CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV                   Code-0063CA
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       33,002
COMMITMENTS
   2,459   15,875      506   30,028   16,612   32,993   32,993        9        9

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:     -1,056)
      92   -1,250        0   -1,148      194   -1,056   -1,056        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.5     48.1      1.5     91.0     50.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       8        7        5       15       14       27       22                  
 
 
NJ SRECS - ICE FUTURES ENERGY DIV                                    Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:      201,348
COMMITMENTS
  83,568   26,817    2,960  114,820  171,571  201,348  201,348        0        0

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:        500)
  -3,097      281       10    3,587      209      500      500        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    41.5     13.3      1.5     57.0     85.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       8        7        4       16       14       26       23                  
 
 
PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV                        Code-0063CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:      212,690
COMMITMENTS
  31,200   44,716   10,246  169,412  155,896  210,858  210,858    1,832    1,832

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:      2,125)
  -4,409      300    1,282    5,420      711    2,293    2,293     -168     -168

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.7     21.0      4.8     79.7     73.3     99.1     99.1      0.9      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       6        5        7       21       12       30       22                  
 
 
CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV                   Code-0063CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:      185,414
COMMITMENTS
  97,431   53,076   21,282   66,625  111,054  185,339  185,413       75        1

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:      2,393)
   1,476     -212    1,513     -582    1,092    2,407    2,393      -14        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    52.5     28.6     11.5     35.9     59.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      57       15       29       31       28       99       61                  
 
 
CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV                Code-0063D9
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       70,634
COMMITMENTS
  36,041    7,119    1,539   32,952   61,919   70,532   70,577      102       57

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:        -49)
    -497       -7      171      189     -266     -137     -102       88       52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    51.0     10.1      2.2     46.7     87.7     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      29        4        5       19       17       49       25                  
 
 
PA SOLAR ALTER ENERGY CREDIT - ICE FUTURES ENERGY DIV                Code-0063DA
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 PA SRECs)                                        OPEN INTEREST:       21,479
COMMITMENTS
   8,201    6,980      802   12,476   13,686   21,479   21,468        0       11

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:        500)
     -51        0      500       51        0      500      500        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    38.2     32.5      3.7     58.1     63.7    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        2        2       11        7       16       10                  
 
 
CALIF CARBON CURRENT AUCTION - ICE FUTURES ENERGY DIV                Code-0063DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       37,223
COMMITMENTS
   1,250   28,392    2,850   33,111    5,952   37,211   37,194       12       29

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:        525)
     -50      975     -375      950      -75      525      525        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.4     76.3      7.7     89.0     16.0    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        8        4       11        6       18       15                  
 
 
CT RECs CLASS 1 - ICE FUTURES ENERGY DIV                             Code-0063DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of Class 1 Renewable Energy Cert             OPEN INTEREST:       15,182
COMMITMENTS
   1,785    1,941      110   13,287   13,131   15,182   15,182        0        0

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:        180)
     150     -580      -50       80      810      180      180        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.8     12.8      0.7     87.5     86.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        5        1       10       13       12       19                  
 
 
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV                Code-0063DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of Class 1 Renewable Energy Cert             OPEN INTEREST:       16,465
COMMITMENTS
     860    5,006      315   15,290   11,144   16,465   16,465        0        0

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:        100)
    -440        0     -100      640      200      100      100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.2     30.4      1.9     92.9     67.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        3        1       11       11       14       15                  
 
 
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV                          Code-0063DN
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       44,499
COMMITMENTS
  21,058   14,885    2,705   20,736   26,909   44,499   44,499        0        0

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:        525)
  -1,025       50   -1,000    2,550    1,475      525      525        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    47.3     33.5      6.1     46.6     60.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       5        3        4       17        9       24       14                  
 
 
PA COMPLIANCE AECs TIER1 - ICE FUTURES ENERGY DIV                    Code-0063DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(100 AECs)                                           OPEN INTEREST:       13,209
COMMITMENTS
   4,359        0      200    8,650   13,009   13,209   13,209        0        0

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:        -43)
      25       -2     -353      285      312      -43      -43        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    33.0      0.0      1.5     65.5     98.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        0        1       11       10       15       11                  
 
 
RGGI VINTAGE 2021 - ICE FUTURES ENERGY DIV                           Code-0063DW
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       46,152
COMMITMENTS
  14,641    2,777      914   30,571   42,461   46,127   46,152       25        0

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:        863)
     -26       26        1      883      837      857      863        6        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.7      6.0      2.0     66.2     92.0     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      12        5        6       19       15       33       24                  
 
 
CALIF CARBON ALLOWANCE V2023 - ICE FUTURES ENERGY DIV                Code-0063DX
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       26,002
COMMITMENTS
   7,385    1,555    2,621   15,894   21,825   25,900   26,001      102        1

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:        175)
     175        0        0        0      175      175      175        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.4      6.0     10.1     61.1     83.9     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       9        2        2       13       10       24       14                  
 
 
MARINE FUEL OIL 0.5% FOB USGC - ICE FUTURES ENERGY DIV               Code-021397
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:        6,981
COMMITMENTS
      55        0       20    6,767    6,943    6,842    6,963      139       18

