CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063CA OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 41,936 COMMITMENTS 3,668 17,752 1,406 36,856 22,778 41,930 41,936 6 0 CHANGES FROM 04/13/21 (CHANGE IN OPEN INTEREST: -277) -62 1,290 0 -215 -1,567 -277 -277 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.7 42.3 3.4 87.9 54.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 6 8 6 16 16 26 26 NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 200,202 COMMITMENTS 83,428 21,972 3,015 113,759 175,215 200,202 200,202 0 0 CHANGES FROM 04/13/21 (CHANGE IN OPEN INTEREST: -242) 292 1,150 -1,150 616 -242 -242 -242 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.7 11.0 1.5 56.8 87.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 8 8 4 16 16 27 25 PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063CH OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 206,704 COMMITMENTS 36,644 41,680 8,291 161,769 156,734 206,704 206,704 0 0 CHANGES FROM 04/13/21 (CHANGE IN OPEN INTEREST: 1,300) 475 636 -150 975 814 1,300 1,300 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.7 20.2 4.0 78.3 75.8 100.0 100.0 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 04/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 139,757 COMMITMENTS 62,292 45,084 11,053 66,388 83,619 139,733 139,756 24 1 CHANGES FROM 04/13/21 (CHANGE IN OPEN INTEREST: -151) 415 201 2,196 -2,748 -2,548 -137 -151 -14 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 44.6 32.3 7.9 47.5 59.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 38 14 21 30 25 76 52 CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV Code-0063D9 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 43,539 COMMITMENTS 13,820 4,796 247 29,472 38,496 43,539 43,539 0 0 CHANGES FROM 04/13/21 (CHANGE IN OPEN INTEREST: 4,078) 3,599 1,010 -1,000 1,479 4,068 4,078 4,078 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.7 11.0 0.6 67.7 88.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 15 4 3 15 14 32 19 PA SOLAR ALTER ENERGY CREDIT - ICE FUTURES ENERGY DIV Code-0063DA OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10 PA SRECs) OPEN INTEREST: 20,985 COMMITMENTS 7,156 6,982 1,483 12,346 12,520 20,985 20,985 0 0 CHANGES FROM 04/13/21 (CHANGE IN OPEN INTEREST: 1,050) 500 850 200 350 0 1,050 1,050 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.1 33.3 7.1 58.8 59.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 4 2 3 11 8 16 13 CALIF CARBON CURRENT AUCTION - ICE FUTURES ENERGY DIV Code-0063DB OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 34,206 COMMITMENTS 2,550 22,506 5,650 26,006 6,021 34,206 34,177 0 29 CHANGES FROM 04/13/21 (CHANGE IN OPEN INTEREST: 3,550) 1,500 1,485 850 1,210 1,200 3,560 3,535 -10 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.5 65.8 16.5 76.0 17.6 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 4 5 4 13 7 20 13 CT RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DK OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/21 | --------------------------------------------------------------| 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: 17,804 COMMITMENTS 2,190 2,850 255 15,359 14,699 17,804 17,804 0 0 CHANGES FROM 04/13/21 (CHANGE IN OPEN INTEREST: 34) -50 -24 50 34 8 34 34 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.3 16.0 1.4 86.3 82.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 5 4 13 14 18 20 MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/21 | --------------------------------------------------------------| 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: 23,445 COMMITMENTS 2,228 8,356 920 20,272 14,169 23,420 23,445 25 0 CHANGES FROM 04/13/21 (CHANGE IN OPEN INTEREST: -121) -14 0 -21 -86 -100 -121 -121 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.5 35.6 3.9 86.5 60.4 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 6 4 11 12 15 21 MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV Code-0063DN OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 41,914 COMMITMENTS 18,936 12,985 3,655 19,323 25,274 41,914 41,914 0 0 CHANGES FROM 04/13/21 (CHANGE IN OPEN INTEREST: 300) 300 0 0 0 300 300 300 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 45.2 31.0 8.7 46.1 60.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 5 4 4 15 9 23 14 RGGI VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063DW OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 RGGI CO2 Allowances OPEN INTEREST: 41,231 COMMITMENTS 11,001 1,284 159 30,055 39,788 41,215 41,231 16 0 CHANGES FROM 04/13/21 (CHANGE IN OPEN INTEREST: 2,333) 499 51 96 1,738 2,187 2,333 2,334 0 -1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.7 3.1 0.4 72.9 96.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 9 5 4 17 12 28 19 CALIF CARBON ALLOWANCE V2023 - ICE FUTURES ENERGY DIV Code-0063DX OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 16,666 COMMITMENTS 2,632 1,130 285 13,749 15,251 16,666 16,666 0 0 CHANGES FROM 04/13/21 (CHANGE IN OPEN INTEREST: 1,080) 245 0 0 835 1,080 1,080 1,080 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.8 6.8 1.7 82.5 91.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 2 1 11 9 15 11 MARINE FUEL OIL 0.5% FOB USGC - ICE FUTURES ENERGY DIV Code-021397 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 6,985 COMMITMENTS 60 0 0 6,833 6,985 6,893 6,985 92 0 CHANGES FROM 04/13/21 (CHANGE IN OPEN INTEREST: 445) 0 0 0 440 465 440 465 5 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 0.0 0.0 97.8 100.0 98.7 100.0 1.