CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063CA OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 41,276 COMMITMENTS 3,615 17,657 388 37,267 23,231 41,270 41,276 6 0 CHANGES FROM 03/30/21 (CHANGE IN OPEN INTEREST: -1,206) -30 0 0 -1,176 -1,206 -1,206 -1,206 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.8 42.8 0.9 90.3 56.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 4 8 4 16 16 23 25 NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 200,004 COMMITMENTS 82,961 20,822 4,165 112,878 175,017 200,004 200,004 0 0 CHANGES FROM 03/30/21 (CHANGE IN OPEN INTEREST: -1,021) 0 100 -100 -921 -1,021 -1,021 -1,021 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.5 10.4 2.1 56.4 87.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 9 7 4 16 16 27 25 PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063CH OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 204,698 COMMITMENTS 36,364 41,044 8,090 160,244 155,565 204,698 204,698 0 0 CHANGES FROM 03/30/21 (CHANGE IN OPEN INTEREST: 1,241) 559 0 36 646 1,205 1,241 1,241 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.8 20.1 4.0 78.3 76.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 8 4 8 20 12 31 22 CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063CJ OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 135,656 COMMITMENTS 60,923 42,929 8,294 66,429 84,432 135,646 135,655 10 1 CHANGES FROM 03/30/21 (CHANGE IN OPEN INTEREST: 920) 1,151 1,061 148 -364 -288 934 920 -14 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 44.9 31.6 6.1 49.0 62.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79) 34 13 19 28 24 68 50 CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV Code-0063D9 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 37,518 COMMITMENTS 7,610 3,215 1,766 28,142 32,537 37,518 37,518 0 0 CHANGES FROM 03/30/21 (CHANGE IN OPEN INTEREST: 1,690) 99 26 0 1,591 1,664 1,690 1,690 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.3 8.6 4.7 75.0 86.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 14 3 3 15 11 30 16 PA SOLAR ALTER ENERGY CREDIT - ICE FUTURES ENERGY DIV Code-0063DA OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10 PA SRECs) OPEN INTEREST: 19,960 COMMITMENTS 6,681 6,132 1,283 11,996 12,545 19,960 19,960 0 0 CHANGES FROM 03/30/21 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.5 30.7 6.4 60.1 62.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 2 3 10 8 15 13 CALIF CARBON CURRENT AUCTION - ICE FUTURES ENERGY DIV Code-0063DB OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 26,832 COMMITMENTS 1,875 21,196 1,700 23,257 3,921 26,832 26,817 0 15 CHANGES FROM 03/30/21 (CHANGE IN OPEN INTEREST: 700) 0 -250 0 700 950 700 700 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.0 79.0 6.3 86.7 14.6 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 4 5 3 13 5 19 11 CT RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DK OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/21 | --------------------------------------------------------------| 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: 17,219 COMMITMENTS 2,115 2,999 330 14,774 13,890 17,219 17,219 0 0 CHANGES FROM 03/30/21 (CHANGE IN OPEN INTEREST: -582) 0 0 0 -582 -582 -582 -582 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.3 17.4 1.9 85.8 80.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 6 4 12 13 17 19 MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/21 | --------------------------------------------------------------| 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: 23,862 COMMITMENTS 3,242 8,356 637 19,958 14,869 23,837 23,862 25 0 CHANGES FROM 03/30/21 (CHANGE IN OPEN INTEREST: 333) 0 286 100 233 -53 333 333 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.6 35.0 2.7 83.6 62.3 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 6 3 11 12 15 20 MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV Code-0063DN OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 35,029 COMMITMENTS 16,136 12,950 2,655 16,238 19,424 35,029 35,029 0 0 CHANGES FROM 03/30/21 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 46.1 37.0 7.6 46.4 55.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 5 4 4 12 10 20 15 RGGI VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063DW OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 RGGI CO2 Allowances OPEN INTEREST: 39,030 COMMITMENTS 10,522 1,233 64 28,429 37,733 39,014 39,029 16 1 CHANGES FROM 03/30/21 (CHANGE IN OPEN INTEREST: 670) 379 0 -1 292 671 670 670 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.0 3.2 0.2 72.8 96.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 9 4 3 17 12 27 18 MARINE FUEL OIL 0.5% FOB USGC - ICE FUTURES ENERGY DIV Code-021397 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 6,348 COMMITMENTS 60 0 5 6,196 6,343 6,261 6,348 87 0 CHANGES FROM 03/30/21 (CHANGE IN OPEN INTEREST: -1,342) -20 0 0 -1,307 -1,332 -1,327 -1,332 -15 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 0.0 0.1 97.6 99.9 98.6 100.0 1.