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:        166)
      25        0        0      136      166      161      166        5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8      0.0      0.3     96.9     99.5     98.0     99.7      2.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        1       17       17       18       18                  
 
 
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV                          Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:       19,871
COMMITMENTS
   3,995      837    1,217   14,357   17,481   19,569   19,535      302      336

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:      2,341)
     405     -177      313    1,493    2,053    2,211    2,189      130      152

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.1      4.2      6.1     72.3     88.0     98.5     98.3      1.5      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       5        2        5       22       37       29       42                  
 
 
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV       Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:       15,303
COMMITMENTS
     100    2,865      577   14,368   11,844   15,045   15,286      258       17

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:      1,640)
       0      264        0    1,494    1,374    1,494    1,638      146        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.7     18.7      3.8     93.9     77.4     98.3     99.9      1.7      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        5        2       28       18       31       23                  
 
 
USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV               Code-02141R
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
BBL                                                  OPEN INTEREST:        6,949
COMMITMENTS
     390    1,301      139    6,351    5,399    6,880    6,839       69      110

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:        505)
     100      200        0      405      305      505      505        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.6     18.7      2.0     91.4     77.7     99.0     98.4      1.0      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        3        2       17       13       22       16                  
 
 
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV                 Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    6,828,446
COMMITMENTS
 1506025   12,174  554,894  4731512  6248521  6792431  6815589   36,015   12,857

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:    152,937)
 -81,618   -3,659   75,888  160,307   82,132  154,577  154,361   -1,640   -1,424

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.1      0.2      8.1     69.3     91.5     99.5     99.8      0.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      257)
      60       17       54      164      139      238      196                  
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:    2,261,946
COMMITMENTS
 153,149   58,589  945,129  1160266  1256354  2258543  2260071    3,404    1,875

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:   -236,034)
  -4,531  -12,614 -186,288  -46,393  -37,588 -237,212 -236,490    1,179      456

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.8      2.6     41.8     51.3     55.5     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      16       17       27       52       51       81       82                  
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      212,752
COMMITMENTS
       0      727       90  191,560  202,419  191,650  203,236   21,102    9,516

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:        400)
       0       87        0     -258      242     -258      329      658       71

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.3      0.0     90.0     95.1     90.1     95.5      9.9      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        1        1       28       23       29       24                  
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      174,514
COMMITMENTS
   9,383        0      243  149,654  161,845  159,280  162,088   15,234   12,426

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:      3,824)
   1,020        0      243    3,068    2,589    4,331    2,832     -507      992

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.4      0.0      0.1     85.8     92.7     91.3     92.9      8.7      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       6        0        1       22       23       28       24                  
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      268,026
COMMITMENTS
   2,896    5,158    2,251  247,400  255,861  252,547  263,270   15,479    4,756

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:      8,887)
    -759    2,411     -456    9,288    7,447    8,073    9,402      814     -515

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1      1.9      0.8     92.3     95.5     94.2     98.2      5.8      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       2        3        3       31       38       35       42                  
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      905,887
COMMITMENTS
  10,013    5,026   10,401  871,488  886,188  891,902  901,615   13,985    4,272

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:      9,847)
     522      998     -538    8,555    9,864    8,539   10,324    1,308     -477

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1      0.6      1.1     96.2     97.8     98.5     99.5      1.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       7        5        6       42       30       52       38                  
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      303,313
COMMITMENTS
   5,686    3,845    3,013  282,117  284,431  290,816  291,289   12,497   12,024

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:      1,303)
     391     -113      453   -1,456      826     -612    1,166    1,915      137

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.9      1.3      1.0     93.0     93.8     95.9     96.0      4.1      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       4        4        3       45       38       50       45                  
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      609,214
COMMITMENTS
   9,370    2,411    1,888  589,671  601,615  600,929  605,914    8,285    3,300

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:      9,080)
     242     -362      -21    9,296    9,609    9,517    9,226     -437     -146

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.5      0.4      0.3     96.8     98.8     98.6     99.5      1.4      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
       8        3        5       47       41       57       47                  
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      446,855
COMMITMENTS
     576   10,244    1,494  431,743  420,222  433,813  431,960   13,042   14,895

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:      2,443)
     474      301      350    1,223    3,422    2,047    4,073      396   -1,630

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      2.3      0.3     96.6     94.0     97.1     96.7      2.9      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       2        5        3       36       33       39       40                  
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      106,689
COMMITMENTS
     869    2,084      389   99,682   99,699  100,940  102,172    5,749    4,517

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:      5,552)
     352     -370      110    5,155    5,246    5,617    4,986      -65      566

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8      2.0      0.4     93.4     93.4     94.6     95.8      5.4      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        2        3       17       21       20       25                  
 
 
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                    Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       53,379
COMMITMENTS
   1,267      325      279   48,026   51,706   49,572   52,310    3,807    1,069

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:      3,315)
     558       62      -62    2,664    3,067    3,160    3,067      155      248

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.4      0.6      0.5     90.0     96.9     92.9     98.0      7.1      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        1        1       18       16       21       17                  
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      343,985
COMMITMENTS
       0      998        0  334,602  337,878  334,602  338,876    9,383    5,109