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 0 15 18 16 18 USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 24,984 COMMITMENTS 4,973 734 2,086 17,701 21,824 24,760 24,644 224 340 CHANGES FROM 04/13/21 (CHANGE IN OPEN INTEREST: 674) 507 373 9 151 274 667 656 7 18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.9 2.9 8.3 70.8 87.4 99.1 98.6 0.9 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 6 1 5 28 35 36 40 FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV Code-02141C OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 20,808 COMMITMENTS 5,450 5,281 785 14,104 14,687 20,339 20,753 469 55 CHANGES FROM 04/13/21 (CHANGE IN OPEN INTEREST: 861) -110 353 -30 1,001 523 861 846 0 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.2 25.4 3.8 67.8 70.6 97.7 99.7 2.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 4 2 22 14 27 18 USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV Code-02141R OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- BBL OPEN INTEREST: 4,473 COMMITMENTS 150 452 57 4,091 3,831 4,298 4,340 175 133 CHANGES FROM 04/13/21 (CHANGE IN OPEN INTEREST: 42) 0 50 -8 50 0 42 42 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.4 10.1 1.3 91.5 85.6 96.1 97.0 3.9 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 3 2 11 11 14 14 NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 6,130,344 COMMITMENTS 1064761 33,211 385,379 4645093 5690530 6095233 6109120 35,111 21,224 CHANGES FROM 04/13/21 (CHANGE IN OPEN INTEREST: 80,527) 30,579 9,593 -359 52,041 71,152 82,261 80,386 -1,734 141 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.4 0.5 6.3 75.8 92.8 99.4 99.7 0.6 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245) 57 13 47 159 130 225 182 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 1,696,183 COMMITMENTS 83,786 62,112 733,630 877,174 899,489 1694590 1695231 1,593 952 CHANGES FROM 04/13/21 (CHANGE IN OPEN INTEREST: 37,379) 20,345 25,240 3,711 13,343 8,442 37,398 37,393 -19 -14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.9 3.7 43.3 51.7 53.0 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 18 13 25 51 48 81 74 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 210,432 COMMITMENTS 2,978 0 238 182,857 206,362 186,073 206,600 24,359 3,832 CHANGES FROM 04/13/21 (CHANGE IN OPEN INTEREST: 4,684) -1,280 0 145 3,298 3,689 2,163 3,834 2,521 850 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 0.0 0.1 86.9 98.1 88.4 98.2 11.6 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 0 1 23 17 26 18 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 136,105 COMMITMENTS 2,579 0 356 124,976 122,010 127,911 122,366 8,194 13,739 CHANGES FROM 04/13/21 (CHANGE IN OPEN INTEREST: 4,615) 863 0 124 3,635 4,274 4,622 4,398 -7 217 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 0.0 0.3 91.8 89.6 94.0 89.9 6.0 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 0 3 18 19 21 22 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 251,859 COMMITMENTS 7,481 887 926 232,037 240,655 240,444 242,468 11,415 9,391 CHANGES FROM 04/13/21 (CHANGE IN OPEN INTEREST: 3,046) 81 574 220 2,555 868 2,856 1,662 190 1,384 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.0 0.4 0.4 92.1 95.6 95.5 96.3 4.5 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 5 2 4 27 32 34 36 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 970,376 COMMITMENTS 4,404 4,696 9,106 945,450 946,707 958,960 960,509 11,416 9,867 CHANGES FROM 04/13/21 (CHANGE IN OPEN INTEREST: 7,673) -454 899 185 7,973 6,690 7,704 7,774 -31 -101 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 0.5 0.9 97.4 97.6 98.8 99.0 1.2 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 7 3 6 41 25 49 33 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 350,144 COMMITMENTS 7,925 0 1,580 327,247 337,735 336,752 339,315 13,392 10,829 CHANGES FROM 04/13/21 (CHANGE IN OPEN INTEREST: 2,834) 654 0 484 1,313 3,760 2,451 4,244 383 -1,410 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 0.0 0.5 93.5 96.5 96.2 96.9 3.8 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 4 0 2 38 35 43 37 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 613,132 COMMITMENTS 15,928 0 2,309 587,450 608,159 605,687 610,468 7,445 2,664 CHANGES FROM 04/13/21 (CHANGE IN OPEN INTEREST: 4,748) 1,382 -6 -108 3,436 4,778 4,710 4,664 38 84 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.6 0.0 0.4 95.8 99.2 98.8 99.6 1.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 6 0 3 41 36 47 39 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 459,201 COMMITMENTS 0 5,025 2,353 446,539 431,638 448,892 439,016 10,309 20,185 CHANGES FROM 04/13/21 (CHANGE IN OPEN INTEREST: 13,720) -39 988 -93 13,590 14,265 13,458 15,160 262 -1,440 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.1 0.5 97.2 94.0 97.8 95.6 2.2 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 0 4 3 32 30 35 34 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 99,732 COMMITMENTS 1,039 1,840 522 94,641 94,056 96,202 96,418 3,530 3,314 CHANGES FROM 04/13/21 (CHANGE IN OPEN INTEREST: 4,529) 0 0 31 4,008 4,316 4,039 4,347 490 182 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.0 1.8 0.5 94.9 94.3 96.5 96.7 3.5 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 1 2 17 18 19 21 CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 27,803 COMMITMENTS 1,217 210 151 24,398 26,990 25,766 27,351 2,037 452 CHANGES FROM 04/13/21 (CHANGE IN OPEN INTEREST: 2,169) 62 0 0 1,952 2,107 2,014 2,107 155 62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.4 0.8 0.5 87.8 97.1 92.7 98.4 7.3 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 1 1 15 13 17 15 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 315,911 COMMITMENTS 0 0 0 299,423 311,229 299,423 311,229 16,488 4,682 CHANGES FROM 04/13/21 (CHANGE IN OPEN INTEREST: 