CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063CA FUTURES ONLY POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 31,310 COMMITMENTS 1,278 15,855 575 29,443 14,870 31,296 31,300 14 10 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: -320) -1,029 0 250 459 -570 -320 -320 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.1 50.6 1.8 94.0 47.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 6 7 4 14 12 24 19 NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC FUTURES ONLY POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 158,579 COMMITMENTS 70,127 13,547 2,950 85,502 142,082 158,579 158,579 0 0 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: -1,372) 0 -1,400 0 -1,372 28 -1,372 -1,372 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.2 8.5 1.9 53.9 89.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 7 4 4 15 10 24 16 PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063CH FUTURES ONLY POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 174,352 COMMITMENTS 24,261 35,252 8,314 141,777 130,786 174,352 174,352 0 0 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: 1,096) -352 244 352 1,096 500 1,096 1,096 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.9 20.2 4.8 81.3 75.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 8 5 7 22 8 32 19 CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063CJ FUTURES ONLY POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 139,127 COMMITMENTS 86,381 62,801 3,718 48,886 72,592 138,985 139,111 142 16 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: 1,641) -2,368 6,533 368 3,584 -5,265 1,584 1,636 57 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 62.1 45.1 2.7 35.1 52.2 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 47 16 12 26 23 79 45 CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV Code-0063D9 FUTURES ONLY POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 75,855 COMMITMENTS 44,452 6,762 786 30,597 68,307 75,835 75,855 20 0 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: -497) 576 -461 26 -1,113 -62 -511 -497 14 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 58.6 8.9 1.0 40.3 90.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 30 6 3 20 14 52 21 PA SOLAR ALTER ENERGY CREDIT - ICE FUTURES ENERGY DIV Code-0063DA FUTURES ONLY POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10 PA SRECs) OPEN INTEREST: 21,026 COMMITMENTS 7,665 7,505 981 12,380 12,540 21,026 21,026 0 0 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.5 35.7 4.7 58.9 59.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 2 2 12 6 17 9 CALIF CARBON CURRENT AUCTION - ICE FUTURES ENERGY DIV Code-0063DB FUTURES ONLY POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 37,184 COMMITMENTS 525 30,627 3,387 33,260 3,151 37,172 37,165 12 19 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: -10,550) -1,240 -5,206 -1,195 -8,115 -4,149 -10,550 -10,550 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 82.4 9.1 89.4 8.5 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 7 4 10 6 15 14 CT RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DK FUTURES ONLY POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| 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: 15,382 COMMITMENTS 1,910 2,041 110 13,362 13,231 15,382 15,382 0 0 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: 100) 125 0 0 -25 100 100 100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.4 13.3 0.7 86.9 86.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 5 1 10 13 12 19 MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL FUTURES ONLY POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| 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: 16,615 COMMITMENTS 860 5,006 315 15,440 11,294 16,615 16,615 0 0 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: 150) 0 0 0 150 150 150 150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.2 30.1 1.9 92.9 68.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 3 1 11 11 14 15 MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV Code-0063DN FUTURES ONLY POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 44,703 COMMITMENTS 21,137 14,970 2,705 20,861 27,028 44,703 44,703 0 0 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: 104) -21 85 0 125 19 104 104 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.3 33.5 6.1 46.7 60.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 5 3 4 17 9 24 14 RGGI VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063DW FUTURES ONLY POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 RGGI CO2 Allowances OPEN INTEREST: 41,505 COMMITMENTS 14,854 2,989 0 26,616 38,516 41,470 41,505 35 0 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: -34) 348 -312 0 -363 283 -15 -29 -19 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.8 7.2 0.0 64.1 92.8 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 9 7 0 17 12 26 19 CALIF CARBON ALLOWANCE V2023 - ICE FUTURES ENERGY DIV Code-0063DX FUTURES ONLY POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 26,077 COMMITMENTS 7,435 1,555 2,621 15,920 21,901 25,976 26,077 101 0 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: -225) -150 0 0 -75 -225 -225 -225 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.5 6.0 10.1 61.0 84.0 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 9 2 2 14 11 25 15 MARINE FUEL OIL 0.5% FOB USGC - ICE FUTURES ENERGY DIV Code-021397 FUTURES ONLY POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 6,135 COMMITMENTS 75 0 20 5,913 6,097 6,008 6,117 127 18 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: 726) 0 0 0 726 726 726 726 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 0.0 0.3 96.4 99.4 97.9 99.7 2.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 1 18 18 19 19 USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B FUTURES ONLY POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 27,114 COMMITMENTS 3,689 1,124 1,369 21,560 24,124 26,618 26,617 496 497 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: 2,293) 54 -424 82 1,900 2,428 2,036 2,086 257 207 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.6 4.1 5.0 79.5 89.0 98.2 98.2 1.8 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 5 2 4 30 42 37 46 FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV Code-02141C FUTURES ONLY POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 16,971 COMMITMENTS 0 5,050 687 15,932 11,197 16,619 16,934 352 37 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: 290) 0 -113 300 -85 83 215 270 75 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 29.8 4.0 93.9 66.0 97.9 99.8 2.