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:      1,010)
       0      171        0    2,825      471    2,825      642   -1,815      368

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.3      0.0     97.3     98.2     97.3     98.5      2.7      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       0        2        0       25       31       25       33                  
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      190,728
COMMITMENTS
   4,602        0      151  175,676  189,045  180,429  189,196   10,299    1,532

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:        991)
       0        0        0      867      990      867      990      124        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.4      0.0      0.1     92.1     99.1     94.6     99.2      5.4      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2        0        1       24       27       26       28                  
 
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      256,374
COMMITMENTS
     920   27,136      374  252,272  218,721  253,566  246,231    2,808   10,143

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:     22,222)
       0    7,366       25   22,006   13,911   22,031   21,302      191      920

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4     10.6      0.1     98.4     85.3     98.9     96.0      1.1      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        4        1       24       20       26       24                  
 
 
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV                      Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       51,979
COMMITMENTS
  12,648    8,127    2,452   35,475   40,875   50,575   51,454    1,404      525

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:      5,301)
     778    2,834       -3    4,526    2,418    5,301    5,249        0       52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.3     15.6      4.7     68.2     78.6     97.3     99.0      2.7      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       5        5        2       24       25       31       30                  
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      666,096
COMMITMENTS
  16,951    1,080   11,305  629,314  647,776  657,570  660,161    8,526    5,935

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:      6,435)
  -8,403      -23    3,426   10,221    2,456    5,244    5,859    1,191      576

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.5      0.2      1.7     94.5     97.2     98.7     99.1      1.3      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
       6        4        5       57       43       64       51                  
 
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV             Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      136,510
COMMITMENTS
     747        0      152  130,764  133,790  131,663  133,942    4,847    2,568

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5      0.0      0.1     95.8     98.0     96.4     98.1      3.6      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        1       18       16       19       17                  
 
 
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      190,684
COMMITMENTS
   3,380        0      546  182,302  189,439  186,228  189,985    4,456      699

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:      4,807)
   1,559        0      389    3,624    5,094    5,572    5,483     -765     -676

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.8      0.0      0.3     95.6     99.3     97.7     99.6      2.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       5        0        2       23       22       28       24                  
 
 
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      133,020
COMMITMENTS
   5,636    6,544        0  124,352  123,041  129,988  129,585    3,032    3,435

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:     22,878)
   5,636    4,433        0   16,897   18,681   22,533   23,114      345     -236

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.2      4.9      0.0     93.5     92.5     97.7     97.4      2.3      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       5        4        0       34       33       39       37                  
 
 
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV      Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      168,932
COMMITMENTS
  17,391   13,394    2,398  147,949  151,850  167,738  167,642    1,194    1,290

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:     25,327)
   3,844    2,345    2,150   18,879   20,770   24,873   25,265      454       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.3      7.9      1.4     87.6     89.9     99.3     99.2      0.7      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
       5        9        6       42       46       51       57                  
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      206,206
COMMITMENTS
   7,608    2,412      588  197,315  202,411  205,511  205,411      695      795

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:      5,830)
    -309       31      309    5,489    5,427    5,489    5,767      341       63

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.7      1.2      0.3     95.7     98.2     99.7     99.6      0.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       3        4        2       33       29       36       35                  
 
 
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV                     Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
MMBTU                                                OPEN INTEREST:       32,357
COMMITMENTS
     248      930        0   29,689   30,286   29,937   31,216    2,420    1,141

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:      2,007)
       0      558        0    1,271    1,263    1,271    1,821      736      186

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8      2.9      0.0     91.8     93.6     92.5     96.5      7.5      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        2        0       11       12       12       14                  
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      217,087
COMMITMENTS
     248    2,102    1,419  206,341  210,485  208,008  214,006    9,079    3,081

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:      1,463)
  -1,604       31      -91    1,697      725        2      665    1,461      798

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      1.0      0.7     95.0     97.0     95.8     98.6      4.2      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       1        3        2       34       38       37       41                  
 
 
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV                  Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       92,245
COMMITMENTS
   1,215        0        0   90,066   91,689   91,281   91,689      964      556

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:      1,176)
       0        0        0      711    1,385      711    1,385      465     -209

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3      0.0      0.0     97.6     99.4     99.0     99.4      1.0      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        0        0       16       21       17       21                  
 
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       77,670
COMMITMENTS
   1,727      236      564   63,860   71,859   66,151   72,659   11,519    5,011

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:     -1,365)
   1,727       -1      154   -1,974    1,766      -93    1,919   -1,272   -3,284

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.2      0.3      0.7     82.2     92.5     85.2     93.5     14.8      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        2       16       18       18       20                  
 
 
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV          Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      203,928
COMMITMENTS
   1,888    2,115    1,044  196,226  196,507  199,158  199,666    4,770    4,262

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:      5,480)
     151    1,889     -218    5,263    3,944    5,196    5,615      284     -135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9      1.0      0.5     96.2     96.4     97.7     97.9      2.3      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       1        2        1       24       30       26       32                  
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      162,976
COMMITMENTS
       0    1,368      788  157,540  154,720  158,328  156,876    4,648    6,100