3,579) -1,060 0 -352 3,922 3,145 2,510 2,793 1,069 786 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 94.8 98.5 94.8 98.5 5.2 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 0 0 0 27 30 27 30 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 204,557 COMMITMENTS 806 0 0 193,571 201,970 194,377 201,970 10,180 2,587 CHANGES FROM 04/13/21 (CHANGE IN OPEN INTEREST: 2,268) 0 0 0 1,885 2,751 1,885 2,751 383 -483 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 0.0 0.0 94.6 98.7 95.0 98.7 5.0 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 1 0 0 25 24 26 24 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 233,177 COMMITMENTS 1,840 13,722 0 227,715 213,775 229,555 227,497 3,622 5,680 CHANGES FROM 04/13/21 (CHANGE IN OPEN INTEREST: 4,693) 0 980 0 4,693 5,917 4,693 6,897 0 -2,204 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 5.9 0.0 97.7 91.7 98.4 97.6 1.6 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 1 0 19 19 20 20 DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 31,158 COMMITMENTS 3,292 390 736 26,224 29,240 30,252 30,366 906 792 CHANGES FROM 04/13/21 (CHANGE IN OPEN INTEREST: 2,821) 324 -110 -200 2,878 2,879 3,002 2,569 -181 252 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.6 1.3 2.4 84.2 93.8 97.1 97.5 2.9 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 5 1 1 14 21 19 23 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 618,579 COMMITMENTS 9,256 17,091 5,782 596,583 590,871 611,621 613,744 6,958 4,835 CHANGES FROM 04/13/21 (CHANGE IN OPEN INTEREST: 16,581) 3,565 2,978 -913 13,726 14,821 16,378 16,886 203 -305 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.5 2.8 0.9 96.4 95.5 98.9 99.2 1.1 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79) 3 9 6 59 48 66 59 EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 213,962 COMMITMENTS 0 0 0 205,187 211,958 205,187 211,958 8,775 2,004 CHANGES FROM 04/13/21 (CHANGE IN OPEN INTEREST: 635) 0 0 0 601 388 601 388 34 247 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 95.9 99.1 95.9 99.1 4.1 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 0 0 20 18 20 18 HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 135,766 COMMITMENTS 1,674 2,642 0 130,434 128,466 132,108 131,108 3,658 4,658 CHANGES FROM 04/13/21 (CHANGE IN OPEN INTEREST: 1,431) 1,674 434 0 72 172 1,746 606 -315 825 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 1.9 0.0 96.1 94.6 97.3 96.6 2.7 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 1 0 23 20 25 21 HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 163,050 COMMITMENTS 21,838 4,648 0 140,850 157,498 162,688 162,146 362 904 CHANGES FROM 04/13/21 (CHANGE IN OPEN INTEREST: 3,577) 1,829 434 -31 1,717 3,602 3,515 4,005 62 -428 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.4 2.9 0.0 86.4 96.6 99.8 99.4 0.2 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 9 5 0 40 39 49 44 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 149,407 COMMITMENTS 1,455 924 0 147,112 147,491 148,567 148,415 840 992 CHANGES FROM 04/13/21 (CHANGE IN OPEN INTEREST: 4,402) 0 372 0 5,412 4,030 5,412 4,402 -1,010 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.0 0.6 0.0 98.5 98.7 99.4 99.3 0.6 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 1 2 0 26 17 27 19 MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- MMBTU OPEN INTEREST: 25,954 COMMITMENTS 600 0 0 24,449 24,160 25,049 24,160 905 1,794 CHANGES FROM 04/13/21 (CHANGE IN OPEN INTEREST: 1,236) 0 0 0 1,085 1,236 1,085 1,236 151 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 0.0 0.0 94.2 93.1 96.5 93.1 3.5 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 0 12 11 13 11 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 216,903 COMMITMENTS 1,025 523 31 207,932 210,647 208,988 211,201 7,915 5,702 CHANGES FROM 04/13/21 (CHANGE IN OPEN INTEREST: 3,980) 1,025 0 31 2,992 2,266 4,048 2,297 -68 1,683 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 0.2 0.0 95.9 97.1 96.4 97.4 3.6 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 1 1 1 35 38 36 40 NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 102,218 COMMITMENTS 0 0 0 101,978 101,215 101,978 101,215 240 1,003 CHANGES FROM 04/13/21 (CHANGE IN OPEN INTEREST: 155) 0 0 0 155 62 155 62 0 93 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 99.8 99.0 99.8 99.0 0.2 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 12 15 12 15 NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 192,748 COMMITMENTS 0 401 0 187,361 183,825 187,361 184,226 5,387 8,522 CHANGES FROM 04/13/21 (CHANGE IN OPEN INTEREST: 3,400) 0 401 0 5,548 5,192 5,548 5,593 -2,148 -2,193 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.2 0.0 97.2 95.4 97.2 95.6 2.8 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 0 1 0 22 27 22 28 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 183,187 COMMITMENTS 0 924 31 169,433 174,632 169,464 175,587 13,723 7,600 CHANGES FROM 04/13/21 (CHANGE IN OPEN INTEREST: -1,902) 0 924 31 -1,824 -2,347 -1,793 -1,392 -109 -510 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.5 0.0 92.5 95.3 92.5 95.9 7.5 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 2 1 19 16 20 18 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 94,500 COMMITMENTS 403 0 0 89,407 89,207 89,810 89,207 4,690 5,293 CHANGES FROM 04/13/21 (CHANGE IN OPEN INTEREST: 623) 0 0 0 442 561 442 561 181 62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 0.0 0.0 94.6 94.4 95.0 94.4 5.0 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 0 0 19 15 20 15 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 212,999 COMMITMENTS 3,687 0 0 199,699 197,474 203,386 197,474 9,613 15,525 CHANGES FROM 