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 0 6 2 25 18 27 24 USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV Code-02141R FUTURES ONLY POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- BBL OPEN INTEREST: 5,056 COMMITMENTS 550 817 224 4,108 3,885 4,882 4,926 174 130 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: 45) 100 50 0 -175 -5 -75 45 120 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.9 16.2 4.4 81.3 76.8 96.6 97.4 3.4 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 2 2 17 13 21 16 NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391 FUTURES ONLY POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 6,362,960 COMMITMENTS 1219331 35,836 535,654 4565955 5775119 6320940 6346609 42,020 16,351 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: -256,854) -11,782 -17,225 -59,384 -178,573 -183,014 -249,739 -259,623 -7,115 2,769 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.2 0.6 8.4 71.8 90.8 99.3 99.7 0.7 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246) 58 12 48 157 135 225 185 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 FUTURES ONLY POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 392,073 COMMITMENTS 124,614 196,989 38,188 229,271 156,666 392,073 391,843 0 230 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: -16,914) 20,586 -4,067 -11,255 -26,245 -1,756 -16,914 -17,078 0 164 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.8 50.2 9.7 58.5 40.0 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 13 14 16 24 27 45 49 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 FUTURES ONLY POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 221,806 COMMITMENTS 1,147 468 332 200,130 211,655 201,609 212,455 20,197 9,351 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: 10,131) -151 -273 121 9,122 10,276 9,092 10,124 1,039 7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 0.2 0.1 90.2 95.4 90.9 95.8 9.1 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 1 1 29 23 31 24 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 FUTURES ONLY POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 169,173 COMMITMENTS 9,891 0 0 147,164 159,162 157,055 159,162 12,118 10,011 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: 100) 1,520 0 0 -79 1,002 1,441 1,002 -1,341 -902 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.8 0.0 0.0 87.0 94.1 92.8 94.1 7.2 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 6 0 0 25 26 31 26 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 FUTURES ONLY POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 258,998 COMMITMENTS 5,596 829 668 234,790 253,028 241,054 254,525 17,944 4,473 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: 1,221) -713 -522 124 2,434 1,703 1,845 1,305 -624 -84 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 0.3 0.3 90.7 97.7 93.1 98.3 6.9 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 3 2 3 29 39 34 42 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 FUTURES ONLY POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 895,602 COMMITMENTS 7,628 4,527 7,148 867,481 881,680 882,257 893,355 13,345 2,247 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: 21,324) -2,218 210 -2,033 25,149 23,275 20,898 21,452 426 -128 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 0.5 0.8 96.9 98.4 98.5 99.7 1.5 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 6 4 5 42 32 50 39 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 FUTURES ONLY POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 304,915 COMMITMENTS 5,146 2,511 2,704 286,743 290,882 294,593 296,097 10,322 8,818 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: 7,277) -1,047 -94 52 8,517 6,511 7,522 6,469 -245 808 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 0.8 0.9 94.0 95.4 96.6 97.1 3.4 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 4 2 2 41 39 46 43 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 FUTURES ONLY POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 588,072 COMMITMENTS 8,006 4,640 997 569,823 579,030 578,826 584,667 9,246 3,405 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: 7,409) 823 3,774 364 5,620 4,302 6,807 8,440 602 -1,031 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 0.8 0.2 96.9 98.5 98.4 99.4 1.6 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 4 5 3 46 41 51 48 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 FUTURES ONLY POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 423,828 COMMITMENTS 290 5,007 1,291 406,430 403,199 408,011 409,497 15,817 14,331 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: -534) 290 -1,411 172 -1,254 637 -792 -602 258 68 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 1.2 0.3 95.9 95.1 96.3 96.6 3.7 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 1 4 1 38 30 40 34 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E FUTURES ONLY POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 103,062 COMMITMENTS 663 728 907 97,530 98,522 99,100 100,157 3,962 2,905 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: 128) -63 0 25 385 29 347 54 -219 74 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 0.7 0.9 94.6 95.6 96.2 97.2 3.8 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 1 3 19 22 22 25 CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q FUTURES ONLY POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 54,237 COMMITMENTS 1,344 0 0 47,946 52,208 49,290 52,208 4,947 2,029 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: 1,393) 363 0 0 458 1,001 821 1,001 572 392 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 0.0 0.0 88.4 96.3 90.9 96.3 9.1 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 0 0 17 16 19 16 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U FUTURES ONLY POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 346,418 COMMITMENTS 2,622 1,033 285 335,729 337,944 338,636 339,262 7,782 7,156 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: 3,695) 699 -208 -830 3,243 3,445 3,112 2,407 583 1,288 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 0.3 0.1 96.9 97.6 97.8 97.9 2.2 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 2 2 1 24 27 26 30 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W FUTURES ONLY POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 190,843 COMMITMENTS 2,272 270 90 179,595 189,078 181,957 189,438 8,886 1,405 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: 1,687) -775 0 0 2,398 1,500 1,623 1,500 64 187 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 0.1 0.0 94.1 99.1 95.3 99.3 4.7 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 1 1 2 27 29 29 31 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y FUTURES ONLY POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 