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 1 14 16 15 17 USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 23,136 COMMITMENTS 4,440 450 2,281 16,174 20,101 22,895 22,832 241 304 CHANGES FROM 03/30/21 (CHANGE IN OPEN INTEREST: -6,418) -3,094 -929 -283 -3,006 -5,279 -6,383 -6,491 -35 73 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.2 1.9 9.9 69.9 86.9 99.0 98.7 1.0 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 5 3 6 24 33 33 39 FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV Code-02141C OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 19,538 COMMITMENTS 5,560 5,117 876 12,401 13,505 18,837 19,498 701 40 CHANGES FROM 03/30/21 (CHANGE IN OPEN INTEREST: -5,701) -875 -2,397 -290 -4,475 -3,037 -5,640 -5,724 -61 23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.5 26.2 4.5 63.5 69.1 96.4 99.8 3.6 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 5 3 21 14 27 19 USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV Code-02141R OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- BBL OPEN INTEREST: 4,256 COMMITMENTS 150 477 65 3,866 3,581 4,081 4,123 175 133 CHANGES FROM 03/30/21 (CHANGE IN OPEN INTEREST: -639) -180 -34 -125 -287 -474 -592 -633 -47 -6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.5 11.2 1.5 90.8 84.1 95.9 96.9 4.1 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 4 3 11 9 15 13 NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 6,022,092 COMMITMENTS 998,929 33,829 378,020 4606234 5588893 5983183 6000742 38,909 21,350 CHANGES FROM 03/30/21 (CHANGE IN OPEN INTEREST: 28,223) -5,480 5,438 3,385 30,174 19,526 28,079 28,349 144 -126 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.6 0.6 6.3 76.5 92.8 99.4 99.6 0.6 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234) 53 11 45 153 127 212 177 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 1,626,413 COMMITMENTS 50,670 14,849 725,462 848,687 885,305 1624819 1625616 1,594 797 CHANGES FROM 03/30/21 (CHANGE IN OPEN INTEREST: 115,471) -3,944 -10,787 102,731 16,637 23,437 115,424 115,380 48 91 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.1 0.9 44.6 52.2 54.4 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79) 20 9 25 50 47 78 73 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 200,491 COMMITMENTS 3,973 0 31 172,863 196,303 176,867 196,334 23,624 4,157 CHANGES FROM 03/30/21 (CHANGE IN OPEN INTEREST: -5,017) -555 -120 -103 -6,608 -5,205 -7,266 -5,428 2,249 411 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 0.0 0.0 86.2 97.9 88.2 97.9 11.8 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 0 1 22 16 24 17 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 125,208 COMMITMENTS 885 0 185 115,973 111,505 117,043 111,690 8,165 13,518 CHANGES FROM 03/30/21 (CHANGE IN OPEN INTEREST: -6,314) -883 -163 -420 -6,617 -7,607 -7,920 -8,190 1,606 1,876 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 0.0 0.1 92.6 89.1 93.5 89.2 6.5 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 0 1 17 18 18 19 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 242,395 COMMITMENTS 6,155 313 152 224,292 233,548 230,599 234,013 11,796 8,382 CHANGES FROM 03/30/21 (CHANGE IN OPEN INTEREST: -12,063) -1,689 89 -1,491 -9,916 -11,459 -13,096 -12,861 1,033 798 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.5 0.1 0.1 92.5 96.4 95.1 96.5 4.9 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 4 1 2 26 31 31 33 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 959,147 COMMITMENTS 3,306 3,680 7,370 937,999 943,363 948,675 954,413 10,472 4,734 CHANGES FROM 03/30/21 (CHANGE IN OPEN INTEREST: -42,061) -2,012 -789 -138 -38,647 -43,244 -40,797 -44,171 -1,264 2,110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 0.4 0.8 97.8 98.4 98.9 99.5 1.1 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 6 1 5 43 24 49 30 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 339,327 COMMITMENTS 4,789 0 1,096 318,523 326,495 324,408 327,591 14,919 11,736 CHANGES FROM 03/30/21 (CHANGE IN OPEN INTEREST: -17,259) -1,402 0 39 -15,388 -13,943 -16,751 -13,904 -508 -3,355 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 0.0 0.3 93.9 96.2 95.6 96.5 4.4 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 2 0 2 36 32 39 34 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 602,307 COMMITMENTS 10,941 388 2,519 580,544 596,711 594,004 599,618 8,303 2,689 CHANGES FROM 03/30/21 (CHANGE IN OPEN INTEREST: -24,825) 1,089 -769 1,357 -25,302 -24,873 -22,856 -24,285 -1,969 -540 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.8 0.1 0.4 96.4 99.1 98.6 99.6 1.4 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 6 1 4 39 36 46 40 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 443,884 COMMITMENTS 951 2,219 4,230 427,844 417,378 433,025 423,827 10,859 20,057 CHANGES FROM 03/30/21 (CHANGE IN OPEN INTEREST: -20,062) -122 1,048 -1,320 -18,673 -15,283 -20,115 -15,555 53 -4,507 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 0.5 1.0 96.4 94.0 97.6 95.5 2.4 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 1 2 2 32 30 35 32 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 93,610 COMMITMENTS 887 1,840 93 87,457 88,240 88,437 90,173 5,173 3,437 CHANGES FROM 03/30/21 (CHANGE IN OPEN INTEREST: -1,984) -638 -1,058 -305 -1,380 -1,239 -2,323 -2,602 339 618 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 2.0 0.1 93.4 94.3 94.5 96.3 5.5 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 1 15 19 16 21 CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 23,519 COMMITMENTS 1,155 210 151 20,633 22,768 21,939 23,129 1,580 390 CHANGES FROM 03/30/21 (CHANGE IN OPEN INTEREST: -7,220) -585 -62 151 -6,626 -6,937 -7,060 -6,848 -160 -372 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.9 