04/13/21 (CHANGE IN OPEN INTEREST: 2,296) 652 0 -22 1,580 2,536 2,210 2,514 86 -218 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.7 0.0 0.0 93.8 92.7 95.5 92.7 4.5 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 0 0 11 18 13 18 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 154,017 COMMITMENTS 1,903 2,118 272 141,101 144,498 143,276 146,888 10,741 7,129 CHANGES FROM 04/13/21 (CHANGE IN OPEN INTEREST: 4,839) 0 370 0 7,741 4,675 7,741 5,045 -2,902 -206 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 1.4 0.2 91.6 93.8 93.0 95.4 7.0 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 1 2 2 30 29 32 32 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 44,407 COMMITMENTS 0 720 0 42,363 42,344 42,363 43,064 2,044 1,343 CHANGES FROM 04/13/21 (CHANGE IN OPEN INTEREST: 589) 0 0 0 279 372 279 372 310 217 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.6 0.0 95.4 95.4 95.4 97.0 4.6 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 1 0 10 19 10 20 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 244,818 COMMITMENTS 2,101 3,692 1,580 231,353 228,147 235,034 233,419 9,784 11,399 CHANGES FROM 04/13/21 (CHANGE IN OPEN INTEREST: 3,013) -431 0 372 3,480 2,571 3,421 2,943 -408 70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 1.5 0.6 94.5 93.2 96.0 95.3 4.0 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 2 1 2 26 27 29 29 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 127,600 COMMITMENTS 0 1,289 0 122,026 122,517 122,026 123,806 5,574 3,794 CHANGES FROM 04/13/21 (CHANGE IN OPEN INTEREST: 6,616) 0 806 0 6,819 5,748 6,819 6,554 -203 62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.0 0.0 95.6 96.0 95.6 97.0 4.4 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 0 2 0 28 22 28 24 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 110,787 COMMITMENTS 3,864 0 0 97,530 108,047 101,394 108,047 9,393 2,740 CHANGES FROM 04/13/21 (CHANGE IN OPEN INTEREST: 0) 0 0 0 -151 0 -151 0 151 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.5 0.0 0.0 88.0 97.5 91.5 97.5 8.5 2.5 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 04/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 42,172 COMMITMENTS 961 0 0 40,840 38,540 41,801 38,540 371 3,632 CHANGES FROM 04/13/21 (CHANGE IN OPEN INTEREST: 3,511) 0 0 0 3,511 3,205 3,511 3,205 0 306 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 0.0 0.0 96.8 91.4 99.1 91.4 0.9 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 0 0 17 13 18 13 TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MM Btus OPEN INTEREST: 341,491 COMMITMENTS 0 893 0 328,140 336,846 328,140 337,739 13,351 3,752 CHANGES FROM 04/13/21 (CHANGE IN OPEN INTEREST: 4,630) 0 893 0 5,964 3,981 5,964 4,874 -1,334 -244 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.3 0.0 96.1 98.6 96.1 98.9 3.9 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 0 1 0 30 23 30 24 TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 97,906 COMMITMENTS 0 0 0 92,884 96,864 92,884 96,864 5,022 1,042 CHANGES FROM 04/13/21 (CHANGE IN OPEN INTEREST: 2,880) 0 0 0 2,816 2,789 2,816 2,789 64 91 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 94.9 98.9 94.9 98.9 5.1 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 0 0 21 18 21 18 TENNESSEE ZONE 4 300L BASIS - ICE FUTURES ENERGY DIV Code-0233DU OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2,500 MMBtus OPEN INTEREST: 52,095 COMMITMENTS 1,166 0 0 48,971 49,642 50,137 49,642 1,958 2,453 CHANGES FROM 04/13/21 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.2 0.0 0.0 94.0 95.3 96.2 95.3 3.8 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 0 14 11 15 11 TETCO M2 Index (Receipts) - ICE FUTURES ENERGY DIV Code-0233DW OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MM Btus OPEN INTEREST: 29,986 COMMITMENTS 660 0 0 28,290 28,136 28,950 28,136 1,036 1,850 CHANGES FROM 04/13/21 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.2 0.0 0.0 94.3 93.8 96.5 93.8 3.5 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 0 10 10 11 10 REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 219,535 COMMITMENTS 0 0 0 211,970 216,230 211,970 216,230 7,565 3,305 CHANGES FROM 04/13/21 (CHANGE IN OPEN INTEREST: 3,569) 0 0 0 3,415 5,027 3,415 5,027 154 -1,458 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 96.6 98.5 96.6 98.5 3.4 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 0 0 17 27 17 27 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 34,470 COMMITMENTS 6,966 190 1,272 26,037 32,989 34,275 34,451 195 19 CHANGES FROM 04/13/21 (CHANGE IN OPEN INTEREST: 427) 734 40 -69 -248 450 417 421 10 6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.2 0.6 3.7 75.5 95.7 99.4 99.9 0.6 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 10 2 7 24 28 35 36 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1 MWh for about 368 Hours) OPEN INTEREST: 31,547 COMMITMENTS 2,955 553 1,300 27,292 29,694 31,547 31,547 0 0 CHANGES FROM 04/13/21 (CHANGE IN OPEN INTEREST: 898) 870 50 -50 78 898 898 898 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.4 1.8 4.1 86.5 94.