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