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:       -764)
       0      899        0     -690   -1,871     -690     -972      -74      208

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.8      0.5     96.7     94.9     97.1     96.3      2.9      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        3        1       22       18       23       21                  
 
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       90,133
COMMITMENTS
   1,364        0        0   82,830   85,704   84,194   85,704    5,939    4,429

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:      1,502)
     217        0        0      835    1,379    1,052    1,379      450      123

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.5      0.0      0.0     91.9     95.1     93.4     95.1      6.6      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        0        0       19       15       21       15                  
 
 
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV  Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       30,877
COMMITMENTS
   1,872        0      496   25,427   28,689   27,795   29,185    3,082    1,692

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:      2,228)
    -310        0      310    2,444    2,927    2,444    3,237     -216   -1,009

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.1      0.0      1.6     82.3     92.9     90.0     94.5     10.0      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        0        1       14       16       16       17                  
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      206,327
COMMITMENTS
   5,570        0      360  195,140  190,320  201,070  190,680    5,257   15,647

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:     -1,129)
  -1,818        0      335      -29   -1,284   -1,512     -949      383     -180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.7      0.0      0.2     94.6     92.2     97.5     92.4      2.5      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        0        1       15       18       17       19                  
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      144,766
COMMITMENTS
   4,810    1,484    1,628  129,934  135,742  136,372  138,854    8,394    5,912

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:        566)
    -493      412      993    1,438   -2,166    1,938     -761   -1,372    1,327

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.3      1.0      1.1     89.8     93.8     94.2     95.9      5.8      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       2        2        2       31       30       34       33                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV          Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       49,662
COMMITMENTS
     372    3,685        0   48,577   44,799   48,949   48,484      713    1,178

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:      3,851)
     372    1,054        0    3,355    3,473    3,727    4,527      124     -676

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.7      7.4      0.0     97.8     90.2     98.6     97.6      1.4      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        4        0       16       19       17       23                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      248,371
COMMITMENTS
   3,543   11,164    2,552  235,635  226,846  241,730  240,562    6,641    7,809

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:        979)
     184    1,142      242      581     -520    1,007      864      -28      115

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.4      4.5      1.0     94.9     91.3     97.3     96.9      2.7      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       2        7        3       34       32       39       39                  
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:      148,758
COMMITMENTS
   8,366      992        0  135,464  141,806  143,830  142,798    4,928    5,960

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:      4,804)
   1,922      558        0    3,277    4,029    5,199    4,587     -395      217

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.6      0.7      0.0     91.1     95.3     96.7     96.0      3.3      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        2        0       29       22       31       24                  
 
 
TRANSCO ZONE 6 MONTHLY INDEX - ICE FUTURES ENERGY DIV                Code-0233CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       28,201
COMMITMENTS
   5,156      248        0   22,362   27,860   27,518   28,108      683       93

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.3      0.9      0.0     79.3     98.8     97.6     99.7      2.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        0        8       11       10       12                  
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       88,705
COMMITMENTS
   1,932        0        0   77,517   85,929   79,449   85,929    9,256    2,776

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:        272)
       0        0        0      487       -6      487       -6     -215      278

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.2      0.0      0.0     87.4     96.9     89.6     96.9     10.4      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        0        0       17       19       18       19                  
 
 
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       51,315
COMMITMENTS
     217    5,560      353   50,571   42,680   51,141   48,593      174    2,722

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:      3,317)
     217     -409      353    2,697    4,242    3,267    4,186       50     -869

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4     10.8      0.7     98.6     83.2     99.7     94.7      0.3      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        3        1       17       19       19       22                  
 
 
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV                   Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MM Btus                                         OPEN INTEREST:      344,201
COMMITMENTS
       0   11,936        0  333,226  327,818  333,226  339,754   10,975    4,447

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:      6,299)
       0    3,667        0    6,175    3,251    6,175    6,918      124     -619

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      3.5      0.0     96.8     95.2     96.8     98.7      3.2      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       0        5        0       34       25       34       30                  
 
 
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV                         Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       97,264
COMMITMENTS
     372        0      960   88,201   95,729   89,533   96,689    7,731      575

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:        545)
       0        0        0      328      572      328      572      217      -27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      0.0      1.0     90.7     98.4     92.1     99.4      7.9      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        1       16       17       17       18                  
 
 
TETCO M2 Index (Receipts) - ICE FUTURES ENERGY DIV                   Code-0233DW
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MM Btus                                         OPEN INTEREST:       36,022
COMMITMENTS
     372      279    1,382   33,391   33,705   35,145   35,366      877      656

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:      3,038)
     -31      279       31    2,976    2,356    2,976    2,666       62      372

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.0      0.8      3.8     92.7     93.6     97.6     98.2      2.4      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        1        2       10       14       13       16                  
 
 
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV                            Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:      223,213
COMMITMENTS
     725      401       77  217,629  219,819  218,431  220,297    4,782    2,916

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:      6,470)
     725      401       77    4,421    6,752    5,223    7,230    1,247     -760

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      0.2      0.0     97.5     98.5     97.9     98.7      2.1      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        1        2       20       28       22       30                  
 