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 6 2 6 22 25 30 31 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 1Megawatt for 368 Hours) OPEN INTEREST: 130,550 COMMITMENTS 19,425 5,877 2,649 108,245 121,881 130,319 130,407 231 143 CHANGES FROM 04/13/21 (CHANGE IN OPEN INTEREST: -632) 950 -1,137 264 -1,504 329 -290 -544 -342 -88 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.9 4.5 2.0 82.9 93.4 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 13 13 11 33 34 50 54 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 58,862 COMMITMENTS 7,918 3,123 1,387 49,496 54,291 58,801 58,801 61 61 CHANGES FROM 04/13/21 (CHANGE IN OPEN INTEREST: 1,214) 570 -188 -458 1,099 1,844 1,211 1,198 3 16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.5 5.3 2.4 84.1 92.2 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 9 7 5 26 22 38 31 CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-064396 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/21 | --------------------------------------------------------------| 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: 35,025 COMMITMENTS 1,715 2,194 450 32,860 32,381 35,025 35,025 0 0 CHANGES FROM 04/13/21 (CHANGE IN OPEN INTEREST: 1,405) 515 -345 100 790 1,650 1,405 1,405 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.9 6.3 1.3 93.8 92.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 6 4 19 16 24 23 PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-06439A OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/21 | --------------------------------------------------------------| 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: 50,552 COMMITMENTS 12,690 5,705 720 36,682 43,755 50,092 50,180 460 372 CHANGES FROM 04/13/21 (CHANGE IN OPEN INTEREST: 539) -600 100 0 1,139 472 539 572 0 -33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.1 11.3 1.4 72.6 86.6 99.1 99.3 0.9 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 2 1 22 25 24 27 PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 62,504 COMMITMENTS 16,780 4,971 1,188 43,500 55,993 61,468 62,152 1,036 352 CHANGES FROM 04/13/21 (CHANGE IN OPEN INTEREST: -350) -367 9 -28 178 -377 -217 -396 -133 46 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.8 8.0 1.9 69.6 89.6 98.3 99.4 1.7 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 7 4 1 25 27 33 31 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 66,797 COMMITMENTS 1,323 5,280 1,125 63,630 60,174 66,078 66,579 719 218 CHANGES FROM 04/13/21 (CHANGE IN OPEN INTEREST: 895) 100 0 0 749 849 849 849 46 46 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 7.9 1.7 95.3 90.1 98.9 99.7 1.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 3 1 1 23 22 26 24 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 88,432 COMMITMENTS 1,062 5,465 1,925 85,015 81,007 88,002 88,397 430 35 CHANGES FROM 04/13/21 (CHANGE IN OPEN INTEREST: 3,501) 142 0 0 3,349 3,501 3,491 3,501 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 6.2 2.2 96.1 91.6 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 5 3 2 27 21 32 26 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 31,508 COMMITMENTS 0 378 0 31,481 30,465 31,481 30,843 27 665 CHANGES FROM 04/13/21 (CHANGE IN OPEN INTEREST: 100) 0 25 0 100 75 100 100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.2 0.0 99.9 96.7 99.9 97.9 0.1 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 2 0 18 14 18 16 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1 MW for about 368 Hours) OPEN INTEREST: 29,351 COMMITMENTS 1,085 450 0 27,990 28,901 29,075 29,351 276 0 CHANGES FROM 04/13/21 (CHANGE IN OPEN INTEREST: -95) -25 0 0 -70 -95 -95 -95 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.7 1.5 0.0 95.4 98.5 99.1 100.0 0.9 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 1 0 19 18 21 19 ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 Mwh per Peak Hour OPEN INTEREST: 28,356 COMMITMENTS 1,650 132 300 26,312 27,924 28,262 28,356 94 0 CHANGES FROM 04/13/21 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.8 0.5 1.1 92.8 98.5 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 4 1 1 12 11 17 12 ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 Mw per Peak Hour OPEN INTEREST: 116,352 COMMITMENTS 12,737 6,812 4,998 98,126 104,404 115,861 116,214 491 138 CHANGES FROM 04/13/21 (CHANGE IN OPEN INTEREST: 5,709) 141 1,540 460 5,059 3,665 5,660 5,665 49 44 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.9 5.9 4.3 84.3 89.7 99.6 99.9 0.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 19 8 15 40 38 63 57 ERCOT SOUTH 345 KV RT PEAK FIX - ICE FUTURES ENERGY DIV Code-06439S OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 Mwh per Peak Hour OPEN INTEREST: 21,933 COMMITMENTS 850 200 0 20,261 21,733 21,111 21,933 822 0 CHANGES FROM 04/13/21 (CHANGE IN OPEN INTEREST: 448) 150 0 0 298 448 448 448 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.9 0.9 0.0 92.4 99.1 96.3 100.0 3.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 0 13 13 15 14 ERCOT-SOUTH MONTHLY OFFPEAK - ICE FUTURES ENERGY DIV Code-06439U OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 19,806 COMMITMENTS 850 150 0 18,134 19,656 18,984 19,806 822 0 CHANGES FROM 04/13/21 (CHANGE IN OPEN INTEREST: 400) 150 0 0 250 400 400 400 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.3 0.8 0.0 91.6 99.2 95.8 100.0 4.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 0 12 13 14 14 ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439V OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 Mwh per peak hour OPEN INTEREST: 33,075 COMMITMENTS 350 3,853 0 32,680 29,222 33,030 33,075 45 0 CHANGES FROM 04/13/21 (CHANGE IN OPEN INTEREST: 2,206) 300 405 0 2,026 1,801 2,326 2,206 -120 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 11.6 0.0 98.8 88.4 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 0 13 14 15 15 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 Mwh per Off-Peak Hour OPEN INTEREST: 63,849 COMMITMENTS 4,153 2,390 595 58,395 60,132 63,143 63,117 706 732 CHANGES FROM 04/13/21 (CHANGE IN OPEN INTEREST: 718) -95 225 125 688 488 718 838 0 -120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.5 3.7 0.9 91.5 94.2 98.9 98.9 1.1 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 6 5 22 22 29 28 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 35,814 COMMITMENTS 0 313 0 35,767 35,039 35,767 35,352 47 462 CHANGES FROM 04/13/21 (CHANGE IN OPEN INTEREST: 97) 0 35 0 97 62 97 97 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.9 0.0 99.9 97.8 99.9 98.7 0.1 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 1 0 22 20 22 21 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 40,385 COMMITMENTS 1,958 625 50 38,056 39,710 40,064 40,385 321 0 CHANGES FROM 04/13/21 (CHANGE IN OPEN INTEREST: -284) 1,093 5 0 -997 -49 96 -44 -380 -240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.8 1.5 0.1 94.2 98.3 99.2 100.0 0.