMITMENTS 0 308 0 23,974 24,241 23,974 24,549 1,118 543 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -9,114) -367 -1,023 0 -8,674 -8,544 -9,041 -9,567 -73 453 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.2 0.0 95.5 96.6 95.5 97.8 4.5 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 1 0 12 12 12 13 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 265,615 COMMITMENTS 10,234 1,455 1,265 249,661 255,479 261,160 258,199 4,455 7,416 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -9,607) 305 -2,668 -41 -8,986 -6,079 -8,722 -8,788 -885 -819 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.9 0.5 0.5 94.0 96.2 98.3 97.2 1.7 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 3 1 3 39 36 43 39 NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 102,408 COMMITMENTS 0 0 0 101,928 101,410 101,928 101,410 480 998 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -14,415) 0 -462 0 -14,288 -14,158 -14,288 -14,620 -127 205 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 99.5 99.0 99.5 99.0 0.5 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 0 0 11 19 11 19 NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 105,932 COMMITMENTS 1,125 250 60 95,317 98,561 96,502 98,871 9,430 7,061 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -5,718) -259 250 -250 -4,359 -5,381 -4,868 -5,381 -850 -337 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 0.2 0.1 90.0 93.0 91.1 93.3 8.9 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 1 1 21 20 23 21 NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 208,685 COMMITMENTS 88 1,260 2,141 203,622 200,740 205,851 204,141 2,834 4,544 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -23,325) -472 -1,319 411 -23,082 -21,366 -23,143 -22,274 -182 -1,051 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.6 1.0 97.6 96.2 98.6 97.8 1.4 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 1 2 2 28 32 30 35 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 180,811 COMMITMENTS 0 0 0 172,390 177,972 172,390 177,972 8,421 2,839 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -8,207) 0 -482 0 -9,221 -7,403 -9,221 -7,885 1,014 -322 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 95.3 98.4 95.3 98.4 4.7 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 0 0 19 18 19 18 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 84,856 COMMITMENTS 522 0 0 80,345 77,224 80,867 77,224 3,989 7,632 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -4,695) -333 0 0 -3,681 -4,509 -4,014 -4,509 -681 -186 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 0.0 0.0 94.7 91.0 95.3 91.0 4.7 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 0 17 15 18 15 NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 26,178 COMMITMENTS 2,842 240 0 20,009 24,340 22,851 24,580 3,327 1,598 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -10,261) 124 31 -155 -9,917 -9,796 -9,948 -9,920 -313 -341 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.9 0.9 0.0 76.4 93.0 87.3 93.9 12.7 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 1 0 20 14 21 15 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 209,684 COMMITMENTS 2,910 0 389 199,040 198,382 202,339 198,771 7,345 10,913 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -7,354) -457 0 2 -6,578 -9,063 -7,033 -9,061 -321 1,707 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 0.0 0.2 94.9 94.6 96.5 94.8 3.5 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 0 1 12 16 14 17 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 176,471 COMMITMENTS 4,279 744 0 165,271 163,790 169,550 164,534 6,921 11,937 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -13,664) -750 -330 0 -10,415 -12,661 -11,165 -12,991 -2,499 -673 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.4 0.4 0.0 93.7 92.8 96.1 93.2 3.9 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 2 1 0 33 32 35 33 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 52,313 COMMITMENTS 1,740 690 0 49,785 49,615 51,525 50,305 788 2,008 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -10,292) -186 -496 0 -9,393 -9,455 -9,579 -9,951 -713 -341 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.3 1.3 0.0 95.2 94.8 98.5 96.2 1.5 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 1 0 12 19 15 20 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 220,158 COMMITMENTS 7,195 2,694 217 205,890 212,154 213,302 215,065 6,856 5,093 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -14,550) 30 -839 -270 -14,550 -12,935 -14,790 -14,044 240 -506 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.3 1.2 0.1 93.5 96.4 96.9 97.7 3.1 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 4 3 1 31 34 35 38 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 115,332 COMMITMENTS 0 2,374 0 112,386 110,141 112,386 112,515 2,946 2,817 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -11,857) 0 -420 -1 -11,351 -10,955 -11,352 -11,376 -505 -481 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.1 0.0 97.4 95.5 97.4 97.6 2.6 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 0 2 0 28 29 28 31 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 129,831 COMMITMENTS 0 1,712 0 122,951 125,422 122,951 127,134 6,880 2,697 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -9,582) 0 0 0 -9,586 -10,315 -9,586 -10,315 4 733 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.3 