0.9 0.6 87.7 96.8 93.3 98.3 6.7 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 1 13 11 15 13 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 307,910 COMMITMENTS 2,556 0 807 289,314 303,930 292,677 304,737 15,233 3,173 CHANGES FROM 03/30/21 (CHANGE IN OPEN INTEREST: -19,400) -226 -2,685 17 -26,512 -17,632 -26,721 -20,300 7,321 900 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 0.0 0.3 94.0 98.7 95.1 99.0 4.9 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 3 0 3 24 29 27 32 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 200,740 COMMITMENTS 806 0 0 189,983 197,738 190,789 197,738 9,951 3,002 CHANGES FROM 03/30/21 (CHANGE IN OPEN INTEREST: -11,741) 0 0 0 -10,863 -12,015 -10,863 -12,015 -878 274 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 0.0 0.0 94.6 98.5 95.0 98.5 5.0 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 1 0 0 23 21 24 21 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 224,030 COMMITMENTS 1,840 12,742 0 218,050 203,706 219,890 216,448 4,140 7,582 CHANGES FROM 03/30/21 (CHANGE IN OPEN INTEREST: -15,705) 16 -2,400 0 -14,477 -14,536 -14,461 -16,936 -1,244 1,231 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 5.7 0.0 97.3 90.9 98.2 96.6 1.8 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 1 0 18 16 19 17 DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 27,531 COMMITMENTS 2,968 390 0 22,540 25,865 25,508 26,255 2,023 1,276 CHANGES FROM 03/30/21 (CHANGE IN OPEN INTEREST: -17,391) -12,813 0 -736 -4,122 -16,697 -17,671 -17,433 280 42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.8 1.4 0.0 81.9 93.9 92.7 95.4 7.3 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 4 1 0 11 20 15 21 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 594,473 COMMITMENTS 4,981 13,307 6,911 576,673 569,146 588,565 589,364 5,908 5,109 CHANGES FROM 03/30/21 (CHANGE IN OPEN INTEREST: -29,577) -1,814 -3,823 901 -28,382 -27,244 -29,295 -30,166 -282 589 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 2.2 1.2 97.0 95.7 99.0 99.1 1.0 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79) 2 10 7 58 45 66 56 EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 204,154 COMMITMENTS 2,531 0 1,136 195,415 202,434 199,082 203,570 5,072 584 CHANGES FROM 03/30/21 (CHANGE IN OPEN INTEREST: -5,895) -889 0 -401 -4,252 -5,300 -5,542 -5,701 -353 -194 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 0.0 0.6 95.7 99.2 97.5 99.7 2.5 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 0 2 19 18 21 20 HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 133,626 COMMITMENTS 0 2,208 0 130,263 127,585 130,263 129,793 3,363 3,833 CHANGES FROM 03/30/21 (CHANGE IN OPEN INTEREST: -46,907) -19,320 -1,540 0 -30,100 -45,358 -49,420 -46,898 2,513 -9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.7 0.0 97.5 95.5 97.5 97.1 2.5 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 1 0 20 17 20 18 HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 152,876 COMMITMENTS 20,009 4,214 31 132,536 147,727 152,576 151,972 300 904 CHANGES FROM 03/30/21 (CHANGE IN OPEN INTEREST: -36,958) -4,146 -5,277 -931 -30,789 -30,440 -35,866 -36,648 -1,092 -310 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.1 2.8 0.0 86.7 96.6 99.8 99.4 0.2 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 9 5 1 37 38 46 44 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 138,503 COMMITMENTS 0 552 0 135,443 136,959 135,443 137,511 3,060 992 CHANGES FROM 03/30/21 (CHANGE IN OPEN INTEREST: -20,763) 0 0 0 -20,138 -20,267 -20,138 -20,267 -625 -496 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.4 0.0 97.8 98.9 97.8 99.3 2.2 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 0 1 0 24 16 24 17 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 204,662 COMMITMENTS 0 523 0 197,236 199,846 197,236 200,369 7,426 4,293 CHANGES FROM 03/30/21 (CHANGE IN OPEN INTEREST: -13,479) -745 -330 -31 -13,191 -12,374 -13,967 -12,735 488 -744 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.3 0.0 96.4 97.6 96.4 97.9 3.6 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 0 1 0 32 34 32 35 NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 102,063 COMMITMENTS 0 0 0 101,823 101,153 101,823 101,153 240 910 CHANGES FROM 03/30/21 (CHANGE IN OPEN INTEREST: -8,060) 0 0 0 -8,029 -7,650 -8,029 -7,650 -31 -410 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 99.8 99.1 99.8 99.1 0.2 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 12 14 12 14 NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 187,001 COMMITMENTS 0 0 0 179,770 176,377 179,770 176,377 7,231 10,624 CHANGES FROM 03/30/21 (CHANGE IN OPEN INTEREST: -10,501) 0 -240 -749 -10,751 -9,637 -11,500 -10,626 999 125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 96.1 94.3 96.1 94.3 3.9 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 0 0 0 21 24 21 24 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 180,231 COMMITMENTS 0 0 0 165,479 171,697 165,479 171,697 14,752 8,534 CHANGES FROM 03/30/21 (CHANGE IN OPEN INTEREST: -2,028) 0 -2,263 0 -1,700 355 -1,700 -1,908 -328 -120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 91.8 95.3 91.8 95.3 8.2 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 19 14 19 14 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 92,802 COMMITMENTS 403 0 0 83,665 88,212 84,068 88,212 8,734 4,590 CHANGES FROM 03/30/21 (CHANGE IN OPEN INTEREST: -6,630) 