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                        Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       31,906
COMMITMENTS
   4,372      425    1,507   25,989   29,943   31,868   31,875       38       31

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:      1,099)
    -198        0     -145    1,502    1,243    1,159    1,098      -60        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.7      1.3      4.7     81.5     93.8     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       6        3        8       22       24       30       33                  
 
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1 MWh for about 368 Hours)                          OPEN INTEREST:       28,602
COMMITMENTS
   3,044      125      778   24,600   27,669   28,422   28,572      180       30

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:        307)
      85     -250      -33      245      605      297      322       10      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.6      0.4      2.7     86.0     96.7     99.4     99.9      0.6      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       5        1        3       22       19       28       22                  
 
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                      Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1Megawatt for 368 Hours)               OPEN INTEREST:      150,685
COMMITMENTS
  22,834    2,665    1,394  125,551  146,349  149,779  150,408      906      277

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:      3,202)
      63      -69      112    2,881    3,182    3,056    3,225      146      -23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.2      1.8      0.9     83.3     97.1     99.4     99.8      0.6      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      15        5        9       34       38       53       48                  
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       62,556
COMMITMENTS
   4,614    2,317    2,936   54,932   57,240   62,482   62,493       74       63

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:      1,670)
    -800      357      686    1,760      655    1,646    1,698       24      -28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.4      3.7      4.7     87.8     91.5     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       8        6        7       24       23       35       33                  
 
 
CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV                 Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21          |
--------------------------------------------------------------| 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:       38,951
COMMITMENTS
   1,375      480      810   36,761   37,626   38,946   38,916        5       35

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:      1,080)
    -125     -325        5    1,200    1,400    1,080    1,080        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.5      1.2      2.1     94.4     96.6    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        3        2       19       18       22       22                  
 
 
PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV              Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21          |
--------------------------------------------------------------| 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:       48,228
COMMITMENTS
  10,440    5,492      685   36,773   41,759   47,898   47,936      330      292

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:      1,160)
       0       50       10    1,150    1,122    1,160    1,182        0      -22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.6     11.4      1.4     76.2     86.6     99.3     99.4      0.7      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        3        2       24       26       27       29                  
 
 
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV                Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       58,635
COMMITMENTS
   9,467    4,242    1,774   46,448   52,502   57,689   58,518      946      117

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:      1,239)
    -355      -11      -13    1,607    1,268    1,239    1,244        0       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.1      7.2      3.0     79.2     89.5     98.4     99.8      1.6      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      11        2        5       27       30       40       35                  
 
 
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV                Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       69,932
COMMITMENTS
     866    5,280    1,326   67,334   63,323   69,526   69,929      406        3

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:          6)
       0        0        0       -4        6       -4        6       10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.2      7.6      1.9     96.3     90.5     99.4    100.0      0.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       4        1        2       23       19       27       22                  
 
 
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV                      Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       90,297
COMMITMENTS
   1,061    6,072    1,468   87,387   82,732   89,916   90,272      381       25

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:        270)
      10        0        0      260      255      270      255        0       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.2      6.7      1.6     96.8     91.6     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       3        3        2       28       22       32       26                  
 
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                      Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       29,176
COMMITMENTS
       0        2       66   29,095   28,542   29,161   28,610       15      566

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:        200)
       0        0        0      200      200      200      200        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.2     99.7     97.8     99.9     98.1      0.1      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        1       17       16       18       17                  
 
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours)                           OPEN INTEREST:       28,974
COMMITMENTS
     500      300        0   28,252   28,674   28,752   28,974      222        0

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:        333)
       0        0        0      329      333      329      333        4        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.7      1.0      0.0     97.5     99.0     99.2    100.0      0.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        0       18       17       19       18                  
 
 
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV               Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 Mwh per Peak Hour                                  OPEN INTEREST:       31,997
COMMITMENTS
       0    1,640       50   31,945   30,307   31,995   31,997        2        0

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:      3,013)
       0      900        0    3,013    2,113    3,013    3,013        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      5.1      0.2     99.8     94.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        2        2       18       14       20       16                  
 
 
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV                 Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 Mw per Peak Hour                                   OPEN INTEREST:      130,826
COMMITMENTS
  13,580   10,528    5,056  111,666  114,909  130,302  130,493      524      333

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:      6,780)
      11     -129      677    6,294    6,293    6,983    6,840     -202      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.4      8.0      3.9     85.4     87.8     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      16       10       14       46       41       68       59                  
 
 
ERCOT SOUTH 345 KV RT PEAK FIX - ICE FUTURES ENERGY DIV              Code-06439S
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 Mwh per Peak Hour                                  OPEN INTEREST:       27,441
COMMITMENTS
     300      600        0   26,229   26,841   26,529   27,441      912        0

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:        120)
       0        0        0      120      120      120      120        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1      2.2      0.0     95.6     97.8     96.7    100.0      3.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        0       14       13       15       14                  
 
 
ERCOT-SOUTH MONTHLY OFFPEAK - ICE FUTURES ENERGY DIV                 Code-06439U
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       25,536
COMMITMENTS
     300      600        0   24,324   24,936   24,624   25,536      912        0