0.0 94.7 96.6 94.7 97.9 5.3 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 0 1 0 18 24 18 25 TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 56,148 COMMITMENTS 1,661 2,198 0 52,664 51,327 54,325 53,525 1,823 2,623 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -4,636) 0 0 0 -4,464 -4,560 -4,464 -4,560 -172 -76 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.0 3.9 0.0 93.8 91.4 96.8 95.3 3.2 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 2 0 11 12 12 14 WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 29,008 COMMITMENTS 0 0 0 27,008 27,616 27,008 27,616 2,000 1,392 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -8,463) 0 0 0 -8,025 -8,583 -8,025 -8,583 -438 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 93.1 95.2 93.1 95.2 6.9 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 0 0 16 19 16 19 TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MM Btus OPEN INTEREST: 258,770 COMMITMENTS 0 0 0 252,277 257,429 252,277 257,429 6,493 1,341 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -20,622) 0 -2,378 0 -22,599 -18,839 -22,599 -21,217 1,977 595 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 97.5 99.5 97.5 99.5 2.5 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 0 0 0 32 24 32 24 TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 94,360 COMMITMENTS 2,343 0 0 86,727 89,482 89,070 89,482 5,290 4,878 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -10,270) -780 0 0 -8,198 -9,945 -8,978 -9,945 -1,292 -325 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.5 0.0 0.0 91.9 94.8 94.4 94.8 5.6 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 0 0 19 14 20 14 TETCO M2 Index (Receipts) - ICE FUTURES ENERGY DIV Code-0233DW OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MM Btus OPEN INTEREST: 14,915 COMMITMENTS 0 0 0 14,431 14,613 14,431 14,613 484 302 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -6,293) 0 0 0 -5,549 -6,076 -5,549 -6,076 -744 -217 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 96.8 98.0 96.8 98.0 3.2 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 12 11 12 11 REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 178,153 COMMITMENTS 217 0 0 172,739 172,706 172,956 172,706 5,197 5,447 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -13,007) -690 0 0 -11,199 -12,778 -11,889 -12,778 -1,118 -229 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 0.0 0.0 97.0 96.9 97.1 96.9 2.9 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 1 0 0 21 32 22 32 REX ZONE 3 INDEX - ICE FUTURES ENERGY DIV Code-0233ED OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 16,642 COMMITMENTS 690 0 0 15,166 15,492 15,856 15,492 786 1,150 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -7,750) -620 0 0 -6,938 -7,496 -7,558 -7,496 -192 -254 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.1 0.0 0.0 91.1 93.1 95.3 93.1 4.7 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 0 0 10 15 12 15 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 9,570 COMMITMENTS 1,604 677 827 6,691 7,981 9,122 9,485 448 85 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -1,008) 251 -175 -256 -917 -514 -922 -945 -86 -63 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.8 7.1 8.6 69.9 83.4 95.3 99.1 4.7 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 6 9 12 20 19 33 33 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 35,202 COMMITMENTS 5,274 389 1,077 28,716 33,736 35,067 35,202 135 0 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: 653) -75 125 201 407 327 533 653 120 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.0 1.1 3.1 81.6 95.8 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 5 5 4 19 23 25 31 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1 MWh for about 368 Hours) OPEN INTEREST: 30,983 COMMITMENTS 5,378 0 350 24,985 30,633 30,713 30,983 270 0 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: 1,041) 300 0 40 701 1,001 1,041 1,041 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.4 0.0 1.1 80.6 98.9 99.1 100.0 0.9 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 6 0 3 16 19 22 22 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 1Megawatt for 368 Hours) OPEN INTEREST: 138,289 COMMITMENTS 21,000 4,147 5,674 111,097 128,332 137,771 138,153 518 136 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -4,748) 906 43 -524 -5,145 -4,234 -4,763 -4,715 15 -33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.2 3.0 4.1 80.3 92.8 99.6 99.9 0.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 16 8 13 36 38 56 55 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 60,221 COMMITMENTS 4,503 571 919 54,799 58,597 60,221 60,087 0 134 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -6,628) -765 -535 -87 -5,771 -5,993 -6,623 -6,615 -5 -13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.5 0.9 1.5 91.0 97.3 100.0 99.8 0.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 6 3 4 22 25 29 31 CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-064396 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1 MW per Hour for about 386 Hours) OPEN INTEREST: 34,525 COMMITMENTS 525 1,889 175 33,825 32,461 34,525 34,525 0 0 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -3,321) -225 -341 50 -3,146 -3,030 -3,321 -3,321 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.5 5.5 0.5 98.0 94.