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 4 4 1 22 22 27 27 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 50,009 COMMITMENTS 2,449 160 35 46,782 49,379 49,266 49,574 743 435 CHANGES FROM 04/13/21 (CHANGE IN OPEN INTEREST: 654) 98 100 0 556 554 654 654 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.9 0.3 0.1 93.5 98.7 98.5 99.1 1.5 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 5 1 1 22 17 27 19 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 55,532 COMMITMENTS 2,809 453 59 52,144 54,690 55,012 55,202 520 330 CHANGES FROM 04/13/21 (CHANGE IN OPEN INTEREST: 565) 78 132 0 487 433 565 565 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.1 0.8 0.1 93.9 98.5 99.1 99.4 0.9 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 4 2 1 22 19 26 22 ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV Code-0643BF OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/21 | --------------------------------------------------------------| 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: 88,228 COMMITMENTS 1,044 3,099 1,231 85,423 83,773 87,698 88,103 530 125 CHANGES FROM 04/13/21 (CHANGE IN OPEN INTEREST: 3,162) 25 2,437 -727 3,879 1,452 3,177 3,162 -15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 3.5 1.4 96.8 95.0 99.4 99.9 0.6 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 3 5 5 24 26 30 33 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 109,375 COMMITMENTS 2,255 4,186 3,195 103,572 101,654 109,022 109,035 353 340 CHANGES FROM 04/13/21 (CHANGE IN OPEN INTEREST: 3,314) -1,599 1,706 -220 5,113 1,808 3,294 3,294 20 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.1 3.8 2.9 94.7 92.9 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 7 8 11 26 30 39 43 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 63,778 COMMITMENTS 1,726 6,357 245 61,752 57,161 63,723 63,763 55 15 CHANGES FROM 04/13/21 (CHANGE IN OPEN INTEREST: 2,609) 267 1,067 46 2,281 1,496 2,594 2,609 15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.7 10.0 0.4 96.8 89.6 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 5 5 3 22 16 29 22 CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BR OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/21 | --------------------------------------------------------------| 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: 47,864 COMMITMENTS 125 2,395 1,480 46,259 43,944 47,864 47,819 0 45 CHANGES FROM 04/13/21 (CHANGE IN OPEN INTEREST: 5,790) 25 293 257 5,508 5,240 5,790 5,790 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 5.0 3.1 96.6 91.8 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 4 5 16 10 21 16 PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BS OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/21 | --------------------------------------------------------------| 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: 49,493 COMMITMENTS 950 1,185 141 47,669 48,124 48,760 49,450 733 43 CHANGES FROM 04/13/21 (CHANGE IN OPEN INTEREST: -805) -53 20 18 -770 -838 -805 -800 0 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 2.4 0.3 96.3 97.2 98.5 99.9 1.5 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 4 1 2 21 21 26 23 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 58,433 COMMITMENTS 3,091 3,137 267 54,477 54,639 57,835 58,043 598 390 CHANGES FROM 04/13/21 (CHANGE IN OPEN INTEREST: -494) 130 -421 98 -752 -186 -524 -509 30 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.3 5.4 0.5 93.2 93.5 99.0 99.3 1.0 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 5 2 3 22 22 28 26 NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 20,978 COMMITMENTS 0 2,674 219 20,280 18,002 20,499 20,895 479 83 CHANGES FROM 04/13/21 (CHANGE IN OPEN INTEREST: 70) 0 0 0 385 70 385 70 -315 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 12.7 1.0 96.7 85.8 97.7 99.6 2.3 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 04/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1 MW for about 368 Hours) OPEN INTEREST: 18,780 COMMITMENTS 50 1,215 0 17,440 17,527 17,490 18,742 1,290 38 CHANGES FROM 04/13/21 (CHANGE IN OPEN INTEREST: -350) 0 -120 0 -350 -230 -350 -350 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 6.5 0.0 92.9 93.3 93.1 99.8 6.9 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 2 0 12 11 13 13 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 24,163 COMMITMENTS 1,457 36 271 21,802 23,490 23,530 23,797 633 366 CHANGES FROM 04/13/21 (CHANGE IN OPEN INTEREST: 130) 0 -1,095 0 130 1,225 130 130 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.0 0.1 1.1 90.2 97.2 97.4 98.5 2.6 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 1 1 17 18 21 19 NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV Code-0643BZ OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1MW for about 368 Hours) OPEN INTEREST: 15,504 COMMITMENTS 721 290 40 14,032 14,698 14,793 15,028 711 476 CHANGES FROM 04/13/21 (CHANGE IN OPEN INTEREST: 285) 210 -285 -210 285 780 285 285 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.7 