262,147 COMMITMENTS 610 26,525 947 256,848 226,944 258,405 254,416 3,742 7,731 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: 757) 0 870 -50 97 -242 47 578 710 179 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 10.1 0.4 98.0 86.6 98.6 97.1 1.4 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 1 4 1 26 24 28 28 DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2 FUTURES ONLY POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 56,343 COMMITMENTS 10,226 5,432 3,456 41,526 46,383 55,208 55,271 1,135 1,072 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: 2,435) 1,446 510 -780 1,679 2,525 2,345 2,255 90 180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.1 9.6 6.1 73.7 82.3 98.0 98.1 2.0 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 6 3 6 26 25 34 32 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 FUTURES ONLY POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 654,544 COMMITMENTS 20,898 4,932 4,754 620,051 639,211 645,703 648,897 8,841 5,647 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: 4,206) -140 684 611 3,351 1,895 3,822 3,190 384 1,016 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 0.8 0.7 94.7 97.7 98.6 99.1 1.4 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 6 8 7 56 45 66 56 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 FUTURES ONLY POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 128,594 COMMITMENTS 270 540 31 123,641 126,021 123,942 126,592 4,652 2,002 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.4 0.0 96.1 98.0 96.4 98.4 3.6 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 1 17 16 19 17 EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8 FUTURES ONLY POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 192,962 COMMITMENTS 2,683 0 637 184,464 191,755 187,784 192,392 5,178 570 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: 490) 251 0 -233 441 854 459 621 31 -131 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 0.0 0.3 95.6 99.4 97.3 99.7 2.7 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 0 2 21 18 24 20 HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG FUTURES ONLY POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 141,953 COMMITMENTS 15,911 12,987 0 123,919 125,553 139,830 138,540 2,123 3,413 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: 27,514) 11,403 5,944 0 16,353 22,223 27,756 28,167 -242 -653 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.2 9.1 0.0 87.3 88.4 98.5 97.6 1.5 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 8 5 0 35 38 43 43 HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH FUTURES ONLY POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 168,594 COMMITMENTS 18,936 13,723 4,196 144,759 149,386 167,891 167,305 703 1,289 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: 28,222) 11,315 5,724 417 17,434 21,880 29,166 28,021 -944 201 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.2 8.1 2.5 85.9 88.6 99.6 99.2 0.4 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 11 7 4 48 49 61 58 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM FUTURES ONLY POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 198,343 COMMITMENTS 2,774 2,814 738 192,547 193,121 196,059 196,673 2,284 1,670 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: 5,081) 469 944 468 4,094 4,416 5,031 5,828 50 -747 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 1.4 0.4 97.1 97.4 98.8 99.2 1.2 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 3 3 2 31 30 34 35 MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN FUTURES ONLY POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- MMBTU OPEN INTEREST: 34,824 COMMITMENTS 187 558 30 32,393 32,956 32,610 33,544 2,214 1,280 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: 1,684) -30 0 30 1,357 1,744 1,357 1,774 327 -90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 1.6 0.1 93.0 94.6 93.6 96.3 6.4 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 1 1 16 16 17 18 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ FUTURES ONLY POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 223,308 COMMITMENTS 248 3,913 1,282 211,194 214,812 212,724 220,007 10,584 3,301 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: 3,048) 0 277 56 3,175 2,655 3,231 2,988 -183 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 1.8 0.6 94.6 96.2 95.3 98.5 4.7 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 1 3 2 32 37 35 40 NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT FUTURES ONLY POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 91,522 COMMITMENTS 1,628 0 0 88,823 89,729 90,451 89,729 1,071 1,793 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: 1,684) 0 0 0 1,746 1,170 1,746 1,170 -62 514 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 0.0 0.0 97.1 98.0 98.8 98.0 1.2 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 0 0 17 19 18 19 NATURAL GAS INDEX: EP SAN JUAN - ICE FUTURES ENERGY DIV Code-0233AX FUTURES ONLY POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MMBtu OPEN INTEREST: 12,529 COMMITMENTS 0 0 0 9,424 11,178 9,424 11,178 3,105 1,351 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 75.2 89.2 75.2 89.2 24.8 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 11 14 11 14 NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY FUTURES ONLY POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 78,230 COMMITMENTS 2,818 0 265 62,248 73,273 65,331 73,538 12,899 4,692 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: 1,228) 291 0 210 1,658 1,230 2,159 1,440 -931 -212 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.6 0.0 0.3 79.6 93.7 83.5 94.0 16.5 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 0 2 17 17 20 19 NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 FUTURES ONLY POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 191,080 COMMITMENTS 0 2,837 306 185,573 182,650 185,879 185,793 5,201 5,287 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: -663) -1,826 -53 -50 -454 -1,053 -2,330 -1,156 1,667 493 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.5 0.2 97.1 95.6 97.3 97.2 2.7 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 0 3 1 27 32 28 35 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB FUTURES ONLY POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 164,426 COMMITMENTS 0 4,181 639 157,988 151,540 158,627 156,360 5,799 8,066 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: 2,513) 0 2,189 151 2,724 -216 2,875 2,124 -362 389 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.5 0.4 96.1 92.2 96.5 95.1 3.5 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 5 2 22 18 24 23 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC FUTURES ONLY POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 89,141 COMMITMENTS 434 0 0 83,204 84,083 83,638 84,083 5,503 5,058 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: 1,222) 0 0 0 1,222 980 1,222 980 0 242 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 0.0 0.0 93.3 94.3 93.8 94.3 6.2 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 0 0 18 17 19 17 NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD FUTURES ONLY POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 31,313 COMMITMENTS 2,163 0 496 25,673 29,562 28,332 30,058 2,981 1,255 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: 2,846) 572 0 0 2,426 2,846 2,998 2,846 -152 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.9 0.0 1.6 82.0 94.4 90.5 96.0 9.5 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 0 1 18 19 20 20 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH FUTURES ONLY POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 204,372 COMMITMENTS 4,496 0 0 195,323 190,197 199,819 190,197 4,553 14,175 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: 4,208) 0 0 0 4,959 4,238 4,959 4,238 -751 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 0.0 0.0 95.6 93.1 97.8 93.1 2.2 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 0 0 15 19 17 19 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL FUTURES ONLY POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 135,487 COMMITMENTS 4,331 2,031 610 123,448 126,278 128,389 128,919 7,098 6,568 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: -584) -516 837 -261 332 -1,217 -445 -641 -139 57 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 1.5 0.5 91.1 93.2 94.8 95.2 5.2 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 1 4 2 29 31 32 35 PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-0233BQ FUTURES ONLY POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 30,650 COMMITMENTS 1,224 0 0 28,300 30,125 29,524 30,125 1,126 525 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: 10,010) 60 0 0 9,950 10,010 10,010 10,010 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 0.0 0.0 92.3 98.3 96.3 98.3 3.7 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 0 0 9 11 11 11 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG FUTURES ONLY POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 46,967 COMMITMENTS 852 4,817 0 45,202 39,908 46,054 44,725 913 2,242 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: 660) 330 714 0 180 -330 510 384 150 276 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 10.3 0.0 96.2 85.0 98.1 95.2 1.9 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 4 0 15 16 17 20 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH FUTURES ONLY POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 237,716 COMMITMENTS 3,142 10,250 3,049 225,059 217,554 231,250 230,853 6,466 6,863 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: 861) 7 213 -61 462 564 408 716 453 145 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 4.3 1.3 94.7 91.5 97.3 97.1 2.7 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 4 6 6 36 34 43 43 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU FUTURES ONLY POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 152,168 COMMITMENTS 8,990 434 186 139,050 147,306 148,226 147,926 3,942 4,242 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: 4,678) 2,653 -59 5 3,696 4,853 6,354 4,799 -1,676 -121 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.9 0.3 0.1 91.4 96.8 97.4 97.2 2.6 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 3 1 1 31 24 34 26 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW FUTURES ONLY POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 84,446 COMMITMENTS 1,341 0 0 74,899 82,748 76,240 82,748 8,206 1,698 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: -363) 60 0 0 -783 -363 -723 -363 360 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 0.0 0.0 88.7 98.0 90.3 98.0 9.7 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 0 0 19 23 20 23 WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4 FUTURES ONLY POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 41,282 COMMITMENTS 248 2,252 309 40,418 35,899 40,975 38,460 307 2,822 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: -366) 0 -725 0 -366 390 -366 -335 0 -31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 5.5 0.7 97.9 87.0 99.3 93.2 0.7 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 2 1 17 19 19 21 TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR FUTURES ONLY POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MM Btus OPEN INTEREST: 334,311 COMMITMENTS 0 7,516 62 324,240 320,996 324,302 328,574 10,009 5,737 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: 3,838) 0 196 62 3,646 3,229 3,708 3,487 130 351 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.2 0.0 97.0 96.0 97.0 98.3 3.0 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 0 5 1 34 25 35 30 TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT FUTURES ONLY POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 94,157 COMMITMENTS 434 217 960 86,163 92,074 87,557 93,251 6,600 906 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: 93) 0 0 0 93 3 93 3 0 90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 0.2 1.0 91.5 97.8 93.0 99.0 7.0 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 1 16 16 17 18 TETCO M2 Index (Receipts) - ICE FUTURES ENERGY DIV Code-0233DW FUTURES ONLY POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MM Btus OPEN INTEREST: 31,646 COMMITMENTS 0 1,806 120 30,946 28,830 31,066 30,756 580 890 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: 1,260) 0 250 0 1,110 964 1,110 1,214 150 46 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.7 0.4 97.8 91.1 98.2 97.2 1.8 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 2 1 10 14 11 16 REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB FUTURES ONLY POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 226,027 COMMITMENTS 543 1,142 0 220,945 220,722 221,488 221,864 4,539 4,163 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: 1,560) 89 752 0 1,137 537 1,226 1,289 334 271 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.5 0.0 97.8 97.7 98.0 98.2 2.0 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 1 2 0 22 27 23 29 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 FUTURES ONLY POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 32,996 COMMITMENTS 2,784 57 1,473 28,734 31,441 32,991 32,971 5 25 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: 107) 395 -3 -175 -98 283 122 105 -15 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.4 0.2 4.5 87.1 95.3 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 4 1 5 23 28 28 33 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 FUTURES ONLY POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (1 MWh for about 368 Hours) OPEN INTEREST: 29,038 COMMITMENTS 4,279 502 608 24,146 27,876 29,033 28,986 5 52 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: 728) 675 332 -150 208 529 733 711 -5 17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.7 1.7 2.1 83.2 96.0 100.0 99.8 0.