0 0 0 -6,332 -6,299 -6,332 -6,299 -298 -331 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 0.0 0.0 90.2 95.1 90.6 95.1 9.4 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 0 15 14 16 14 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 208,255 COMMITMENTS 2,204 0 0 196,633 190,674 198,837 190,674 9,418 17,581 CHANGES FROM 03/30/21 (CHANGE IN OPEN INTEREST: -5,268) -270 0 0 -4,725 -879 -4,995 -879 -273 -4,389 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 0.0 0.0 94.4 91.6 95.5 91.6 4.5 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 0 0 10 17 11 17 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 148,158 COMMITMENTS 2,585 1,535 302 134,255 137,605 137,142 139,442 11,016 8,716 CHANGES FROM 03/30/21 (CHANGE IN OPEN INTEREST: -6,594) -831 90 -525 -5,941 -5,568 -7,297 -6,003 703 -591 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.7 1.0 0.2 90.6 92.9 92.6 94.1 7.4 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 2 1 2 29 26 32 28 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 43,384 COMMITMENTS 0 720 0 41,650 41,538 41,650 42,258 1,734 1,126 CHANGES FROM 03/30/21 (CHANGE IN OPEN INTEREST: -5,859) 0 -310 0 -6,793 -5,456 -6,793 -5,766 934 -93 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.7 0.0 96.0 95.7 96.0 97.4 4.0 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 0 9 17 9 18 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 236,121 COMMITMENTS 2,532 3,790 1,358 222,412 220,934 226,302 226,082 9,819 10,039 CHANGES FROM 03/30/21 (CHANGE IN OPEN INTEREST: -5,333) -241 -900 -32 -6,876 -2,443 -7,149 -3,375 1,816 -1,958 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 1.6 0.6 94.2 93.6 95.8 95.7 4.2 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 2 2 2 26 27 30 29 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 116,489 COMMITMENTS 0 0 0 109,869 113,840 109,869 113,840 6,620 2,649 CHANGES FROM 03/30/21 (CHANGE IN OPEN INTEREST: -2,861) 0 -450 0 1,032 -720 1,032 -1,170 -3,893 -1,691 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 94.3 97.7 94.3 97.7 5.7 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 0 0 26 20 26 20 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 110,789 COMMITMENTS 3,864 0 0 97,561 107,801 101,425 107,801 9,364 2,988 CHANGES FROM 03/30/21 (CHANGE IN OPEN INTEREST: -6,566) -630 0 0 -5,546 -6,840 -6,176 -6,840 -390 274 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.5 0.0 0.0 88.1 97.3 91.5 97.3 8.5 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 0 0 11 17 12 17 WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 35,969 COMMITMENTS 961 0 0 34,761 32,643 35,722 32,643 247 3,326 CHANGES FROM 03/30/21 (CHANGE IN OPEN INTEREST: -5,581) 0 0 0 -5,302 -7,045 -5,302 -7,045 -279 1,464 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.7 0.0 0.0 96.6 90.8 99.3 90.8 0.7 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 0 0 14 13 15 13 TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MM Btus OPEN INTEREST: 331,044 COMMITMENTS 0 0 0 317,694 327,080 317,694 327,080 13,350 3,964 CHANGES FROM 03/30/21 (CHANGE IN OPEN INTEREST: -17,548) -240 -1,879 0 -17,461 -15,910 -17,701 -17,789 153 241 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 96.0 98.8 96.0 98.8 4.0 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 0 0 26 22 26 22 TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 93,686 COMMITMENTS 0 0 0 85,027 92,403 85,027 92,403 8,659 1,283 CHANGES FROM 03/30/21 (CHANGE IN OPEN INTEREST: -5,391) 0 0 0 -5,495 -5,106 -5,495 -5,106 104 -285 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 90.8 98.6 90.8 98.6 9.2 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 18 15 18 15 REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 212,350 COMMITMENTS 0 0 0 205,185 208,588 205,185 208,588 7,165 3,762 CHANGES FROM 03/30/21 (CHANGE IN OPEN INTEREST: -11,482) -36 0 -240 -11,850 -11,678 -12,126 -11,918 644 436 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 96.6 98.2 96.6 98.2 3.4 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 0 0 16 26 16 26 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 33,316 COMMITMENTS 5,687 125 1,159 26,345 32,017 33,191 33,301 125 15 CHANGES FROM 03/30/21 (CHANGE IN OPEN INTEREST: -2,215) -837 0 -132 -1,306 -2,083 -2,275 -2,215 60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.1 0.4 3.5 79.1 96.1 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 8 2 7 23 27 32 35 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1 MWh for about 368 Hours) OPEN INTEREST: 30,299 COMMITMENTS 2,135 678 1,050 27,114 28,571 30,299 30,299 0 0 CHANGES FROM 03/30/21 (CHANGE IN OPEN INTEREST: -1,792) 1,195 -295 -730 -2,257 -767 -1,792 -1,792 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.0 2.2 3.5 89.5 94.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 6 2 5 21 25 29 31 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 1Megawatt for 368 Hours) OPEN INTEREST: 131,363 COMMITMENTS 18,413 7,339 1,705 110,672 122,101 130,790 131,145 573 218 CHANGES FROM 03/30/21 (CHANGE IN OPEN INTEREST: -5,812) 330 1,173 -467 -5,664 -6,508 -5,801 -5,802 -11 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.0 5.6 1.3 84.2 92.9 99.6 99.8 0.