1.9 0.3 90.5 94.8 95.4 96.9 4.6 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 1 1 14 13 17 14 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 42,553 COMMITMENTS 5,011 5,461 889 36,347 35,933 42,247 42,283 306 270 CHANGES FROM 04/13/21 (CHANGE IN OPEN INTEREST: 762) 1,340 -10 -792 252 1,619 800 817 -38 -55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.8 12.8 2.1 85.4 84.4 99.3 99.4 0.7 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 5 5 4 24 21 32 28 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1MW for about 368 Hours) OPEN INTEREST: 27,122 COMMITMENTS 2,297 2,860 720 23,763 23,171 26,780 26,751 342 371 CHANGES FROM 04/13/21 (CHANGE IN OPEN INTEREST: -75) 735 25 -540 -270 440 -75 -75 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.5 10.5 2.7 87.6 85.4 98.7 98.6 1.3 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 4 3 2 21 19 25 24 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 17,552 COMMITMENTS 2,185 119 571 14,736 16,821 17,492 17,511 60 41 CHANGES FROM 04/13/21 (CHANGE IN OPEN INTEREST: 286) 175 -149 25 86 410 286 286 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.4 0.7 3.3 84.0 95.8 99.7 99.8 0.3 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 7 2 3 18 14 26 18 PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV Code-0643CC OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1 MW for about 368 Hours) OPEN INTEREST: 22,485 COMMITMENTS 4,220 86 15 18,188 22,384 22,423 22,485 62 0 CHANGES FROM 04/13/21 (CHANGE IN OPEN INTEREST: 100) 25 0 0 75 100 100 100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.8 0.4 0.1 80.9 99.6 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 7 1 1 15 11 23 12 PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 9,837 COMMITMENTS 495 205 175 8,787 9,417 9,457 9,797 380 40 CHANGES FROM 04/13/21 (CHANGE IN OPEN INTEREST: 60) 0 0 0 60 60 60 60 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.0 2.1 1.8 89.3 95.7 96.1 99.6 3.9 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 2 2 15 10 18 13 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 7,293 COMMITMENTS 315 205 280 6,338 6,768 6,933 7,253 360 40 CHANGES FROM 04/13/21 (CHANGE IN OPEN INTEREST: 548) 0 0 0 548 548 548 548 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.3 2.8 3.8 86.9 92.8 95.1 99.5 4.9 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 2 2 15 10 18 13 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 46,719 COMMITMENTS 3,000 0 1,400 42,163 45,319 46,563 46,719 156 0 CHANGES FROM 04/13/21 (CHANGE IN OPEN INTEREST: 100) 0 0 0 100 100 100 100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.4 0.0 3.0 90.2 97.0 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 6 0 1 20 17 26 18 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 47,654 COMMITMENTS 2,940 0 1,365 43,203 46,289 47,508 47,654 146 0 CHANGES FROM 04/13/21 (CHANGE IN OPEN INTEREST: 410) 0 0 0 410 410 410 410 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.2 0.0 2.9 90.7 97.1 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 6 0 1 20 15 26 16 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 120,621 COMMITMENTS 2,771 2,358 2,236 115,241 115,890 120,248 120,484 373 137 CHANGES FROM 04/13/21 (CHANGE IN OPEN INTEREST: 1,092) 465 4 50 577 1,038 1,092 1,092 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 2.0 1.9 95.5 96.1 99.7 99.9 0.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 8 8 9 38 33 51 45 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 352 MWh OPEN INTEREST: 129,498 COMMITMENTS 5,360 3,621 2,599 121,398 123,206 129,357 129,426 141 72 CHANGES FROM 04/13/21 (CHANGE IN OPEN INTEREST: 2,289) 1,445 -60 -105 940 2,459 2,280 2,294 9 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.1 2.8 2.0 93.7 95.1 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 8 11 10 39 37 52 53 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 519,585 COMMITMENTS 36,362 19,187 45,483 437,233 454,430 519,078 519,100 507 484 CHANGES FROM 04/13/21 (CHANGE IN OPEN INTEREST: 4,488) 3,025 -2,618 -701 2,362 7,790 4,686 4,471 -198 18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.0 3.7 8.8 84.2 87.5 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99) 26 20 30 49 50 88 87 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 14,847 COMMITMENTS 2,540 645 0 11,272 14,072 13,812 14,717 1,035 130 CHANGES FROM 04/13/21 (CHANGE IN OPEN INTEREST: 45) 0 0 0 -55 65 -55 65 100 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.1 4.3 0.0 75.9 94.8 93.0 99.1 7.0 0.9 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 04/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 12,523 COMMITMENTS 1,940 645 0 9,463 11,738 11,403 12,383 1,120 140 CHANGES FROM 04/13/21 (CHANGE IN OPEN INTEREST: 95) 0 0 0 -5 115 -5 115 100 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.5 5.2 0.0 75.6 93.7 91.1 98.9 8.9 1.1 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 04/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 12,405 COMMITMENTS 640 460 315 11,190 11,405 12,145 12,180 260 225 CHANGES FROM 04/13/21 (CHANGE IN OPEN INTEREST: 1,180) -235 -705 -120 1,625 1,945 1,270 1,120 -90 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.2 3.7 2.5 90.2 91.9 97.9 98.2 2.1 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 8 6 8 18 17 30 27 ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1MW for about 352 Hours) OPEN INTEREST: 24,092 COMMITMENTS 865 1,135 335 22,792 22,590 23,992 24,060 100 32 CHANGES FROM 04/13/21 (CHANGE IN OPEN INTEREST: 1,950) -120 10 215 1,795 1,725 1,890 1,950 60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.6 4.7 1.4 94.6 93.8 99.6 99.9 0.