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 1 3 23 19 26 22 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 FUTURES ONLY POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 1Megawatt for 368 Hours) OPEN INTEREST: 163,901 COMMITMENTS 29,590 2,696 1,151 131,869 159,806 162,610 163,653 1,291 248 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: 6,679) 704 -251 -27 6,161 7,274 6,838 6,996 -159 -317 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.1 1.6 0.7 80.5 97.5 99.2 99.8 0.8 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 16 6 10 35 39 54 52 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 FUTURES ONLY POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 63,373 COMMITMENTS 1,334 3,062 3,686 58,243 56,603 63,263 63,351 110 22 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: 1,252) -1,715 223 286 2,651 743 1,222 1,252 30 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 4.8 5.8 91.9 89.3 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 3 6 4 27 23 33 30 CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-064396 FUTURES ONLY POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| 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: 40,820 COMMITMENTS 1,745 1,260 955 38,120 38,595 40,820 40,810 0 10 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: 76) 210 75 -75 -59 76 76 76 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.3 3.1 2.3 93.4 94.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 1 2 18 19 21 21 PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-06439A FUTURES ONLY POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| 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: 47,712 COMMITMENTS 10,390 5,722 493 36,545 41,212 47,428 47,427 284 285 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: -51) 0 125 0 -61 -176 -61 -51 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.8 12.0 1.0 76.6 86.4 99.4 99.4 0.6 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 1 3 2 23 27 26 30 PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B FUTURES ONLY POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 61,070 COMMITMENTS 8,386 4,477 1,614 50,184 54,902 60,184 60,993 886 77 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: 492) -27 43 4 632 786 609 833 -117 -341 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.7 7.3 2.6 82.2 89.9 98.5 99.9 1.5 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 11 3 6 26 29 39 36 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C FUTURES ONLY POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 68,707 COMMITMENTS 961 5,280 1,279 66,191 62,145 68,431 68,704 276 3 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: 776) -15 0 0 791 776 776 776 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 7.7 1.9 96.3 90.4 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 4 1 2 26 23 30 26 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F FUTURES ONLY POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 87,072 COMMITMENTS 1,271 6,169 1,342 84,125 79,531 86,738 87,042 334 30 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: 771) 30 -30 32 709 764 771 766 0 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 7.1 1.5 96.6 91.3 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 4 4 1 29 23 34 27 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K FUTURES ONLY POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 28,852 COMMITMENTS 10 0 56 28,766 28,266 28,832 28,322 20 530 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: 705) 0 0 0 705 690 705 690 0 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.2 99.7 98.0 99.9 98.2 0.1 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 0 1 17 16 18 17 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L FUTURES ONLY POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (1 MW for about 368 Hours) OPEN INTEREST: 30,002 COMMITMENTS 400 250 0 29,340 29,752 29,740 30,002 262 0 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: 55) 0 0 0 57 55 57 55 -2 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 0.8 0.0 97.8 99.2 99.1 100.0 0.9 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 0 18 17 19 18 ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N FUTURES ONLY POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 Mwh per Peak Hour OPEN INTEREST: 31,956 COMMITMENTS 0 1,890 45 31,910 30,021 31,955 31,956 1 0 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: 500) -25 100 0 525 400 500 500 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.9 0.1 99.9 93.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 3 2 18 14 20 17 ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R FUTURES ONLY POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 Mw per Peak Hour OPEN INTEREST: 132,072 COMMITMENTS 13,159 8,399 4,833 113,289 118,559 131,281 131,791 791 281 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: 2,422) -1,562 -869 469 3,322 2,825 2,229 2,425 193 -3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.0 6.4 3.7 85.8 89.8 99.4 99.8 0.6 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 12 9 12 44 40 62 55 ERCOT SOUTH 345 KV RT PEAK FIX - ICE FUTURES ENERGY DIV Code-06439S FUTURES ONLY POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 Mwh per Peak Hour OPEN INTEREST: 26,526 COMMITMENTS 0 600 0 25,624 25,926 25,624 26,526 902 0 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: 1,740) 0 0 0 1,740 1,740 1,740 1,740 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.3 0.0 96.6 97.7 96.6 100.0 3.