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:        120)
       0        0        0      120      120      120      120        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.2      2.3      0.0     95.3     97.7     96.4    100.0      3.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        0       14       13       15       14                  
 
 
ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV                    Code-06439V
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 Mwh per peak hour                                  OPEN INTEREST:       40,720
COMMITMENTS
      50    9,888        0   40,639   30,832   40,689   40,720       31        0

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:        552)
       0        0        0      551      552      551      552        1        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1     24.3      0.0     99.8     75.7     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        3        0       15       16       16       19                  
 
 
ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439W
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MWh per Off-Peak Hour                              OPEN INTEREST:       35,435
COMMITMENTS
       0    6,738        0   35,405   28,697   35,405   35,435       30        0

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:        252)
       0        0        0      252      252      252      252        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     19.0      0.0     99.9     81.0     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        3        0       13       16       13       19                  
 
 
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 Mwh per Off-Peak Hour                              OPEN INTEREST:       72,508
COMMITMENTS
   7,353    2,095    1,760   62,808   67,701   71,921   71,556      587      952

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:        972)
    -600        0      300    1,271      672      971      972        1        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.1      2.9      2.4     86.6     93.4     99.2     98.7      0.8      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       5        3        5       23       24       31       29                  
 
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       34,180
COMMITMENTS
     100        0        0   33,887   33,594   33,987   33,594      193      586

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:        435)
       0        0        0      435      435      435      435        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      0.0      0.0     99.1     98.3     99.4     98.3      0.6      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        0        0       22       18       23       18                  
 
 
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV                    Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       46,176
COMMITMENTS
   1,688      468       68   43,994   45,630   45,750   46,166      426       10

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:        -92)
    -160       10       68      120     -170       28      -92     -120        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.7      1.0      0.1     95.3     98.8     99.1    100.0      0.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        3        1       22       21       25       25                  
 
 
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV                     Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       51,463
COMMITMENTS
   2,779       70       10   47,985   51,023   50,774   51,103      689      360

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:        455)
      15        0        0      440      455      455      455        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.4      0.1      0.0     93.2     99.1     98.7     99.3      1.3      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        1        1       19       18       22       20                  
 
 
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       58,074
COMMITMENTS
   3,750      155      143   53,685   57,561   57,578   57,859      496      215

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:        490)
       0        0        0      485      500      485      500        5      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.5      0.3      0.2     92.4     99.1     99.1     99.6      0.9      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       4        2        1       22       18       26       21                  
 
 
ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV              Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21          |
--------------------------------------------------------------| 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:       88,077
COMMITMENTS
   1,301      634    1,613   84,430   85,745   87,344   87,992      733       85

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:        359)
     -84     -105       21      422      443      359      359        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.5      0.7      1.8     95.9     97.4     99.2     99.9      0.8      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3        3        5       25       28       31       33                  
 
 
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:      113,092
COMMITMENTS
   2,926    1,770    1,513  108,130  109,581  112,569  112,864      523      228

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:        373)
    -150      239     -239      804      393      415      393      -42      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.6      1.6      1.3     95.6     96.9     99.5     99.8      0.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       9        8        7       28       32       42       42                  
 
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                            Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       65,247
COMMITMENTS
   1,690    4,033      675   62,827   60,434   65,192   65,142       55      105

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:      2,149)
     389       83      -40    1,800    2,117    2,149    2,160        0      -11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.6      6.2      1.0     96.3     92.6     99.9     99.8      0.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        4        2       23       13       26       18                  
 
 
CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV                 Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21          |
--------------------------------------------------------------| 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:       53,247
COMMITMENTS
     225    2,420      710   52,312   50,117   53,247   53,247        0        0

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:      1,497)
       0      -15        0    1,497    1,512    1,497    1,497        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      4.5      1.3     98.2     94.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        4        1       18       11       21       15                  
 
 
PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV                  Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21          |
--------------------------------------------------------------| 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:       43,877
COMMITMENTS
       0      872      120   42,602   42,698   42,722   43,690    1,155      187

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:       -416)
       0        0        0     -486     -416     -486     -416       70        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.0      0.3     97.1     97.3     97.4     99.6      2.6      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        1       19       18       20       19                  
 
 
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV                       Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       48,401
COMMITMENTS
   1,404    3,275      178   46,432   44,585   48,014   48,038      387      363

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:       -179)
    -120       37        0      -64     -216     -184     -179        5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.9      6.8      0.4     95.9     92.1     99.2     99.3      0.8      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        4        3       23       23       28       28                  
 
 
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       18,129
COMMITMENTS
     175    2,176        0   17,473   15,885   17,648   18,061      481       68

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:         75)
       0        0        0       75       75       75       75        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.0     12.0      0.0     96.4     87.6     97.3     99.6      2.7      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        2        0       15       13       18       15                  
 
 
NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV                Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours)                           OPEN INTEREST:       16,344
COMMITMENTS
      50      980        0   15,705   15,316   15,755   16,296      589       48

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:         75)
       0        0        0       75       75       75       75        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      6.0      0.0     96.1     93.7     96.4     99.7      3.6      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        2        0       13       12       14       14                  
 