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 3 2 13 13 16 16 PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-06439A OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1 MW per Hour for about 386 Hours) OPEN INTEREST: 54,763 COMMITMENTS 14,951 3,052 3,277 36,290 48,331 54,518 54,660 245 103 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -975) -879 520 -330 254 -1,175 -955 -985 -20 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.3 5.6 6.0 66.3 88.3 99.6 99.8 0.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 6 3 3 22 25 29 30 PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 68,519 COMMITMENTS 21,589 3,455 2,155 44,194 62,828 67,938 68,438 581 81 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -2,284) -1,282 374 -485 -447 -2,172 -2,214 -2,283 -70 -1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.5 5.0 3.1 64.5 91.7 99.2 99.9 0.8 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 10 3 4 27 25 38 31 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 65,401 COMMITMENTS 2,801 508 1,461 60,707 63,432 64,969 65,401 432 0 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -2,837) 445 -36 -103 -3,149 -2,698 -2,807 -2,837 -30 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.3 0.8 2.2 92.8 97.0 99.3 100.0 0.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 3 3 2 27 26 31 30 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 82,059 COMMITMENTS 2,479 761 1,847 77,271 79,436 81,597 82,044 462 15 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -4,348) 145 -139 -125 -4,358 -4,079 -4,338 -4,343 -10 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.0 0.9 2.3 94.2 96.8 99.4 100.0 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 3 2 2 31 27 35 30 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 41,916 COMMITMENTS 175 125 50 41,312 41,450 41,537 41,625 379 291 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -75) -55 125 -125 15 -75 -165 -75 90 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 0.3 0.1 98.6 98.9 99.1 99.3 0.9 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 1 1 19 16 22 17 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1 MW for about 368 Hours) OPEN INTEREST: 30,898 COMMITMENTS 360 926 0 30,112 29,958 30,472 30,884 426 14 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -559) 0 0 0 -574 -569 -574 -569 15 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 3.0 0.0 97.5 97.0 98.6 100.0 1.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 3 0 21 19 22 22 ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 24,157 COMMITMENTS 2,075 132 345 21,614 23,680 24,034 24,157 123 0 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: 474) 0 0 0 449 474 449 474 25 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.6 0.5 1.4 89.5 98.0 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 1 1 13 12 16 13 ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 92,556 COMMITMENTS 10,207 5,915 2,855 77,649 83,253 90,712 92,023 1,844 533 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: 927) 112 3 -44 -487 731 -419 690 1,346 237 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.0 6.4 3.1 83.9 89.9 98.0 99.4 2.0 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 15 7 12 38 36 58 50 ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439V OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 17,884 COMMITMENTS 725 125 0 17,099 17,584 17,824 17,709 60 175 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: 456) 0 0 0 396 281 396 281 60 175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.1 0.7 0.0 95.6 98.3 99.7 99.0 0.3 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 1 0 10 16 12 17 ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439W OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 17,924 COMMITMENTS 725 125 0 17,139 17,624 17,864 17,749 60 175 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: 456) 0 0 0 396 281 396 281 60 175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.0 0.7 0.0 95.6 98.3 99.7 99.0 0.3 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 0 11 16 13 17 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 52,025 COMMITMENTS 795 2,425 2,310 48,452 46,842 51,557 51,577 468 448 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: 960) 0 0 0 810 910 810 910 150 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.5 4.7 4.4 93.1 90.0 99.1 99.1 0.9 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 3 4 20 20 24 26 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 46,677 COMMITMENTS 275 165 85 46,034 46,106 46,394 46,356 283 321 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -35) -115 65 -65 -121 -35 -301 -35 266 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 0.4 0.2 98.6 98.8 99.4 99.3 0.6 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 2 1 24 20 27 22 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 47,250 COMMITMENTS 1,100 1,173 250 44,881 45,655 46,231 47,078 1,019 172 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: 205) 120 20 0 -119 65 1 85 204 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 2.5 0.5 95.0 96.6 97.8 99.6 2.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 3 5 1 23 23 26 29 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 60,554 COMMITMENTS 1,650 225 60 58,074 60,024 59,784 60,309 770 245 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -3,280) -216 50 -44 -2,985 -3,286 -3,245 -3,280 -35 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.7 0.4 0.1 95.9 99.1 98.7 99.6 1.