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 14 13 14 14 ERCOT-SOUTH MONTHLY OFFPEAK - ICE FUTURES ENERGY DIV Code-06439U FUTURES ONLY POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 23,296 COMMITMENTS 0 600 0 22,394 22,696 22,394 23,296 902 0 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: 60) 0 0 0 60 60 60 60 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.6 0.0 96.1 97.4 96.1 100.0 3.9 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 13 13 13 14 ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439V FUTURES ONLY POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 Mwh per peak hour OPEN INTEREST: 39,985 COMMITMENTS 25 9,263 0 39,934 30,722 39,959 39,985 26 0 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: -978) 0 -1,140 0 -978 162 -978 -978 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 23.2 0.0 99.9 76.8 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 3 0 16 16 17 19 ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439W FUTURES ONLY POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MWh per Off-Peak Hour OPEN INTEREST: 35,171 COMMITMENTS 0 6,113 0 35,146 29,058 35,146 35,171 25 0 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: -1,081) 0 -1,140 0 -1,081 59 -1,081 -1,081 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 17.4 0.0 99.9 82.6 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 3 0 15 16 15 19 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8 FUTURES ONLY POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 Mwh per Off-Peak Hour OPEN INTEREST: 73,582 COMMITMENTS 6,363 1,450 2,015 64,683 69,170 73,061 72,635 521 947 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: 378) -1,140 -200 300 1,218 278 378 378 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.6 2.0 2.7 87.9 94.0 99.3 98.7 0.7 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 4 3 4 23 24 30 28 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ FUTURES ONLY POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 35,712 COMMITMENTS 50 0 0 35,604 35,174 35,654 35,174 58 538 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: -92) 0 0 0 -112 -92 -112 -92 20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.0 0.0 99.7 98.5 99.8 98.5 0.2 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 0 0 22 19 23 19 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3 FUTURES ONLY POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 41,553 COMMITMENTS 1,272 359 0 39,990 41,194 41,262 41,553 291 0 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: -839) 105 0 0 -844 -839 -739 -839 -100 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 0.9 0.0 96.2 99.1 99.3 100.0 0.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 3 0 23 21 26 24 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC FUTURES ONLY POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 49,081 COMMITMENTS 2,689 135 10 45,706 48,556 48,405 48,701 676 380 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: 421) 11 100 0 410 321 421 421 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.5 0.3 0.0 93.1 98.9 98.6 99.2 1.4 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 2 1 19 19 22 22 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE FUTURES ONLY POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 54,756 COMMITMENTS 3,165 383 222 50,891 53,956 54,278 54,561 478 195 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: 191) -54 176 50 190 -35 186 191 5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.8 0.7 0.4 92.9 98.5 99.1 99.6 0.9 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 3 4 2 22 18 26 23 ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV Code-0643BF FUTURES ONLY POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| 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: 88,091 COMMITMENTS 2,820 127 1,406 83,193 86,523 87,419 88,056 672 35 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: 2,231) 605 5 -20 1,640 2,246 2,225 2,231 6 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 0.1 1.6 94.4 98.2 99.2 100.0 0.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 3 2 4 25 29 29 34 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG FUTURES ONLY POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 113,033 COMMITMENTS 5,926 2,038 1,169 105,273 109,625 112,368 112,832 665 201 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: 2,445) 436 95 -18 2,196 2,368 2,614 2,445 -169 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.2 1.8 1.0 93.1 97.0 99.4 99.8 0.6 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 8 8 7 29 29 42 39 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM FUTURES ONLY POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 65,000 COMMITMENTS 1,200 4,658 1,050 62,750 59,282 65,000 64,990 0 10 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: 119) -115 22 -42 281 129 124 109 -5 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 7.2 1.6 96.5 91.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 5 3 22 15 26 20 CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BR FUTURES ONLY POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| 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: 51,901 COMMITMENTS 1,010 1,910 645 50,205 49,346 51,860 51,901 41 0 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: 555) 375 0 -150 310 705 535 555 20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 3.7 1.2 96.7 95.1 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 1 2 16 11 20 13 PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BS FUTURES ONLY POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| 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: 41,616 COMMITMENTS 338 757 183 40,275 40,554 40,796 41,494 820 122 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: -80) 338 11 63 -200 -98 201 -24 -281 -56 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 1.8 0.4 96.8 97.4 98.0 99.7 2.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 1 2 19 18 22 20 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT FUTURES ONLY POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 50,526 COMMITMENTS 1,311 2,986 190 48,450 46,934 49,951 50,110 575 416 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: 954) 129 -10 18 768 897 915 905 39 49 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 5.9 0.4 95.9 92.9 98.9 99.2 1.1 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 4 3 3 22 21 27 26 NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW FUTURES ONLY POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 16,649 COMMITMENTS 100 2,030 0 16,047 14,545 16,147 16,575 502 74 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: 20) 0 0 0 20 20 20 20 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 12.2 0.0 96.4 87.4 97.0 99.6 3.0 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 2 0 16 15 19 17 NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BX FUTURES ONLY POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (1 MW for about 368 Hours) OPEN INTEREST: 15,393 COMMITMENTS 25 890 0 14,813 14,460 14,838 15,350 555 43 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 5.8 0.0 96.2 93.9 96.4 99.7 3.6 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 2 0 14 15 15 17 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY FUTURES ONLY POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 24,206 COMMITMENTS 