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 13 10 9 32 33 47 50 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 58,746 COMMITMENTS 6,973 3,543 2,008 49,745 53,112 58,726 58,663 20 83 CHANGES FROM 03/30/21 (CHANGE IN OPEN INTEREST: 1,428) -324 596 465 1,413 419 1,554 1,480 -126 -52 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.9 6.0 3.4 84.7 90.4 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 9 7 6 26 25 37 36 CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-064396 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/21 | --------------------------------------------------------------| 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: 34,847 COMMITMENTS 1,225 2,664 415 33,207 31,768 34,847 34,847 0 0 CHANGES FROM 03/30/21 (CHANGE IN OPEN INTEREST: 241) 57 -27 -44 228 312 241 241 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.5 7.6 1.2 95.3 91.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 5 5 19 19 25 26 PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-06439A OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/21 | --------------------------------------------------------------| 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: 49,422 COMMITMENTS 13,290 5,582 743 34,929 42,668 48,962 48,993 460 429 CHANGES FROM 03/30/21 (CHANGE IN OPEN INTEREST: -959) -50 61 -61 -841 -938 -952 -938 -7 -21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.9 11.3 1.5 70.7 86.3 99.1 99.1 0.9 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 1 1 22 25 24 26 PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 61,751 COMMITMENTS 17,006 5,462 1,185 42,382 54,808 60,573 61,455 1,178 296 CHANGES FROM 03/30/21 (CHANGE IN OPEN INTEREST: -1,169) -582 -65 -91 -657 -847 -1,330 -1,003 161 -166 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.5 8.8 1.9 68.6 88.8 98.1 99.5 1.9 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 5 6 1 23 27 29 33 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 64,770 COMMITMENTS 1,200 5,280 1,125 61,726 58,232 64,051 64,637 719 133 CHANGES FROM 03/30/21 (CHANGE IN OPEN INTEREST: -1,068) -194 -25 -248 -791 -898 -1,233 -1,171 165 103 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 8.2 1.7 95.3 89.9 98.9 99.8 1.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 2 1 1 23 24 25 26 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 83,516 COMMITMENTS 955 5,465 1,900 80,241 76,116 83,096 83,481 420 35 CHANGES FROM 03/30/21 (CHANGE IN OPEN INTEREST: -1,944) -81 -46 -127 -1,838 -1,771 -2,046 -1,944 102 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 6.5 2.3 96.1 91.1 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 4 3 2 28 22 32 27 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 33,025 COMMITMENTS 0 345 0 32,816 31,950 32,816 32,295 209 730 CHANGES FROM 03/30/21 (CHANGE IN OPEN INTEREST: 155) 0 -50 0 140 215 140 165 15 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.0 0.0 99.4 96.7 99.4 97.8 0.6 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 2 0 17 13 17 15 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1 MW for about 368 Hours) OPEN INTEREST: 30,151 COMMITMENTS 1,210 500 0 28,645 29,651 29,855 30,151 296 0 CHANGES FROM 03/30/21 (CHANGE IN OPEN INTEREST: 0) -50 0 0 50 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.0 1.7 0.0 95.0 98.3 99.0 100.0 1.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 1 0 19 17 21 18 ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 Mw per Peak Hour OPEN INTEREST: 109,550 COMMITMENTS 11,113 5,386 4,479 93,475 99,556 109,068 109,421 482 129 CHANGES FROM 03/30/21 (CHANGE IN OPEN INTEREST: 1,231) -539 121 147 1,617 958 1,225 1,226 6 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.1 4.9 4.1 85.3 90.9 99.6 99.9 0.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 18 8 13 40 40 61 58 ERCOT SOUTH 345 KV RT PEAK FIX - ICE FUTURES ENERGY DIV Code-06439S OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 Mwh per Peak Hour OPEN INTEREST: 22,160 COMMITMENTS 725 200 0 20,603 21,960 21,328 22,160 832 0 CHANGES FROM 03/30/21 (CHANGE IN OPEN INTEREST: 914) 100 50 0 1,084 1,644 1,184 1,694 -270 -780 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.3 0.9 0.0 93.0 99.1 96.2 100.0 3.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 1 0 13 14 16 15 ERCOT-SOUTH MONTHLY OFFPEAK - ICE FUTURES ENERGY DIV Code-06439U OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 19,889 COMMITMENTS 725 150 0 18,332 19,739 19,057 19,889 832 0 CHANGES FROM 03/30/21 (CHANGE IN OPEN INTEREST: 804) 100 0 0 704 804 804 804 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.6 0.8 0.0 92.2 99.2 95.8 100.0 4.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 1 0 12 13 15 14 ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439V OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 Mwh per peak hour OPEN INTEREST: 31,568 COMMITMENTS 50 3,448 0 31,353 28,120 31,403 31,568 165 0 CHANGES FROM 03/30/21 (CHANGE IN OPEN INTEREST: 224) 0 25 -25 249 224 224 224 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 10.9 0.0 99.3 89.1 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 0 13 15 14 16 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 Mwh per Off-Peak Hour OPEN INTEREST: 65,153 COMMITMENTS 4,223 2,380 495 59,709 61,506 64,427 64,381 726 772 CHANGES FROM 03/30/21 (CHANGE IN OPEN INTEREST: 1,120) 375 100 -25 770 1,045 1,120 1,120 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.5 3.7 0.8 91.6 94.4 98.9 98.8 1.1 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 3 5 4 21 23 27 29 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 37,447 COMMITMENTS 100 320 0 37,335 36,635 37,435 36,955 12 492 CHANGES FROM 03/30/21 (CHANGE IN OPEN INTEREST: 80) 0 0 0 80 80 80 80 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 0.9 0.0 99.7 97.8 100.0 98.7 0.0 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 1 0 21 21 22 22 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 41,944 COMMITMENTS 805 1,705 70 40,723 40,168 41,598 41,943 346 1 CHANGES FROM 03/30/21 (CHANGE IN OPEN INTEREST: -311) -10 0 0 -301 -311 -311 -311 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 4.1 0.2 97.1 95.8 99.2 100.0 0.