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 3 1 21 15 24 19 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 64,824 COMMITMENTS 1,800 746 338 62,230 63,555 64,368 64,639 456 185 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -3,953) -345 -270 105 -3,714 -3,788 -3,954 -3,953 1 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.8 1.2 0.5 96.0 98.0 99.3 99.7 0.7 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 3 4 2 25 16 28 22 ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV Code-0643BF OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1 MW per Hour for about 368 Hours) OPEN INTEREST: 81,794 COMMITMENTS 3,465 513 2,128 75,827 79,083 81,420 81,724 374 70 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -3,270) 609 -15 -156 -3,701 -3,099 -3,248 -3,270 -22 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.2 0.6 2.6 92.7 96.7 99.5 99.9 0.5 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 3 2 4 26 21 30 26 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 99,683 COMMITMENTS 2,000 1,472 3,854 93,490 94,187 99,344 99,513 339 170 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -4,246) 289 -497 -129 -4,376 -3,775 -4,216 -4,401 -30 155 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 1.5 3.9 93.8 94.5 99.7 99.8 0.3 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 6 7 8 28 26 37 38 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 63,789 COMMITMENTS 0 4,245 0 63,789 59,449 63,789 63,694 0 95 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -3,007) 0 -487 0 -3,007 -2,555 -3,007 -3,042 0 35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 6.7 0.0 100.0 93.2 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 4 0 17 15 17 19 CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BR OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1 MW per Hour for about 386 Hours) OPEN INTEREST: 54,985 COMMITMENTS 550 475 50 54,385 54,460 54,985 54,985 0 0 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -2,075) 0 -250 0 -2,075 -1,825 -2,075 -2,075 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.0 0.9 0.1 98.9 99.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 3 1 13 9 14 13 PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BS OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1 MW per Hour for about 386 Hours) OPEN INTEREST: 59,135 COMMITMENTS 1,709 1,735 415 56,857 56,918 58,981 59,068 154 67 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -160) -43 -136 -100 -17 95 -160 -141 0 -19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.9 2.9 0.7 96.1 96.3 99.7 99.9 0.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 5 5 2 23 22 29 28 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 67,363 COMMITMENTS 2,986 4,758 562 63,233 61,718 66,781 67,038 582 325 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: 1,193) -319 -35 -151 1,408 1,412 938 1,226 255 -33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.4 7.1 0.8 93.9 91.6 99.1 99.5 0.9 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 5 5 4 22 22 29 29 NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 23,647 COMMITMENTS 0 2,355 0 23,389 20,987 23,389 23,342 258 305 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -1,408) 0 10 0 -1,549 -1,463 -1,549 -1,453 141 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 10.0 0.0 98.9 88.8 98.9 98.7 1.1 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 2 0 17 14 17 16 NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BX OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1 MW for about 368 Hours) OPEN INTEREST: 23,486 COMMITMENTS 0 525 0 22,989 22,776 22,989 23,301 497 185 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -1,266) 0 0 0 -1,395 -1,266 -1,395 -1,266 129 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.2 0.0 97.9 97.0 97.9 99.2 2.1 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 15 13 15 14 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 26,757 COMMITMENTS 1,278 788 730 24,178 24,573 26,186 26,091 571 666 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -2,234) -321 -320 -40 -2,312 -1,844 -2,673 -2,204 439 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.8 2.9 2.7 90.4 91.8 97.9 97.5 2.1 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 2 4 18 17 22 21 NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV Code-0643BZ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1MW for about 368 Hours) OPEN INTEREST: 15,279 COMMITMENTS 135 1,411 182 13,864 13,222 14,181 14,815 1,098 464 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -1,909) -275 -190 -25 -1,585 -1,689 -1,885 -1,904 -24 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 9.2 1.2 90.7 86.5 92.8 97.0 7.2 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 4 2 12 10 14 15 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 55,010 COMMITMENTS 4,881 6,134 1,085 48,879 47,742 54,845 54,961 165 49 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -3,391) -178 -525 -157 -3,069 -2,697 -3,404 -3,379 13 -12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.9 11.2 2.0 88.9 86.8 99.7 99.9 0.