1,094 0 182 22,399 23,646 23,675 23,828 531 378 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: 95) -50 -44 0 145 125 95 81 0 14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 0.0 0.8 92.5 97.7 97.8 98.4 2.2 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 4 0 3 18 18 23 21 NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV Code-0643BZ FUTURES ONLY POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (1MW for about 368 Hours) OPEN INTEREST: 15,522 COMMITMENTS 410 0 150 14,298 15,002 14,858 15,152 664 370 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: -36) 0 0 0 -36 -36 -36 -36 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 0.0 1.0 92.1 96.6 95.7 97.6 4.3 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 0 2 15 13 18 15 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3 FUTURES ONLY POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 38,781 COMMITMENTS 3,302 4,549 784 34,230 33,073 38,316 38,406 465 375 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: 835) 60 1 24 755 810 839 835 -4 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.5 11.7 2.0 88.3 85.3 98.8 99.0 1.2 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 5 7 4 29 25 37 33 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4 FUTURES ONLY POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (1MW for about 368 Hours) OPEN INTEREST: 22,135 COMMITMENTS 1,550 2,609 519 19,892 18,842 21,961 21,970 174 165 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: 198) 0 0 0 198 198 198 198 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.0 11.8 2.3 89.9 85.1 99.2 99.3 0.8 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 3 5 3 26 20 31 26 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB FUTURES ONLY POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 15,442 COMMITMENTS 2,020 75 285 13,075 15,046 15,380 15,406 62 36 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: -116) 0 23 -19 -117 -145 -136 -141 20 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.1 0.5 1.8 84.7 97.4 99.6 99.8 0.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 2 5 18 14 23 20 PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ FUTURES ONLY POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 16,048 COMMITMENTS 370 3,450 140 15,137 12,398 15,647 15,988 401 60 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: 1,425) 0 1,500 0 1,425 -75 1,425 1,425 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 21.5 0.9 94.3 77.3 97.5 99.6 2.5 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 2 2 16 14 19 18 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 FUTURES ONLY POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 8,711 COMMITMENTS 155 90 205 7,708 8,216 8,068 8,511 643 200 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 1.0 2.4 88.5 94.3 92.6 97.7 7.4 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 1 1 13 13 15 15 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 FUTURES ONLY POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 48,802 COMMITMENTS 3,140 100 620 44,585 48,062 48,345 48,782 457 20 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: 280) 0 0 0 280 280 280 280 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.4 0.2 1.3 91.4 98.5 99.1 100.0 0.9 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 1 1 20 19 22 21 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8 FUTURES ONLY POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 52,592 COMMITMENTS 2,475 100 645 49,085 51,847 52,205 52,592 387 0 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: 280) 0 0 0 280 280 280 280 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 0.2 1.2 93.3 98.6 99.3 100.0 0.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 1 2 20 20 22 23 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB FUTURES ONLY POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 105,818 COMMITMENTS 1,399 1,731 1,903 102,166 101,722 105,468 105,356 350 462 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: 690) 225 257 -45 510 478 690 690 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 1.6 1.8 96.5 96.1 99.7 99.6 0.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 5 4 7 35 31 45 38 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC FUTURES ONLY POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 352 MWh OPEN INTEREST: 120,646 COMMITMENTS 2,455 1,846 2,642 115,363 115,780 120,460 120,268 186 378 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: 1,345) 787 -166 15 527 1,502 1,329 1,351 16 -6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 1.5 2.2 95.6 96.0 99.8 99.7 0.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 10 6 10 41 34 57 44 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF FUTURES ONLY POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 386,138 COMMITMENTS 52,648 4,340 24,048 309,236 357,516 385,932 385,904 206 234 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: 22,571) 1,114 -535 1,346 20,098 21,825 22,558 22,636 13 -65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.6 1.1 6.2 80.1 92.6 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 34 8 28 51 49 92 78 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL FUTURES ONLY POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 14,750 COMMITMENTS 2,275 0 0 11,775 14,620 14,050 14,620 700 130 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: 135) 0 0 0 125 135 125 135 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.4 0.0 0.0 79.8 99.1 95.3 99.1 4.7 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 0 0 12 11 15 11 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM FUTURES ONLY POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 12,180 COMMITMENTS 1,300 600 0 10,125 11,440 11,425 12,040 755 140 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: 125) 0 0 0 125 125 125 125 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.7 4.9 0.0 83.1 93.9 93.8 98.9 6.2 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 1 0 12 12 14 13 ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV Code-0643IB FUTURES ONLY POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 14,635 COMMITMENTS 1,370 735 70 12,820 13,735 14,260 14,540 375 95 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: 2,235) 485 290 -295 2,015 2,285 2,205 2,280 30 -45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.4 5.0 0.5 87.6 93.9 97.4 99.4 2.6 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 6 4 3 17 20 24 26 ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID FUTURES ONLY POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (1MW for about 352 Hours) OPEN INTEREST: 33,687 COMMITMENTS 3,015 2,065 365 30,282 31,256 33,662 33,686 25 1 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: 1,780) 100 0 0 1,680 1,780 1,780 1,780 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.0 6.1 1.1 89.9 92.8 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 4 2 4 28 26 33 31 ERCOT North 345KV Hub RT 7x8 - ICE FUTURES ENERGY DIV Code-0643IK FUTURES ONLY POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (1MW for about 352 Hours) OPEN INTEREST: 31,555 COMMITMENTS 3,100 600 100 28,355 30,855 31,555 31,555 0 0 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: 150) -100 0 100 150 230 150 330 0 -180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.8 1.9 0.3 89.9 97.