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 6 2 22 22 26 29 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 49,095 COMMITMENTS 2,171 60 35 46,136 48,565 48,342 48,660 753 435 CHANGES FROM 03/30/21 (CHANGE IN OPEN INTEREST: -3,499) 54 0 0 -3,303 -3,484 -3,249 -3,484 -250 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.4 0.1 0.1 94.0 98.9 98.5 99.1 1.5 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 5 1 1 21 17 26 19 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 54,552 COMMITMENTS 2,563 321 59 51,405 53,842 54,027 54,222 525 330 CHANGES FROM 03/30/21 (CHANGE IN OPEN INTEREST: -3,759) -327 -23 24 -3,411 -3,760 -3,714 -3,759 -45 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.7 0.6 0.1 94.2 98.7 99.0 99.4 1.0 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 4 2 1 21 18 25 21 ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV Code-0643BF OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/21 | --------------------------------------------------------------| 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: 89,077 COMMITMENTS 1,115 1,797 1,769 85,511 85,476 88,395 89,042 682 35 CHANGES FROM 03/30/21 (CHANGE IN OPEN INTEREST: 1,620) 0 -276 240 952 1,646 1,192 1,610 428 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 2.0 2.0 96.0 96.0 99.2 100.0 0.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 1 6 5 28 28 33 35 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 110,045 COMMITMENTS 3,148 3,030 3,645 102,339 102,780 109,132 109,455 913 590 CHANGES FROM 03/30/21 (CHANGE IN OPEN INTEREST: 2,973) 754 205 35 1,834 2,462 2,623 2,702 350 271 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.9 2.8 3.3 93.0 93.4 99.2 99.5 0.8 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 5 9 11 31 33 42 48 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 64,025 COMMITMENTS 995 6,113 346 62,664 57,510 64,005 63,969 20 56 CHANGES FROM 03/30/21 (CHANGE IN OPEN INTEREST: 1,291) 153 752 -51 1,189 534 1,291 1,235 0 56 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.6 9.5 0.5 97.9 89.8 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 4 5 3 22 20 27 27 CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BR OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/21 | --------------------------------------------------------------| 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: 44,339 COMMITMENTS 25 2,967 1,173 43,141 40,179 44,339 44,319 0 20 CHANGES FROM 03/30/21 (CHANGE IN OPEN INTEREST: 854) -300 125 75 1,079 634 854 834 0 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 6.7 2.6 97.3 90.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 5 3 15 11 18 17 PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BS OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/21 | --------------------------------------------------------------| 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: 49,724 COMMITMENTS 994 1,165 123 47,868 48,408 48,985 49,696 739 28 CHANGES FROM 03/30/21 (CHANGE IN OPEN INTEREST: -2,408) -47 -129 0 -2,327 -2,264 -2,374 -2,393 -34 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 2.3 0.2 96.3 97.4 98.5 99.9 1.5 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 1 2 20 19 25 21 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 58,726 COMMITMENTS 2,291 3,620 168 55,579 54,563 58,038 58,351 688 375 CHANGES FROM 03/30/21 (CHANGE IN OPEN INTEREST: -2,107) -99 -188 -8 -2,073 -1,892 -2,180 -2,088 73 -19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.9 6.2 0.3 94.6 92.9 98.8 99.4 1.2 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 4 2 3 24 22 29 26 NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 20,998 COMMITMENTS 0 2,674 219 19,985 18,022 20,204 20,915 794 83 CHANGES FROM 03/30/21 (CHANGE IN OPEN INTEREST: -1,557) -100 22 -142 -1,311 -1,429 -1,553 -1,549 -4 -8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 12.7 1.0 95.2 85.8 96.2 99.6 3.8 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 3 2 14 12 16 15 NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BX OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1 MW for about 368 Hours) OPEN INTEREST: 19,130 COMMITMENTS 50 1,335 0 17,790 17,757 17,840 19,092 1,290 38 CHANGES FROM 03/30/21 (CHANGE IN OPEN INTEREST: -1,265) 0 -40 0 -1,692 -1,225 -1,692 -1,265 427 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 7.0 0.0 93.0 92.8 93.3 99.8 6.7 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 2 0 13 11 14 13 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 24,011 COMMITMENTS 1,407 1,051 329 21,642 22,265 23,378 23,645 633 366 CHANGES FROM 03/30/21 (CHANGE IN OPEN INTEREST: -1,372) -120 -358 0 -1,209 -1,316 -1,329 -1,674 -43 302 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.9 4.4 1.4 