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 5 5 4 29 22 36 29 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1MW for about 368 Hours) OPEN INTEREST: 34,089 COMMITMENTS 1,286 2,334 713 31,764 30,915 33,763 33,962 326 127 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -2,023) -40 -208 96 -2,323 -2,031 -2,267 -2,143 244 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.8 6.8 2.1 93.2 90.7 99.0 99.6 1.0 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 3 4 5 23 17 29 23 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 16,967 COMMITMENTS 875 61 75 15,956 16,816 16,906 16,952 61 15 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: 150) 125 -25 25 0 150 150 150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.2 0.4 0.4 94.0 99.1 99.6 99.9 0.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 4 2 2 16 19 20 23 PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV Code-0643CC OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1 MW for about 368 Hours) OPEN INTEREST: 21,812 COMMITMENTS 825 25 0 20,935 21,787 21,760 21,812 52 0 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.8 0.1 0.0 96.0 99.9 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 4 1 0 13 11 17 12 PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 10,643 COMMITMENTS 340 100 440 9,174 9,968 9,954 10,508 689 135 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -720) -20 0 -30 -629 -690 -679 -720 -41 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.2 0.9 4.1 86.2 93.7 93.5 98.7 6.5 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 1 1 15 13 18 15 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 9,703 COMMITMENTS 210 100 495 8,345 8,973 9,050 9,568 653 135 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -690) -70 0 0 -587 -690 -657 -690 -33 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.2 1.0 5.1 86.0 92.5 93.3 98.6 6.7 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 1 1 13 12 16 14 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 38,423 COMMITMENTS 1,405 6,900 2,670 34,045 28,843 38,120 38,413 303 10 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -2,626) 160 -25 -285 -2,580 -2,316 -2,705 -2,626 79 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.7 18.0 6.9 88.6 75.1 99.2 100.0 0.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 5 3 2 19 13 24 18 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 38,773 COMMITMENTS 1,500 6,900 2,495 34,475 29,368 38,470 38,763 303 10 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -2,407) 95 -25 -245 -2,336 -2,137 -2,486 -2,407 79 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.9 17.8 6.4 88.9 75.7 99.2 100.0 0.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 5 3 2 19 14 24 19 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 105,736 COMMITMENTS 1,296 8,276 1,923 102,455 95,520 105,674 105,719 62 17 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -8,890) -96 -640 -262 -8,505 -7,978 -8,863 -8,880 -27 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 7.8 1.8 96.9 90.3 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 5 11 10 37 31 49 45 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 352 MWh OPEN INTEREST: 116,511 COMMITMENTS 1,919 7,077 4,602 109,948 104,816 116,469 116,495 42 16 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -11,715) -797 -805 -321 -10,565 -10,562 -11,683 -11,688 -32 -27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.6 6.1 3.9 94.4 90.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 7 11 11 41 34 54 50 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 556,900 COMMITMENTS 44,100 16,125 63,711 448,499 476,343 556,310 556,180 590 720 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -12,332) -62 -734 -863 -11,433 -10,774 -12,357 -12,371 25 39 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.9 2.9 11.4 80.5 85.5 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 31 12 28 49 47 87 80 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 16,435 COMMITMENTS 3,375 424 291 12,629 15,680 16,295 16,395 140 40 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -1,068) -347 276 -276 -560 -1,058 -1,183 -1,058 115 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.5 2.6 1.8 76.8 95.4 99.1 99.8 0.9 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 4 2 4 16 12 22 16 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 13,616 COMMITMENTS 3,000 625 90 10,386 12,841 13,476 13,556 140 60 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -760) -182 175 -175 -518 -760 -875 -760 115 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.0 4.6 0.7 76.3 94.3 99.0 99.6 1.0 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 4 2 3 16 11 21 15 ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV Code-0643IB OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 6,900 COMMITMENTS 95 540 145 5,845 5,405 6,085 6,090 815 810 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -525) -180 -795 -20 -670 -45 -870 -860 345 335 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 7.8 2.1 84.7 78.3 88.2 88.3 11.8 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 4 3 3 16 14 20 20 ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1MW for about 352 Hours) OPEN INTEREST: 11,328 COMMITMENTS 390 510 755 10,037 9,715 11,182 10,980 146 348 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: 350) 0 -202 0 234 265 234 63 116 287 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.4 4.5 6.7 88.6 85.8 98.7 96.9 1.3 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 4 4 16 20 22 24 ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 metric tonnes OPEN INTEREST: 6,126 COMMITMENTS 1,005 259 148 4,408 4,543 5,561 4,950 565 1,176 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -500) -70 -102 4 -280 -245 -346 -343 -154 -157 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.4 4.2 2.4 72.0 74.2 90.8 80.8 9.2 19.