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 4 1 1 24 22 28 24 PROPANE ARGUS FAR EAST MINI - ICE FUTURES ENERGY DIV Code-066393 FUTURES ONLY POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 100 metric tonnes OPEN INTEREST: 1,627 COMMITMENTS 125 280 155 1,042 792 1,322 1,227 305 400 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: 95) 20 -20 50 0 50 70 80 25 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.7 17.2 9.5 64.0 48.7 81.3 75.4 18.7 24.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 4 6 14 11 21 18 ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413 FUTURES ONLY POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 metric tonnes OPEN INTEREST: 7,174 COMMITMENTS 664 278 515 5,333 5,522 6,512 6,315 662 859 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: 0) 60 -19 34 77 80 171 95 -171 -95 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.3 3.9 7.2 74.3 77.0 90.8 88.0 9.2 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 7 4 8 34 33 44 42 ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416 FUTURES ONLY POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 33,821 COMMITMENTS 7,019 225 1,115 25,497 32,287 33,631 33,627 190 194 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: 2,493) 0 30 680 1,783 1,763 2,463 2,473 30 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.8 0.7 3.3 75.4 95.5 99.4 99.4 0.6 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 5 1 2 32 36 38 38 NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A FUTURES ONLY POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 17,835 COMMITMENTS 355 1,480 120 17,310 15,732 17,785 17,332 50 503 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: 721) 60 30 0 641 653 701 683 20 38 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 8.3 0.7 97.1 88.2 99.7 97.2 0.3 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 2 2 1 23 30 26 32 BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D FUTURES ONLY POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 13,826 COMMITMENTS 3,915 685 250 9,036 11,911 13,201 12,846 625 980 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: 515) 100 50 44 568 416 712 510 -197 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.3 5.0 1.8 65.4 86.1 95.5 92.9 4.5 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 4 4 6 34 36 41 43 PROPANE OPIS CONWAY INWELL FP - ICE FUTURES ENERGY DIV Code-06641E FUTURES ONLY POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 12,442 COMMITMENTS 7 642 100 11,641 11,176 11,748 11,918 694 524 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: 672) -26 504 -62 750 110 662 552 10 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 5.2 0.8 93.6 89.8 94.4 95.8 5.6 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 2 2 16 23 18 26 PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F FUTURES ONLY POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 30,985 COMMITMENTS 8,992 2,467 284 21,709 27,982 30,985 30,733 0 252 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: 2,756) 718 625 0 2,098 2,131 2,816 2,756 -60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.0 8.0 0.9 70.1 90.3 100.0 99.2 0.0 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 4 4 2 30 37 35 42 PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G FUTURES ONLY POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 67,211 COMMITMENTS 11,229 9,830 2,769 52,617 54,004 66,615 66,603 596 608 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: 1,317) 775 717 331 206 265 1,312 1,313 5 4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.7 14.6 4.1 78.3 80.3 99.1 99.1 0.9 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102) 8 10 12 72 69 88 83 PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV Code-06641H FUTURES ONLY POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 Metric Tonnes OPEN INTEREST: 2,673 COMMITMENTS 34 77 50 1,728 2,018 1,812 2,145 861 528 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: 2) 4 -16 4 -4 107 4 95 -2 -93 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 2.9 1.9 64.6 75.5 67.8 80.2 32.2 19.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 2 2 17 19 20 21 CRUDE DIFF-WCS HOUSTON/WTI 1ST - ICE FUTURES ENERGY DIV Code-06739C FUTURES ONLY POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 Barrels OPEN INTEREST: 9,567 COMMITMENTS 0 210 0 9,177 9,042 9,177 9,252 390 315 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: -1,088) -90 0 0 -728 -728 -818 -728 -270 -360 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.2 0.0 95.9 94.5 95.9 96.7 4.1 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 11 13 11 14 CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G FUTURES ONLY POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 BARRELS OPEN INTEREST: 45,921 COMMITMENTS 0 100 0 44,981 44,281 44,981 44,381 940 1,540 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: 2,470) 0 -495 0 2,455 2,905 2,455 2,410 15 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.2 0.0 98.0 96.4 98.0 96.6 2.0 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 0 1 0 26 27 26 28 CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T FUTURES ONLY POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 BARRELS OPEN INTEREST: 13,296 COMMITMENTS 0 0 0 13,251 13,008 13,251 13,008 45 288 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: -135) -501 0 -39 405 -96 -135 -135 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.7 97.8 99.7 97.8 0.3 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 0 0 17 14 17 14 ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U FUTURES ONLY POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 135,339 COMMITMENTS 0 0 0 125,946 121,130 125,946 121,130 9,393 14,209 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: -9,241) 0 0 0 -9,636 -10,487 -9,636 -10,487 395 1,246 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 93.1 89.5 93.1 89.5 6.9 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 14 14 14 14
Updated September 03, 2021