 
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       24,871
COMMITMENTS
   1,407       74      182   22,741   24,222   24,330   24,478      541      393

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:        890)
       0       34        0      847      861      847      895       43       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.7      0.3      0.7     91.4     97.4     97.8     98.4      2.2      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        2        3       16       17       21       21                  
 
 
NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV               Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours)                            OPEN INTEREST:       16,686
COMMITMENTS
     488       70       80   15,430   16,132   15,998   16,282      688      404

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:        877)
       0        0        0      825      877      825      877       52        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.9      0.4      0.5     92.5     96.7     95.9     97.6      4.1      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        1        2       16       13       19       15                  
 
 
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       38,722
COMMITMENTS
   3,681    5,138      765   33,827   32,569   38,273   38,472      449      250

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:        739)
      46       25      -20      713      734      739      739        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.5     13.3      2.0     87.4     84.1     98.8     99.4      1.2      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       5        7        4       29       26       38       33                  
 
 
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours)                            OPEN INTEREST:       22,447
COMMITMENTS
   1,660    2,675      571   20,008   19,036   22,239   22,282      208      165

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:        387)
      20        0        0      367      387      387      387        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.4     11.9      2.5     89.1     84.8     99.1     99.3      0.9      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       5        2        2       23       20       28       24                  
 
 
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV                          Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       16,021
COMMITMENTS
   1,508       25      352   14,100   15,535   15,960   15,912       61      109

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:         45)
     -14        0       14       45        6       45       20        0       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.4      0.2      2.2     88.0     97.0     99.6     99.3      0.4      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       5        1        4       18       14       23       19                  
 
 
PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV               Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours)                           OPEN INTEREST:       19,289
COMMITMENTS
   2,295        0        0   16,688   19,289   18,983   19,289      306        0

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:        125)
       0        0        0      125      125      125      125        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.9      0.0      0.0     86.5    100.0     98.4    100.0      1.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        0        0       11        7       15        7                  
 
 
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       13,910
COMMITMENTS
     360      180      140   13,240   13,530   13,740   13,850      170       60

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.6      1.3      1.0     95.2     97.3     98.8     99.6      1.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        2       14       13       16       16                  
 
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV    Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       49,985
COMMITMENTS
   3,020        0      740   45,727   49,225   49,487   49,965      498       20

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.0      0.0      1.5     91.5     98.5     99.0    100.0      1.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        0        1       20       18       22       19                  
 
 
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       53,225
COMMITMENTS
   2,330       20      790   49,707   52,415   52,827   53,225      398        0

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.4      0.0      1.5     93.4     98.5     99.3    100.0      0.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        1        2       20       19       22       21                  
 
 
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      113,967
COMMITMENTS
   1,578    2,274    2,121  109,941  109,163  113,640  113,558      327      409

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:        360)
     -36      -75       26      375      408      365      359       -5        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.4      2.0      1.9     96.5     95.8     99.7     99.6      0.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       5        4        8       36       32       46       40                  
 
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
352 MWh                                              OPEN INTEREST:      127,794
COMMITMENTS
   1,969    2,150    2,969  122,629  122,209  127,567  127,328      227      466

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:      1,923)
      -5     -108       54    1,854    1,935    1,903    1,881       20       42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.5      1.7      2.3     96.0     95.6     99.8     99.6      0.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       5        9        9       39       35       52       45                  
 
 
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      759,533
COMMITMENTS
  45,870   16,359   79,112  630,156  663,675  755,138  759,146    4,395      387

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:     35,645)
  -1,986      277    6,427   29,158   28,652   33,600   35,355    2,046      290

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.0      2.2     10.4     83.0     87.4     99.4     99.9      0.6      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      34       10       32       53       52       95       87                  
 
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       15,725
COMMITMENTS
   2,470        0        0   12,520   15,610   14,990   15,610      735      115

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:         75)
       0        0        0      130      180      130      180      -55     -105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.7      0.0      0.0     79.6     99.3     95.3     99.3      4.7      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        0        0       14       11       18       11                  
 
 
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       13,225
COMMITMENTS
   1,435      600        0   10,890   12,430   12,325   13,030      900      195

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:         55)
       0        0        0      -40      -15      -40      -15       95       70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.9      4.5      0.0     82.3     94.0     93.2     98.5      6.8      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        0       12       11       14       12                  
 
 
ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV              Code-0643IB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:       18,955
COMMITMENTS
     890    2,075      820   16,340   15,515   18,050   18,410      905      545

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:      3,460)
     635      215      660    2,110    2,615    3,405    3,490       55      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.7     10.9      4.3     86.2     81.9     95.2     97.1      4.8      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        7        8       22       17       31       26                  
 
 
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV                Code-0643ID
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours)                            OPEN INTEREST:       30,980
COMMITMENTS
     490    3,155      260   30,160   27,543   30,910   30,958       70       22

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:        615)
       0        0        0      615      620      615      620        0       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.6     10.2      0.8     97.4     88.9     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        3        3       26       23       30       28                  
 
 
ERCOT North 345KV Hub RT 7x8 - ICE FUTURES ENERGY DIV                Code-0643IK
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours)                            OPEN INTEREST:       24,740
COMMITMENTS
   3,200        0        0   21,120   24,560   24,320   24,560      420      180