90.1 92.7 97.4 98.5 2.6 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 1 1 17 18 20 19 NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV Code-0643BZ OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1MW for about 368 Hours) OPEN INTEREST: 14,589 COMMITMENTS 511 575 250 13,072 13,288 13,833 14,113 756 476 CHANGES FROM 03/30/21 (CHANGE IN OPEN INTEREST: -1,543) -120 -182 0 -1,449 -1,322 -1,569 -1,504 26 -39 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.5 3.9 1.7 89.6 91.1 94.8 96.7 5.2 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 2 2 13 13 16 15 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 41,344 COMMITMENTS 3,543 5,406 1,733 35,744 33,940 41,020 41,079 324 265 CHANGES FROM 03/30/21 (CHANGE IN OPEN INTEREST: -3,998) -372 -560 -45 -3,762 -3,558 -4,179 -4,163 181 165 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.6 13.1 4.2 86.5 82.1 99.2 99.4 0.8 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 5 4 6 24 20 32 28 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1MW for about 368 Hours) OPEN INTEREST: 26,955 COMMITMENTS 1,526 2,820 1,296 23,931 22,517 26,753 26,633 202 322 CHANGES FROM 03/30/21 (CHANGE IN OPEN INTEREST: -2,144) -243 -120 -60 -1,817 -1,978 -2,120 -2,158 -24 14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.7 10.5 4.8 88.8 83.5 99.3 98.8 0.7 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 2 3 21 18 25 23 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 17,147 COMMITMENTS 1,863 243 521 14,700 16,351 17,084 17,115 63 32 CHANGES FROM 03/30/21 (CHANGE IN OPEN INTEREST: -502) -75 43 25 -473 -570 -523 -502 21 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.9 1.4 3.0 85.7 95.4 99.6 99.8 0.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 5 3 3 18 16 25 20 PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV Code-0643CC OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1 MW for about 368 Hours) OPEN INTEREST: 22,385 COMMITMENTS 4,195 86 15 18,119 22,284 22,329 22,385 56 0 CHANGES FROM 03/30/21 (CHANGE IN OPEN INTEREST: -1,049) -250 1 0 -795 -1,050 -1,045 -1,049 -4 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.7 0.4 0.1 80.9 99.5 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 6 1 1 15 11 22 12 PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 9,647 COMMITMENTS 570 200 100 8,597 9,307 9,267 9,607 380 40 CHANGES FROM 03/30/21 (CHANGE IN OPEN INTEREST: 1,535) -135 0 -50 1,400 1,605 1,215 1,555 320 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.9 2.1 1.0 89.1 96.5 96.1 99.6 3.9 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 1 1 14 10 17 12 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 6,615 COMMITMENTS 390 200 205 5,660 6,170 6,255 6,575 360 40 CHANGES FROM 03/30/21 (CHANGE IN OPEN INTEREST: -841) -135 0 -50 -956 -771 -1,141 -821 300 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.9 3.0 3.1 85.6 93.3 94.6 99.4 5.4 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 1 1 14 10 17 12 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 49,109 COMMITMENTS 2,510 0 1,400 44,683 47,709 48,593 49,109 516 0 CHANGES FROM 03/30/21 (CHANGE IN OPEN INTEREST: -748) 230 0 -280 -672 -468 -722 -748 -26 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.1 0.0 2.9 91.0 97.1 98.9 100.0 1.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 5 0 1 19 16 24 17 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 49,734 COMMITMENTS 2,450 0 1,365 45,413 48,369 49,228 49,734 506 0 CHANGES FROM 03/30/21 (CHANGE IN OPEN INTEREST: -828) 230 0 -280 -752 -548 -802 -828 -26 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.9 0.0 2.7 91.3 97.3 99.0 100.0 1.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 5 0 1 19 14 24 15 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 118,920 COMMITMENTS 2,581 2,009 2,186 113,780 114,293 118,547 118,488 373 432 CHANGES FROM 03/30/21 (CHANGE IN OPEN INTEREST: -6,995) -827 -680 -224 -5,931 -6,130 -6,982 -7,034 -13 39 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.2 1.7 1.8 95.7 96.1 99.7 99.6 0.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 7 7 8 38 31 50 41 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 352 MWh OPEN INTEREST: 125,883 COMMITMENTS 4,012 3,611 2,716 119,025 119,477 125,753 125,804 130 79 CHANGES FROM 03/30/21 (CHANGE IN OPEN INTEREST: -7,745) -211 -441 -853 -6,647 -6,432 -7,711 -7,726 -34 -19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.2 2.9 2.2 94.6 94.9 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 8 10 10 39 36 52 51 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 506,638 COMMITMENTS 31,951 22,554 45,167 428,746 438,450 505,863 506,171 775 467 CHANGES FROM 03/30/21 (CHANGE IN OPEN INTEREST: -13,449) -1,410 -808 -464 -11,130 -11,563 -13,004 -12,836 -445 -614 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.3 4.5 8.9 84.6 86.5 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 23 22 29 46 46 82 84 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 14,802 COMMITMENTS 2,540 645 0 11,327 14,007 13,867 14,652 935 150 CHANGES FROM 03/30/21 (CHANGE IN OPEN INTEREST: -833) -80 25 -60 -663 -838 -803 -873 -30 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.2 4.4 0.0 76.5 94.6 93.7 99.0 6.3 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 2 0 13 12 15 14 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 12,428 COMMITMENTS 1,940 645 0 9,468 11,623 