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 4 3 3 26 26 32 30 ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 31,925 COMMITMENTS 60 0 0 31,248 31,603 31,308 31,603 617 322 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -2,835) -11 0 0 -2,614 -2,725 -2,625 -2,725 -210 -110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 0.0 0.0 97.9 99.0 98.1 99.0 1.9 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 1 0 0 34 37 35 37 NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 17,906 COMMITMENTS 0 3 167 17,601 17,109 17,768 17,279 138 627 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -3,886) 0 -95 0 -3,763 -3,702 -3,763 -3,797 -123 -89 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.9 98.3 95.5 99.2 96.5 0.8 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 1 1 20 25 21 26 BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 10,617 COMMITMENTS 185 332 87 9,899 9,550 10,171 9,969 446 648 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -1,239) -314 2 -131 -656 -991 -1,101 -1,120 -138 -119 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.7 3.1 0.8 93.2 90.0 95.8 93.9 4.2 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 3 2 1 35 29 39 31 PROPANE OPIS CONWAY INWELL FP - ICE FUTURES ENERGY DIV Code-06641E OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 3,011 COMMITMENTS 0 78 116 2,285 2,547 2,401 2,741 610 270 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -149) 0 -22 30 -179 -3 -149 5 0 -154 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.6 3.9 75.9 84.6 79.7 91.0 20.3 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 2 2 9 17 11 19 PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 28,516 COMMITMENTS 920 112 255 27,326 27,962 28,501 28,329 15 187 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -2,298) 472 -227 -46 -1,270 -1,600 -844 -1,873 -1,454 -425 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.2 0.4 0.9 95.8 98.1 99.9 99.3 0.1 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 6 1 2 31 40 38 42 PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 57,727 COMMITMENTS 6,761 1,652 1,437 49,029 54,259 57,227 57,348 500 379 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -3,115) -650 -64 131 -2,213 -2,620 -2,732 -2,553 -383 -562 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.7 2.9 2.5 84.9 94.0 99.1 99.3 0.9 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93) 7 10 9 66 61 80 74 PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV Code-06641H OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 Metric Tonnes OPEN INTEREST: 2,364 COMMITMENTS 237 26 66 1,358 1,603 1,661 1,695 703 669 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -461) 42 26 -50 -321 -344 -329 -368 -132 -93 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.0 1.1 2.8 57.4 67.8 70.3 71.7 29.7 28.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 5 1 3 10 16 15 20 WTI CRUDE OIL 1ST LINE - ICE FUTURES ENERGY DIV Code-06741Q OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 US barrels per lot OPEN INTEREST: 114,131 COMMITMENTS 58,729 1,373 14,282 29,479 77,810 102,490 93,465 11,641 20,665 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 51.5 1.2 12.5 25.8 68.2 89.8 81.9 10.2 18.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 4 2 5 9 12 15 17 CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 BARRELS OPEN INTEREST: 39,377 COMMITMENTS 0 0 0 38,399 38,376 38,399 38,376 978 1,001 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: 2,500) 0 0 0 2,230 2,210 2,230 2,210 270 290 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 97.5 97.5 97.5 97.5 2.5 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 0 0 22 22 22 22 ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742R OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 5,517 COMMITMENTS 77 930 0 5,440 4,397 5,517 5,327 0 190 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: 311) 17 300 0 324 11 341 311 -30 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 16.9 0.0 98.6 79.7 100.0 96.6 0.0 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 0 10 11 11 12 CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 BARRELS OPEN INTEREST: 11,930 COMMITMENTS 0 0 0 11,855 11,924 11,855 11,924 75 6 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: 1,770) 0 0 0 1,770 1,770 1,770 1,770 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 99.4 99.9 99.4 99.9 0.6 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 0 0 16 16 16 16 ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 204,098 COMMITMENTS 0 0 0 192,199 193,977 192,199 193,977 11,899 10,121 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: 505) 0 0 0 1,225 915 1,225 915 -720 -410 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 94.2 95.0 94.2 95.0 5.8 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 14 15 14 15
Updated September 11, 2020