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:      1,920)
       0        0        0    1,920    1,920    1,920    1,920        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.9      0.0      0.0     85.4     99.3     98.3     99.3      1.7      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        0        0       21       18       24       18                  
 
 
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV                      Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000  metric tonnes                                  OPEN INTEREST:        7,427
COMMITMENTS
     387      512      310    5,722    5,503    6,419    6,325    1,008    1,102

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:        430)
     -62        0      -56      494      374      376      318       54      112

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.2      6.9      4.2     77.0     74.1     86.4     85.2     13.6     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3        3        5       33       32       38       38                  
 
 
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV                 Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       31,622
COMMITMENTS
   5,788       95      145   25,502   31,192   31,435   31,432      187      190

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:        379)
      20       25     -220      574      574      374      379        5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.3      0.3      0.5     80.6     98.6     99.4     99.4      0.6      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       5        1        1       31       34       36       36                  
 
 
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV              Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       17,197
COMMITMENTS
     455      285    1,045   15,595   15,462   17,095   16,792      102      405

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:        345)
     110     -225      120      115      425      345      320        0       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.6      1.7      6.1     90.7     89.9     99.4     97.6      0.6      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        2        1       19       29       21       31                  
 
 
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV               Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       14,701
COMMITMENTS
   2,972      777      258   10,468   13,118   13,698   14,153    1,003      548

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:        745)
     354      -60      -66      417      831      705      705       40       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.2      5.3      1.8     71.2     89.2     93.2     96.3      6.8      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       4        3        5       35       36       41       42                  
 
 
PROPANE OPIS CONWAY INWELL FP - ICE FUTURES ENERGY DIV               Code-06641E
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:        8,696
COMMITMENTS
     132      145        6    7,798    8,034    7,936    8,185      760      511

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:        -32)
     105        0      -27     -110       -5      -32      -32        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.5      1.7      0.1     89.7     92.4     91.3     94.1      8.7      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        2        1       12       20       13       23                  
 
 
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV              Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       28,786
COMMITMENTS
   6,774    1,485      934   21,078   26,140   28,786   28,559        0      227

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:        833)
     170      240     -122      785      715      833      833        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.5      5.2      3.2     73.2     90.8    100.0     99.2      0.0      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       3        4        2       31       35       35       40                  
 
 
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV              Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       62,509
COMMITMENTS
   7,549    7,323    3,461   50,925   51,407   61,935   62,191      574      318

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:      1,985)
      44      -31      306    1,620    1,750    1,970    2,025       15      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.1     11.7      5.5     81.5     82.2     99.1     99.5      0.9      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
       8       10       14       74       69       91       85                  
 
 
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV                   Code-06641H
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 Metric  Tonnes                                  OPEN INTEREST:        2,565
COMMITMENTS
      71       57       41    1,677    2,008    1,789    2,106      776      459

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:        169)
      26      -10        4      159      162      189      156      -20       13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.8      2.2      1.6     65.4     78.3     69.7     82.1     30.3     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        1       15       18       18       19                  
 
 
CRUDE DIFF-WCS HOUSTON/WTI 1ST - ICE FUTURES ENERGY DIV              Code-06739C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 Barrels                                         OPEN INTEREST:        6,898
COMMITMENTS
       0      210        0    6,328    6,103    6,328    6,313      570      585

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:     -2,387)
       0        0        0   -2,012   -2,027   -2,012   -2,027     -375     -360

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      3.0      0.0     91.7     88.5     91.7     91.5      8.3      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       13       10       13       11                  
 
 
WTI CRUDE OIL 1ST LINE - ICE FUTURES ENERGY DIV                      Code-06741Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 US barrels per lot                              OPEN INTEREST:       86,965
COMMITMENTS
  24,681    1,384   15,230   35,915   54,604   75,827   71,219   11,138   15,746

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:     -3,880)
    -270      629   -1,867   -1,495   -2,570   -3,632   -3,809     -248      -71

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.4      1.6     17.5     41.3     62.8     87.2     81.9     12.8     18.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       5        2        4        8       12       14       17                  
 
 
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV                 Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 BARRELS                                         OPEN INTEREST:       46,835
COMMITMENTS
       0      250        0   46,625   45,778   46,625   46,028      210      807

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:      1,151)
       0        0        0    1,181    1,181    1,181    1,181      -30      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.5      0.0     99.6     97.7     99.6     98.3      0.4      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       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 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 BARRELS                                         OPEN INTEREST:       14,288
COMMITMENTS
       0        0        0   14,213   14,040   14,213   14,040       75      248

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:         60)
       0        0        0       60       60       60       60        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     99.5     98.3     99.5     98.3      0.5      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        0        0       16       17       16       17                  
 
 
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV               Code-06742U
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:      141,314
COMMITMENTS
       0        0        0  135,748  129,120  135,748  129,120    5,566   12,194

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:    -15,166)
       0        0        0  -15,036  -14,974  -15,036  -14,974     -130     -192

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     96.1     91.4     96.1     91.4      3.9      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       16       17       16       17                  



Updated July 30, 2021