11,408 12,268 1,020 160 CHANGES FROM 03/30/21 (CHANGE IN OPEN INTEREST: -857) -80 25 -60 -677 -862 -817 -897 -40 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.6 5.2 0.0 76.2 93.5 91.8 98.7 8.2 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 2 0 12 12 14 14 ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV Code-0643IB OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 9,190 COMMITMENTS 220 825 0 8,600 8,035 8,820 8,860 370 330 CHANGES FROM 03/30/21 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.4 9.0 0.0 93.6 87.4 96.0 96.4 4.0 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 4 0 12 10 14 14 ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1MW for about 352 Hours) OPEN INTEREST: 18,893 COMMITMENTS 685 1,325 120 18,048 17,416 18,853 18,861 40 32 CHANGES FROM 03/30/21 (CHANGE IN OPEN INTEREST: 350) -70 230 70 350 50 350 350 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.6 7.0 0.6 95.5 92.2 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 4 3 23 20 27 25 ERCOT North 345KV Hub RT 7x8 - ICE FUTURES ENERGY DIV Code-0643IK OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1MW for about 352 Hours) OPEN INTEREST: 7,040 COMMITMENTS 1,775 0 0 4,835 6,860 6,610 6,860 430 180 CHANGES FROM 03/30/21 (CHANGE IN OPEN INTEREST: 410) 100 0 0 300 410 400 410 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.2 0.0 0.0 68.7 97.4 93.9 97.4 6.1 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 5 0 0 14 10 19 10 ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 metric tonnes OPEN INTEREST: 6,428 COMMITMENTS 276 481 311 5,497 4,872 6,084 5,664 344 764 CHANGES FROM 03/30/21 (CHANGE IN OPEN INTEREST: -948) 40 -137 -55 -752 -499 -767 -691 -181 -257 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.3 7.5 4.8 85.5 75.8 94.6 88.1 5.4 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 5 5 6 36 35 43 44 ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 26,574 COMMITMENTS 2,212 198 1,610 22,538 24,591 26,360 26,399 214 175 CHANGES FROM 03/30/21 (CHANGE IN OPEN INTEREST: -2,646) 495 0 -435 -2,859 -2,270 -2,799 -2,705 153 59 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.3 0.7 6.1 84.8 92.5 99.2 99.3 0.8 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 4 1 2 35 33 39 36 NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 17,837 COMMITMENTS 410 1,290 45 17,321 16,238 17,776 17,573 61 264 CHANGES FROM 03/30/21 (CHANGE IN OPEN INTEREST: -2,328) -135 75 -85 -2,083 -2,283 -2,303 -2,293 -25 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 7.2 0.3 97.1 91.0 99.7 98.5 0.3 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 1 1 19 23 22 25 BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 16,842 COMMITMENTS 6,657 963 207 9,650 15,287 16,514 16,457 328 385 CHANGES FROM 03/30/21 (CHANGE IN OPEN INTEREST: -3,171) -1,205 47 7 -1,988 -3,182 -3,186 -3,128 15 -43 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 39.5 5.7 1.2 57.3 90.8 98.1 97.7 1.9 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 5 4 4 37 35 45 41 PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 20,165 COMMITMENTS 3,174 134 1,089 15,782 18,693 20,045 19,916 120 249 CHANGES FROM 03/30/21 (CHANGE IN OPEN INTEREST: -2,310) -2,308 101 -29 -93 -2,379 -2,430 -2,307 120 -3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.7 0.7 5.4 78.3 92.7 99.4 98.8 0.6 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 2 2 3 24 31 28 34 PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 55,910 COMMITMENTS 10,388 3,130 2,300 42,931 50,046 55,619 55,476 291 434 CHANGES FROM 03/30/21 (CHANGE IN OPEN INTEREST: -5,828) -594 -1,465 -438 -4,608 -3,570 -5,640 -5,473 -188 -355 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.6 5.6 4.1 76.8 89.5 99.5 99.2 0.5 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100) 13 6 9 68 71 86 81 CRUDE DIFF-WCS HOUSTON/WTI 1ST - ICE FUTURES ENERGY DIV Code-06739C OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 Barrels OPEN INTEREST: 11,090 COMMITMENTS 0 1,690 0 11,060 9,400 11,060 11,090 30 0 CHANGES FROM 03/30/21 (CHANGE IN OPEN INTEREST: 55) 0 0 0 25 55 25 55 30 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 15.2 0.0 99.7 84.8 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 1 0 15 13 15 14 CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 BARRELS OPEN INTEREST: 67,768 COMMITMENTS 50 0 0 66,788 66,807 66,838 66,807 930 961 CHANGES FROM 03/30/21 (CHANGE IN OPEN INTEREST: 2,922) 10 0 0 2,912 2,922 2,922 2,922 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 0.0 0.0 98.6 98.6 98.6 98.6 1.4 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 1 0 0 28 25 29 25 CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 BARRELS OPEN INTEREST: 19,353 COMMITMENTS 0 0 0 19,304 19,137 19,304 19,137 49 216 CHANGES FROM 03/30/21 (CHANGE IN OPEN INTEREST: -330) 0 0 0 -330 -330 -330 -330 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 99.7 98.9 99.7 98.9 0.3 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 0 0 17 18 17 18 ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 178,279 COMMITMENTS 0 0 0 174,902 171,515 174,902 171,515 3,377 6,764 CHANGES FROM 03/30/21 (CHANGE IN OPEN INTEREST: 728) 0 0 0 1,438 2,988 1,438 2,988 -710 -2,260 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 98.1 96.2 98.1 96.2 1.9 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 0 0 14 18 14 18
Updated April 09, 2021