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 4 3 2 24 21 29 25 ERCOT North 345KV Hub RT 7x8 - ICE FUTURES ENERGY DIV Code-0643IK OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1MW for about 352 Hours) OPEN INTEREST: 12,620 COMMITMENTS 2,075 0 0 10,105 12,440 12,180 12,440 440 180 CHANGES FROM 04/13/21 (CHANGE IN OPEN INTEREST: 4,275) -100 0 0 4,365 4,275 4,265 4,275 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.4 0.0 0.0 80.1 98.6 96.5 98.6 3.5 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 5 0 0 19 11 24 11 PROPANE,OPIS MT BELV TET BALMO - ICE FUTURES ENERGY DIV Code-06639Z OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 1,462 COMMITMENTS 265 262 0 1,162 1,160 1,427 1,422 35 40 CHANGES FROM 04/13/21 (CHANGE IN OPEN INTEREST: 360) 75 0 0 280 340 355 340 5 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.1 17.9 0.0 79.5 79.3 97.6 97.3 2.4 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 4 0 11 12 14 16 ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 metric tonnes OPEN INTEREST: 6,947 COMMITMENTS 339 422 371 5,774 5,174 6,484 5,967 463 980 CHANGES FROM 04/13/21 (CHANGE IN OPEN INTEREST: 314) 86 -58 88 170 230 344 260 -30 54 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.9 6.1 5.3 83.1 74.5 93.3 85.9 6.7 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 5 3 7 34 34 41 43 ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 28,162 COMMITMENTS 1,962 198 2,400 23,671 25,379 28,033 27,977 129 185 CHANGES FROM 04/13/21 (CHANGE IN OPEN INTEREST: 945) -200 0 565 650 370 1,015 935 -70 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.0 0.7 8.5 84.1 90.1 99.5 99.3 0.5 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 4 1 2 36 35 40 38 NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 20,034 COMMITMENTS 455 1,510 45 19,443 18,205 19,943 19,760 91 274 CHANGES FROM 04/13/21 (CHANGE IN OPEN INTEREST: 840) 45 90 0 800 750 845 840 -5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 7.5 0.2 97.1 90.9 99.5 98.6 0.5 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 3 1 1 22 26 25 28 BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 19,108 COMMITMENTS 5,460 930 324 12,685 17,348 18,469 18,602 639 506 CHANGES FROM 04/13/21 (CHANGE IN OPEN INTEREST: 1,293) -1,312 -28 95 2,327 1,215 1,110 1,282 183 11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.6 4.9 1.7 66.4 90.8 96.7 97.4 3.3 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 4 4 5 41 34 49 41 PROPANE OPIS CONWAY INWELL FP - ICE FUTURES ENERGY DIV Code-06641E OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 6,809 COMMITMENTS 0 0 0 6,393 6,434 6,393 6,434 416 375 CHANGES FROM 04/13/21 (CHANGE IN OPEN INTEREST: 266) 0 0 0 131 266 131 266 135 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 93.9 94.5 93.9 94.5 6.1 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 12 19 12 19 PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 25,132 COMMITMENTS 4,631 230 1,016 19,350 23,637 24,997 24,883 135 249 CHANGES FROM 04/13/21 (CHANGE IN OPEN INTEREST: 3,154) 425 96 -50 2,764 3,108 3,139 3,154 15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.4 0.9 4.0 77.0 94.1 99.5 99.0 0.5 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 3 2 3 28 32 33 35 PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 63,429 COMMITMENTS 9,896 4,277 3,116 50,025 55,539 63,037 62,932 392 497 CHANGES FROM 04/13/21 (CHANGE IN OPEN INTEREST: 4,775) -567 501 406 4,925 3,838 4,764 4,745 11 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.6 6.7 4.9 78.9 87.6 99.4 99.2 0.6 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107) 13 8 13 71 76 90 91 PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV Code-06641H OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 Metric Tonnes OPEN INTEREST: 2,589 COMMITMENTS 92 60 81 1,627 2,036 1,800 2,177 789 412 CHANGES FROM 04/13/21 (CHANGE IN OPEN INTEREST: 216) -48 0 -15 115 283 52 268 164 -52 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.6 2.3 3.1 62.8 78.6 69.5 84.1 30.5 15.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 2 13 20 15 22 CRUDE DIFF-WCS HOUSTON/WTI 1ST - ICE FUTURES ENERGY DIV Code-06739C OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 Barrels OPEN INTEREST: 11,040 COMMITMENTS 0 280 0 11,040 10,760 11,040 11,040 0 0 CHANGES FROM 04/13/21 (CHANGE IN OPEN INTEREST: 435) 0 0 0 435 435 435 435 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.5 0.0 100.0 97.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 1 0 15 14 15 15 CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 BARRELS OPEN INTEREST: 59,297 COMMITMENTS 0 70 0 58,682 58,568 58,682 58,638 615 659 CHANGES FROM 04/13/21 (CHANGE IN OPEN INTEREST: -9,571) 0 70 0 -9,196 -9,289 -9,196 -9,219 -375 -352 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.1 0.0 99.0 98.8 99.0 98.9 1.0 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 0 1 0 27 24 27 25 CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 BARRELS OPEN INTEREST: 16,928 COMMITMENTS 0 0 0 16,881 16,721 16,881 16,721 47 207 CHANGES FROM 04/13/21 (CHANGE IN OPEN INTEREST: -2,645) 0 0 0 -2,643 -2,624 -2,643 -2,624 -2 -21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 99.7 98.8 99.7 98.8 0.3 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 0 0 16 18 16 18 ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 181,239 COMMITMENTS 0 0 0 177,902 174,370 177,902 174,370 3,337 6,869 CHANGES FROM 04/13/21 (CHANGE IN OPEN INTEREST: 2,530) 0 0 0 2,570 2,455 2,570 2,455 -40 75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 98.2 96.2 98.2 96.2 1.8 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 0 0 14 18 14 18
Updated April 23, 2021